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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · Apr 202119922001200920172026
7 results for Yang-Zhang

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Study adapts OHLC volatility estimators for monitoring market stress in diverse settings.

problem Limited use of range-based volatility estimators in local commodity markets.
method Adapted OHLC volatility estimators to monitor market distress across various contexts.
result OHLC-based volatility indicators detect market disruptions missed by standard momentum indicators.

New insights from centro-affine geometry solve a key geometric conjecture.

problem Log-Brunn-Minkowski conjecture in centro-affine differential geometry.
method Interpreting the log-Brunn-Minkowski conjecture as a spectral problem and using centro-affine differential geometry.
result Global uniqueness and inequalities in the log-Minkowski problem for certain convex bodies.