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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.

168,742 papers · 148 categories

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6111722 · Jun 202619922001200920172026
48 results for absolute

We study grassmannians associated with a linear space with a nondegenerate hermitian form. The geometry of these grassmannians allows us to explain the relation between a (pseudo-)riemannian projective geometry and the conformal structure on its ideal boundary (absolute). Such relation encompasses, for instance, the us…

2009-07-26abs ↗pdf ↗

Combines absolute and relative wealth in portfolio optimization with power utility functions.

problem Optimizing portfolios with both absolute and relative wealth considerations.
method Integrates power utility functions for absolute and relative wealth, considering multiple benchmarks.
result Obtains an explicit solution for portfolio optimization combining absolute and relative wealth.

Absolutely partially hyperbolic surface endomorphisms have a coherent center foliation.

problem Understanding the dynamics of absolutely partially hyperbolic surface endomorphisms.
method Showed the existence of a center foliation and leaf conjugacy to the linearization.
result Absolutely partially hyperbolic surface endomorphisms have a dynamically coherent center foliation.

The paper studies curves in Finsler-like spaces and their properties.

problem Investigating properties of curves in asymmetric metric spaces induced by Finsler structures.
method Analyzes three types of absolutely continuous curves in Finsler-like spaces and establishes the Lisini structure theorem.
result Characterizes the nature of absolutely continuous curves in terms of dynamical transference plans.

Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.

problem Absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.
method Approximation framework to handle singularity, geometrically transparent.
result Precise analytic condition on cost profile for necessary assumptions.

We show how to construct absolutely exotic smooth structures on compact 4-manifolds with boundary, including contractible manifolds. In particular, we prove that any compact smooth 4-manifold W with boundary that admits a relatively exotic structure contains a pair of codimension-zero submanifolds homotopy equivalent t…

2014-10-06abs ↗pdf ↗

In a recent joint work with V. Turaev (cf. math.DG/9810114) we defined a new concept of combinatorial torsion which we called absolute torsion. Compared with the classical Reidemeister torsion it has the advantage of having a well-defined sign. Also, the absolute torsion is defined for arbitrary orientable flat vector …

1999-03-23abs ↗pdf ↗

A compactum X is an `absolute cone' if, for each of its points x, the space X is homeomorphic to a cone with x corresponding to the cone point. In 1971, J. de Groot conjectured that each n-dimensional absolute cone is an n-cell. In this paper, we give a complete solution to that conjecture. In particular, we show that …

2005-07-19abs ↗pdf ↗

In this paper we use the results of our previous work in order to compute the phase of the torsion of an Euler structure in terms of its characteristic class. Also, we introduce here a new notion of an absolute torsion, which does not require a choice of any additional topological information (like an Euler structure).…

1998-10-06abs ↗pdf ↗

New field invariant refines real spectrum and relates to absolute Galois group.

problem Understanding field invariants related to absolute Galois groups.
method Introducing Artin-Schreier quandles and computing their properties for different types of fields.
result Artin-Schreier quandles provide relations between fields and their absolute Galois groups.

New method proves absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.

problem Proving absolute continuity of Wasserstein barycenters on manifolds with lower Ricci curvature bound.
method Introducing new displacement functionals exploiting Hessian equality and revisiting Souslin space theory, Dunford-Pettis theorem, and de la Vallée Poussin criterion for uniform integrability.
result Absolute continuity of Wasserstein barycenters is established for a general class of manifolds with lower Ricci curvature bound.

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

problem Monotone aggregation of dependent random vectors
method Coordinatewise monotonicity and uniform lower-increment conditions
result One-dimensional push-forwards of dependent random vectors have an absolutely continuous distribution

The use of absolute return volatility has many modelling benefits says John Cotter. An illustration is given for the market risk measure, minimum capital requirements.

2011-03-30abs ↗pdf ↗

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We show that finding the best model under the MAPE is equivalent to doing weighted Mean Absolute Error (MAE) regression. We show that universal consistency of Empirical Risk Minimiza…

2015-06-12abs ↗pdf ↗

We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of gene…

2013-12-16abs ↗pdf ↗

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under…

2016-05-09abs ↗pdf ↗

An immersion of a compact manifold is tight if it admits the minimal total absolute curvature over all immersions of the manifold. A prominent result in the study of minimal total absolute curvature immersions is the theorem of Chern and Lashof, which characterizes minimal total absolute curvature immersions, and tight…

1997-02-07abs ↗pdf ↗

Introduces arithmetic analogues of Orr invariants and spaces for absolute Galois groups.

problem Understanding arithmetic properties of absolute Galois groups through analogies with mapping class groups.
method Introduces arithmetic pro-\ell Orr invariants and spaces, and investigates their properties and relations.
result Determines the rank of the pro-\ell Orr space as a Z\mathbb{Z}_{\ell}-module.

The folk result in Kyle-Back models states that the value function of the insider remains unchanged when her admissible strategies are restricted to absolutely continuous ones. In this paper we show that, for a large class of pricing rules used in current literature, the value function of the insider can be finite when…

2018-12-18abs ↗pdf ↗

Let L be a countable and locally finite CW complex. Suppose that the class of all metrizable compacta of extension dimension not greater than L contains a universal element which is an absolute extensor in dimension L. Our main result shows that L is quasi-finite.

2004-05-12abs ↗pdf ↗

It is known that there is a unique concordance class in the free homotopy class of S1×ptS1×S2S^1\times pt \subset S^1 \times S^2. The constructive proof of this fact is given by the second author. It turns out that all the concordances in this construction are invertible. The knots KS1×S2K\subset S^{1}\times S^{2} with hyperbolic …

2019-01-03abs ↗pdf ↗

We start by showing that the finite-time absolute ruin probability in the classical risk model with constant interest force can be expressed in terms of the transition probability of a positive Ornstein-Uhlenbeck type process, say X. Our methodology applies to the case when the dynamics of the aggregate claims process …

2010-06-11abs ↗pdf ↗

The absolute Galois group of 3-manifolds determines their structure up to homeomorphism.

problem Determining the structure of 3-manifolds using their absolute Galois groups.
method Defined a relative absolute Galois group for 3-manifolds and used Chebotarev density properties and Hilbert ramification theory.
result Two branched covers of the three-sphere over a stably Chebotarev link are homeomorphic if and only if their absolute Galois groups are isomorphic.

We study two notions of relative differential cohomology, using the model of differential characters. The two notions arise from the two options to construct relative homology, either by cycles of a quotient complex or of a mapping cone complex. We discuss the relation of the two notions of relative differential cohomo…

2013-10-10abs ↗pdf ↗

Let (M,I,J,K)(M,I,J,K) be a hyperkahler manifold, and Z(M,I)Z\subset (M,I) a complex subvariety in (M,I)(M,I). We say that ZZ is trianalytic if it is complex analytic with respect to JJ and KK, and absolutely trianalytic if it is trianalytic with respect to any hyperkähler triple of complex structures (M,I,J,K)(M,I,J',K') containing II

2014-09-03abs ↗pdf ↗

We prove existence of extension dimension for paracompact spaces. Here is the main result of the paper: \proclaim{Theorem} Suppose X is a paracompact space. There is a CW complex K such that {a.} K is an absolute extensor of X up to homotopy, {b.} If a CW complex L is an absolute extensor of X up to homotopy, then L is…

2002-10-28abs ↗pdf ↗

Given a definable function f, enough differentiable, we study the continuity of the total curvature function t --> K(t), total curvature of the level {f=t}, and the total absolute curvature function t-->|K| (t), total absolute curvature of the level {f=t}. We show they admits at most finitely many discontinuities.

2007-08-03abs ↗pdf ↗