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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.

169,181 papers · 148 categories

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6481,2961,9442,592 · Jun 202019922001200920182026
48 results for algebras of valuations

Develops a new method to study algebraic tangent cones of sheaves using valuations.

problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.

We study the space of generalized translation invariant valuations on a finite-dimensional vector space and construct a partial convolution which extends the convolution of smooth translation invariant valuations. Our main theorem is that McMullen's polytope algebra is a subalgebra of the (partial) convolution algebra …

2014-06-17abs ↗pdf ↗

Integral geometry formulas computed for exceptional spheres.

problem Kinematic formulas for invariant valuations and curvature measures on exceptional spheres.
method Computation of kinematic formulas based on isomorphisms of algebras of valuations.
result Kinematic formulas for invariant valuations and curvature measures in S6S^6 and S7S^7.

Researchers explore valuations on polyhedra and topological arrangements without imposing algebraic structures.

problem Understanding valuations on polyhedra and their connections to topological arrangements.
method Generalizes the setting of valuations on convex polyhedra to collections of defining hyperplanes without imposing algebraic structures.
result Uncovered a close relationship between scissors congruence problems and finite hyperplane arrangements.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

2014-02-12abs ↗pdf ↗

A survey on recent developments in (algebraic) integral geometry is given. The main focus lies on algebraic structures on the space of translation invariant valuations and applications in integral geometry.

2010-04-19abs ↗pdf ↗

We introduce the new notion of convolution of a (smooth or generalized) valuation on a group GG and a valuation on a manifold MM acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and generalized valuations on MM are modules over the algebra of compactly supported g…

2015-07-17abs ↗pdf ↗

We give in explicit form the principal kinematic formula for the action of the affine unitary group on $\C^n$, together with a straightforward algebraic method for computing the full array of unitary kinematic formulas, expressed in terms of certain convex valuations introduced, essentially, by H. Tasaki. We introduce …

2008-01-04abs ↗pdf ↗

S. Alesker has shown that if GG is a compact subgroup of O(n) acting transitively on the unit sphere Sn1S^{n-1} then the vector space ValGVal^G of continuous, translation-invariant, GG-invariant convex valuations on RnR^n has the structure of a finite dimensional graded algebra over RR satisfying Poincare duality. We s…

2004-10-27abs ↗pdf ↗

Unique K-polystable degenerations for Fano varieties confirmed.

problem Algebraic uniqueness of Kähler-Ricci flow limits on Fano manifolds.
method Study of optimal degeneration problems via new functionals of real valuations.
result Confirm algebraic uniqueness of Kähler-Ricci flow limits on Fano manifolds.

Proves hard Lefschetz theorem and Hodge-Riemann relations for convex valuations.

problem Proving properties of convex valuations analogous to Kähler manifolds.
method Elliptic operator theory and perturbation theory applied to unbounded operators on a Hilbert space.
result Establishes hard Lefschetz theorem and Hodge-Riemann relations for convex bodies.

A Hadwiger-type theorem for the exceptional Lie groups G2G_2 and Spin(7)Spin(7) is proved. The algebras of G2G_2 or Spin(7)Spin(7) invariant, translation invariant continuous valuations are both of dimension 10. Geometrically meaningful bases are constructed and the algebra structures are computed. Finally, the kinematic formula…

2008-03-27abs ↗pdf ↗

The local kinematic formulas on complex space forms induce the structure of a commutative algebra on the space CurvU(n)\mathrm{Curv}^{\mathrm{U}(n)*} of dual unitarily invariant curvature measures. Building on the recent results from integral geometry in complex space forms, we describe this algebra structure explicitly as a…

2017-02-07abs ↗pdf ↗

Study bubbling Kahler metrics using algebraic geometry.

problem Analyzing the degeneration of Kahler metrics with Euclidean volume growth.
method Algebraic construction of birational modifications to simplify degenerations, comparing with analytic constructions.
result Provide a framework to compare algebraic and analytic approaches to bubbling phenomena.

Probabilistic theory counts intersections in Riemannian spaces.

problem Counting intersections in Riemannian homogeneous spaces.
method Introduces probabilistic intersection ring HE(M)\mathrm{H}_{\mathbb E}(M), a graded commutative and associative real Banach algebra.
result Probabilistic intersection ring structure defined for spheres, real projective space, and complex projective space.

Let K be an algebraically closed field endowed with a complete non-archimedean norm with valuation ring R. Let f:Y -> X be a map of K-affinoid varieties. In this paper we study the analytic structure of the image f(Y) in X; such an image is a typical example of a subanalytic set. We show that the subanalytic sets are p…

1997-03-17abs ↗pdf ↗

We show how Alesker's theory of valuations on manifolds gives rise to an algebraic picture of the integral geometry of any Riemannian isotropic space. We then apply this method to give a thorough account of the integral geometry of the complex space forms, i.e. complex projective space, complex hyperbolic space and com…

2012-04-03abs ↗pdf ↗

Study of measured laminations on surfaces using Newton polytopes and Poisson brackets.

problem Understanding the space of measured laminations on surfaces from a valuative perspective.
method Introducing Newton polytopes for character variety functions, defining tangent spaces, and identifying symplectic structures.
result Trace functions have unit coefficients at the extremal points of their Newton polytopes.

Paper introduces new actuarial-consistent valuations for insurance liabilities.

problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.

Market valuation duration is 175 years, but drops to 46 years during crises.

problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

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.

Paper proposes a new method for valuing long-term annuities using real-world probability measure.

problem Valuation of long-term annuities using classical no-arbitrage methods.
method Real-world probability measure valuation, employing numéraire portfolio.
result Real-world valuation leads to lower values than classical approaches.

Let SO+(p,q)\mathrm{SO}^+(p,q) denote the identity connected component of the real orthogonal group with signature (p,q)(p,q). We give a complete description of the spaces of continuous and generalized translation- and SO+(p,q)\mathrm{SO}^+(p,q)-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

2016-02-28abs ↗pdf ↗

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

2016-02-18abs ↗pdf ↗

The paper extends the convolution operator to non-smooth valuations using geometric inequalities.

problem Extending the convolution operator to non-smooth valuations.
method Using geometric inequalities derived from optimal transport methods.
result Constructing a continuous extension of the convolution operator on smooth valuations to non-smooth valuations.

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

2013-06-10abs ↗pdf ↗

Value-tracking in financial markets breaks down when non-valuation-based traders dominate.

problem Understanding the threshold for value-tracking in financial markets.
method Simple discrete-time model to show how non-valuation-based traders can cause tracking errors.
result A threshold above which value-tracking breaks down without changes in asset value.

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

Fair market valuations ignore future worker profits in employee-owned firms.

problem Ignoring future worker profits in fair market valuations for employee-owned firms.
method Analyzing property rights and residual claimants in employee-owned firms.
result Fair market valuations are inappropriate for employee-owned firms.