arXiv research

Researchers calculate alpha invariant for certain complex projective spaces.

We give a purely algebro-geometric proof that if the alpha-invariant of a Q-Fano variety X is greater than dim X/(dim X+1), then (X,O(-K_X)) is K-stable. The key of our proof is a relation among the Seshadri constants, the alpha-invariant and K-stability. It also gives applications concerning the automorphism group.

Tian's criterion for K-stability states that a Fano variety of dimension $n$ whose alpha invariant is greater than $\frac{n}{n+1}$ is K-stable. We show that this criterion is sharp by constructing singular Fano varieties with alpha invariants $\frac{n}{n+1}$ that are not K-polystable for sufficiently large $n$. We also…

We give a criterion for the existence of a Kähler-Einstein metric on a Fano manifold $M$ in terms of the higher algebraic alpha-invariants $α_{m,k}(M)$.

We give a criterion for the coercivity of the Mabuchi functional for general Kähler classes on Fano manifolds in terms of Tian's alpha invariant. This generalises a result of Tian in the anti-canonical case implying the existence of a Kähler-Einstein metric. We also prove the alpha invariant is a continuous function on…

This work presents a parametrized family of divergences, namely Alpha-Beta Log- Determinant (Log-Det) divergences, between positive definite unitized trace class operators on a Hilbert space. This is a generalization of the Alpha-Beta Log-Determinant divergences between symmetric, positive definite matrices to the infi…

The global log canonical threshold (or Tian's alpha-invariant) plays an important role in the geometry of Fano varieties. Tian showed that Fano manifolds with big alpha-invariant can be equipped with a Kahler-Einstein metric. In recent years Donaldson drafted a programme to determine when a smooth Fano variety X admits…

The usual construction of link invariants from quantum groups applied to the superalgebra D_{2 1,alpha} is shown to be trivial. One can modify this construction to get a two variable invariant. Unusually, this invariant is additive with respect to connected sum or disjoint union. This invariant contains an infinity of …

We show that $\mathbb{Q}$-Fano varieties of fixed dimension with anti-canonical degrees and alpha-invariants bounded from below form a bounded family. As a corollary, K-semistable $\mathbb{Q}$-Fano varieties of fixed dimension with anti-canonical degrees bounded from below form a bounded family.

If a knot K bounds a genus one Seifert surface F in the 3-sphere and F contains an essential simple closed curve alpha that has induced framing 0 and is smoothly slice, then K is smoothly slice. Conjecturally, the converse holds. It is known that if K is slice, then there are strong constraints on the algebraic concord…

We show that any $n$-dimensional Fano manifold $X$ with $α(X)=n/(n+1)$ and $n\geq 2$ is K-stable, where $α(X)$ is the alpha invariant of $X$ introduced by Tian. In particular, any such $X$ admits Kähler-Einstein metrics and the holomorphic automorphism group of $X$ is finite.

We prove that every birationally superrigid Fano variety whose alpha invariant is greater than (resp. no smaller than) $\frac{1}{2}$ is K-stable (resp. K-semistable). We also prove that the alpha invariant of a birationally superrigid Fano variety of dimension $n$ is at least $\frac{1}{n+1}$ (under mild assumptions) an…

We prove that the sum of the $α$-invariants of two different Kollár components of a Kawamata log terminal singularity is less than $1$.

The paper studies dimensions of attractors for modified Leray-alpha equation on various surfaces.

We classify smooth del Pezzo surfaces whose alpha-invariant of Tian is bigger than one.

We provide a sufficient condition for polarisations of Fano varieties to be K-stable in terms of Tian's alpha invariant, which uses the log canonical threshold to measure singularities of divisors in the linear system associated to the polarisation. This generalises a result of Odaka-Sano in the anti-canonically polari…

We study del Pezzo surfaces that are quasismooth and well-formed weighted hypersurfaces. In particular, we find all such surfaces whose alpha-invariant of Tian is greater than 2/3.

We present several formulas for the traces of elements in complex hyperbolic triangle groups generated by complex reflections. The space of such groups of fixed signature is of real dimension one. We parameterise this space by a real invariant alpha of triangles in the complex hyperbolic plane. The main result of the p…

Alpha2 discovers logical formulaic alphas using deep reinforcement learning.

Alpha-GPT mines new trading signals with human-AI interaction.

We give an explicit algorithm and source code for extracting expected returns for stocks from expected returns for alphas. Our algorithm altogether bypasses combining alphas with weights into "alpha combos". Simply put, we have developed a new method for trading alphas which does not involve combining them. This yields…

Paper proposes a new framework to mine synergistic formulaic alphas for better stock trend forecasting.

Alpha-R1 uses LLMs to reason about economic factors and news for better alpha screening.

A nonnegative number d_infinity, called asymptotic dimension, is associated with any metric space. Such number detects the asymptotic properties of the space (being zero on bounded metric spaces), fulfills the properties of a dimension, and is invariant under rough isometries. It is then shown that for a class of open …

We propose a framework for constructing factor models for alpha streams. Our motivation is threefold. 1) When the number of alphas is large, the sample covariance matrix is singular. 2) Its out-of-sample stability is challenging. 3) Optimization of investment allocation into alpha streams can be tractable for a factor …

We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define the alpha re-scaled FTSE100 daily index positive returns r(t)^alpha and negative returns (-r(t))^alpha that we call, aft…

In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily returns r(t). Furthermore, we define the alpha re-scaled DAX daily index positive returns r(t)^alpha and negative returns (-…

Alpha-GPT 2.0 integrates human insights into AI-driven investment research.

It is well known that combining multiple hedge fund alpha streams yields diversification benefits to the resultant portfolio. Additionally, crossing trades between different alpha streams reduces transaction costs. As the number of alpha streams increases, the relative turnover of the portfolio decreases as more trades…

RiskMiner discovers formulaic alphas using MCTS for better performance.

Generalized Lotka-Volterra (GLV) models extending the (70 year old) logistic equation to stochastic systems consisting of a multitude of competing auto-catalytic components lead to power distribution laws of the (100 year old) Pareto-Zipf type. In particular, when applied to economic systems, GLV leads to power laws in…

Internal crossing of trades between multiple alpha streams results in portfolio turnover reduction. Turnover reduction can be modeled using the correlation structure of the alpha streams. As more and more alphas are added, generally turnover reduces. In this note we use a factor model approach to address the question o…

The paper studies dynamical systems with evolving geometric structure using numerical methods.

Enhances genetic programming for stock alpha discovery with warm start and structural constraints.

We give an explicit algorithm and source code for combining alpha streams via bounded regression. In practical applications typically there is insufficient history to compute a sample covariance matrix (SCM) for a large number of alphas. To compute alpha allocation weights, one then resorts to (weighted) regression ove…

A surface is called a tube if its level-sets with respect to some coordinate function (the axis of the surface) are compact. Any tube of zero mean curvature has an invariant, the so-called flow vector. We study how the geometry of the Gaussian image of a higher-dimensional minimal tube M is controlled by the angle alph…

Unified convergence analysis of alpha-SVRG under strong convexity.

AlphaEval evaluates alpha mining models efficiently and comprehensively.

New methods for tuning alpha in Gibbs posteriors improve speed and accuracy.

For every smooth del Pezzo surface $S$, smooth curve $C\in|-K_{S}|$ and $β\in(0,1]$, we compute the $α$-invariant of Tian $α(S,(1-β)C)$ and prove the existence of Kähler--Einstein metrics on $S$ with edge singularities along $C$ of angle $2πβ$ for $β$ in certain interval. In particular we give lower bounds for the inva…

An explicit expression is obtained for the sectional curvature in the plane spanned by two stationary flows, cos(k, x) and cos(l, x). It is shown that for certain values of the wave vectors k and l the curvature becomes positive for alpha > alpha_0, where 0 < alpha_0 < 1 is of the order 1/k. This suggests that the flow…

The weak variance-alpha-gamma process is a multivariate Lévy process constructed by weakly subordinating Brownian motion, possibly with correlated components with an alpha-gamma subordinator. It generalises the variance-alpha-gamma process of Semeraro constructed by traditional subordination. We compare three calibrati…

We give a simple explicit formula for turnover reduction when a large number of alphas are traded on the same execution platform and trades are crossed internally. We model turnover reduction via alpha correlations. Then, for a large number of alphas, turnover reduction is related to the largest eigenvalue and the corr…

AlphaSAGE mines diverse alphas via GFlowNets, overcoming RL issues.

We give an explicit algorithm and source code for extracting equity risk factors from dead (a.k.a. "flatlined" or "hockey-stick") alphas and using them to improve performance characteristics of good (tradable) alphas. In a nutshell, we use dead alphas to extract directions in the space of stock returns along which ther…

PPO optimizes LLM-generated alpha weights for better trading performance.

The paper presents methods to improve uncertainty calibration in Bayesian Neural Networks.

AlphaForge mines and dynamically combines alpha factors for better investment performance.