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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.

168,742 papers · 148 categories

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4181122162 · Jun 202019922001200920172026
48 results for asymmetric rational reductions

Study bihamiltonian structures and Frobenius manifolds for specific Toda hierarchies.

problem Local bihamiltonian structures and Frobenius manifolds for asymmetric rational reductions of 2D-Toda hierarchy.
method Construct three-dimensional generalized Frobenius manifold, relate to other hierarchies via transformations.
result Explicit relation between RR2T and bi-graded Toda and constrained KP hierarchies.

Quantum circuits predict volatility dynamics preserving asymmetry.

problem Modeling volatility time series with asymmetry.
method Single-qubit quantum circuit learning (QCL) applied to synthetic data generated by Rational GARCH model.
result QCL-based predictions preserve negative return-volatility correlation and anti-persistent behavior.

This work improves polynomial approximations for functions with asymmetric behavior.

problem Efficiently approximating functions with asymmetric behavior, especially those growing unbounded on one side.
method Introduces weighted deep polynomial approximants that combine learnable deep polynomials with one-sided weights.
result Weighted deep polynomial approximants outperform existing methods in approximating functions with asymmetric behavior.

The paper develops a new framework for managing asymmetric volatility.

problem Managing asymmetric volatility to improve recovery and participation.
method Path-dependent framework for asymmetric volatility management.
result Skew engineering reduces harmful downside participation more than productive upside participation.

In this article, we introduce symplectic reduction in the framework of nonrational toric geometry. When we specialize to the rational case, we get symplectic reduction for the action of a general, not necessarily closed, Lie subgroup of the torus.

2018-06-27abs ↗pdf ↗

We prove that the mod Z reduction of the torsion of a rational homology 3-sphere is completely determined by three data: a certain canonical spin^c structure, the linking form and a Q/Z-valued constant c. This constant is a new topological invariant of the rational homology sphere. Experimentations with lens spaces sug…

2000-06-23abs ↗pdf ↗

We provide a microfoundation for linear price impact models in a stationary market.

problem Deriving linear price impact models in a stationary market with asymmetric information.
method Deriving linear price impact models as the equilibrium of an agent-based system.
result The model shows compatibility with universal price diffusion at small times and non-universal mean-reversion at larger times.

Introducing a way to modify knots using nn-trivial rational tangles, we show that knots with given values of Vassiliev invariants of bounded degree can have arbitrary unknotting number (extending a recent result of Ohyama, Taniyama and Yamada). The same result is shown for 4-genera and finite reductions of the homolog…

1999-09-09abs ↗pdf ↗

Study dynamic equilibrium with insider and general uninformed agent preferences.

problem Analyzing asymmetric information and general utility functions in a continuous-time economy.
method Introducing a new method to prove existence of a partial communication equilibrium (PCE) for agents with general utility functions.
result Identify the equilibrium price in the small and large risk aversion limits for agents with power utility.

In latent Dirichlet allocation (LDA), topics are multinomial distributions over the entire vocabulary. However, the vocabulary usually contains many words that are not relevant in forming the topics. We adopt a variable selection method widely used in statistical modeling as a dimension reduction tool and combine it wi…

2012-05-04abs ↗pdf ↗

A trisymplectic structure on a complex 2n-manifold is a triple of holomorphic symplectic forms such that any linear combination of these forms has constant rank 2n, n or 0, and degenerate forms in ΩΩ belong to a non-degenerate quadric hypersurface. We show that a trisymplectic manifold is equipped with a holomorphic 3…

2011-03-23abs ↗pdf ↗

Uhlenbeck proved that a set of simple elements generates the group of rational loops in GL(n,C) that satisfy the U(n)-reality condition. For an arbitrary complex reductive group, a choice of representation defines a notion of rationality and enables us to write down a natural set of simple elements. Using these simple …

2008-03-01abs ↗pdf ↗

Study shows mutual funds add little value for uninformed investors.

problem Understanding the performance of actively managed equity mutual funds for uninformed investors.
method Constructed a reference portfolio using prices and supply information, analyzed various subsets of funds, and compared to market index.
result Mutual funds provide insignificant alpha for uninformed investors, with negative and significant alpha when compared to the market index.

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, qq-Laplacian, and qq-heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.

A new asymmetric correntropy method improves robust adaptive filtering for asymmetric error distributions.

problem Inadequate handling of asymmetric error distributions in adaptive filtering.
method Proposes asymmetric correntropy using an asymmetric Gaussian kernel and develops a robust adaptive filtering algorithm.
result The proposed algorithm shows better steady-state convergence performance for asymmetric error distributions.

We consider a high dimensional linear regression problem where the goal is to efficiently recover an unknown vector ββ^* from nn noisy linear observations Y=Xβ+WRnY=Xβ^*+W \in \mathbb{R}^n, for known XRn×pX \in \mathbb{R}^{n \times p} and unknown WRnW \in \mathbb{R}^n. Unlike most of the literature on this model we make no spa…

2018-03-18abs ↗pdf ↗

The paper explains stock predictability by integrating rational finance without behavioral finance assumptions.

problem The predictability of stock returns observed in the stock market.
method Developed a statistical model within rational finance to incorporate stock predictability into the Black-Scholes formula.
result Empirical analysis shows asymmetric predictability by spot and option traders, and potential stock return predictors.

This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.

problem Exploring asymmetric multifractal cross-correlations in cryptocurrency markets.
method Fractal analysis and MF-ADCCA method to investigate asymmetric volatility dynamics.
result Cross-correlations are stronger in downtrend markets than in uptrend markets for maturing BTC and ETH.

For linear actions of real reductive Lie groups we prove the Kempf-Ness Theorem about closed orbits and the Kirwan-Ness Stratification Theorem of the null cone. Since our completely self-contained proof focuses strongly on geometric and analytic methods, essentially avoiding any deep algebraic result, it applies also t…

2017-01-03abs ↗pdf ↗

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.

We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev…

2014-10-21abs ↗pdf ↗

We represent algebraic curves via commuting matrix polynomials. This allows us to show that the Hilbert scheme of cohomologically stable twisted rational curves of degree dd in P3\P1{\Bbb P}^3\backslash {\Bbb P}^1 is isomorphic to a complexified hyperkähler quotient of an open subset of a vector space by a non-reductive …

2019-03-05abs ↗pdf ↗

The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.

problem Inefficiencies and statistical significance issues in asymmetric causality tests.
method Improved asymmetric causality tests via partial cumulative sums for positive and negative components, explicitly testing differences between causal parameters.
result Efficiently tested hypotheses on asymmetric causal interaction between financial markets.

We propose Deep Asymmetric Multitask Feature Learning (Deep-AMTFL) which can learn deep representations shared across multiple tasks while effectively preventing negative transfer that may happen in the feature sharing process. Specifically, we introduce an asymmetric autoencoder term that allows reliable predictors fo…

2017-08-01abs ↗pdf ↗

In this paper we show how the study of asymmetric R&D alliances, that are those between young and small firms and large and MNEs firms for knowledge exploration and/or exploitation, requires the adoption of a coopetitive framework which consider both collaboration and competition. We draw upon the literature on asymmet…

2012-05-13abs ↗pdf ↗

This article studies the volume of compact quotients of reductive homogeneous spaces. Let G/HG/H be a reductive homogeneous space and ΓΓ a discrete subgroup of GG acting properly discontinuously and cocompactly on G/HG/H. We prove that the volume of Γ\G/HΓ\backslash G/H is the integral, over a certain homology class of $Γ…

2015-11-30abs ↗pdf ↗

An L-space is a rational homology 3-sphere with minimal Heegaard Floer homology. We give the first examples of hyperbolic L-spaces with no symmetries. In particular, unlike all previously known L-spaces, these manifolds are not double branched covers of links in S^3. We prove the existence of infinitely many such examp…

2014-07-29abs ↗pdf ↗

Bayesian VI copula models capture asymmetric intraday equity dependence.

problem Modeling asymmetric and extreme tail dependence in financial data.
method Bayesian variational inference for skew-t copula models in high dimensions.
result The copula captures substantial heterogeneity in asymmetric dependence over equity pairs and time.

We introduce CSE for MLSF games and devise online learning algorithms for achieving no-external Stackelberg-regret.

problem Learning equilibrium in leader-follower games with noisy bandit feedback.
method Proposed Correlated Stackelberg Equilibrium (CSE) and online learning algorithms balancing exploration and exploitation.
result Achieves no-external Stackelberg-regret, converging to approximate CSE.

A Kyle-inspired model with adaptive agents explains excess volatility and volatility clustering.

problem Reconciling asymmetrically informed traders with adaptive market hypothesis.
method Proposes a model with adaptive agents using inductive reasoning, reconciling Kyle model with Adaptive Market Hypothesis.
result Microfoundations for GARCH models and volatility clustering explained.

We describe an invariant of links in the three-sphere which is closely related to Khovanov's Jones polynomial homology. Our construction replaces the symmetric algebra appearing in Khovanov's definition with an exterior algebra. The two invariants have the same reduction modulo 2, but differ over the rationals. There i…

2007-10-23abs ↗pdf ↗

Extends multidimensional scaling to analyze three-way asymmetric proximities.

problem Analyzing asymmetric and three-way proximities in a Euclidean space.
method Unified h-plot methodology for three-way asymmetric proximities, including symmetric and conditional frameworks.
result Identification of archetypal profiles and clustering structures.

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to create generalized asymmetric versions of the Laplace and normal distributions, whic…

2015-03-22abs ↗pdf ↗