Formula found for energy slope in complex geometry.
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.
Trend · papers per month
SLOPE is a relatively new convex optimization procedure for high-dimensional linear regression via the sorted l1 penalty: the larger the rank of the fitted coefficient, the larger the penalty. This non-separable penalty renders many existing techniques invalid or inconclusive in analyzing the SLOPE solution. In this pa…
Study slopes of direct images in complex manifolds, proving a Mehta-Ramanathan type theorem.
We consider the at-the-money strike derivative of implied volatility as the maturity tends to zero. Our main results quantify the behavior of the slope for infinite activity exponential Lévy models including a Brownian component. As auxiliary results, we obtain asymptotic expansions of short maturity at-the-money digit…
The paper improves precision matrix estimation by SLOPE, especially in high-dimensional settings.
We derive an explicit formula for the asymptotic slope of the Aubin-Yau functional along a Bergman geodesic on a surface of complex dimension 2, extending the work of Phong-Sturm on Riemann surfaces. This is equivalent to an explicit calculation of the Donaldson-Futaki invariant of a test configuration. The slope is gi…
No-arbitrage constraints on implied variance slope are weak, leading to almost guaranteed arbitrage in many cases.
For a holomorphic vector bundle over a polarised Kähler manifold, we establish a direct link between the slope stability of and the asymptotic behaviour of Donaldson's functional, by defining the Quot-scheme limit of Fubini-Study metrics. In particular, we provide an explicit estimate which proves that Donaldso…
We study the asymptotic behavior of quantized Ding functionals along Bergman geodesic rays and prove that the slope at infinity can be expressed in terms of Donaldson-Futaki invariants and Chow weights. Based on the slope formula, we introduce a new algebro-geometric stability on Fano manifolds and show that the existe…
Paper surveys balanced metrics and proves a geodesic convexity result.
We study the asymptotic behaviour of 1-parameter subgroups with respect to Hofer's metric when the underlying symplectic manifold is an open surface of infinite area. We prove that, depending on the topology of the level sets of the Hamiltonian H, the distance either is bounded or behaves asymptotically linear. Moreove…
Study of height jumps in Ceresa cycle using asymptotic Hodge theory.
The paper extends logistic regression for unbounded majority classes and derives asymptotic properties.
This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed …
This paper studies gradient flows in asymmetric metric spaces and proves existence results.
We prove by Hilbert-Mumford criterion that a slope stable polarized weighted pointed nodal curve is Chow asymptotic stable. This generalizes the result of Caporaso on stability of polarized nodal curves, and of Hasset on weighted pointed stable curves polarized by the weighted dualizing sheaves. It also solved a questi…
Let (E,D,P) be a flat vector bundle with a parabolic structure over a punctured Riemann surface, (M,g). We consider a deformation of the harmonic metric equation which we call the Poisson metric equation. This equation arises naturally as the dimension reduction of the Hermitian-Yang-Mills equation for holomorphic vect…
The slope conjecture proposed by Garoufalidis asserts that the Jones slopes given by the sequence of degrees of the colored Jones polynomials are boundary slopes. We verify the slope conjecture for graph knots, i.e. knots whose Gromov volume vanish.
Prove asymptotics of geometric flows using algebro-geometric methods.
Study slopes in 3-manifolds, proving conjectures about knots.
Using the Hatcher-Oertel algorithm for finding boundary slopes of Montesinos knots, we prove the Slope Conjecture and the Strong Slope Conjecture for a family of 3-tangle pretzel knots. More precisely, we prove that the maximal degrees of the colored Jones polynomial of such knots determine a boundary slope as predicte…
Constructs Lefschetz fibrations with slopes near 2.
The Slope Conjecture proposed by Garoufalidis asserts that the degree of the colored Jones polynomial determines a boundary slope, and its refinement, the Strong Slope Conjecture proposed by Kalfagianni and Tran asserts that the linear term in the degree determines the topology of an essential surface that satisfies th…
We present a number of related comparison results, which allow to compare moment explosion times, moment generating functions and critical moments between rough and non-rough Heston models of stochastic volatility. All results are based on a comparison principle for certain non-linear Volterra integral equations. Our u…
Consider a polarized complex manifold (X,L) and a ray of positive metrics on L defined by a positive metric on a test configuration for (X,L). For most of the common functionals in Kähler geometry, we prove that the slope at infinity along the ray is given by evaluating the non-Archimedean version of the functional (as…
Paper analyzes origami slope gaps and their distribution, finding a unique pattern.
Study provides concrete examples of knot slopes.
2-level SLOPE improves high-dimensional inference with fewer hyperparameters.
Concerning the set of exceptional surgery slopes for a hyperbolic knot, Lackenby and Meyerhoff proved that the maximal cardinality is 10 and the maximal diameter is 8. Their proof is computer-aided in part, and both bounds are achieved simultaneously. In this note, it is observed that the diameter bound 8 implies the m…
A slope is a characterising slope for a knot in if the oriented homeomorphism type of -surgery on determines uniquely. We show that when is a hyperbolic knot its set of characterising slopes contains all but finitely many slopes with . We prove stronger results for hyper…
New research shows that many slopes are characterizing for satellite knots.
The Slope Conjecture relates the degree of the colored Jones polynomial to the boundary slopes of a knot. We verify the Slope Conjecture and the Strong Slope Conjecture for Montesinos knots with odd, even and , .
New slopes identified for torus knots, improving previous results.
A non-trivial slope on a knot in is called a characterizing slope if whenever the result of -surgery on a knot is orientation preservingly homeomorphic to the result of -surgery on , then is isotopic to . Ni and Zhang ask: for any hyperbolic knot , is a slope with $|p| +…
New knots found with specific slope properties.
New rules reduce SLOPE model fitting time by screening out irrelevant variables.
Let X be a norm curve in the SL(2,C)-character variety of a knot exterior M. Let t = || b || / || a || be the ratio of the Culler-Shalen norms of two distinct non-zero classes a, b in H_1(\partial M, Z). We demonstrate that either X has exactly two associated strict boundary slopes \pm t, or else there are strict bound…
The (Strong) Slope Conjecture relates the degree of the colored Jones polynomial of a knot to certain essential surfaces in the knot complement. We verify the Slope Conjecture and the Strong Slope Conjecture for 3-string Montesinos knots satisfying certain conditions.
Let r_m and r_M be the least and greatest finite boundary slopes of a hyperbolic knot K in S^3. We show that any cyclic surgery slopes of K must lie in the interval (r_m - 1/2, r_M + 1/2).
We revisit the optimal investment and consumption problem with proportional transaction costs. We prove that both the value function and the slopes of the lines demarcating the no-trading region are analytic functions of cube root of the transaction cost parameter. Also, we can explicitly calculate the coefficients of …
Study Mazur doubles of knots and their relation to the Slope Conjecture.
The study confirms conjectures about slopes of knots using knot Floer homology.
Proves existence of Lefschetz fibrations with arbitrary slopes.
The paper examines slopes and their norms in exceptional Dehn fillings.
This paper completes proofs for left orderable slopes of double twist knots.
A slope is called a characterizing slope for a given knot in if whenever the -surgery on a knot in is homeomorphic to the -surgery on via an orientation preserving homeomorphism, then . In this paper we try to find characterizing slopes for torus knots $…
Study examines implied volatility behavior in Bachelier model.
Efficient packages solve SLOPE problem in multiple languages.