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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.

168,695 papers · 148 categories

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83165248330 · Jun 202019922001200920172026
48 results for axiomatic system

Simplified proof of mass center system's uniqueness and generalized Pappus' theorem across Euclidean, spherical, and hyperbolic geometries.

problem Proving the uniqueness of the mass center system in non-Euclidean geometries and deriving a generalized Pappus' theorem.
method Revisiting and simplifying G.A. Galperin's proof, extending the mass center system to manifolds, and deriving a generalized Pappus' theorem.
result Unified and simpler proofs for Pappus' theorem in Euclidean, spherical, and hyperbolic geometries.

Study systemic risk measures and capital allocation rules, showing commonalities.

problem Systemic risk measures and capital allocation in financial systems.
method Developed a general framework to embed axiomatic and injective capital approaches, introduced Aumann-Shapley CAR.
result Aumann-Shapley CAR provides a universal method for capital allocation regardless of risk measurement.

A framework for anonymized risk sharing without revealing identities or preferences.

problem Risk sharing without revealing individual identities or preferences.
method Axiomatic framework with four key axioms: actuarial fairness, risk fairness, risk anonymity, and operational anonymity.
result The conditional mean risk sharing rule is uniquely characterized by these axioms.

Defines hierarchical clustering axioms for various densities.

problem Defining hierarchical clustering for different types of densities.
method An axiomatic approach to piecewise constant densities, then extending to general densities.
result Our axiomatic definition results in Hartigan's cluster tree under certain conditions.

Defines Learning Analytics' foundational structure and scope.

problem Lack of theoretical foundation in Learning Analytics.
method Proposes an axiomatic theory based on psychological learning and LA methodology.
result Clarifies the epistemological stance of Learning Analytics and its limitations.

We refurbish our axiomatics of differential geometry introduced in [Mathematics for Applications,, 1 (2012), 171-182]. Then the notion of Euclideaness can naturally be formulated. The principal objective in this paper is to present an adaptation of our theory of differential forms developed in [International Journal of…

2012-07-21abs ↗pdf ↗

Paper introduces new risk measures for default risk and model uncertainty.

problem Model uncertainty and default risk in rating systems.
method Introduces default risk measures and discusses their properties and impacts.
result Different default risk measures and margins of conservatism affect risk-weighted assets.

We axiomatically introduce risk-consistent conditional systemic risk measures defined on multidimensional risks. This class consists of those conditional systemic risk measures which can be decomposed into a state-wise conditional aggregation and a univariate conditional risk measure. Our studies extend known results f…

2016-09-26abs ↗pdf ↗

In our previous paper entitled "Axiomatic differential geometry -towards model categories of differential geometry-, we have given a category-theoretic framework of differential geometry. As the first part of our series of papers concerned with differential-geometric developments within the above axiomatic scheme, this…

2012-04-23abs ↗pdf ↗

In this article we prove that any unitary, axiomatic topological quantum field theory in four-dimensions can not detect changes in the smooth structure of M, a simply connected, closed (compact without boundary), oriented smooth manifold. However, as Donaldson-Witten theory (a topological quantum field theory but not a…

2011-06-12abs ↗pdf ↗

In our previous paper (Axiomatic Differential Geometry II-3) we have discussed the general Jacobi identity, from which the Jacobi identity of vector fields follows readily. In this paper we derive Jacobi-like identities of tangent-vector-valued forms from the general Jacobi identity.

2012-11-22abs ↗pdf ↗

Given a complete and (locally) cartesian closed category U, it is shown that the category of functors from the category of Weil algebras to the category U is (locally, resp.) cartesian closed. The corresponding axiomatization for differential geometry based upon Weil functors is then given.

2012-09-27abs ↗pdf ↗

As the fourth paper of our series of papers concerned with axiomatic differential geometry, this paper is devoted to the general Jacobi identity supporting the Jacobi identity of vector fields. The general Jacobi identity can be regarded as one of the few fundamental results belonging properly to smootheology.

2012-08-09abs ↗pdf ↗

The main goal of this paper is presentation a modern axiomatic approach to financial arithmetic. At the first, the axiomatic financial arithmetic theory was proposed by Peccati who has introduced the axiomatic definition of the future value. This theory has been extensively developed in past years. Proposed approach to…

2013-02-03abs ↗pdf ↗

In this paper is proposed a kind of model theory for our axiomatic differential geometry. It is claimed that smooth manifolds, which have occupied the center stage in differential geometry, should be replaced by functors on the category of Weil algebras. Our model theory is geometrically natural and conceptually motiva…

2012-09-06abs ↗pdf ↗

Introduces a new geometry based on difference angles, showing unique properties.

problem Defining angles independently of circles or rotations.
method Axiomatic system for difference angles, defining new geometric constructs.
result Explicit confirmation of the concurrency of the parabolic Miquel configuration.

Factorization homology theories of topological manifolds, after Beilinson, Drinfeld and Lurie, are homology-type theories for topological nn-manifolds whose coefficient systems are nn-disk algebras or nn-disk stacks. In this work we prove a precise formulation of this idea, giving an axiomatic characterization of fa…

2012-06-24abs ↗pdf ↗

Paper introduces variance-based measures for second-order uncertainty quantification in classification problems.

problem Uncertainty in machine learning predictions and decision-making.
method Second-order uncertainty quantification using variance-based measures.
result Variance-based measures effectively quantify uncertainty on a class-based level and are competitive with entropy-based measures.

Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This corresponds to the notion of risk aversion when one assumes the von-Neumann-Morgenster…

2015-07-08abs ↗pdf ↗

Geometric invariant theory introduces stability conditions mirroring abelian category theory.

problem Stability conditions in geometric invariant theory.
method Axiomatic notion of central charge and stability condition on schemes and stacks.
result Introduction of stability conditions for polarized schemes and smooth projective varieties.

New stability theorem for hyperbolic metrics without volume bounds.

problem Stability of finite volume hyperbolic metrics without upper volume bounds.
method Abstract axiomatic framework and bootstrap argument to extend stability result.
result Weaker exponential control of the metric allows for a broader application of the stability theorem.

We introduce an axiomatic framework for the parallel transport of connections on gerbes. It incorporates parallel transport along curves and along surfaces, and is formulated in terms of gluing axioms and smoothness conditions. The smoothness conditions are imposed with respect to a strict Lie 2-group, which plays the …

2008-08-14abs ↗pdf ↗

The paper analyzes financial networks with default charges and defines a model using fixpoint problems.

problem Modeling systemic risk in interbank networks with crossholdings and default charges.
method Mixed integer-linear programming and Gaussian elimination algorithm for computing clearing pairs.
result Developed methods to compute maximal and minimal clearing pairs.

We provide an axiomatic approach to the theory of local tangent cones of regular sub-Riemannian manifolds and the differentiability of mappings between such spaces. This axiomatic approach relies on a notion of a dilation structure which is introduced in the general framework of quasimetric spaces. Considering quasimet…

2010-05-20abs ↗pdf ↗

Projection maps which appear in the theory of buildings and oriented matroids are closely related to the notion of shellability. This was first observed by Bj{ö}rner. In this paper, we give an axiomatic treatment of either concept and show their equivalence. We also axiomatize duality in this setting. As applications o…

2001-10-08abs ↗pdf ↗

The paper axiomatizes strong emergence in parameterized field theories and proves existence theorems.

problem Formalizing and proving existence of strong emergence in parameterized field theories.
method Axiomatization and proof of existence theorems for strong emergence between Lagrangian field theories.
result Existence of strong emergence phenomena between parameterized Lagrangian field theories.

The aim of this paper is to develop a new axiomatization of planar geometry by reinterpreting the original axioms of Euclid. The basic concept is still that of a line segment but its equivalent notion of betweenness is viewed as a topological, not a metric concept. That leads quickly to the notion of connectedness with…

2015-01-01abs ↗pdf ↗

Milnor proved two uniqueness theorems for axiomatic (co)homology: one for pairs of compacta (1960) and another, in particular, for pairs of countable simplicial complexes (1961). We obtain their common generalization: the Eilenberg-Steenrod axioms along with Milnor's map excision axiom and a (non-obvious) common genera…

2018-08-30abs ↗pdf ↗

Extends rigidity and existence results for discrete conformal structures on surfaces with boundary.

problem Rigidity and existence of discrete conformal structures on surfaces with boundary.
method Axiomatic framework and classification of discrete conformal structures.
result Extends results by Guo-Luo and Guo to a general context.

This paper examines allocation mechanisms in markets with transfer costs, showing how these costs affect economic efficiency.

problem Transfer costs in decentralized exchange markets reduce economic efficiency.
method An axiomatic study of allocation mechanisms in the presence of transfer costs, providing robust and conditional mean allocation mechanisms.
result Robust and conditional mean allocation mechanisms are identified, relating to risk sharing in agent pools.

This study redefines probability for finite outcomes using axioms and examples.

problem Defining probability for finite outcomes and preserving information.
method Developed three axioms for relative probability functions and provided examples and a system for their composition.
result Proved the topological closure of the relative probability space, preserving information under limits.

A new framework assesses financial and ESG risks for sustainable investing.

problem Measuring risk and reward in sustainable investing considering environmental, social, and governance factors.
method Proposes axiomatic definitions for ESG-coherent risk measures and reward-risk ratios based on bivariate random variables.
result Empirical analysis ranks stocks using the proposed measures.