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.
The balance property is crucial for insurance pricing, ensuring total actuarial price equals loss. Maximum likelihood GLMs fulfill it, but Lindholm-Wüthrich suggests three methods, with constrained GLM being superior.
Study properties of balanced hyperbolic compact complex manifolds.
In this paper, the concept of balanced manifolds is generalized to reduced complex spaces: the class B and balanced spaces. Compared with the case of Kahlerian, the class B is similar to the Fujiki class C and the balanced space is similar to the Kahler space. Some properties about these complex spaces are obtained, an…
We study many properties concerning weak Kählerianity on compact complex manifolds which admits a holomorphic submersion onto a Kähler or a balanced manifold. We get generalizations of some results of Harvey and Lawson (the Kähler case), Michelson (the balanced case), Popovici (the sG case) and others.
The paper finds conditions for smooth curves of balanced metrics in Hermitian non-Kähler settings.
We introduce a property of compact complex manifolds under which the existence of balanced metric is stable by small deformations of the complex structure. This property, which is weaker than the -Lemma, is characterized in terms of the strongly Gauduchon cone and of the first $\partial\overl…
Proves openness of balanced HKT cone and studies hyperholomorphic vector fields.
Investigates special metrics in hypercomplex geometry.
It has been recently shown that a large class of balanced graph cuts allows for an exact relaxation into a nonlinear eigenproblem. We review briefly some of these results and propose a family of algorithms to compute nonlinear eigenvectors which encompasses previous work as special cases. We provide a detailed analysis…
The study uses symplectic capacities to bound the systole on the sphere.
Introduces new hyperbolicity concepts for complex manifolds.
The paper modifies twistor spaces for Kähler surfaces and finds metrics on the modified spaces.
A novel clustering method uses torque balance to group objects.
In this work we apply the Poincare-Cartan formalism of the Classical Field Theory to study the systems of balance equations (balance systems). We introduce the partial k-jet bundles of the configurational bundle and study their basic properties: partial Cartan structure, prolongation of vector fields, etc. A constituti…
In this paper we study the set of balanced metrics (in Donaldson's terminology) on a compact complex manifold M which are homothetic to a given balanced one. This question is related to various properties of the Tian-Yau-Zelditch approximation theorem for Kahler metrics. We prove that this set is finite when admits…
The existence of a balanced vertex is proven for geodesic nets with three boundary vertices.
Study on special metrics on complex nilmanifolds, proving existence and properties.
We analyze the classical model of compound interest with a constant per-period payment and interest rate. We examine the outstanding balance function as well as the periodic payment function and show that the outstanding balance function is not generally concave in the interest rate, but instead may be initially convex…
We present a simple, yet realistic, agent-based model of an electricity market. The proposed model combines the spot and balancing markets with a resolution of one minute, which enables a more accurate depiction of the physical properties of the power grid. As a test, we compare the results obtained from our simulation…
We introduce a new normalization technique that exhibits the fast convergence properties of batch normalization using a transformation of layer weights instead of layer outputs. The proposed technique keeps the contribution of positive and negative weights to the layer output balanced. We validate our method on a set o…
We develop monopole and instanton Floer homology groups for balanced sutured manifolds. Applications include a new proof of Property P for knots.
Examines various types of cryptocurrencies and their economic properties.
Kernel balancing weights are generalized as KRRR, providing better confidence intervals for treatment effects.
Characterizes complex Finsler metrics and their properties.
Introduces new Hermitian metrics linking to Gauduchon and balanced metrics.
Dynamic treatment effects estimated over time using covariate balancing.
Neurons and networks in the cerebral cortex must operate reliably despite multiple sources of noise. To evaluate the impact of both input and output noise, we determine the robustness of single-neuron stimulus selective responses, as well as the robustness of attractor states of networks of neurons performing memory ta…
Gradient descent solves asymmetric low-rank matrix sensing without balancing.
The Bott-Chern cohomology of 6-dimensional nilmanifolds endowed with invariant complex structure is studied with special attention to the cases when balanced or strongly Gauduchon Hermitian metrics exist. We consider complex invariants introduced by Angella and Tomassini and by Schweitzer, which are related to the $\pa…
We test a historical price time series in a financial market (the NASDAQ 100 index) for a statistical property known as detailed balance. The presence of detailed balance would imply that the market can be modeled by a stochastic process based on a Markov chain, thus leading to equilibrium. In economic terms, a positiv…
Study on new hyperbolicity notions for non-Kähler manifolds and their deformations.
A new method for fair PCA ensures balanced error across groups.
In Minkowski geometry the unit ball is a compact convex body containing the origin in its interior. The boundary of the body is formed by the unit vectors. We also have a so-called Minkowski functional to measure the length of vectors. By changing the origin in the interior of the body we have a smoothly varying fa…
New complex non-Kähler manifolds with specific properties are constructed.
In this paper we study the convexity properties of geodesics and balls in Outer space equipped with the Lipschitz metric. We introduce a class of geodesics called balanced folding paths and show that, for every loop , the length of along a balanced folding path is not larger than the maximum of its lengths at th…
The paper proposes a new method for covariate balancing using IPM to improve causal inference.
A {\em balanced} spatial graph has an integer weight on each edge, so that the directed sum of the weights at each vertex is zero. We describe the Alexander module and polynomial for balanced spatial graphs (originally due to Kinoshita \cite{ki}), and examine their behavior under some common operations on the graph. We…
We review some constructions and properties of complex manifolds admitting pluriclosed and balanced metrics. We prove that for a 6-dimensional solvmanifold endowed with an invariant complex structure J having holomorphically trivial canonical bundle the pluriclosed flow has a long time solution for every invariant init…
A manifold (M,I,J,K) is called hypercomplex if I,J,K are complex structures satisfying quaternionic relations. A quaternionic Hermitian metric is called HKT (hyperkaehler with torsion) if , where are Hermitian forms associated with I, J, K. A Hermitian metric on a complex manifo…
We classify invariant complex structures on 6-dimensional nilmanifolds up to equivalence. As an application, the behaviour of the associated Frölicher sequence is studied as well as its relation to the existence of strongly Gauduchon metrics. We also show that the strongly Gauduchon property and the balanced property a…
The paper proposes methods for volumetric parameterization of 3D solid manifolds.
Novel characterization of augmented balancing weights combining outcome and weighting models.
Molecule generation is to design new molecules with specific chemical properties and further to optimize the desired chemical properties. Following previous work, we encode molecules into continuous vectors in the latent space and then decode the vectors into molecules under the variational autoencoder (VAE) framework.…
Gradient descent in deep networks tends to find flat minima, which are nearly balanced.
In a recent paper Donaldson defines three operators on a space of Hermitian metrics on a complex projective manifold: Iterations of these operators converge to balanced metrics, and these themselves approximate constant scalar curvature metrics. In this paper we investigate the convergence properties of …
Abstract study of HKT manifolds, proving Hodge theory and formality properties.
Regression Trees analyze stock returns, revealing market excess return as the most informative factor.
Reinforcement learning studies how to balance exploration and exploitation in real-world systems, optimizing interactions with the world while simultaneously learning how the world operates. One general class of algorithms for such learning is the multi-armed bandit setting. Randomized probability matching, based upon …