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.
Establish optimal Lipschitz lower bounds for functions on manifolds with negative curvature, revealing interplay between width, boundary area, and topology.
problem Width estimates and rigidity of manifolds with negative curvature
method Gromov's μ-bubble method
result Sharp lower bound for boundary area in hyperbolic bands
The study explores positive scalar curvature metrics on non-orientable manifolds and their covers.
problem Existence of positive scalar curvature metrics on non-orientable manifolds and their covers.
method Extends Schoen-Yau inductive descent approach to non-orientable manifolds.
result Examples of non-orientable manifolds with positive scalar curvature metrics on their orientation double covers but not on homotopy equivalent manifolds.
Inspired by Gromov's work on 'Metric inequalities with scalar curvature' we establish band width inequalities for Riemannian bands of the form (V=M×[0,1],g), where Mn−1 is a closed manifold. We introduce a new class of orientable manifolds we call filling enlargeable and prove: If M is filling enlargeable…
Develops a robust hedging valuation adjustment measure for dynamic hedging under liquidity-demand stress.
problem Dynamic hedging under liquidity-demand stress
method Define robust HVA as the worst-case expected loss over a relative-entropy neighborhood of the loss distribution generated by simulated rebalancing and maturity-unwind trades.
result Distinguishes fixed-radius convention from fixed benchmark-stress convention and shows wider no-trade bands lower rebalancing costs but raise hedge-error risk.
Let M be a closed connected spin manifold such that its spinor Dirac operator has non-vanishing (Rosenberg) index. We prove that for any Riemannian metric on V=M×[−1,1] with scalar curvature bounded below by σ>0, the distance between the boundary components of V is at most Cn/σ, where $C_n = \…
This work uses sampling theory to analyze smoothness and error bounds of finite neural networks.
problem Analyzing the function space of finite neural networks and providing error bounds.
method Applying sampling theory to finite neural networks with non-expansive activation functions, considering both deterministic and random sampling.
result Novel error bounds for univariate neural networks under band-limited input assumption, highlighting the advantage of deterministic uniform sampling.
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded…
We consider the problem of estimating a large rank-one tensor u⊗k∈(Rn)⊗k, k≥3 in Gaussian noise. Earlier work characterized a critical signal-to-noise ratio λBayes=O(1) above which an ideal estimator achieves strictly positive correlation with the unknown ve…
In conventional chemisorption model, the d-band center theory (augmented sometimes with the upper edge of d-band for imporved accuarcy) plays a central role in predicting adsorption energies and catalytic activity as a function of d-band center of the solid surfaces, but it requires density functional calculations that…
We develop a novel procedure for constructing confidence bands for components of a sparse additive model. Our procedure is based on a new kernel-sieve hybrid estimator that combines two most popular nonparametric estimation methods in the literature, the kernel regression and the spline method, and is of interest in it…
In this paper, a nonparametric maximum likelihood (ML) estimator for band-limited (BL) probability density functions (pdfs) is proposed. The BLML estimator is consistent and computationally efficient. To compute the BLML estimator, three approximate algorithms are presented: a binary quadratic programming (BQP) algorit…
In cellular systems, the user equipment (UE) can request a change in the frequency band when its rate drops below a threshold on the current band. The UE is then instructed by the base station (BS) to measure the quality of candidate bands, which requires a measurement gap in the data transmission, thus lowering the da…
The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…
Every link is shown to be presentable as a boundary of an unknotted flat banded surface. A (flat) banded link is defined as a boundary of an unknotted (flat) banded surface. A link's (flat) band index is defined as the minimum number of bands required to present the link as boundaries of an unknotted (flat) banded surf…
Regularization has become a primary tool for developing reliable estimators of the covariance matrix in high-dimensional settings. To curb the curse of dimensionality, numerous methods assume that the population covariance (or inverse covariance) matrix is sparse, while making no particular structural assumptions on th…
Consider the problem of a central bank that wants to manage the exchange rate between its domestic currency and a foreign one. The central bank can purchase and sell the foreign currency, and each intervention on the exchange market leads to a proportional cost whose instantaneous marginal value depends on the current …