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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.

168,657 papers · 148 categories

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223446669892 · Jun 202019922001200920172026
48 results for birthday problem

Consider an ephemeral sale-and-repurchase of a security resulting in the same position before the sale and after the repurchase. A sale-and-repurchase is a wash sale if these transactions result in a loss within ±30\pm 30 calendar days. Since a portfolio is essentially the same after a wash sale, any tax advantage from …

2015-11-11abs ↗pdf ↗

This paper surveys recent progress on issues related to the Bartnik quasi-local mass mBm_B. In addition, we formulate a number of new problems and conjectures regarding foundational properties of the mass mBm_B. This work is dedicated with pleasure to Robert Bartnik in honor of his 60th birthday.

2019-03-09abs ↗pdf ↗

These are largely expanded notes from lectures on Higgs moduli and abelianisation given in Angers, France (2014) and Guaruja, Brazil (2015). Dedicated to Ugo Bruzzo on his 60-th birthday. Version 2: minor corrections.

2016-09-02abs ↗pdf ↗

We give a unified geometric approach to some theorems about primitive elements and palindromes in free groups of rank 2. The geometric treatment gives new proofs of the theorems. Dedicated to Bill Harvey on his 65th birthday.

2008-03-03abs ↗pdf ↗

We establish a stability result for elliptic and parabolic complex Monge-Amp{è}re equations on compact K{ä}hler manifolds, which applies in particular to the K{ä}hler-Ricci flow. Dedicated to Jean-Pierre Demailly on the occasion of his 60th birthday.

2018-10-04abs ↗pdf ↗

We survey some of the recent progress on complete gradient shrinking Ricci solitons, including the classifications in dimension three and asymptotic behavior of potential functions as well as volume growths of geodesic balls in higher dimensions. This article is written for the conference proceedings dedicated to Yau's…

2009-03-23abs ↗pdf ↗

I sketch what it is supposed to mean to quantize gauge theory, and how this can be made more concrete in perturbation theory and also by starting with a finite-dimensional lattice approximation. Based on real experiments and computer simulations, quantum gauge theory in four dimensions is believed to have a mass gap. T…

2008-12-24abs ↗pdf ↗

Chruściel, Isenberg, and Pollack constructed a class of vacuum cosmological spacetimes that do not admit Cauchy surfaces with constant mean curvature. We prove that, for sufficiently large values of the gluing parameter, these examples are both future and past null geodesically incomplete. The authors are honored to de…

2019-02-20abs ↗pdf ↗

This survey aims to cover the motivation for and history of the study of local rigidity of group actions. There is a particularly detailed discussion of recent results, including outlines of some proofs. The article ends with a large number of conjectures and open questions and aims to point to interesting directions f…

2005-07-21abs ↗pdf ↗

This article is based on a talk at the RIEMain in Contact conference in Cagliari, Italy in honor of the 78th birthday of David Blair one of the founders of modern Riemannian contact geometry. The present article is a survey of a special type of Riemannian contact structure known as Sasakian geometry. An ultimate goal o…

2018-10-17abs ↗pdf ↗

This paper is an expansion of my lecture for David Epstein's birthday, which traced a logical progression from ideas of Euclid on subdividing polygons to some recent research on invariants of hyperbolic 3-manifolds. This `logical progression' makes a good story but distorts history a bit: the ultimate aims of the chara…

1997-12-04abs ↗pdf ↗

It is conjectured that the full (spacetime) Bartnik mass of a surface ΣΣ is realised as the ADM mass of some stationary asymptotically flat manifold with boundary data prescribed by ΣΣ. Assuming this holds true for a 1-parameter family of surfaces ΣtΣ_t evolving in an initial data set {with the dominant energy condit…

2019-02-06abs ↗pdf ↗

In the first part of the paper we discuss the current status of the application of the gluing methodology to doubling and desingularization constructions for minimal surfaces in Riemannian three-manifolds. In particular a doubling construction for equatorial spheres in S3(1)S^3(1) is announced. Aspects of the current unde…

2010-12-28abs ↗pdf ↗

Statistical relational models provide compact encodings of probabilistic dependencies in relational domains, but result in highly intractable graphical models. The goal of lifted inference is to carry out probabilistic inference without needing to reason about each individual separately, by instead treating exchangeabl…

2016-10-26abs ↗pdf ↗

This is an extended write-up of a talk given in April, 1993 in honor of Raoul Bott's 70th birthday. We first illustrate how some traditional topological and geometric invariants obey ``gluing laws'' inspired by those in classical and quantum field theory. Here we discuss characteristic numbers, particularly the Euler n…

1994-06-28abs ↗pdf ↗

The Infant Mortality Rate (IMR) is the number of infants per 1000 that do not survive until their first birthday. It is an important metric providing information about infant health but it also measures the society's general health status. Despite the high level of prosperity in the U.S.A., the country's IMR is higher …

2019-07-21abs ↗pdf ↗

The gradient flow of the Yang-Mills action acts pointwise on closed loops of gauge fields. We construct a topologically nontrivial loop of SU(2) gauge fields on S4 that is locally stable under the flow. The stable loop is written explicitly as a path between two gauge fields equivalent under a topologically nontrivial …

2010-08-06abs ↗pdf ↗

This paper is dedicated to Oleg Viro on his 60-th birthday. The paper is about Khovanov homology and its relationships with statistical mechanics models such as the Ising model and the Potts model. We give a relatively self-contained introduction to Khovanov homology, and also a reformulation of the Potts model in term…

2009-07-18abs ↗pdf ↗

The paper classifies intrinsic torsion in various spacetime structures.

problem Classifying intrinsic torsion in different spacetime structures.
method Review and classification of intrinsic torsion in galilean, Carrollian, Aristotelian, and Bargmannian spacetime structures.
result Found 16 classes for Aristotelian structures and 27 for Bargmannian structures.

We survey the status of some decision problems for 3-manifolds and their fundamental groups. This includes the classical decision problems for finitely presented groups (Word Problem, Conjugacy Problem, Isomorphism Problem), and also the Homeomorphism Problem for 3-manifolds and the Membership Problem for 3-manifold gr…

2014-05-24abs ↗pdf ↗

Optimal transport reformulates multiple quantile hedging problem.

problem Multiple quantile hedging problem in incomplete markets.
method Reformulated as Monge optimal transport problem, introduced Kantorovitch version, proved no duality gap.
result Multiple quantile hedging problem can be seen as semi-discrete optimal transport problem.

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

This paper solves the Christoffel problem in hyperbolic space and its equivalent on spheres.

problem Prescribing curvatures for convex hypersurfaces in hyperbolic space.
method Proving a full rank theorem to establish the existence of solutions.
result Existence of solutions to the Christoffel problem and its equivalent Nirenberg-Kazdan-Warner problem on spheres.

In the present paper, the primal-dual problem consisting of the investment risk minimization problem and the expected return maximization problem in the mean-variance model is discussed using replica analysis. As a natural extension of the investment risk minimization problem under only a budget constraint that we anal…

2016-09-18abs ↗pdf ↗

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

MathChat uses LLM agents to solve challenging math problems through conversational problem-solving.

problem Solving math problems expressed in natural language.
method MathChat is a conversational framework combining an LLM agent and a user proxy agent for collaborative problem-solving.
result MathChat improves tool-using prompting methods by 6% on difficult math problems.

The paper solves a generalized Christoffel-Minkowski problem using a curvature flow.

problem Solving the (p,q)-Christoffel-Minkowski problem.
method Investigating the problem via an expanding curvature flow.
result Existence and uniqueness of smooth solutions to the (p,q)-Christoffel-Minkowski problem.