arXiv research

The paper uses LSMC to price capped American options with time-dependent caps.

It is classically known that generic smooth maps of R^2 into R^3 admit only cross cap singularities. This suggests that the class of cross caps might be an important object in differential geometry. We show that the standard cross cap (u,uv,v^2) has non-trivial isometric deformations with infinite dimensional freedom. …

Study symmetry of cross-cap surfaces with folding maps.

Paper classifies symmetries of cross caps using invariants.

This paper proves geodesic curvature measures are bounded for curves near cross cap singularities.

Two cross caps in Euclidean $3$-space are said to be formally isometric if their Taylor expansions of the first fundamental forms coincide by taking a suitable local coordinate system. For a given $C^\infty$ cross cap $f$, we give a method to find all cross caps which are formally isometric to $f$. As an application, w…

We give a variational proof of the existence and uniqueness of a convex cap with the given upper boundary. The proof uses the concavity of the total scalar curvature functional on the space of generalized convex caps. As a byproduct, we prove that generalized convex caps with the fixed boundary are globally rigid, that…

This study improves mid-cap equity performance with a data-driven, market-neutral approach.

3D spherical caps are rigid under certain perturbations.

Improved LDA with capped l_{2,1}-norm reduces outlier sensitivity.

In the paper we consider the following conjecture: if a finite group $G$ possesses a solvable $π$-Hall subgroup $H$, then there exist elements $x,y,z,t\in G$ such that the identity $H\cap H^x\cap H^y\cap H^z\cap H^t=O_π(G)$ holds. The minimal counter example is shown to be an almost simple group of Lie type.

Study analyzes order transitions in high, medium, and low market cap stocks using Markov chains.

Study of free boundary minimal Möbius bands in spherical caps.

Proposes a diagnostic method to evaluate factor models using cap-axis integrals.

Proposes a diagnostic method to evaluate factor models using cap-axis integrals.

We show that there is a well-defined cap-product structure on the Fintushel-Stern spectral sequence. Hence we obtain the induced cap-product structure on the ${\BZ}_8$-graded instanton Floer homology. The cap-product structure provides an essentially new property of the instanton Floer homology, from a topological poin…

Let $M$ be a smooth closed $4k$-manifold whose Yamabe invariant $Y(M)$ is nonpositive. We show that $Y(M\sharp l \Bbb HP^k\sharp m \bar{\Bbb HP^k})=Y(M),$ where $l,m$ are nonnegative integers, and $\Bbb HP^k$ is the quaternionic projective space. When $k=4$, we also have $$Y(M\sharp l CaP^2\sharp m \bar{CaP^2})=Y(M),…

This paper examines the valuation of American capped call options with two-level caps. The structure of the immediate exercise region is significantly more complex than in the classical case with constant cap. When the cap grows over time, making extensive use of probabilistic arguments and local time, we show that the…

The paper uses Floer homology to study twist coefficients and their behavior after capping off.

We construct cup and cap products in intersection (co)homology with field coefficients. The existence of the cap product allows us to give a new proof of Poincare duality in intersection (co)homology which is similar in spirit to the usual proof for ordinary (co)homology of manifolds.

CAP adapts optimization to class attributes for better fairness.

Investors face constraints in Heston's model; optimal allocation differs from naive capped strategy.

The paper studies parallel surfaces of cuspidal cross caps and their degeneracy.

New method distinguishes 4-manifold types using trisections.

We prove relative versions of the symplectic capping theorem and sufficiency of Giroux's criterion for Stein fillability and use these to study the 4-genus of knots.

FSD-CAP improves graph feature imputation under high missing rates.

The study finds the optimal metrics for free boundary minimal surfaces in spherical caps.

Let $(G,h)$ be a nilpotent Lie group endowed with a left invariant Riemannian metric, $\mathfrak{g}$ its Euclidean Lie algebra and $Z(\mathfrak{g})$ the center of $\mathfrak{g}$. By using an orthonormal basis adapted to the splitting $\mathfrak{g}=(Z(\mathfrak{g})\cap[\mathfrak{g},\mathfrak{g}])\oplus O^+\oplus (Z(\mat…

CAP algorithm controls FCR in online selective prediction.

We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as "Matrix Stochastic Gradient" (MSG), as well as a practical variant, Capped MSG. We study the method both theoretically and empirically.

Let $H, K$ be two finitely generated subgroups of a free group, let $\langle H, K \rangle$ denote the subgroup generated by $H, K$, called the join of $H, K$, and let neither of $H$, $K$ have finite index in $\langle H, K \rangle$. We prove the existence of an epimorphism $ζ: \langle H, K \rangle \to F_2$, where $F_2$ …

In this note we show that a closed oriented contact manifold is obtained from the standard contact sphere of the same dimension by contact surgeries on isotropic and coisotropic spheres. In addition, we observe that all closed oriented contact manifolds admit symplectic caps.

Geometric Brownian motion simulates stock prices for Brazilian small caps index.

Paper calculates perpetual put option pricing with drawdown cap.

It is well-known:Suppose there are three 1-dimensional links $K_+$, $K_-$, $K_0$ such that $K_+$, $K_-$, and $K_0$ coincide out of a 3-ball $B$ trivially embedded in $S^3$ and that $K_+\cap B$, $K_-\cap B$, and $K_0\cap B$ are drawn as follows. Then $Δ_{K_+}-Δ_{K_+}=(t-1)\cdotΔ_{K_0}$, where $Δ_{K}$ is the Alexander po…

An important class of contact 3--manifolds are those that arise as links of rational surface singularities with reduced fundamental cycle. We explicitly describe symplectic caps (concave fillings) of such contact 3--manifolds. As an application, we present a new obstruction for such singularities to admit rational homo…

New flow for capillary surfaces converges to spherical caps.

A subset of the sphere is said short if it is contained in an open hemisphere. A short closed set which is geodesically convex is called a cap. The following theorem holds: 1. The minimal number of short closed sets covering the $n$-sphere is $n+2$. 2. If $n+2$ short closed sets cover the $n$-sphere then (i) their inte…

We find that when measured in terms of dollar-turnover, and once $β$-neutralised and Low-Vol neutralised, the Size Effect is alive and well. With a long term t-stat of $5.1$, the "Cold-Minus-Hot" (CMH) anomaly is certainly not less significant than other well-known factors such as Value or Quality. As compared to marke…

Study proves a new formula for capillary hypersurfaces and shows a flow converging to a special shape.

New symplectic caps and embeddings found in complex projective plane.

The purpose of this note is to attract attention to the following conjecture (metastable $r$-fold Whitney trick) by clarifying its status as not having a complete proof, in the sense described in the paper. Assume that $D=D_1\sqcup\ldots\sqcup D_r$ is disjoint union of $r$ disks of dimension $s$, $f:D\to B^d$ a proper …

The study proves rigidity and non-rigidity of spherical caps in mean curvature.

This paper works out fair values of stock loan model with automatic termination clause, cap and margin. This stock loan is treated as a generalized perpetual American option with possibly negative interest rate and some constraints. Since it helps a bank to control the risk, the banks charge less service fees compared …

Mathematical properties of the historical GDP/cap distributions are discussed and explained. These distributions are frequently incorrectly interpreted and the Unified Growth Theory is an outstanding example of such common misconceptions. It is shown here that the fundamental postulates of this theory are contradicted …

Study investigates minimal surfaces in spherical caps, extending previous findings.

Develops a new model for cross-currency derivatives pricing.

Study finds surfaces in spherical caps that maximize modified energy.