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arXiv research

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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591418 · Mar 202619922001200920172026
48 results for capital deficit

Study analyzes household capital risk and poverty trapping, deriving a new function for capital deficit distribution.

problem Analyzing the risk of household capital falling into poverty.
method Introduced a new Gerber-Shiu function to model trapping time and capital deficit distribution.
result Derived a model for capital deficit distribution at trapping using GB distributions.

The paper analyzes risk measures and optimal reserve allocation strategies.

problem Risk measures and optimal reserve allocation across multiple lines of business.
method Formalizes expected maximum deficit, introduces implicitly bounded risk measures, and proposes capital allocation approaches.
result Theoretical results on static and dynamic coherence, convexity, and exact optimizations of aggregate minimum reserves.

Previous analyses of a large ensemble of stock markets have demonstrated that a log-periodic power law (LPPL) behavior of the prices constitutes a qualifying signature of speculative bubbles that often land with a crash. We detect such a LPPL signature in the foreign capital inflow during the bubble on the US markets c…

2003-06-19abs ↗pdf ↗

In his paper "Shapes of Polyhedra and Triangulations of the Sphere", Thurston found that the set of shapes of convex polyhedra with prescribed cone-deficits has a complex hyperbolic structure. Inspired by his work, this paper studies the set of shapes of centrally symmetric octahedra with prescribed cone-deficits. We s…

2018-10-13abs ↗pdf ↗

We have conducted an agent-based simulation of chain bankruptcy. The propagation of credit risk on a network, i.e., chain bankruptcy, is the key to nderstanding largesized bankruptcies. In our model, decrease of revenue by the loss of accounts payable is modeled by an interaction term, and bankruptcy is defined as a ca…

2007-09-27abs ↗pdf ↗

Deep neural networks map brain lesions to deficits for better brain function understanding.

problem Mapping the functional brain organization from pathological lesions.
method Deep generative neural network architectures, specifically variational convolutional volumetric auto-encoders.
result Our model outperforms established methods in lesion-deficit inference across various scenarios.

Study inequalities involving torsional rigidity and spherical deficit on Riemannian manifolds.

problem Inequalities involving torsional rigidity and spherical deficit on Riemannian manifolds.
method Establish inequalities and derive an integral identity for a Dirichlet problem.
result Characterize metric balls and measure spherical deficit on Riemannian manifolds.

The paper improves inequalities for nearly spherical sets using quermassintegrals.

problem Improving inequalities for nearly spherical sets.
method Establishing quantitative Alexandrov-Fenchel inequalities for quermassintegrals.
result Lower bounds on the (k,m)(k,m)-isoperimetric deficit found using spherical deviation and asymmetry.

Sharp upper bounds derived for Alexandrov-Fenchel deficit using weighted Minkowski integral formulas.

problem Deriving upper bounds for the Alexandrov-Fenchel deficit.
method Using weighted Minkowski integral formulas and an integral formula for the deficit in Jensen's inequality.
result Quantitative estimates under weaker convexity assumptions, including a distance term.

New deficit functions link elliptic and parabolic inequalities, proving log Sobolev.

problem Proving log Sobolev inequality using deficit functions.
method Introducing two deficit functions, one elliptic and one parabolic, and showing their pointwise convergence and equations.
result Elliptic deficit converges to parabolic deficit, leading to an elliptic proof of log Sobolev inequality.

In this paper we provide a Bonnesen-style inequality which gives a lower bound for the isoperimetric deficit corresponding to a closed convex curve in terms of some geometrical invariants of this curve. Moreover we give a geometrical interpretation for the case when equality holds.

2016-05-20abs ↗pdf ↗

We construct knot invariants on the basis of ascribing Euclidean geometric values to a triangulation of sphere S^3 where the knot lies. The main new feature of this construction compared to the author's earlier papers on manifold invariants is that now nonzero "deficit angles" (in the terminology of Regge calculus) can…

2004-05-28abs ↗pdf ↗

The paper proves reverse inequalities in various geometric settings using curvature radius data.

problem Proving reverse Alexandrov-Fenchel inequalities in different geometric settings.
method Using curvature radius data and associated evolute or focal maps.
result Sharp reverse Alexandrov-Fenchel estimates and inequalities in smooth convex curves and hypersurfaces.

Study stability of rigid motions and Möbius transformations on spheres, proving new rigidity estimates.

problem Stability of rigid motions and Möbius transformations on spheres.
method Investigates both linear and nonlinear stability aspects of rigid motions and Möbius transformations of S^(n-1) into R^n.
result Optimal rigidity estimates for isometric and conformal maps from S^(n-1) to R^n, including new Korn-type inequalities.

Quantitative estimates for QQ-curvature near minimizing metrics on Riemannian manifolds.

problem Estimating the QQ-curvature near minimizing metrics on Riemannian manifolds.
method Proving quantitative estimates for the total kk-th order QQ-curvature functional near minimizing metrics.
result Existence of quantitative estimates for the QQ-curvature deficit controlling higher powers of the distance to the minimizing set.

New proof of log-Brunn-Minkowski inequality for zonoids and convex bodies.

problem Proving the log-Brunn-Minkowski inequality for convex bodies and zonoids.
method Establishing monotonicity of the deficit in the LLBM under line segment addition.
result Equality in LLBM for smooth convex bodies occurs only for homothetic bodies.

A new framework assesses liquidity risk in perpetual futures exchanges.

problem Measuring and predicting liquidation execution risk in perpetual futures markets.
method Slippage-at-Risk (SaR) framework, comprising three metrics: cross-sectional slippage quantile, expected slippage, and aggregate dollar-denominated tail slippage.
result SaR provides a forward-looking assessment of liquidation execution risk, predictive of systemic stress.

Study on spectral stability of an embedded annulus under curve shortening and Ricci flows.

problem Spectral stability of Dirichlet eigenvalues on an evolving annulus.
method Variational formulas, Rellich-type identities, and harmonic capacity methods.
result Established quantitative bounds comparing the spectrum of the evolving annulus with a flat cylinder.

The study proves stability of quermassintegral inequalities in hyperbolic space.

problem Stability of quermassintegral inequalities for horospherically convex hypersurfaces in hyperbolic space.
method Using initial value independent curvature estimates for locally constrained flows of inverse type.
result Explicit exponent of the deficit in the quermassintegral inequality is given and does not depend on dimension.

The paper develops a model for sovereign debt dynamics with explicit maturity structure.

problem Analyzing the sustainability and risk of long-term sovereign debt issuance.
method Discrete-time model with explicit maturity structure, deterministic and stochastic extensions.
result The model identifies conditions for ergodic convergence and derives analytical formulas for key metrics.

The aim of the present article is to offer a strictly mathematical, statistical treatment of the current account balances in EU and in the Eurozone. Based on Eurostat data, an overview of the total and annual balances is first made for different collections among the EU countries. Then, using the Mathematica technical …

2013-02-19abs ↗pdf ↗

Given a simple closed plane curve ΓΓ of length LL enclosing a compact convex set KK of area FF, Hurwitz found an upper bound for the isoperimetric deficit, namely L24πFπFeL^2-4πF\leq π|F_{e}|, where FeF_{e} is the algebraic area enclosed by the evolute of ΓΓ. In this note we improve this inequality finding strictly posi…

2017-04-04abs ↗pdf ↗

Similar to humans and animals, deep artificial neural networks exhibit critical periods during which a temporary stimulus deficit can impair the development of a skill. The extent of the impairment depends on the onset and length of the deficit window, as in animal models, and on the size of the neural network. Deficit…

2017-11-24abs ↗pdf ↗

We give conditions on a knot on which the Morton-Franks-Williams inequality is not sharp. As applications, we show infinitely many examples of knots where the inequality is not sharp and also prove (by giving examples) that the deficit of the inequality can be arbitrarily large.

2005-09-07abs ↗pdf ↗

The study optimizes cell membranes' shapes based on curvature and proves existence of minimizers.

problem Optimizing cell membranes' shapes with respect to curvature.
method Modeling cell membranes as optimal shapes with L2L^2-deficit of mean curvature to spontaneous curvature, and proving lower semi-continuity and existence of minimizers.
result Smoothly embedded minimizers and diameter bounds are obtained.

The paper explores capital allocation using Euler formula with VaR and ES, revealing non-monotonicity and providing estimation methods.

problem Non-monotonicity in VaR-based capital allocation and the need for consistent risk measures.
method Use of Euler formula, Value-at-Risk (VaR), Expected shortfall (ES), simulation, and Markov chain Monte Carlo.
result Capital allocation with VaR is not monotonous, and consistent risk measures are crucial.

We obtain a sharp lower bound on the isoperimetric deficit of a general polygon in terms of the variance of its side lengths, the variance of its radii, and its deviation from being convex. Our technique involves a functional minimization problem on a suitably constructed compact manifold and is based on the spectral t…

2014-02-18abs ↗pdf ↗

Study finds stock prices rarely appreciate during capital inflows but often appreciate during normal flows.

problem Understanding stock price behavior during capital inflows and outflows.
method Identified capital flow episodes using threshold and k-means clustering; detected stock index changepoints using PELT method; combined results over identified capital flows.
result Stock prices rarely appreciate during capital inflows but often appreciate during normal flows.

In this paper we see the evolution of a capitalized financial event e, with respect to a capitalization factor f, as the exponential map of a suitably defined Lie group G(f,e), supported by the half-space of capitalized financial events having the same capital sign of e. The Lie group G(f,e) depends upon the capitaliza…

2011-06-03abs ↗pdf ↗

The paper models financial markets and real economy interactions using a large agent framework.

problem Understanding capital allocation and accumulation in financial markets and real economy interactions.
method Developed a field-formalism model to analyze interactions between financial markets and real economy with a large number of heterogeneous agents.
result The number of firms in each sector depends on the aggregate financial capital invested and expected long-term returns.

Statistical fields model explains capital allocation and accumulation among firms and investors.

problem Understanding capital allocation and accumulation dynamics among firms and investors.
method Applied statistical fields formalism to heterogeneous agents divided into firms and investors.
result Capital accumulation depends on various factors including long-term returns, competition, and stock price volatility.