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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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4283125166 · Jun 202019922001200920172026
48 results for cleanly changing sign

Local solubility of Bao--Ratiu equations proven for surfaces with specific curvature conditions.

problem Existence of asymptotic directions for volume-preserving diffeomorphisms on surfaces.
method Analysis of degenerate Monge--Ampère equation following Han's work.
result Asymptotic directions always exist locally about a point on surfaces with specific curvature conditions.

The paper finds sign-changing solutions for a specific type of elliptic equation.

problem Existence of sign-changing solutions for a Yamabe type equation.
method Investigates a critical elliptic equation with a Yamabe type operator on a compact manifold with boundary.
result Existence of sign-changing solutions assured under certain geometric conditions.

Study on blow-up behavior of sign-changing solutions for Yamabe equation.

problem Blow-up behavior of sign-changing solutions for Yamabe equation.
method Construction of a smooth metric on space forms to prove blow-up at lowest energy level.
result Blow-up occurs at the lowest energy level for sign-changing solutions in dimensions 11 to 24.

Study on compact Kähler surfaces for sign-changing curvatures.

problem Prescribing sign-changing Chern scalar curvatures on compact Kähler surfaces.
method Established a Chen-Li type existence theorem and provided an alternative proof.
result Alternative proof of Ding-Liu's theorem on sign-changing Gaussian curvatures.

Study finds infinite sign-changing solutions for a specific equation on manifolds.

problem Existence of sign-changing solutions for a Yamabe-type equation on manifolds.
method Analyzes a specific Yamabe-type equation on manifolds with proper isoparametric functions and positive focal submanifolds.
result Proves the existence of infinite sign-changing solutions for the equation when 1<q<q1<q<q^*.

We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interconnections of price responses and of liquidity responses across the whole market. The statistical characteristics of their singular vectors …

2017-11-21abs ↗pdf ↗

The paper proves the existence of infinite sign-changing solutions to a Hardy-Sobolev equation on Riemannian manifolds.

problem Existence of solutions to a specific type of Hardy-Sobolev equation on Riemannian manifolds.
method Addressed using the properties of isoparametric functions and focusing on the distance function from a submanifold.
result Proves the existence of infinite sign-changing solutions to the Hardy-Sobolev equation.

Study finds least-energy nodal solutions to the Yamabe problem on manifolds with boundary.

problem Existence of sign-changing solutions to the Yamabe problem on manifolds with boundary.
method Variational approach, analysis of conformal invariants, and sharp energy estimates.
result Existence of least-energy nodal solutions when the manifold is positive and the boundary has non-negative constant mean curvature.

In this paper, we consider the problem of prescribing scalar curvature on n-sphere. Assume that the candidate curvature function ff, which is allowed to change sign, satisfies some kind of Morse index or symmetry condition. By studying the well-known scalar curvature flow, we are able to prove that the flow converges …

2017-05-26abs ↗pdf ↗

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra f(α)f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…

2008-03-10abs ↗pdf ↗

The paper proves properties of strain tensors on surfaces with changing Gauss curvature.

problem Regularity of solutions to strain tensor equations on surfaces with variable Gauss curvature.
method Proof of regularity, density property, and matching property.
result Established matching property and density of smooth infinitesimal isometries.

In a recent work of Ayaka Shimizu[5]^{[5]}, she defined an operation named region crossing change on link diagrams, and showed that region crossing change is an unknotting operation for knot diagrams. In this paper, we prove that region crossing change on a 2-component link diagram is an unknotting operation if and only…

2011-01-06abs ↗pdf ↗

The classical Sturm-Hurwitz-Kellogg theorem asserts that a function, orthogonal to an n-dimensional Chebyshev system on a circle, has at least n+1 sign changes. We prove the converse: given an n-dimensional Chebyshev system on a circle and a function with at least n+1 sign changes, there exists an orientation preservin…

2007-10-31abs ↗pdf ↗

New solutions found for Yamabe problem on spheres with foliations.

problem Yamabe problem on spheres with singular Riemannian foliations.
method Variational methods, symmetries from foliations, Sobolev embedding theorem, Principle of Symmetric Criticality.
result Existence of sign-changing and positive solutions with specific symmetries.

A conformal geometry determines a distinguished, potentially singular, variant of the usual Yamabe problem, where the conformal factor can change sign. When a smooth solution does change sign, its zero locus is a smoothly embedded separating hypersurface that, in dimension three, is necessarily a Willmore energy minimi…

2019-12-30abs ↗pdf ↗

Extends Toda system existence results to negative functions.

problem Existence of solutions to Toda systems with sign-changing functions.
method Improved Moser-Trudinger inequality, Brezis-Merle type analyses, Pohozaev identities.
result Sufficient conditions for Toda system solutions remain valid with negative functions.

We define enhanced presentations of quandles via generators and relations with additional information comprising signed operations and an order structure on the set of generators. Such a presentation determines a virtual link diagram up to virtual moves. We list formal Reidemeister moves in which Tietze moves on the pr…

2004-08-26abs ↗pdf ↗

A new method models financial returns by separating sign and magnitude, improving forecasting accuracy.

problem Capturing nonlinear predictability in financial return dynamics.
method Decomposes returns into sign and magnitude components, using a joint distribution model.
result Significantly outperforms traditional linear models in forecasting U.S. stock market returns.

We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological structures. We compute the persistent homology associated to these structures in order…

2017-01-21abs ↗pdf ↗

The main purpose of this short note is to point out that the negative gradient flow for the prescribed Q\mathbf Q-curvature problem on SnS^n can be extended to handle the case that the Q\mathbf Q-curvature candidate ff may change signs.

2013-12-20abs ↗pdf ↗

The study explores spacetimes with changing spatial curvature, leading to topological transitions.

problem The need for a model that avoids infinite matter and energy after the Big Bang.
method Investigates spacetimes with time-dependent spatial curvature, allowing it to change sign.
result Topological transitions are possible in spacetimes with time-dependent spatial curvature.

We show that the Lagrangian of classical mechanics on a Riemannian manifold of bounded geometry carries a periodic solution of motion with rescribed energy, provided the potential satisfies an asymptotic growth condition, changes sign, and the negative set of the potential is non-trivial in the relative homology.

2013-05-13abs ↗pdf ↗

Novel metrics improve machine learning models for ICU patient care.

problem Predicting vital sign trajectories for early detection of adverse events.
method Developed novel performance metrics aligned with clinical contexts, validated on simulated and real datasets, and optimized neural networks using these metrics.
result Neural networks trained with these metrics excel in predicting clinically significant events.

The paper proposes a method to test properties of the optimal assortment in multinomial logit models.

problem Uncertainty quantification for the optimal assortment in multinomial logit models.
method The paper proposes a novel inferential framework to test properties of the optimal assortment in multinomial logit models, reducing the problem to detecting the sign change point of marginal revenue gaps.
result The asymptotic normality of the marginal revenue gap estimator and the construction of a maximum statistic to detect the sign change point.

The paper introduces DP algorithms using random projections and sign random projections for improved privacy in machine learning.

problem Improving differential privacy in machine learning applications.
method Developed algorithms based on random projections and sign random projections, focusing on individual differential privacy (iDP) and standard differential privacy (DP).
result DP-SignOPORP and iDP-SignRP achieve superior performance in differential privacy, especially for small epsilon values.

In electricity markets, it is sensible to use a two-factor model with mean reversion for spot prices. One of the factors is an Ornstein-Uhlenbeck (OU) process driven by a Brownian motion and accounts for the small variations. The other factor is an OU process driven by a pure jump Lévy process and models the characteri…

2013-08-15abs ↗pdf ↗

We propose a general framework to describe the impact of different events in the order book, that generalizes previous work on the impact of market orders. Two different modeling routes can be considered, which are equivalent when only market orders are taken into account. One model posits that each event type has a te…

2011-07-18abs ↗pdf ↗

Let (M,g)(M,g) be a two dimensional compact Riemannian manifold of genus g(M)>1g(M)>1. Let ff be a smooth function on MM such that f0,f≢0,minMf=0.f \ge 0, \quad f\not\equiv 0, \quad \min_M f = 0. Let p1,,pnp_1,\ldots,p_n be any set of points at which f(pi)=0f(p_i)=0 and D2f(pi)D^2f(p_i) is non-singular. We prove that for all sufficiently small $λ>…

2014-07-08abs ↗pdf ↗

The paper develops methods to identify and correct buggy data in linear regression models.

problem Identifying and correcting buggy data in linear regression models.
method Formulated a general statistical algorithm for identifying buggy points, provided theoretical guarantees, and proposed an algorithm for tuning parameter selection.
result Theoretical guarantees and empirical results show the effectiveness of the proposed debugging algorithm.

A classic problem in physics is the origin of fat tailed distributions generated by complex systems. We study the distributions of stock returns measured over different time lags τ.τ. We find that destroying all correlations without changing the τ=1τ= 1 d distribution, by shuffling the order of the daily returns, causes…

2001-12-28abs ↗pdf ↗