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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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305989118 · May 202619922001200920172026
48 results for coefficient shape

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

Study S-shaped utility maximization with VaR constraint and unobservable drift.

problem Maximizing utility with a Value at Risk (VaR) constraint and unknown drift.
method Bayesian filter, concavification principle, change of measure, semi-closed integral representation, algorithms (Lagrange, simulation, deep neural network).
result Critical wealth level determining solution feasibility and optimal solution existence.

We classify rooted trees which have strictly unimodal q-polynomials (plucking polynomial). We also give criteria for a trapezoidal shape of a plucking polynomial. We generalize results of Pak and Panova on strict unimodality of q-binomial coefficients. We discuss which polynomials can be realized as plucking polynomial…

2016-01-14abs ↗pdf ↗

Real world experiments are expensive, and thus it is important to reach a target in minimum number of experiments. Experimental processes often involve control variables that changes over time. Such problems can be formulated as a functional optimisation problem. We develop a novel Bayesian optimisation framework for s…

2018-09-19abs ↗pdf ↗

A microeconomic model is developed, which accurately predicts the shape of personal income distribution (PID) in the United States and the evolution of the shape over time. The underlying concept is borrowed from geo-mechanics and thus can be considered as mechanics of income distribution. The model allows the resoluti…

2009-03-02abs ↗pdf ↗

Compactness proven for isospectral Birkhoff billiard tables.

problem Proving compactness of isospectral Birkhoff billiard tables.
method Derived a hierarchical structure for integral invariants and used interpolating Hamiltonian.
result Compactness of equivalence classes of marked length isospectral Birkhoff billiard tables.

The nullspace and regularization impact high-dimensional linear regression interpretability.

problem Interpreting high-dimensional linear regression coefficients in complex data.
method Optimization formulation to compare coefficients and physical knowledge.
result Regularization and z-scoring choices affect interpretability and true coefficient closeness.

We answer Mark Kac's famous question, "can one hear the shape of a drum?" in the positive for orbifolds that are 3-dimensional and 4-dimensional lens spaces; we thus complete the answer to this question for orbifold lens spaces in all dimensions. We also show that the coefficients of the asymptotic expansion of the tra…

2017-04-25abs ↗pdf ↗

Proves solution uniqueness for biomembrane shape prediction.

problem Proving solution uniqueness for the genus one Canham variational problem.
method Combining numeric analytic continuation and singularity analysis to prove non-negativity of a sequence.
result Proves positivity of the sequence, leading to solution uniqueness.

This paper concerns with a rigidity of core geodesics in hyperbolic Dehn fillings. For instance, for an nn-cusped hyperbolic 33-manifold MM having non-symmetric cusp shapes, we show any Dehn filling of MM with sufficiently large coefficient is uniquely determined by the product of the holonomies of its core geodesi…

2019-10-23abs ↗pdf ↗

We find the shape of the Donaldson invariants of a 4-manifold with b_1=0 and b^+>1, which may be not of simple type. The invariants appear as the q^0 coefficient of a expression given in terms of modular forms (as was predicted by Moore and Witten). We re-express the formula using complete elliptic integrals to prove a…

1999-09-28abs ↗pdf ↗

New MMM captures hierarchical marketing effects and sign restrictions.

problem Measuring effectiveness of marketing activities with hierarchical structure and sign constraints.
method Proposes a constrained maximum likelihood approach using Hamiltonian Monte Carlo algorithm.
result Demonstrates superior performance on real datasets compared to multi-stage methods.

T-Basis represents neural network tensors with fewer parameters.

problem Efficiently representing neural network tensors with fewer parameters.
method T-Basis uses Tensor Rings to represent tensors in a neural network, parameterizing them with a small number of coefficients.
result T-Basis achieves high compression rates with minimal performance loss.

Method flattens complex surfaces with consistent density and shape.

problem Shape deformations and local geometric distortions in density-equalizing maps for multiply-connected surfaces.
method Formulates density diffusion as a quasiconformal flow, solving an energy minimization problem involving the Beltrami coefficient to ensure bijectivity and control distortion.
result Achieves optimal parameterization of multiply-connected surfaces with bijective and controlled geometric distortions.

The paper studies curvature measures and volume-preserving flows on convex bodies.

problem Characterizing and understanding convex bodies through anisotropic curvature measures.
method Developed anisotropic curvature measures, used Minkowski formulas and Heintze-Karcher inequalities, and analyzed volume-preserving flows.
result Characterized Wulff shapes via anisotropic curvature measures and proved convergence of volume-preserving flows.

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

Proposes adaptive ridge regression for functional linear models with piecewise shapes.

problem Functional linear regression with unknown coefficient function.
method Adaptive piecewise function template with L2L_2 penalization.
result Improves predictive power and interpretability compared to standard methods.

It is proved that every knot in the major subfamilies of J. Berge's lens space surgery (i.e., knots yielding a lens space by Dehn surgery) is presented by an L-shaped (real) plane curve as a "divide knot" defined by N. A'Campo in the context of singularity theory of complex curves. For each knot given by Berge's parame…

2007-05-01abs ↗pdf ↗

Classifies negative-twisting structures on Seifert fibred spaces using Heegaard Floer homology.

problem Classifying negative-twisting tight contact structures on Seifert fibred spaces.
method Adapting Ozsváth-Szabó full path algorithm to star-shaped graphs and using Heegaard Floer homology.
result Complete classification of negative-twisting structures on Seifert fibred spaces.

In this paper we develop a new theory of infinitesimal harmonic deformations for compact hyperbolic 3-manifolds with ``tubular boundary''. In particular, this applies to complements of tubes of radius at least $R_0 = \arctanh(1/\sqrt{3}) \approx 0.65848$ around the singular set of hyperbolic cone manifolds, removing th…

2007-09-22abs ↗pdf ↗

As the dynamic structure of the financial markets is subject to dramatic changes, a model capable of providing consistently accurate volatility estimates must not make strong assumptions on how prices change over time. Most volatility models impose a particular parametric functional form that relates an observed price …

2017-08-25abs ↗pdf ↗

Quasi-conformal (QC) theory is an important topic in complex analysis, which studies geometric patterns of deformations between shapes. Recently, computational QC geometry has been developed and has made significant contributions to medical imaging, computer graphics and computer vision. Existing computational QC theor…

2015-10-17abs ↗pdf ↗

Language models fail to process hallucinated responses, and this study diagnoses the failure.

problem Language models fail to process hallucinated responses, leading to over-concentration or diffuse attention.
method The study uses forced scoring of benchmark-labeled responses to compute attention shapes and analyze the symmetric component of the degree-normalized attention operator.
result The study proves that every transpose-invariant spectral diagnostic of the attention operator is orientation-blind and bounds the sensitivity of any Lipschitz diagnostic by the asymmetry coefficient \(G\).

Study of hyperbolic 3-manifolds via fractional Dehn twists and cusp geometry.

problem Understanding the geometry of fibred hyperbolic 3-manifolds via combinatorial data.
method Relating Euclidean cusp geometry to fractional Dehn twist coefficients of monodromies.
result Uniform bounds on fractional Dehn twist coefficients for certain open book decompositions.

By using numerical simulation, we confirm that Takayasu--Sato--Takayasu (TST) model which leads Pareto's law satisfies the detailed balance under Gibrat's law. In the simulation, we take an exponential tent-shaped function as the growth rate distribution. We also numerically confirm the reflection law equivalent to the…

2008-09-18abs ↗pdf ↗

A new shape space allows optimization of non-smooth shapes in fluid mechanics.

problem Optimizing non-smooth shapes in fluid mechanics.
method Constructing a product manifold to include piecewise-smooth shapes.
result Numerical results show applicability in minimizing viscous energy dissipation.