arXiv research

Solves division problem for L. Hörmander's systems.

New proof of Grauert's theorem using differential geometry.

We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results achieved by other investigators.

The paper studies coherent sheaves on subvarieties of Hopf manifolds.

Develops non-standard analysis for coherent risk estimation.

In this paper we present a theoretical framework for studying coherent acceptability indices in a dynamic setup. We study dynamic coherent acceptability indices and dynamic coherent risk measures, and we establish a duality between them. We derive a representation theorem for dynamic coherent risk measures in terms of …

Uniform negative immersions prove coherence of one-relator groups.

Develops equivariant Chern characters for coherent sheaves with group actions.

This is a large audience version of our previous work (see math.AG/0301146) in which we prove the existence of an (exact) equivalence between the category of coherent analytic sheaves and the category of $\bar{\partial}$-coherent sheaves. We also include here the complete proof of our main Theorem.

In [31,32,33] the Gauss-Bonnet formulas for coherent tangent bundles over compact oriented surfaces (without boundary) were proved. We establish the Gauss-Bonnet theorem for coherent tangent bundles over compact oriented surfaces with boundary. We apply this theorem to investigate global properties of maps between surf…

The coherent states are viewed as a powerful tool in differential geometry. It is shown that some objects in differential geometry can be expressed using quantities which appear in the construction of the coherent states. The following subjects are discussed via the coherent states: the geodesics, the conjugate locus a…

It is shown how the coherent states permit to find different geometrical objects as the geodesics, the conjugate locus, the cut locus, the Calabi's diastasis and its domain of definition, the Euler-Poincaré characteristic, the number of Borel-Morse cells, the Kodaira embedding theorem.

We extend several results of Helfer, Wise, Louder and Wilton related to coherence in one-relator groups to the more general setting of one-relator products of locally indicable groups. The methods developed to do so also give rise to a new proof of a theorem of Brodsky.

In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of Asset Pricing using the dynamic coherent risk measures. We introduce the dynamic …

We study a space of coherent risk measures M_phi obtained as certain expansions of coherent elementary basis measures. In this space, the concept of ``Risk Aversion Function'' phi naturally arises as the spectral representation of each risk measure in a space of functions of confidence level probabilities. We give nece…

The paper explores non-convex risk measures and their characterizations.

The weak regular coherence is a coarse property of a finitely generated group $Γ$. It was introduced by G. Carlsson and this author to play the role of a weakening of Waldhausen's regular coherence as part of computation of the integral K-theoretic assembly map. A new class of metric spaces (sFDC) was introduced recent…

This paper concerns orientability of moduli spaces of Spin(7)-instantons on compact 8-manifolds $X$ with Spin(7)-structure for the Lie groups SU($m$) and U($m$), and of moduli spaces of coherent sheaves on Calabi-Yau 4-folds. Such orientations are needed to define enumerative invariants 'counting' Spin(7) instantons, o…

The paper defines and analyzes coherent and squeezed states on manifolds and their quantization.

This paper describes how, in the case of algebraic surfaces, the well-known theorem of Donaldson-Uhlenbeck-Yau can be proved in a framework of generalized 'multiplier ideal sheaves', following the ideas of Siu. The key concept is that the destabilizing sheaf satisfies a differential inclusion relation. This relation is…

We examine a condition on a simply connected 2-complex X ensuring that groups acting properly on X are coherent. This extends earlier work on 2-complexes with negative sectional curvature which covers the case that G acts freely. Our extension of these results involves a generalization of the notion of sectional curvat…

This paper deals with applications of coherent risk measures to pricing in incomplete markets. Namely, we study the No Good Deals pricing technique based on coherent risk. Two forms of this technique are presented: one defines a good deal as a trade with negative risk; the other one defines a good deal as a trade with …

New financial model revises risk measure under NA condition.

Cuspidal edges and swallowtails are typical non-degenerate singular points on wave fronts in the Euclidean $3$-space. Their first fundamental forms belong to a class of positive semi-definite metrics called "Kossowski metrics". A point where a Kossowski metric is not positive definite is called a singular point or a se…

We examine the problem of dynamic reserving for risk in multiple currencies under a general coherent risk measure. The reserver requires to hedge risk in a time-consistent manner by trading in baskets of currencies. We show that reserving portfolios in multiple currencies $\mathbf{V}$ are time-consistent when (and only…

The paper derives Gauss-Bonnet formulas for mappings between surfaces with boundary.

The paper defines singular evolutoids and uses them to derive an integral equality.

We study a singular Hermitian metric of a vector bundle. First, we prove the sheaf of locally square integrable holomorphic sections of a vector bundle with a singular Hermitian metric, which is a higher rank analogy of a multiplier ideal sheaf, is coherent under some assumptions. Second, we prove a Nadel-Nakano type v…

The paper addresses how to complete incomplete risk markets by iteratively enhancing welfare.

The paper develops robust risk measures for uncertain loss positions.

Using the concept of a cohesive module defined by Block, we use the theory of superconnections in the sense of Quillen to construct natural superconnections on Hermitian cohesive modules. By the Chern-Weil construction, we obtain characteristic classes with values in Bott-Chern cohomology which refines the usual deRham…

Defines coherent manifolds and their quantum applications.

CoRe method improves time series forecasting coherency without strict constraints.

Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.

Study dynamic risk measures and performance indices using distortion functions.

Mackey showed that for a compact Lie group $K$, the pair $(K,C^{0}(K))$ has a unique non-trivial irreducible covariant pair of representations. We study the relevance of this result to the unitary equivalence of quantizations for an infinite-dimensional family of $K\times K$ invariant polarizations on $T^{\ast}K$. The …

The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.

We use mathematical induction to prove that the horizontal composition in the class of coherently diagonal complexes is indeed a binary operation. That is to say, the embedding of two coherently diagonal complexes in an alternating planar diagram produces a coherently diagonal complex.

A cumbersome hypothesis for Viro patchworking of real algebraic curves is the convexity of the given subdivision. It is an open question in general to know whether the convexity is necessary. In the case of trigonal curves we interpret Viro method in terms of dessins d'enfants. Gluing the dessins d'enfants in a coheren…

In this paper, we give a definition of coherent tangent bundles of space form type, which is a generalized notion of space forms. Then, we classify their realizations in the sphere as a wave front, which is a generalization of a theorem of O'Neill and Stiel: any isometric immersion of the n-sphere into the (n+1)-sphere…

Paper constructs Chern character for coherent sheaves.

The paper constructs minimal coherent filling pairs on surfaces.

Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular signal class by iteratively computing an approximate factorization of a training …

Paper defines dynamical coherence for flows and proves it under specific conditions.

New metric $m$-coherence measures gradient alignment during training, revealing surprising memorization patterns.

We present a method for identifying the coherent structures associated with individual Lagrangian flow trajectories even where only sparse particle trajectory data is available. The method, based on techniques in spectral graph theory, uses the Coherent Structure Coloring vector and associated eigenvectors to analyze t…

Generates coherent storybooks from plain text using diffusion models.

Proves a generalized vanishing theorem for quasi-smooth stacks, with applications in K-theory and birational geometry.