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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.

169,341 papers · 148 categories

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75151226301 · May 202619922001200920182026
48 results for completely monotone kernel

Study minimizes energy functionals with completely monotone kernels, finding analytic solutions.

problem Optimal portfolio liquidation under transient price impact.
method Characterizes minimizers via Fredholm integral equations of the second type.
result Minimizers are analytic and have power series development in even powers of distance.

Develops multifactor approximations for SVEs with completely monotone kernels.

problem Approximating SVEs with kernels of completely monotone type.
method Multifactor approximation, Euler discretization, L2L^2-estimation, convergence analysis.
result New multifactor Euler scheme reduces computational cost and outperforms SVEs for option pricing.

Paper shows LL^\infty-positivity and stochastic completeness are equivalent.

problem Analyzing LL^\infty-positivity preserving property and stochastic completeness.
method Using monotone approximation results for distributional solutions of Δ+10-Δ+ 1 \ge 0.
result The LL^\infty-positivity preserving property is equivalent to stochastic completeness.

This work studies nonnegativity-preserving kernels for stochastic equations and their applications.

problem Nonnegativity preservation in stochastic Volterra equations and related processes.
method Characterization and application of completely monotone kernels; approximation schemes for weak error.
result Positive linear combinations of decaying exponentials can be used for second-order approximation schemes.

The purpose of this work is to study some monotone functionals of the heat kernel on a complete Riemannian manifold with nonnegative Ricci curvature. In particular, we show that on these manifolds, the gradient estimate of Li and Yau, the gradient estimate of Ni, the monotonicity of the Perelman's entropy and the volum…

2009-11-10abs ↗pdf ↗

The paper explores arbitrage opportunities in derivative markets under specific conditions.

problem Arbitrage opportunities in derivative markets under different conditions.
method Analyzes the relationship between pricing kernel monotonicity and stochastic arbitrage opportunities.
result Pricing kernel nonmonotonicity is equivalent to stochastic arbitrage opportunities under adequacy.

A new approach to kernel adaptive filters reduces sparsity for monotonic signals.

problem Kernel adaptive filters struggle with trivial monotonic signals, leading to inaccurate predictions and high computational complexity.
method Proposes a unit-norm Gaussian kernel and sparsification criterion to compare new observations against dictionary samples.
result The method achieves more accurate predictions and smaller dictionary size compared to standard KAF.

Study small-time CLTs for stochastic Volterra equations with various kernels.

problem Understanding the behavior of stochastic Volterra equations with different kernels.
method Proved convergence of finite-dimensional distributions, functional CLT, and limit theorems for smooth transformations.
result Derived asymptotic pricing formulae for digital calls in rough volatility models.

The paper analyzes high-dimensional kernel regression, showing different risk curves based on data and regularization.

problem Characterizing generalization properties of high-dimensional kernel ridge regression.
method Bias-variance decomposition of the expected excess risk, considering different regularization schemes and data eigen-profiles.
result The risk curve of kernel regression can be double-descent-like, bell-shaped, or monotonic, depending on n, d, and regularization level.

New method for optimizing risk in financial models using Fourier transforms.

problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.

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

problem How to complete incomplete risk markets to enhance welfare.
method Iterative mechanism to complete the market while monotonically enhancing welfare.
result Iterative completion of incomplete risk markets can enhance welfare.

In this paper we prove a new matrix Li-Yau-Hamilton estimate for Kähler-Ricci flow. The form of this new Li-Yau-Hamilton estimate is obtained by the interpolation consideration originated in \cite{Ch1}. This new inequality is shown to be connected with Perelman's entropy formula through a family of differential equalit…

2005-02-23abs ↗pdf ↗

Analyzed Black's equation for risk tolerance in finance.

problem Optimizing portfolio function in log-normal models.
method Formulated and analyzed the nonlinear equation for risk tolerance, providing existence, uniqueness, and regularity results.
result Stronger results for utilities with completely monotonic inverses.

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

2011-11-21abs ↗pdf ↗

Most recent results in matrix completion assume that the matrix under consideration is low-rank or that the columns are in a union of low-rank subspaces. In real-world settings, however, the linear structure underlying these models is distorted by a (typically unknown) nonlinear transformation. This paper addresses the…

2015-12-29abs ↗pdf ↗

Study de Rham homomorphism for Lipschitz cohomologies on metric simplicial complexes.

problem Triviality of de Rham homomorphism kernel and non-increasing monotonicity of parameters.
method Regularization in Lipschitz de Rham calculus on metric simplicial complexes with bounded geometry.
result Explicit specification of non-trivial cohomology classes for a sequence of parameters.

Study shows unusual non-monotonic risk behavior in minimum-norm interpolants for various data scaling.

problem Understanding the risk behavior of minimum-norm interpolants in RKHS for different data scaling.
method Analysis of spectral properties of the random kernel matrix restricted to eigen-spaces of the population covariance operator.
result Minimum-norm interpolants in RKHS exhibit multiple descent in risk for d=nαd = n^α with α(0,1)α\in(0,1).

Study tackles nonlinear factor models with unknown monotone links from incomplete and noisy data.

problem Learning nonlinear factor models with unknown monotone links from incomplete and noisy data.
method Formulated as joint recovery of low-rank factors, loadings, and nonlinear link function; proposed BCD algorithm with regularization.
result Established convergence guarantees and sublinear regret bounds for link-function updates.

Derives new monotone quantities for p-harmonic functions on asymptotically flat 3-manifolds.

problem Estimating the mass of 3-manifolds with non-negative scalar curvature and minimal boundary.
method Derives monotone quantities for p-harmonic functions and applies them to derive a sharp mass-capacity estimate.
result Derives a sharp mass-capacity estimate relating the ADM mass of a 3-manifold to the p-capacity of its boundary.

New methods complete multiple incomplete kernel matrices while controlling model flexibility.

problem Incomplete data in multiple kernel learning.
method Parameterized model matrix with restrictions on model covariance and use of LogDet divergence to ensure positive definiteness.
result Proposed methods yield significant improvements in generalization performance.

Neural non-stationary spectral kernels improve performance on benchmark datasets.

problem Learning and discovering complex patterns in data.
method Generalized spectral mixture kernels with input-dependent functions modeled as Gaussian processes and hyperparameter functions as neural networks.
result Neural non-stationary spectral kernels achieve the best performance on benchmark datasets.

The paper proves a nonlocal version of the Alexandrov Theorem for smooth boundaries.

problem Proving the nonlocal version of the Alexandrov Theorem for sets with smooth boundaries.
method Formulated a necessary and sufficient condition for the theorem to hold, used a specific formula for the tangential derivative of the nonlocal mean curvature, and applied the method of moving planes.
result The only set with smooth boundary and constant nonlocal mean curvature is an Euclidean ball.

The paper proves learning-curve monotonicity for maximum likelihood estimators in various parametric settings.

problem Establishing monotonicity guarantees for maximum likelihood estimators.
method Variants of GPT-5.2 Pro were used to derive the results.
result The paper proves monotonicity for maximum likelihood estimators in Gaussian and Gamma variables.

Study on MMV in jump-diffusion models resolves MV's non-monotonicity issues.

problem Non-monotonicity and free cash flow stream problems in MV preferences.
method Explicit solution for MMV preferences in jump-diffusion models, proving non-negative potential measures.
result MMV resolves MV's non-monotonicity and free cash flow stream issues.