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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.

169,291 papers · 148 categories

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48 results for completely monotonic functions

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.

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.

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.

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 optimizes dividend strategies for risk processes with Lévy jumps.

problem Optimizing dividend payments in risk processes with Lévy jumps.
method Analyzes spectrally positive and negative Lévy processes, using scale functions.
result Periodic barrier strategy is optimal for spectrally negative Lévy processes with completely monotone Lévy density.

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.

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 ↗

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

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.

The paper extends the uniqueness of complete harmonic metrics to subharmonic weights and proves their existence on the unit disc.

problem Finding complete harmonic metrics on Riemann surfaces for subharmonic weights.
method Extending Li-Mochizuki's theorem to subharmonic weights and proving existence on the unit disc.
result Complete harmonic metrics exist on the unit disc for subharmonic weights.

The paper studies how the shape of surfaces changes over time using curvature.

problem Understanding how the shape of surfaces evolves over time using curvature.
method The authors use curvature flow with a power of a function of principal curvatures to study the evolution of surfaces.
result The complete smooth strictly convex solution exists and remains a graph until the maximal time of existence.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality theory for general marginals and measurable reward (cost) functions: absence of a…

2015-07-02abs ↗pdf ↗

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 paper optimizes periodic dividend strategies for Lévy processes with transaction costs.

problem Maximizing dividends for spectrally negative Lévy processes with fixed transaction costs.
method Using periodic strategies and fixed transaction costs, the paper calculates the value function and shows optimality conditions.
result A sufficient condition for optimality is that the Lévy measure is completely monotonic.

The paper investigates quantitative rigidity using Colding's monotonicity formulas for Ricci curvature.

problem Quantifying rigidity in manifolds with nonnegative Ricci curvature.
method Investigates pinching of Colding's monotone functionals and constructs kk-splitting functions.
result Quantitative control of splitting functions by pinching at independent points controls the distance to the nearest cone.

The study finds monotonic properties of harmonic functions on 3-manifolds with a flat end.

problem Understanding harmonic functions on 3-manifolds with specific ends.
method Derives monotonic properties of positive harmonic functions on 3-manifolds with nonnegative scalar curvature and asymptotically flat ends.
result Rigidity characterization of spatial Schwarzschild manifolds with two ends.

Proposes a Bayesian nonparametric model for monotonic functions.

problem Imposing monotonicity constraints in Bayesian nonparametric models.
method Numerical solutions of stochastic differential equations for nonparametric model of monotonic functions.
result Demonstrates competitive results on benchmark functions and utility in temporal alignment of time-series data.

Compactness proven for manifolds with nonnegative Ricci curvature and uniformly convex boundary.

problem Compactness of manifolds with specific curvature and boundary conditions.
method Monotone quantities constructed from positive proper harmonic functions with Neumann condition.
result Proves compactness of manifolds with nonnegative Ricci curvature and uniformly convex boundary.

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

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.

Develops a new method for matrix factorization problems.

problem Solving a general matrix factorization model with potential function.
method Non-monotone alternating updating method based on a potential function.
result The method can outperform existing methods for specific applications.

Study learns a neuron with non-monotonic activation functions.

problem Learning a single neuron with non-monotonic activation functions.
method Gradient descent (GD) with conditions on activation function and input distribution.
result Learnability of non-monotonic activation functions is established without monotonicity assumption.

Bayesian optimization with monotonicity improves hyperparameter tuning efficiency.

problem Optimizing machine learning hyperparameters using validation error as a function of hyperparameters.
method Adapting Bayesian optimization to incorporate monotonicity constraints.
result Improvement in optimization efficiency for machine learning hyperparameter tuning.

This paper considers the problem of matrix completion when the observed entries are noisy and contain outliers. It begins with introducing a new optimization criterion for which the recovered matrix is defined as its solution. This criterion uses the celebrated Huber function from the robust statistics literature to do…

2015-03-01abs ↗pdf ↗

Derives monotonic quantities for pp-harmonic functions on manifolds.

problem Understanding pp-harmonic functions on manifolds with nonnegative scalar curvature.
method Derives local and global monotonic quantities associated with pp-harmonic functions.
result Establishes inequalities relating mass, capacity, and Willmore functional.

In this paper we generalize the monotonicity formulas of [C] for manifolds with nonnegative Ricci curvature. Monotone quantities play a key role in analysis and geometry; see, e.g., [A], [CM1] and [GL] for applications of monotonicity to uniqueness. Among the applications here is that level sets of Green's function on …

2012-09-20abs ↗pdf ↗

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.

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.