Research
On-device research index

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.

168,786 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for complier characteristics

A semiparametric test evaluates instrument validity and complier characteristics.

problem Evaluating the validity of instruments and complier characteristics.
method Semiparametric test, doubly robust moment, machine learning update.
result Validates instrument validity and complier characteristics.

Study estimates heterogeneous principal causal effects with binary treatments and intermediate variables.

problem Estimating subgroup effects within strata defined by potential values of an intermediate variable.
method Proposes a framework for estimating and forming confidence intervals for heterogeneous principal causal effects under principal ignorability assumption. Develops several estimators with varying robustness properties.
result Established large-sample theory and analyzed bias contributions of each approach.

Proposes a new method to estimate optimal treatment regimes in the presence of endogeneity.

problem Estimating optimal treatment regimes under endogeneity in observational studies or randomized trials.
method Semiparametric instrumental variable approach with binary instrumental variable.
result Identification and estimation of optimal treatment regimes under endogeneity without direct compliance information.

Estimates treatment effects in randomized experiments with non-compliance.

problem Estimating distributional treatment effects in experiments with imperfect compliance.
method Proposes a regression-adjusted estimator based on distribution regression with Neyman-orthogonal moment conditions.
result Achieves semiparametric efficiency bound and demonstrates favorable performance in simulations and real data.

Framework tests CATE homogeneity across trials and evaluates confounding.

problem Assessing treatment effect consistency across randomized and observational studies.
method Leverages multiple randomized trials to test CATE homogeneity and compares with observational data.
result Identifies potential confounding and effect heterogeneity in treatment effects.

New Euler characteristics for groupoids generalize orbifold Euler characteristics.

problem Generalizing orbifold Euler characteristics to non-orbifold groupoids.
method Introducing two Euler characteristics for groupoids, using o-minimal structures, and relating them to orbifold Euler characteristics.
result The two new Euler characteristics coincide and generalize orbifold Euler characteristics.

Study characteristic classes of a specific type of determinantal varieties.

problem Understanding the geometric properties of a special class of determinantal varieties.
method Used Schubert calculus to derive explicit formulas for Chern-Schwartz-MacPherson and Chern-Mather classes.
result Explicit formulas for sectional Euler characteristics, characteristic cycles, and polar classes were obtained.

CCVAE captures label characteristics in VAEs for better representation learning.

problem Capturing rich label characteristics in VAEs without conflating them with label values.
method Developed CCVAE, a novel VAE model that explicitly captures label characteristics in latent space.
result CCVAE allows for effective and general interventions like smooth traversals and diverse conditional generation.

Conservation laws vanishing along characteristic directions of a given system of PDEs are known as characteristic conservation laws, or characteristic integrals. In 2D, they play an important role in the theory of Darboux-integrable equations. In this paper we discuss characteristic integrals in 3D and demonstrate that…

2013-12-18abs ↗pdf ↗

Optimal portfolios are formed by combining momentum, size, and volatility characteristics, enhancing utility for all investors.

problem Estimation error in forming optimal portfolios from characteristics.
method Maximizing an in-sample loss function that is more concave than the utility function, linking weights to characteristics.
result Optimal portfolios with significantly higher certainty equivalents than benchmarks for all investors.

The paper explains how to predict returns based on firm characteristics.

problem Predicting returns based on firm characteristics in equilibrium models.
method Reverse-engineering equilibrium construction process with linear demands in characteristics.
result Linear expressions for returns are derived from scaled net aggregate demands and their variations.

New proof of Khovanov-Rozansky homology base point independence in finite characteristic.

problem Base point independence of Khovanov-Rozansky homology in characteristic pp.
method New proof using infinitesimal symmetries of gl(p)\mathfrak{gl}(p)-homology.
result Proof of base point independence in characteristic pp.

New framework for interpretable firm characteristics factors.

problem Creating statistically efficient and economically interpretable factors from firm characteristics.
method Grouping related characteristics and deriving one factor per group, combining economic intuition with data-driven clustering.
result Parsimonious, transparent factors outperform benchmarks in out-of-sample tests.

The paper finds at least four prime closed characteristics on star-shaped hypersurfaces in 8D space.

problem Finding prime closed characteristics on compact star-shaped hypersurfaces in 8D space.
method Proved existence of at least four prime closed characteristics for non-degenerate C3C^3 compact star-shaped hypersurfaces in R8\mathbb{R}^{8} without prime closed characteristics of Maslov-type index -1.
result Existence of at least four prime closed characteristics on compact star-shaped hypersurfaces in R8\mathbb{R}^{8}.

The paper generalizes a theorem and introduces a new characteristic map for foliated manifolds.

problem The challenge is to generalize Bott's vanishing theorem for foliated manifolds.
method The approach involves working with the full holonomy groupoid instead of the Morita equivalent étale groupoid, leading to novel geometric representatives of characteristic classes.
result A characteristic map encoding both primary and secondary characteristic classes is introduced.

Study positive characteristic Fano 4-folds with nef tangent bundles.

problem Positive characteristic version of the Campana-Peternell conjecture for Fano 4-folds.
method Analyzes Fano 4-folds with nef tangent bundles in positive characteristic.
result Affirmative answer for Fano 4-folds with Picard number > 1 and nef tangent bundle.

This study links blockchain design to cryptos' distributional characteristics.

problem Understanding the relationship between blockchain design and cryptos' distributional characteristics.
method Used spectral clustering to cluster cryptos based on their blockchain mechanisms and operational features.
result Clusters of cryptos share similar blockchain mechanisms, supporting the hypothesis.

We introduce Dolbeault cohomology valued characteristic classes of Higgs bundles over complex manifolds. Flat vector bundles have characteristic classes lying in odd degree de Rham cohomology and a theorem of Reznikov says that these must vanish in degrees three and higher over compact Kähler manifolds. We provide a si…

2014-04-04abs ↗pdf ↗

Study characterizes points on projective surfaces using a cubic form.

problem Characterize points on projective surfaces and their impact on Euler characteristic.
method Define local indices for umbilics and godrons, use fundamental cubic form.
result Formulas relating indices to Euler characteristic determine coexistences of points.

Study on symplectic semi-characteristic using cohomology and vector fields.

problem Defining and calculating the symplectic semi-characteristic of symplectic manifolds.
method Defined using even-degree primitive cohomology and proved a counting formula using vector fields.
result Established a counting formula for symplectic semi-characteristic and derived vanishing properties.

We compute the Euler characteristics of the recently discovered series of Gothic Teichmüller curves. The main tool is the construction of 'Gothic' Hilbert modular forms vanishing at the images of these Teichmüller curves. Contrary to all previously known examples, the Euler characteristic is not proportional to the Eul…

2018-07-26abs ↗pdf ↗

A new method learns noise characteristics for better state estimation in real-time systems.

problem Challenges in accurately estimating states due to uncertainty in process and measurement models.
method Proposes a learning-based approach with different loss functions to identify noise characteristics.
result Demonstrates improved performance in real-time vehicle state estimation.

An explicit construction of closed, orientable, smooth, aspherical 4-manifolds with any odd Euler characteristic greater than 12 is presented. The manifolds constructed here are all Haken manifolds in the sense of B. Foozwell and H. Rubinstein and can be systematically reduced to balls by suitably cutting them open alo…

2017-10-17abs ↗pdf ↗

Proves a generalized table theorem for odd Euler characteristic surfaces.

problem Proving a generalized table theorem for surfaces with odd Euler characteristic.
method Using the square peg problem for smooth curves, the result is generalized to real valued functions on Riemannian surfaces with odd Euler characteristic.
result Proves the table conjecture for even functions on the two sphere.

Characteristic classes of oriented vector bundles can be identified with cohomology classes of the disjoint union of classifying spaces BSO_n of special orthogonal groups SO_n with n=0,1,... A characteristic class is stable if it extends to a cohomology class of a homotopy colimit BSO of classifying spaces BSO_n. Simil…

2009-10-25abs ↗pdf ↗

In this note we clarify the relevance of ``connections up to homotopy'' to the theory of characteristic classes. We have already remarked \cite{Crai} that such connections up to homotopy can be used to compute the classical Chern characters. Here we present a slightly different argument for this, and then proceed with …

2000-10-09abs ↗pdf ↗

Solves Einstein vacuum equations gluing problem for close Minkowski data.

problem Solving the characteristic gluing problem for Einstein vacuum equations.
method Derived infinite-dimensional and 10-dimensional gauge-dependent and gauge-invariant charges; constructed null lapse function and conformal geometry.
result Obstructions to gluing problem are gauge-dependent charges, modulo gauge-invariant charges.

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.

problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.

Culler-Shalen theory extended to arbitrary characteristic.

problem Understanding essential surfaces in 3-manifolds over arbitrary fields.
method Using character varieties and group actions on trees over arbitrary algebraically closed fields.
result Examples show changes in the AA-polynomial and essential surfaces in characteristic 2.