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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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24497397 · May 202619922001200920172026
48 results for concave scalarization

This work overcomes bias in concave multi-objective reinforcement learning.

problem Gradient bias in policy gradient methods for concave scalarized multi-objective reinforcement learning.
method Developed a Natural Policy Gradient (NPG) algorithm with a multi-level Monte Carlo (MLMC) estimator.
result Achieved optimal O~(ε2)\widetilde{\mathcal{O}}(ε^{-2}) sample complexity for computing an εε-optimal policy.

Proves Calabi-Yau theorem for certain nonnegative curvature manifolds.

problem Proving a Calabi-Yau type theorem for specific manifolds.
method Existence result for bounded regions with weakly mean-concave boundary.
result Proves contractibility of certain manifolds with positive scalar curvature.

We prove that any smooth Riemannian manifold of non-negative scalar curvature and with a strictly mean convex and compact boundary component can be (C^2) extended beyond the component to have non-negative scalar curvature and to enjoy anyone of the following three types of (new) boundary: strictly convex, totally geode…

2012-09-20abs ↗pdf ↗

We give a variational proof of the existence and uniqueness of a convex cap with the given upper boundary. The proof uses the concavity of the total scalar curvature functional on the space of generalized convex caps. As a byproduct, we prove that generalized convex caps with the fixed boundary are globally rigid, that…

2007-03-06abs ↗pdf ↗

Proves Riemannian positive mass theorem with singularities.

problem Proves Riemannian positive mass theorem for specific types of singular manifolds.
method Uses initial data sets with a second fundamental form to transfer convexity between different singularity components.
result Proves the theorem for manifolds with some mean-concave components and others mean-convex.

We consider the curvature of a family of warped products of two pseduo-Riemannian manifolds (B,gB)(B,g_B) and (F,gF)(F,g_F) furnished with metrics of the form c2gBw2gFc^{2}g_B \oplus w^2 g_F and, in particular, of the type w2μgBw2gFw^{2 μ}g_B \oplus w^2 g_F, where c,w ⁣:B(0,)c, w \colon B \to (0,\infty) are smooth functions and μμ is a real parame…

2007-04-04abs ↗pdf ↗

In this paper we consider the Ricci curvature of a Ricci soliton. In particular, we have showed that a complete gradient Ricci soliton with non-negative Ricci curvature possessing a non-constant convex potential function having finite weighted Dirichlet integral satisfying an integral condition is Ricci flat and also i…

2019-08-22abs ↗pdf ↗

The paper explores curvature-free effects in manifolds with volume growth and ends-counting.

problem Investigating curvature-free effects in manifolds with volume growth and ends-counting.
method Establishing two main theorems about volume growth and ends-counting.
result Proves the existence of smooth bounded mean-concave exhaustion and escaping geodesic lines.

Sharp distance estimates for compact spin manifolds using Dirac operator.

problem Metric inequalities for compact spin manifolds with lower bounds on scalar and mean curvatures.
method Using the Dirac operator technique with spectral estimates and local boundary conditions.
result Optimal estimates for Riemannian bands and long neck problem solutions.

Study improves sampling from non-log-concave distributions using Fisher information.

problem Sampling from non-log-concave distributions with high Fisher information guarantees.
method Proximal sampler with RGO implementation, leveraging log-concave sampling results.
result Improved complexity guarantee in relative Fisher information for non-log-concave sampling.

Established concavity principle for curved spaces.

problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.

Establishes log-concavity estimates for convex domains' first Dirichlet eigenfunctions.

problem Quantifying the Hessian of log-concave eigenfunctions on convex domains.
method Analyzes log-concavity properties of the first Dirichlet eigenfunction on convex domains.
result Obtains quantitative estimates for the Hessian of logu\log u.

New saddle network architectures preserve convex-concave geometry in optimization problems.

problem Optimization models with convex x and concave y components.
method Structured separable decomposition and saddle network architectures.
result Proven one-dimensional approximation theorem and high accuracy on various test functions.

We present a simple connection between differential Harnack inequalities for hypersurface flows and natural concavity properties of their time-of-arrival functions. We prove these concavity properties directly for a large class of flows by applying a concavity maximum principle argument to the corresponding level set f…

2019-12-13abs ↗pdf ↗

We define a class of L-convex-concave subsets of RPn\Bbb{R}P^n, where L is a projective subspace of dimension l in RPn\Bbb{R}P^n. These are sets whose sections by any (l+1)-dimensional space L' containing L are convex and concavely depend on L'. We introduce an L-duality for these sets, and prove that the L-dual to an L-…

2002-03-19abs ↗pdf ↗

Geodesic concavity and hypersymplectic structures in G2G2-structures space.

problem Analyzing the geodesic concavity and hypersymplectic structures in the space of closed G2G2-structures.
method Utilising the geodesic constructed in the previous article, we show geodesic concavity and decrease in length of G2G2 Laplacian flow.
result Hitchin's volume functional is geodesically concave and the G2G2 Laplacian flow decreases the length.

We prove a priori bounds for the trace of the second fundamental form of a C4C^4 isometric embedding into Rn+1R^{n+1} of a metric gg of non-negative sectional curvature on SnS^n, in terms of the scalar curvature, and the diameter of gg. These estimates give a bound on the extrinsic geometry in terms of intrinsic quanti…

1998-07-23abs ↗pdf ↗

This study examines how earnings announcements affect option volatility and pricing.

problem The impact of earnings announcements on option volatility and pricing.
method Analysis of extremely short-term options data to study bimodality and concavity in IV curves.
result Investors pay a premium to hedge against extreme volatility during earnings announcements in the presence of concave IV smiles.

Paper optimizes hyperparameters for high-dimensional regression models.

problem Optimizing robustness radius in high-dimensional linear regression.
method Distributionally robust optimization (DRO) with high-dimensional asymptotic statistics.
result Optimal hyperparameter selection minimizes estimation error efficiently.

Unified framework connects two market-making models, revealing their underlying equivalence.

problem Independent calibration of two market-making frameworks (Avellaneda-Stoikov and Cartea-Jaimungal).
method Axiomatic approach to market preference functional, showing equivalence under specific conditions.
result Avellaneda-Stoikov and Cartea-Jaimungal frameworks are equivalent under certain conditions.

The study proves non-existence of concave functions on specific metric spaces.

problem Proving the non-existence of concave functions on certain metric spaces.
method Analogue theorems for Alexandrov spaces and CαC^α-Hölder Riemannian manifolds.
result Proves non-existence of concave functions on complete manifolds with finite volume and specific metric spaces.

Log-concavity proven for multinomial likelihoods under specific constraints.

problem Log-concavity of multinomial likelihoods under interval censoring constraints.
method Proved log-concavity by showing M-convex subsets of the discrete simplex.
result Likelihood function is completely log-concave.

The Links-Gould polynomial of alternating knots is shown to be log-concave and positive.

problem Verifying the positivity and log-concavity of the Links-Gould polynomial for alternating knots.
method Formulated a conjecture and verified it computationally for all 51.3 million knots with up to 19 crossings.
result All but 544 knots satisfy a stronger log-concavity condition.

Introduces CSLC models to bridge deep generative models and classical algorithms.

problem Mode collapse and memorization issues in deep generative models and restrictive assumptions in classical algorithms.
method Introduces conditionally strongly log-concave (CSLC) models, factorizing data distribution into strongly log-concave conditional distributions.
result Efficient parameter estimation and sampling algorithms with theoretical guarantees for non-log-concave data distributions.

Paper finds convexity in translating solitons for concave flows.

problem Understanding convexity in translating solitons for concave extrinsic flows.
method Analyzes convexity estimates for translating solitons evolving under concave functions in Rn+1\mathbb{R}^{n+1}.
result Establishes convexity estimates for translating solitons of concave extrinsic geometric flows.

ICCNLS models complex relationships as convex and concave components.

problem Complex input-output relationships with affine ambiguity.
method Sub-gradient constrained affine functions, global orthogonality constraints, L1, L2, and elastic net regularisation.
result Improved predictive accuracy and model simplicity compared to conventional methods.