Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability of moving average (MA) and trading range break (TRB) rules by using the Shanghai Stock Exchange Composite Index (SHCI) from May 21, 1992 th…
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168,742 papers · 148 categories
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48 results for “conditional mean rule”
New type of ruled surfaces studied with properties and examples.
problem Characterizing and understanding new types of ruled surfaces.
method Definition of a new orthonormal frame, calculation of Gaussian and mean curvatures, analysis of Weingarten map and geodesic properties.
result Conditions for an OT-surface to be flat or minimal are derived, and examples of helices and slant helices are provided.
In this paper, we introduce the dual geodesic trihedron (dual Darboux frame) of a timelike ruled surface. By the aid of the E. Study Mapping, we consider timelike ruled surfaces as dual hyperbolic spherical curves and define the Mannheim offsets of timelike ruled surfaces by means of dual Darboux frame. We obtain the r…
In this paper, we define dual geodesic trihedron(dual Darboux frame) of a spacelike ruled surface. Then, we study Mannheim offsets of spacelike ruled surfaces in dual Lorentzian space by considering the E. Study Mapping. We represent spacelike ruled surfaces by dual Lorentzian unit spherical curves and define Mannheim …
Kernel Bayes' rulestat.ML
A nonparametric kernel-based method for realizing Bayes' rule is proposed, based on representations of probabilities in reproducing kernel Hilbert spaces. Probabilities are uniquely characterized by the mean of the canonical map to the RKHS. The prior and conditional probabilities are expressed in terms of RKHS functio…
The paper introduces new portfolio rules beyond mean-variance, addressing asymmetry and uncertainty.
problem Optimizing portfolios with asymmetric returns and uncertainty in expected returns.
method Derives allocation rules for asymmetric Laplace distributed returns and random normal expected returns. Addresses singular covariance matrices and uncertainty in returns.
result Optimal worst-case scenario solution provides a convex alternative to risk parity, improving portfolio stability.
Efficiently approximates kernel mean embeddings using Nyström method.
problem Computational cost of kernel mean embeddings in large-scale settings.
method Nyström method for approximating a small random subset of the dataset.
result Upper bound on approximation error with sufficient subsample size conditions.
The study characterizes constant curvature manifolds using ruled surfaces.
problem Characterizing manifolds of constant curvature using ruled surfaces.
method Investigating ruled surfaces in 3d Riemannian manifolds, finding stiction curve, distribution parameter, and fundamental forms.
result Identifies necessary and sufficient conditions for extrinsically flat surfaces to be ruled and proves manifold properties.
A framework for anonymized risk sharing without revealing identities or preferences.
problem Risk sharing without revealing individual identities or preferences.
method Axiomatic framework with four key axioms: actuarial fairness, risk fairness, risk anonymity, and operational anonymity.
result The conditional mean risk sharing rule is uniquely characterized by these axioms.
Defines and analyzes generalized normal ruled surfaces of curves in 3D space.
problem Understanding the geometry of generalized normal ruled surfaces.
method Calculates Gaussian and mean curvatures to determine surface properties and examines curve conditions.
result Determines when surfaces are flat or minimal and identifies specific curve types.
In this paper, we study Mannheim surface offsets in dual space. By the aid of the E. Study Mapping, we consider ruled surfaces as dual unit spherical curves and define the Mannheim offsets of the ruled surfaces by means of dual geodesic trihedron (dual Darboux frame). We obtain the relationships between the invariants …
Paper classifies ruled surfaces in Lorentz-Minkowski space for a specific flow.
problem Classifying ruled surfaces in Lorentz-Minkowski space.
method Examining homothetic self-similar solutions of the inverse mean curvature flow.
result Existence of two classes of non-cylindrical homothetic solitons.
Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying function of interest whose conditional mean was observed is a challenging inferenc…
We study strictly proper scoring rules in the Reproducing Kernel Hilbert Space. We propose a general Kernel Scoring rule and associated Kernel Divergence. We consider conditions under which the Kernel Score is strictly proper. We then demonstrate that the Kernel Score includes the Maximum Mean Discrepancy as a special …
Unified framework for shrinkage, thresholding, and regularization in normal mean estimation and linear regression.
problem Estimation of normal mean in multivariate settings with correlated observations.
method Approximate risk minimization over a functional class of shrinkage-thresholding rules.
result Unified estimator NOMAD for shrinkage, thresholding, and regularization.
Study classifies ruled surfaces from mean curvature flow solutions.
problem Investigating surfaces with specific mean curvature equations.
method Classifying ruled and translation surfaces in Euclidean space.
result Ruled and translation surfaces are cylindrical.
The paper classifies ruled surfaces in a specific space that move in a special way.
problem Understanding how surfaces move in a special space.
method Classifying ruled surfaces as translating solitons of inverse mean curvature flow.
result Existence of non-cylindrical ruled translating solitons.
Proposes new rule for ranking investment prospects over long horizons.
problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.
A new screening rule improves SLOPE efficiency for high-dimensional data.
problem Efficiently selecting relevant predictors in high-dimensional data.
method Developed a screening rule for SLOPE based on its subdifferential.
result The screening rule improves SLOPE's performance significantly in high-dimensional settings.
New rule universally consistent for online learning with non-ergodic data.
problem Online learning with non-ergodic data processes.
method Developed an online learning rule for processes on (X,Y) pairs.
result Generalizes past results to non-ergodic processes on (X,Y).
Classifies surfaces with zero mean curvature in a light cone.
problem Classifying surfaces with zero mean curvature in a light cone.
method Examined geodesics and screw motions, used Weierstrass representations.
result Complete classification of ruled zero mean curvature surfaces.
Boosting algorithms improve estimation of personalized treatment rules.
problem Estimating optimal personalized treatment rules in clinical settings.
method Additive regression trees with boosting technique based on XGBoost.
result Efficient and accurate estimation of complex treatment rules.
The paper studies circle packings using renormalization and subdivision rules.
problem Characterizing and proving properties of circle packings with specific subdivision rules.
method Iterations of skinning maps on Teichmüller spaces, renormalization theory, subdivision rules.
result Uniformly contracting renormalization operator and geometric inflexibility of circle packings.
A new type of distributional regression tree uses soft split rules for better predictive performance.
problem Estimating complete conditional distributions in regression.
method Distributional adaptive soft regression trees using multivariate soft split rules.
result The method outperforms various benchmark methods, especially in complex non-linear interactions.
Pareto's 80/20 rule follows a Gaussian distribution with twice the mean standard deviation.
problem Understanding variations in the 80/20 rule across different contexts.
method Identifying the statistical distribution of the 80/20 rule and its variations.
result The 80/20 rule follows a Gaussian distribution with a standard deviation twice the mean.
A novel k-NN method estimates conditional mean and variance efficiently.
problem Joint estimation of conditional mean and variance.
method Integrates k-NN with automated variance selection.
result Achieves fast convergence rates and improved precision.
In this paper, we get the time evolution equations of the curvature and torsion of the evolving spacelike curves in the Minkowski space. Also, we give inextensible evolutions of timelike ruled surfaces that are produced by the timelike normal and spacelike binormal vector fields of spacelike curve and derive the necess…
Equiaffine geometry of level sets and ruled hypersurfaces with equiaffine mean curvature zeromath.DG
Basic aspects of the equiaffine geometry of level sets are developed systematically. As an application there are constructed families of -dimensional nondegenerate hypersurfaces ruled by -planes, having equiaffine mean curvature zero, and solving the affine normal flow. Each carries a symplectic structure with r…
Study ruled surfaces with finite multiplicity, focusing on their curves and singularities.
problem Understanding ruled surfaces with finite multiplicity.
method Analyzing striction curves and singularities of ruled surfaces.
result Geometric meanings of invariants related to ruled surfaces.
The study characterizes and rules out collapsing in convex ancient mean curvature flow.
problem Characterizing and ruling out collapsing in convex ancient mean curvature flow.
method Characterization and counterexamples.
result Collapsing occurs if and only if the flow is asymptotic to at least one Grim hyperplane.
Equivariant meansmath.GT
The paper explores equivariant means on topological spaces.
problem Conditions for existence of equivariant means on -spaces.
method Analyzes equivariant means and their existence conditions.
result Existence of equivariant means implies -AR for .
Paper proposes robust methods for estimating optimal treatment rules with censored survival data.
problem Estimating optimal treatment rules for censored survival data.
method Developed two robust criteria and a sampling-based difference-of-convex algorithm for learning optimal treatment rules.
result Proposed methods show improved performance compared to existing methods in simulations and real data.
We show that ruled real hypersurfaces with constant mean curvature in the complex projective and hyperbolic spaces must be minimal. This provides their classification, by virtue of a result of Lohnherr and Reckziegel.
Study on 2-ruled hypersurfaces in a Walker 4-manifold.
problem Characterize and analyze 2-ruled hypersurfaces in a Walker 4-manifold.
method Define and analyze three types of 2-ruled hypersurfaces, compute Gaussian and mean curvatures, and study Laplace-Beltrami operators.
result Characterizations and properties of 2-ruled hypersurfaces in a Walker 4-manifold.
Ruled surfaces with Ricci metrics use curves of constant torsion.
problem Characterizing ruled surfaces with Ricci metrics.
method Using curves of constant torsion to construct ruled surfaces.
result Helicoid is the only surface with constant mean curvature.
Crowdsourcing is an effective tool for human-powered computation on many tasks challenging for computers. In this paper, we provide finite-sample exponential bounds on the error rate (in probability and in expectation) of hyperplane binary labeling rules under the Dawid-Skene crowdsourcing model. The bounds can be appl…
In this paper we introduce the area of 2-ruled 4-folds in R^n (n=7 or 8), that is, submanifolds M of R^n that admit a fibration over some 2-fold Sigma such that each fibre is an affine 2-plane in R^n. This is motivated by the paper math.DG/0012060 by Joyce on ruled special Lagrangian 3-folds in C^3 and the work of the …
In this paper, we consider non developable ruled surface with spacelike ruling, timelike ruling, respectively. We give the relations between the structure functions with the curvature and torsion of the striction line of the timelike and spacelike non developable ruled surfaces. Also, we have calculated the gaussian an…
The paper defines and characterizes 2-Ruled hypersurfaces in Minkowski 4-space using octonions.
problem Characterizing 2-Ruled hypersurfaces in Minkowski 4-space.
method Definition and analysis of 2-Ruled hypersurfaces using octonions.
result Characterizations of Gaussian and mean curvatures of 2-Ruled hypersurfaces.
New methods for estimating conditional odds and risk ratios improve treatment decision rules.
problem Estimation of conditional odds and risk ratios lags behind conditional average treatment effects.
method Proposed novel estimators based on doubly robust transformations and orthogonal risk functions.
result Proposed estimators significantly reduce bias and mean squared error in complex settings.
An analysis is made of reality conditions within the context of noncommutative geometry. We show that if a covariant derivative satisfies a given left Leibniz rule then a right Leibniz rule is equivalent to the reality condition. We show also that the matrix which determines the reality condition must satisfy the Yang-…
There is tremendous interest in precision medicine as a means to improve patient outcomes by tailoring treatment to individual characteristics. An individualized treatment rule formalizes precision medicine as a map from patient information to a recommended treatment. A treatment rule is defined to be optimal if it max…
Analysis of deep neural networks under various learning rules reveals dynamics of feature and prediction learning.
problem Understanding how different learning rules affect feature and prediction dynamics in deep neural networks.
method Analysis of infinite-width deep networks trained with gradient descent and various learning rules.
result The evolution of the output function is governed by an effective neural tangent kernel (eNTK), which varies depending on the learning rule and training regime.
We study ruled surfaces in R3 which are obtained from dual spher- ical indicatrix curves of dual Frenet vector fields. We find the Gaussian and mean curvatures of the ruled surfaces and give some results of being Wein- garten surface.
A new method for generating synthetic data using posterior distribution learning accelerates inference.
problem Generating high-quality synthetic data requires many discretization steps, which is computationally expensive.
method Learning the posterior distribution of clean data samples given noisy versions, using a scoring rule instead of regression loss.
result Consistently outperforms standard diffusion models at few discretization steps.
Proposes a new decision rule for continuous treatments.
problem Developing personalized treatment recommendations for continuous treatments.
method Jump interval-learning method to estimate conditional mean of outcomes.
result Optimal interval-valued decision rule (I2DR) for continuous treatments.
The paper generalizes a mean value theorem for solutions of the ultrahyperbolic equation.
problem Establishing a mean value property for solutions of the ultrahyperbolic equation.
method Using conformal maps of the pseudo-Euclidean space of signature 2+2, the paper extends Asgeirsson's theorem to a more general class of pairs of curves.
result The mean value property is proven for non-degenerate conjugate conics, including conjugate circles, hyperbolae, parabolae, and line-empty pairs.
Paper justifies ideal point forecasts as measurable, clarifying conditions for their existence.
problem Justifying ideal point forecasts as measurable random variables.
method Clarifying and establishing measurability conditions for a wide class of functionals.
result Ideal point forecasts are shown to be measurable, providing theoretical justification.