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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.

169,181 papers · 148 categories

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99198296395 · May 202619922001200920182026
48 results for conditional parity

Identifies conditional parity as a general notion of non-discrimination in machine learning.

problem Addressing non-discrimination in machine learning models.
method Identifies conditional parity as a general notion of non-discrimination and studies randomization and a kernel-based test to analyze it.
result Conditional parity is a general notion of non-discrimination and several recent notions of non-discrimination are instances of conditional parity.

New methods target conditional demographic parity using optimal transport distances.

problem Auditing and enforcing conditional demographic parity (CDP) in models with complex conditioning variables.
method Developed novel measures of conditional demographic disparity (CDD) based on optimal transport distances and regularization-based approaches.
result Validated methods airbit{} and airlp{} effectively target CDP in real-world datasets with continuous model outputs.

Casson and Gordon gave the rectangle condition for strong irreducibility of Heegaard splittings [1]. We give a parity condition for irreducibility of Heegaard splittings of irreducible manifolds. As an application, we give examples of non-stabilized Heegaard splittings by doing a single Dehn twist.

2008-12-01abs ↗pdf ↗

We define counting and cocycle enhancement invariants of virtual knots using parity biquandles. These invariants are determined by pairs consisting of a biquandle 2-cocycle φ^0 and a map φ^1 with certain compatibility conditions leading to one-variable or two-variable polynomial invariants of virtual knots. We provide …

2015-07-20abs ↗pdf ↗

Diversified risk parity strategies outperform equally-weighted portfolios in various asset universes.

problem Finding optimal portfolio allocations that balance risk and reward.
method Integrates various reward-risk measures and generic allocation rules into diversified risk parity.
result Diversified reward-risk parity strategies exhibit higher average returns, Sharpe ratios, and Calmar ratios compared to equally-weighted risk portfolios.

This paper tackles fair Bayes-optimal classifiers under predictive parity, proving their limitations and proposing a new algorithm.

problem Ensuring fair Bayes-optimal classifiers under predictive parity, especially when group performance levels vary widely.
method Proving the limitations of fair Bayes-optimal classifiers under predictive parity and proposing a new adaptive thresholding algorithm, FairBayes-DPP.
result Fair Bayes-optimal classifiers under predictive parity may not hold if group performance levels vary widely, leading to within-group unfairness.

Incorrect parity-based descriptions of realizable Gauss diagrams found, but bipartite graphs provide a valid approach.

problem Incorrect descriptions of realizable Gauss diagrams using parity conditions.
method Used bipartite graphs to describe realizable Gauss diagrams.
result Realizable Gauss diagrams can be accurately described using bipartite graphs.

The article develops a model for skewness risk in risk parity portfolios.

problem Managing skewness risk in asset allocation models.
method Modeling asset returns with skewness and jumps, deriving analytical formulas for risk contributions.
result Skewness-based risk parity portfolios outperform volatility-based portfolios in managing jump risks.

Study tests how U.S. equity prices align with global asset frequencies using financial variables.

problem Testing whether U.S. equity prices align with global asset frequencies using financial variables.
method Examines SPX and RUT gaps, uses OIS-based funding, volatility, trading-friction, financial-condition variables, and residual information.
result Gains in fit survive broad-dollar neutralization, alternative blocks, PCA, residualization, and nested horizon selection, supporting reduced-form P-Q alignment.

In the present paper we give a simple proof of the fact that the set of virtual links with orientable atoms is closed. More precisely, the theorem states that if two virtual diagrams KK and KK' have orientable atoms and they are equivalent by Reidemeister moves, then there is a sequence of diagrams $K = K_1 \to...\to…

2010-12-30abs ↗pdf ↗

New method solves tensor equations including parity odd and even terms in 4D.

problem Solving linear tensor equations with parity odd and even terms in 4D.
method Extending previous results, solving a 30-parameter linear tensor equation step by step.
result Explicit solution for tensor field components in terms of known components.

In the present paper, we develop the parity theory invented in \cite{ManSb}; we construct new parities for two-component (virtual and free) links. New parities significantly depend on geometrical properties of diagrams; in particular, they are mutation-sensitive. New parities can be used practically in all problems, wh…

2015-08-23abs ↗pdf ↗

In \cite {FrKn,Sbornik} it was shown that in some knot theories the crucial role is played by {\em parity}, i.e.\ a function on crossings valued in {0,1}\{0,1\} and behaving nicely with respect to Reidemeister moves. Any parity allows one to construct functorial mappings from knots to knots, to refine many invariants and …

2011-02-24abs ↗pdf ↗

New welfare-based fairness notions align with existing error rate balance and predictive parity.

problem Aligning fairness notions with welfare-based criteria.
method Discussing and establishing conditions for envy freeness and prejudice freeness.
result Envy freeness and prejudice freeness are equivalent to error rate balance and predictive parity.

Blockchain funds balance risk and return for various investors.

problem Creating diversified portfolios with risk parity for different risk appetites.
method Developed three funds (Alpha, Beta, Gamma) with distinct risk and return profiles, setting weights inversely proportional to risk.
result Blockchain enables investors to select their preferred risk-return combination and allocate wealth accordingly.

We use crossing parity to construct a generalization of biquandles for virtual knots which we call Parity Biquandles. These structures include all biquandles as a standard example referred to as the even parity biquandle. Additionally, we find all Parity Biquandles arising from the Alexander Biquandle and Quaternionic …

2011-03-15abs ↗pdf ↗

The study analyzes the conflict between group fairness and individual fairness in machine learning.

problem The conflict between group fairness (optimal statistical parity) and individual fairness in machine learning.
method Established sufficient conditions for the compatibility between optimal statistical parity and individual fairness requirements.
result Identified regions along the Pareto frontier that satisfy individual fairness requirements.

Functorial maps and weak parities are equivalent descriptions of rules of substitution virtual crossings for classical in diagrams of a knot in a way compatible with Reidemeister moves. We introduce the notion of maximal weak parity and describe it for knots in a given closed oriented surface. This weak parity defines …

2012-11-02abs ↗pdf ↗

Paper solves k-sparse parity problem with sign SGD, matching SQ lower bound.

problem Solving k-sparse parity problems efficiently.
method Sign stochastic gradient descent on neural networks.
result Matches Statistical Query lower bound for solving k-sparse parity problems.

We prove that certain dual pairs of Calabi-Yau manifolds have matching orbifold Euler characteristics.

problem Constructing mirror symmetric Calabi-Yau manifolds with specific symmetry groups.
method Generalized Berglund-Hübsch-Henningson construction to include permutations of variables.
result Reduced orbifold Euler characteristics of dual pairs coincide up to sign under cyclic permutation groups satisfying parity condition.

Study shows physical drift affects put-call parity enforcement, not just option payoffs.

problem Inconsistency between quoted put-call parity and actual market behavior.
method Examined SPX and RUT index options, used drift-preserving GBM term to improve fit.
result Physical drift enters the enforcement of risk-neutral parity, not just option payoffs.

Parity mappings from the chords of a Gauss diagram to the integers is defined. The parity of the chords is used to construct families of invariants of Gauss diagrams and virtual knots. One family consists of degree nn Vassiliev invariants.

2012-03-13abs ↗pdf ↗

Study applies HRP to Latin American markets, showing smoother risk-return profile.

problem Lack of empirical analyses of HRP in Latin American markets.
method Hierarchical Risk Parity (HRP) with hierarchical clustering and recursive bisection.
result HRP portfolio outperforms Max Sharpe portfolio in NUAM markets, with smoother risk-return profile.

Transformers solve parity problems efficiently with step-by-step reasoning.

problem Training transformers to solve complex, recursive problems like parity.
method Training a one-layer transformer to solve kk-parity, incorporating intermediate parities into the loss function, and using teacher forcing or augmented data.
result Transformers can learn parity in one gradient update with intermediate supervision or self-consistency checks.

A new fairness metric for decision-making algorithms, conditioning on known fair variables.

problem Fairness issues in decision-making systems.
method Conditional fairness metric, Derivable Conditional Fairness Regularizer (DCFR), adversarial representation.
result Traditional fairness notations are special cases of the new conditional fairness notation.

The paper explores parity in knotoids and virtual knots, proving a conjecture and introducing a new polynomial.

problem Investigating parity in knotoids and its relation to virtual knots.
method Introducing a planar parity bracket polynomial and using the Nikonov/Manturov theorem.
result Minimal diagrams of knot-type knotoids have zero height.

2-dimensional knots and links are studied in the article. The notion of parity is introduced via techniques similar to the ones used by the second named author in 1-dimensional case. By using parity new invariants are constructed and known invariants are refined.

2016-06-22abs ↗pdf ↗

Study reveals a hidden cost in derivatives markets through option-implied discount factors.

problem The hidden cost in derivatives markets, not visible in price space.
method Minute-level NBBO data on options, reduced-form specification linking carry gap to implementation risk, trading frictions, and financial conditions.
result An annualized carry gap exists, linked to implementation risk and financial conditions.

The paper compares different fairness definitions under various worldviews.

problem Avoiding disparity amplification under different worldviews.
method Mathematical comparison of four fairness definitions using a theoretical framework.
result Different worldviews require different fairness definitions to avoid disparity amplification.

Study on parity of singular set components of maps to surfaces.

problem Parity of the number of components of singular set of maps to oriented surfaces.
method Cumulative winding number and invariant I(f) defined to study parity under homotopy.
result Parity of the number of components of singular set does not change under homotopy under certain conditions.

We construct a gerbe over a complex reductive Lie group G attached to an invariant bilinear form on a maximal diagonalizable subalgebra which is Weyl group invariant and satisfies a parity condition. By restriction to a maximal compact subgroup K, one then gets a gerbe over K. For a simply-connected group, the parity c…

2000-02-19abs ↗pdf ↗

The study connects fairness constraints with optimal transport to derive new insights in classification.

problem Ensuring fairness in classification models without sacrificing performance.
method Using Wasserstein barycenters and optimal transport, the study characterizes optimal classification functions under fairness constraints.
result Maximizing fairness under demographic parity is equivalent to solving a regression problem.