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.
In this paper, we consider a supervised learning setting where side knowledge is provided about the labels of unlabeled examples. The side knowledge has the effect of reducing the hypothesis space, leading to tighter generalization bounds, and thus possibly better generalization. We consider several types of side knowl…
Paper develops compact formulations for optimization problems with rank-one convex functions and indicator variables.
problem Optimization problems involving rank-one convex functions with support constraints.
method Perspective reformulation techniques to exploit conic structure and establish convex hull results.
result Systematic perspective formulations for convex hull descriptions of sets with nonlinear separable or non-separable objective functions and combinatorial constraints.
In this paper we consider the problem of minimizing the relative perimeter under a volume constraint in the interior of a conically bounded convex set, i.e., an unbounded convex body admitting an \emph{exterior} asymptotic cone. Results concerning existence of isoperimetric regions, the behavior of the isoperimetric pr…
In this article we give a criterion for the existence of a metric of curvature 1 on a 2-sphere with n conical singularities of prescribed angles 2πϑ1,…,2πϑn and non-coaxial holonomy. Such a necessary and sufficient condition is expressed in terms of linear inequalities in $\vartheta_1,\dot…
Branched covers between Riemann surfaces are associated with certain combinatorial data, and Hurwitz existence problem asks whether given data satisfying those combinatorial constraints can be realized by some branched cover. We connect recent development in spherical conic metrics to this old problem, and give a new m…
We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized residual function of [Busseti et al., 2018], the problem solution map is differentiabl…
We treat a fairly broad class of financial models which includes markets with proportional transaction costs. We consider an investor with cumulative prospect theory preferences and a non-negativity constraint on portfolio wealth. The existence of an optimal strategy is shown in this context in a class of generalized s…
Regression is widely used by practioners across many disciplines. We reformulate the underlying optimisation problem as a second-order conic program providing the flexibility often needed in applications. Using examples from portfolio management and quantitative trading we solve regression problems with and without con…
Given a weighted line arrangement in the projective plane, with weights satisfying natural constraint conditions, we show the existence of a Ricci-flat Kähler metric with cone singularities along the lines asymptotic to a polyhedral Kähler cone at each multiple point. Moreover, we discuss a Chern-Weil formula that expr…
The purpose of this paper is to generalize the convexity of Mabuchi's functional to the conic setting. We first established a frame to study conic cscK metrics, and then the conic Mabuchi functional was introduced in such a way that conic cscK metrics are its critical points. Finally we proved the convexity of the coni…
In this paper we develop a systematic deformation theory for conic constant curvature metrics on a closed surface when all cone angles are less than 2π; in particular, we define and study the Teichmüller space Tγ,kconic of conic constant curvature metrics on a surface of genus γ with k …
Based on C. Li and Y. Rubinstein's upper bisectional curvature bound estimate for the conic Kähler metric, we can construct a smoothing sequence for the conic metric with uniformly upper bisectional curvature bound. For the conic metric along a simple normal crossing divisor with triple or higher multiple points we may…
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides a straightforward way of favouring prescribed sparsity patterns, such as orderin…
We establish a parabolic version of Tian's C2,α-estimate for conical complex Monge-Ampere equations, which includes conical Kähler-Einstein metrics. Our estimate will complete the proof of the existence of unnormalized conical Kähler-Ricci flow in arXiv:1411.7284.
We prove that the conical Kähler-Ricci flows introduced in \cite{CYW} exist for all time t∈[0,+∞). These immortal flows possess maximal regularity in the conical category. As an application, we show if the twisted first Chern class C1,β is negative or zero, the corresponding conical Kähler-Ricci flows co…
We study metrics on conic 2-spheres when no Einstein metrics exist. In particular, when the curvature of a conic metric is positive, we obtain the best curvature pinching constant. We also show that when this best pinching constant is approached, the conic 2-sphere has an explicit Gromov-Hausdorff limit. This is a gene…
Generically, topological insulators have conical points leading to Dirac-like currents.
problem Understanding the conical structure of degeneracies in topological phases of matter.
method Analyzing Hermitian matrices with three parameters to show conical points.
result Adiabatic deformations of topological insulators result in Dirac-like currents whose total conductivity equals the chiral number of conical points.