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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.

168,742 papers · 148 categories

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55110164219 · Jun 202019922001200920172026
48 results for conic quadratic formulations

New conic quadratic formulations improve outlier detection in regression models.

problem Detecting outliers in regression models with corrupted data.
method Deriving stronger second-order conic relaxations without big-M constraints.
result Proposed formulations are significantly faster than existing methods.

New formulations for comparing metric measure spaces with arbitrary positive measures.

problem Comparing metric measure spaces with arbitrary positive measures.
method Two novel formulations: a divergence and a conic lifting approach.
result Efficiently solvable formulations for comparing metric spaces with arbitrary positive measures.

We investigate the LpL^p-boundness of the Riesz transform on Riemannian manifolds whose Ricci curvature has quadratic decay. Two criteria for the LpL^p-unboundness of the Riesz transform are given. We recover known results about manifolds that are Euclidean or conical at infinity.

2014-03-25abs ↗pdf ↗

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

Sparse regression models are increasingly prevalent due to their ease of interpretability and superior out-of-sample performance. However, the exact model of sparse regression with an 0\ell_0 constraint restricting the support of the estimators is a challenging (\NP-hard) non-convex optimization problem. In this paper…

2019-01-29abs ↗pdf ↗

This paper introduces a new formulation of the Conic Gromov-Wasserstein distance for comparing complex network structures.

problem Comparing measures of unequal mass and complex network structures.
method Novel semi-coupling formulation and extension to hypernetworks.
result Establishes fundamental properties and robustness of CGW metric.

The paper discusses polynomial convergence to conical Kähler-Einstein metrics.

problem Understanding the convergence of Kähler-Einstein metrics to conical structures.
method Two-step degeneration theory and algebraic singularity analysis.
result Singular Kähler-Einstein metrics are conical if curvature grows quadratically near a point.

Paper proposes a QUBO formulation that reduces binary variables in Bayesian network learning.

problem Reducing the number of binary variables in QUBO formulations for Bayesian network learning.
method Proposes a new QUBO formulation that minimizes binary variables.
result Significantly reduces the number of binary variables required for Bayesian network structure learning.

Optimally estimates stability in Lorentzian isoperimetric inequalities.

problem Stability estimates in Lorentzian isoperimetric inequalities.
method Quantitative stability estimates using Fraenkel asymmetry and Lipschitz bounds.
result Optimal stability estimates with universal constants for Lorentzian isoperimetric inequalities.

The study connects conic connections and torsion-free principal connections on G-structures.

problem Relating torsion tensors of principal connections to characteristic conic connections.
method Formulating and verifying conditions for the existence of characteristic conic connections implying torsion-free principal connections.
result Conditions for the existence of characteristic conic connections imply the existence of torsion-free principal connections, verified for adjoint varieties of simple Lie algebras.

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…

2019-03-13abs ↗pdf ↗

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.

Let XX be a Banach space or more generally a complete metric space admitting a conical geodesic bicombing. We prove that every closed LL-Lipschitz curve γ:S1Xγ:S^1\rightarrow X may be extended to an LL-Lipschitz map defined on the hemisphere f:H2Xf:H^2\rightarrow X. This implies that XX satisfies a quadratic isoperimetri…

2018-10-02abs ↗pdf ↗

Study on finite energy SU(2) monopoles on AC 3-manifolds, proving integrality of charge and curvature decay.

problem Understanding the asymptotic behavior of finite energy SU(2) monopoles on AC 3-manifolds.
method Analysis of critical points of the SU(2) Yang--Mills--Higgs energy on asymptotically conical 3-manifolds.
result Proves integrality of the monopole number and quadratic decay of curvature, among other findings.

Study on conical Laplacian operators on Riemann surfaces, focusing on determinants and moduli spaces.

problem Analyzing determinants of Laplacian operators on Riemann surfaces with conical metrics.
method Introduce and compare two methods to regularize determinants of the conical Laplacian acting in the bundle K2K^2.
result Explicit expressions for the regularized determinants of the conical Laplacian in K2K^2.

A regularization procedure developed in [1] for the integral curvature invariants on manifolds with conical singularities is generalized to the case of squashed cones. In general, the squashed conical singularities do not have rotational O(2) symmetry in a subspace orthogonal to a singular surface ΣΣ so that the surfa…

2013-06-17abs ↗pdf ↗

New approach finds solutions to games with unbounded controls.

problem Existence of equilibrium in mean-field games with unbounded controls.
method Weak formulation and new existence/stability results for quadratic-growth generalized McKean-Vlasov BSDEs.
result Existence of equilibrium result for non-Markovian mean-field games with unbounded control space.

Eigen-decomposition simplifies quadratic programming with equality constraints.

problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized QQ.

This paper proves uniqueness of Kähler-Ricci flow on non-compact manifolds.

problem Uniqueness of asymptotically conical Kähler-Ricci flow on non-compact manifolds.
method Analysis of complete gradient expanding Kähler-Ricci solitons and their tangent cones.
result A complete solution to the Kähler-Ricci flow emerging from the soliton's tangent cone at infinity coincides with the forward self-similar Kähler-Ricci flow associated with the soliton.

A streaming algorithm estimates quadratic covariation from financial data efficiently.

problem Estimating quadratic covariation from ultra-high-frequency financial data with limited memory.
method Formulated multi-scale, realized kernel, pre-averaging, and modulated realized covariance estimators with fixed bandwidth.
result Fixed bandwidth estimators require higher bandwidth for positive semidefiniteness.

SOC-ICNN expands neural network representational capacity by using conic optimization.

problem Restrictive representational capacity of ReLU-based ICNNs.
method Proposes SOC-ICNN architecture that uses Second-Order Cone Programming.
result SOC-ICNN strictly expands representational space without increasing complexity.

In this note we compare two recently proposed semidefinite relaxations for the sparse linear regression problem by Pilanci, Wainwright and El Ghaoui (Sparse learning via boolean relaxations, 2015) and Dong, Chen and Linderoth (Relaxation vs. Regularization A conic optimization perspective of statistical variable select…

2016-03-15abs ↗pdf ↗

This paper explores the geometric and topological properties of Poncelet porism for triangles.

problem Investigating the differential-geometric and topological properties of the Cayley condition in Poncelet porism for triangles.
method Demonstrated that the Cayley set is a smooth, connected, 9-dimensional complex manifold. Analyzed its structure through moduli spaces and fiber bundles.
result The Cayley set is a smooth, connected, 9-dimensional complex manifold.

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…

2015-10-31abs ↗pdf ↗

The paper classifies isoparametric hypersurfaces in conic Finsler spaces.

problem Identifying new isoparametric hypersurfaces in conic Finsler spaces.
method Introduced isoparametric functions and hypersurfaces in conic Finsler spaces, classified them in specific spaces.
result Found additional isoparametric hypersurfaces in conic Minkowski spaces, such as helicoids.

Develops an algorithm to find the best subset of points for maximizing the coefficient of determination.

problem Finding the optimal subset of points for maximizing the coefficient of determination in robust correlation analysis.
method The extit{quadratic sweep} method, which involves projecting points into \(\mathbb{R}^5\) and iterating over linearly separable \(k\)-subsets.
result The method optimally finds the best subset of points for maximizing the coefficient of determination without error over several million trials up to \(n=30\).

In this paper we propose a tractable quadratic programming formulation for calculating the equilibrium term structure of electricity prices. We rely on a theoretical model described in [21], but extend it so that it reflects actually traded electricity contracts, transaction costs and liquidity considerations. Our nume…

2014-09-23abs ↗pdf ↗

The paper shows how to calculate risk-neutral default probabilities from bid and ask CDS quotes.

problem Calculating risk-neutral default probabilities from market quotes.
method Using conic finance framework and Poisson process to formulate and solve the calibration problem.
result A unique solution for risk-neutral default probabilities and implied liquidity.

Develops second order infinitesimal structures on Teichmüller space.

problem Understand the infinitesimal structures of Teichmüller space.
method Formulated second order infinitesimal structures over Teichmüller space.
result Affirmative answers to two folklore problems on Teichmüller space.