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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.

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for constant ratio

In this paper, we study generalized constant ratio (GCR) hypersurfaces in Euclidean spaces. We mainly focus on the hypersurfaces in E4\mathbb E^4. First, we deal with δ(2)δ(2)-ideal GCR hypersurfaces. Then, we study on hypersurfaces with constant (first) mean curvature. Finally, we obtain the complete classification of G…

2015-04-29abs ↗pdf ↗

Study surfaces with constant ratio of principal curvatures in Euclidean and isotropic geometries.

problem Characterize surfaces with constant ratio of principal curvatures in different geometries.
method Differential geometry, line geometry, Lie sphere geometry, ordinary differential equations, algebraic geometry.
result Characterized various types of surfaces like rotational, channel, ruled, helical, and translational.

A twisted curve in Euclidean 3-space E^3 can be considered as a curve whose position vector can be written as linear combination of its Frenet vectors. In the present study we study the twisted curves of constant ratio in E^3 and characterize such curves in terms of their curvature functions. Further, we obtain some re…

2014-10-21abs ↗pdf ↗

Geodesic flows on surfaces have specific fractional-linear integrals related to constant cross-ratios.

problem Characterizing geodesic flows on surfaces with fractional-linear integrals.
method Proving the dimension of fractional-linear integrals and giving a geometric criterion.
result The dimension of fractional-linear integrals is either 3 or 5, corresponding to constant curvature.

Curves in Rn{\mathbb R}^n for which the ratios between two consecutive curvatures are constant are characterized by the fact that their tangent indicatrix is a geodesic in a flat torus. For n=3,4n= 3,4, spherical curves of this kind are also studied and compared with intrinsic helices in the sphere.

2004-12-16abs ↗pdf ↗

A new method achieves optimal uniformity in designs with minimal flexibility.

problem Achieving optimal uniformity in designs with minimal flexibility.
method Derive a lower bound on the uniformity constant and use a greedy construction to achieve this bound, then extend the scheme for more flexibility.
result A simple greedy construction achieves the optimal uniformity constant.

Paper shows how to embed Möbius bands with many twists and small aspect ratios.

problem Finding the smallest aspect ratio for Möbius bands with many twists.
method Constructs a folded paper ribbon knot to bound the aspect ratio.
result Paper Möbius bands and annuli with any number of half-twists can be embedded with aspect ratio less than 8.

The paper bounds Cheeger ratios of eigenfunctions and their level sets.

problem Understanding geometric features of Riemannian manifolds through eigenfunctions.
method Constructive upper bounds on Cheeger constants using eigenvalues and eigenfunctions.
result Upper bounds on Cheeger ratios of eigenfunction level sets and their superlevel sets.

Study finds all helical surfaces with a constant ratio of principal curvatures.

problem Identifying helical surfaces with a constant ratio of principal curvatures.
method Employing the contours for parallel projection orthogonal to the helical axis, and solving an ordinary differential equation.
result Explicit CRPC surfaces beyond rotational ones are determined.

A simple example shows that losing all money is compatible with a very high Sharpe ratio (as computed after losing all money). However, the only way that the Sharpe ratio can be high while losing money is that there is a period in which all or almost all money is lost. This note explores the best achievable Sharpe and …

2011-09-04abs ↗pdf ↗

A new algorithm detects changes in data with constant cost per iteration.

problem Detecting changes in data with low computational cost.
method Adapting pruning and maximisation techniques from Gaussian data to exponential family models.
result The algorithm can detect changes in a wide range of models with a constant per-iteration cost.

When trading incurs proportional costs, leverage can scale an asset's return only up to a maximum multiple, which is sensitive to its volatility and liquidity. In a model with one safe and one risky asset, with constant investment opportunities and proportional costs, we find strategies that maximize long term returns …

2015-06-09abs ↗pdf ↗

Paper uses ABP method to prove logarithmic Sobolev inequalities on curved spaces.

problem Proving logarithmic Sobolev inequalities on manifolds with nonnegative curvature.
method Employing the ABP method developed by Brendle.
result Sharp L2L^2 and LpL^p logarithmic Sobolev inequalities established.

The paper proves isoperimetric inequalities in manifolds with small negative Ricci curvature.

problem Proving isoperimetric inequalities in manifolds with small negative Ricci curvature.
method Expanding on the ABP method, the paper uses the elliptic Kato constant to control the non-negativity of the Ricci-tensor and applies techniques from Li-Tam and Kasue.
result Sharp isoperimetric inequalities in the limit are proven in the presence of small negative curvature.

The study finds parametrizations for surfaces of revolution with a linear curvature ratio.

problem Deriving surfaces of revolution with a specific curvature ratio.
method Derives parametrizations for surfaces of revolution with an affine-linear relation between their curvature radii.
result Explicit parametrizations found for a countably-infinite number of surfaces.

We give asymptotic bounds for the optimal Lipschitz constants for the systole map from the Teichmuller space to the curve complex. We give similar results to those known for closed surfaces in the cases when the genus is fixed or the ratio of genus and punctures is a rational number.

2014-09-09abs ↗pdf ↗

New findings allow infinite mean intensity Hawkes processes to be stable.

problem Stability condition for Hawkes processes with infinite mean intensity.
method Analysis of Quadratic Hawkes processes with infinite mean intensity.
result Quadratic Hawkes processes are always stationary with infinite mean intensity when total endogeneity ratio exceeds unity.

On a closed weighted Riemannian manifold with nonnegative Bakry-Émery Ricci curvature, it is shown that the ratio of the kk-th to first eigenvalues of the weighted Laplacian is dominated by 641k2641k^2, using an argument via the Cheeger constant. While improving the previous exponential upper bound, the order of kk here…

2014-05-09abs ↗pdf ↗

The main result of this paper is: Given any constant C, there is (ε,k,L)(ε,k,L) such that if a complete, orientable, noncompact odd-dimensional manifold with bounded positive sectional curvature contains a (ε,k,L)(ε,k,L)-neck, then the asymptotic scalar curvature ratio is bigger or equal to C. As a application we proved that the…

2002-11-12abs ↗pdf ↗

This research solves Plateau's problem for CRPC surfaces.

problem Constructing surfaces with constant ratio of principal curvatures.
method Proposed a family of surfaces containing a given minimal surface without flat points.
result Obtained a partial solution to Plateau's problem for CRPC surfaces.

The study classifies isometric immersions with specific geometric properties in Riemannian manifolds.

problem Characterizing isometric immersions with constant ratio or principal direction properties.
method Analyzing immersions with respect to distinguished vector fields on various spaces.
result New classification results for isometric immersions with constant ratio or principal direction properties.

A number of results for C2^2-smooth surfaces of constant width in Euclidean 3-space E3{\mathbb{E}}^3 are obtained. In particular, an integral inequality for constant width surfaces is established. This is used to prove that the ratio of volume to cubed width of a constant width surface is reduced by shrinking it along…

2007-04-24abs ↗pdf ↗

Improved variational inequality algorithms using adaptive step sizes.

problem Solving monotone variational inequalities and convex-concave min-max problems efficiently.
method Adaptive step sizes that eliminate hyperparameters and global Lipschitz continuity requirements.
result Eliminated the need for the golden ratio in the algorithm and improved complexity bounds.

Study shows eigenvalue of Hodge Laplacian on coexact 1-forms in hyperbolic 3-manifolds is related to isoperimetric ratio.

problem Eigenvalue of Hodge Laplacian on coexact 1-forms in hyperbolic 3-manifolds.
method Using isoperimetric ratio relating geodesic length and stable commutator length, with comparison constants polynomial in volume and injectivity radius.
result Estimates show spectral gap of 1-form Laplacian vanishing exponentially fast in volume for certain hyperbolic 3-manifolds.

The study proves a new upper bound for isoperimetric ratio in scalar-flat conformal classes.

problem Finding the supremum of isoperimetric ratio over scalar-flat conformal classes.
method Analyzing the supremum of isoperimetric ratio over scalar-flat conformal classes with specific conditions.
result The supremum of the isoperimetric ratio is strictly larger than the Euclidean best constant and is achieved under certain conditions.

Empirical study on SGD hyperparameters and adversarial robustness.

problem Effect of SGD hyperparameters on adversarial robustness and generalization.
method Empirical observation of learning rate, batch size, and momentum effects on adversarial robustness and generalization.
result Constant learning rate to batch size ratio leads to good generalization and almost constant adversarial robustness.

Adaptive learning rate improves FTRL's performance in online learning.

problem Optimizing FTRL's learning rate for competitive regret in online learning.
method Formulated as a sequential decision-making problem, introduced competitive analysis framework, and proposed stability-penalty matching update rules.
result Achieved a constant competitive ratio under specific conditions, enabling Best-Of-Both-Worlds algorithms.

This paper defines the pressure metric on the Moduli space of Margulis spacetimes without cusps and shows that it is positive definite on the constant entropy sections. It also demonstrates an identity regarding the variation of the cross-ratios.

2015-05-04abs ↗pdf ↗

We give examples of asymptotically flat three-manifolds (M,g)(M,g) which admit arbitrarily large constant mean curvature spheres that are far away from the center of the manifold. This resolves a question raised by G. Huisken and S.-T. Yau in 1996. On the other hand, we show that such surfaces cannot exist when (M,g)(M,g) ha…

2013-03-14abs ↗pdf ↗

Study optimal portfolio strategies with time-varying discount rates.

problem Optimizing portfolio decisions with a non-constant discount rate.
method Introduced subgame perfect strategies to handle time inconsistency, using fixed point iteration to find the utility-weighted discount rate.
result Subgame perfect strategies are equivalent to optimal strategies under certain utility function assumptions.

Modeling financial markets with sandpile model to understand price volatility and arbitrage constraints.

problem Understanding price volatility and arbitrage constraints in financial markets.
method Uses a sandpile model to represent information and price changes, linking size of price volatility to the scaling law of avalanches.
result Identifies a structural tension between non-arbitrage condition and price adjustments consistent with a constant Sharpe ratio.

We find an upper bound for the entropy of a systolically extremal surface, in terms of its systole. We combine the upper bound with A. Katok's lower bound in terms of the volume, to obtain a simpler alternative proof of M. Gromov's asymptotic estimate for the optimal systolic ratio of surfaces of large genus. Furthermo…

2004-10-13abs ↗pdf ↗

The paper explores rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.

problem Rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.
method Characterizations and rigidity investigations for hypersurfaces with constant weighted shifted mean curvatures or ratios.
result Rigidity results for hypersurfaces with constant linear combinations of weighted shifted mean curvatures and radially symmetric shifted mean curvatures.

Given a quasisymmetric homeomorphism φ\varphi of the circle, Bonsante and Schlenker proved the existence and uniqueness of the minimal Lagrangian extension fφ:H2H2f_\varphi:\mathbb{H}^2\to\mathbb{H}^2 to the hyperbolic plane. By previous work of the author, its maximal dilatation satisfies $\log K(f_\varphi)\leq C||\varphi…

2017-11-03abs ↗pdf ↗