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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.

169,051 papers · 148 categories

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48 results for constructive methods

Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio construction method that incorporates the complex valued principal component anal…

2018-10-10abs ↗pdf ↗

In this article we introduce a method to construct G2\rm{G}_2-instantons on G2\rm{G}_2-manifolds arising from Joyce's generalised Kummer construction. The method is based on gluing ASD instantons over ALE spaces to flat bundles on G2\rm{G}_2-orbifolds of the form T7/ΓT^7/ Γ. We use this construction to produce non-trivia…

2011-09-29abs ↗pdf ↗

Method constructs orthogonal curvilinear coordinates in constant curvature spaces.

problem Creating orthogonal coordinates in spaces of constant curvature.
method Modification of Krichever's method for Euclidean space, applied to constant curvature spaces.
result Examples of orthogonal coordinate systems on the sphere and hyperbolic plane constructed.

Paper constructs multivalued harmonic functions on R^3 using twistor methods.

problem Constructing multivalued harmonic functions on R^3.
method Twistor methods to construct multivalued harmonic functions.
result Found a family of multivalued harmonic functions with branching sets as ellipses and quadratic growth at infinity.

New method constructs Birkhoff sections for pseudo-Anosov flows with controlled complexity.

problem Constructing Birkhoff sections for pseudo-Anosov flows with specific properties.
method Uses connection between pseudo-Anosov flows and veering triangulations to explicitly construct sections with controlled complexity.
result Shows that any transitive pseudo-Anosov flow has a Birkhoff section with two boundary components.

New methods for equity fund selection and portfolio construction using mutual fund top holdings.

problem Classic equity fund selection and portfolio construction problems.
method Propose an easy-to-implement framework to produce a long-short portfolio from mutual fund top holdings.
result Generate impressive results and show statistical evidence.

New explicit constructions of unbalanced Ramanujan bipartite graphs.

problem Constructing bipartite Ramanujan graphs with specified degrees and avoiding certain edges.
method Presented explicit constructions and discussed known methods for Ramanujan graph construction.
result Affirmative answer to constructing unbalanced Ramanujan bipartite graphs under certain conditions.

The Ward equation, also called the modified 2+1 chiral model, is obtained by a dimension reduction and a gauge fixing from the self-dual Yang-Mills field equation on R2,2R^{2,2}. It has a Lax pair and is an integrable system. Ward constructed solitons whose extended solutions have distinct simple poles. He also used a li…

2004-05-19abs ↗pdf ↗

We investigate a method of construction of Calabi--Yau manifolds, that is, by smoothing normal crossing varieties. We develop some theories for calculating the Picard groups of the Calabi--Yau manifolds obtained in this method. Some applications are included, such as construction of new examples of Calabi--Yau 3-folds …

2006-04-27abs ↗pdf ↗

Constructs surfaces with conical singularities using variational methods.

problem Creating Hamiltonian Stationary Surfaces with specific singularities.
method Variational methods and convergence process similar to Ginzburg-Landau analysis.
result Obtained surfaces with prescribed conical singularities related to optimal Wente constants.

Analog methods improve forecast accuracy in complex models.

problem Improving forecast accuracy in complex models like Lorenz-96.
method Constructing analogs using variational autoencoders for ensemble data assimilation.
result Constructed analogs perform as well as a full ensemble square root filter.

We propose a method to construct a proposal density for the Metropolis-Hastings algorithm in Markov Chain Monte Carlo (MCMC) simulations of the GARCH model. The proposal density is constructed adaptively by using the data sampled by the MCMC metho d itself. It turns out that autocorrelations between the data generated …

2009-01-08abs ↗pdf ↗

Using an algebraic Fourier transform of operators, we develop a method (F-method) to obtain explicit highest weight vectors in the branching laws by differential equations. This article gives a brief explanation of the F-method and its applications to a concrete construction of some natural equivariant operators that a…

2012-12-31abs ↗pdf ↗

New hyperbolic 3-manifolds with multiple cusps are found that sound the same but look different.

problem Finding hyperbolic 3-manifolds with multiple cusps that are isospectral but not isometric.
method Used Sunada's method and the Strong Approximation Theorem of Nori and Weisfeiler.
result Constructed hyperbolic 3-manifolds with multiple cusps that are isospectral but not isometric.

Paper proves new method for constructing initial data in general relativity.

problem Proving the existence of solutions for initial data in general relativity.
method Using the Banach fixed point theorem to prove existence, with guarantees of uniqueness and explicit construction.
result Guaranteed uniqueness and explicit construction of solutions to the conformal method equations.

Motivated by an abstract notion of low-level edge detector filters, we propose a simple method of unsupervised feature construction based on pairwise statistics of features. In the first step, we construct neighborhoods of features by regrouping features that correlate. Then we use these subsets as filters to produce n…

2013-12-20abs ↗pdf ↗

New method constructs graphs from data efficiently, suitable for large datasets.

problem Memory and runtime limitations of traditional TMFG for large datasets.
method Uses k-Nearest Neighbors Graphs and memory management for scalable graph construction.
result Provides a parsimonious way to construct graphs for learning tasks.

Paper develops a method to construct confidence regions for model parameters using batch means method.

problem Constructing confidence regions for model parameters in stochastic gradient descent.
method Batch means method to cancel out covariance matrix, using Polyak-Ruppert averaging.
result Established process-level functional central limit theorem for stochastic gradient descent estimators.

NNK algorithm improves neighborhood and graph construction for machine learning.

problem Ad hoc selection of k and ε parameters in kNN and ε-neighborhood methods.
method NNK algorithm for better sparse signal approximation.
result NNK leads to superior performance in local neighborhood and graph-based machine learning tasks.

Approximate vanishing ideal is a concept from computer algebra that studies the algebraic varieties behind perturbed data points. To capture the nonlinear structure of perturbed points, the introduction of approximation to exact vanishing ideals plays a critical role. However, such an approximation also gives rise to a…

2019-01-25abs ↗pdf ↗

This paper uses rank correlation methods to construct MSTs from financial returns, finding them more stable and robust.

problem Stability and robustness of MSTs constructed from financial correlation matrices.
method Pearson, Spearman, and Kendall's ττ rank correlation methods applied to daily financial returns.
result Rank MSTs are more stable and robust than MSTs constructed using Pearson correlation.

In this paper, we construct families of nonisometric hyperbolic orbifolds that contain the same isometry classes of nonflat totally geodesic subspaces. The main tool is a variant of the well-known Sunada method for constructing length-isospectral Riemannian manifolds that handles totally geodesic submanifolds of multip…

2015-07-24abs ↗pdf ↗