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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.

168,695 papers · 148 categories

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48 results for contingent arrangements

PCL framework optimizes climate risk management across three clusters.

problem Comprehensive risk management in response to climate change impacts.
method Optimization of preemptive adaptation, contingent arrangements, and loss acceptance.
result Balanced portfolio of actions across three clusters optimized for long-term aggregate outlay.

Euclidean systems and real PK arrangements linked via geometry.

problem Establishing a connection between Euclidean systems and real PK arrangements.
method Proving a correspondence between Euclidean \vee-systems and real PK arrangements, and showing homeomorphism of moduli spaces.
result Moduli space of Euclidean \vee-systems is homeomorphic to a polytope's interior, and hyperplane arrangements are simplicial.

We investigate several topological and combinatorial properties of line arrangements. We associate to a line arrangement a link obtained by intersecting the arrangement with some sphere. Several topics are discussed: (a) some link configurations can be realized by complex line arrangements but not by real line arrangem…

2012-07-03abs ↗pdf ↗

Study a specific line arrangement and compute its fundamental group via braid monodromy.

problem Compute the fundamental group of a specific line arrangement's complement.
method Use braid monodromy to compute the fundamental group.
result The resulting presentation of the fundamental group coincides with the modified Artin presentation.

A line arrangement of 3n3n lines in CP2\mathbb CP^2 satisfies Hirzebruch property if each line intersect others in n+1n+1 points. Hirzebruch asked if all such arrangements are related to finite complex reflection groups. We give a positive answer to this question in the case when the line arrangement in CP2\mathbb CP^2 is…

2016-07-26abs ↗pdf ↗

Using the invariant developed in [6], we differentiate four arrangements with the same combinatorial information but in different deformation classes. From these arrangements, we construct four other arrangements such that there is no orientation-preserving homeomorphism between them. Furthermore, some couples of arran…

2014-11-09abs ↗pdf ↗

The paper revisits and applies FTAP to life insurance and annuities pricing.

problem Non-arbitrage pricing of life contingent assets in dynamic markets.
method Revisit FTAP, use martingale theory, apply FTAP to life insurance and annuities, clarify assumptions.
result Valuation formula for life contingent assets including life insurance policies and annuities.

Study on links formed by pseudocircle arrangements, focusing on three unavoidable cases.

problem Counting non-equivalent positive oriented links with pseudocircle arrangements as shadows.
method Analyzing three unavoidable arrangements of pseudocircles to estimate the number of non-equivalent links.
result Sharp estimates on the number of non-equivalent positive oriented links for the three unavoidable arrangements.

The icosidodecahedral arrangement is introduced by M. Yoshinaga (arXiv:1902.06256) as the first known example that is a hyperplane arrangement whose Milnor fiber has torsions in first integral homology. In this note, we prove that the icosidodecahedral arrangement is K(π,1)K(π,1), hence so is its Milnor fiber.

2019-08-04abs ↗pdf ↗

We define several homology theories for central hyperplane arrangements, categorifying well-known polynomial invariants including the characteristic polynomial, Poincare polynomial, and Tutte polynomial. We consider basic algebraic properties of such chain complexes, including long-exact sequences associated to deletio…

2012-05-12abs ↗pdf ↗

Study stability of contingent claim solutions under probabilistic perturbations.

problem Stability of solutions to discrete-time contingent-claim problems under uncertainty.
method Use Rockafellian perturbations to analyze stability of solutions.
result Establishes convergence of dual problems and shadow prices.

Our aim is to generalize the result that two generic complex line arrangements are equivalent. In fact for a line arrangement A we associate its defining polynomial, the product of a_ix+b_iy+c_i, so that A = (f=0). We prove that the defining polynomials of two generic line arrangements are, up to a small deformation, t…

2012-05-10abs ↗pdf ↗

Bordifications of hyperplane arrangements yield complexes with homotopy type of wedges of spheres.

problem Understanding the structure of hyperplane arrangements and their complements.
method Bordification of hyperplane arrangements and analysis of their universal covers.
result The complex C\mathcal{C} has the homotopy type of a wedge of spheres.

When applied to high-dimensional datasets, feature selection algorithms might still leave dozens of irrelevant variables in the dataset. Therefore, even after feature selection has been applied, classifiers must be prepared to the presence of irrelevant variables. This paper investigates a new training method called Co…

2018-11-20abs ↗pdf ↗

Paper proposes a method to estimate project cost contingency reserves considering various types of uncertainty.

problem Inaccurate estimation of project cost contingency reserves due to ignoring different types of uncertainty.
method Quantitative determination of project cost contingency reserves using Monte Carlo Simulation considering aleatoric, stochastic, and epistemic uncertainties.
result The proposed method provides more accurate contingency reserves that align with actual project risks.

Link projections with the same circle arrangement can be transformed by specific moves.

problem Characterizing link projections based on their circle arrangements.
method Local moves to transform link projections and analyze their circle arrangements.
result Two link projections have the same circle arrangement if and only if they can be transformed into each other by certain local moves.

Generalizes cohomology ring result for combinatorial line arrangements.

problem Cohomology ring of boundary manifold for combinatorial line arrangements.
method Introduced boundary manifold, constructed homology cycles, computed cohomology ring.
result Cohomology ring of boundary manifold is isomorphic to double of Orlik-Solomon algebra.

Church-Ellenberg-Farb used the language of FI-modules to prove that the cohomology of certain sequences of hyperplane arrangements with S_n-actions satisfies representation stability. Here we lift their results to the level of the arrangements themselves, and define when a collection of arrangements is "finitely genera…

2016-03-28abs ↗pdf ↗

Geometric arguments show simplicial arrangements with few double points can't have an irreducible cubic curve dual.

problem Classifying simplicial arrangements with a linear bound on double points.
method Geometric arguments and structure theorem from Green and Tao.
result Simplicial arrangements with few double points can't have an irreducible cubic curve dual.

An arrangement of pseudocircles is a finite set of oriented closed Jordan curves each two of which cross each other in exactly two points. To describe the combinatorial structure of arrangements on closed orientable surfaces, in (Linhart, Ortner 2004) so-called *intersection schemes* were introduced. Building up on res…

2005-08-17abs ↗pdf ↗

A toric arrangement is a finite set of hypersurfaces in a complex torus, every hypersurface being the kernel of a character. In the present paper we build a CW-complex homotopy equivalent to the arrangement complement, with a combinatorial description similar to that of the well-known Salvetti complex. If the toric arr…

2010-09-19abs ↗pdf ↗

In this note we present examples of K(π,1)K(π,1)-arrangements which admit a restriction which fails to be K(π,1)K(π,1). This shows that asphericity is not hereditary among hyperplane arrangements.

2018-03-09abs ↗pdf ↗

We study torsion properties of the twisted Alexander modules of the affine complement MM of a complex essential hyperplane arrangement, as well as those of punctured stratified tubular neighborhoods of complex essential hyperplane arrangements. We investigate divisibility properties between the twisted Alexander polyn…

2017-10-18abs ↗pdf ↗

Study of first homology group of Milnor fiber boundary for generic hyperplane arrangements in C^3.

problem Computing the first homology group of the Milnor fiber boundary for generic hyperplane arrangements.
method Analyzing the Milnor fiber boundary for hyperplane arrangements in C^3.
result Affirmative answer to the conjecture of Suciu and example of arrangements with non-trivial torsion.

We note an intimate connection between the Lefschetz Theorem for c-arrangements, and a theorem of Hironaka relating the complement of an arrangement to its boundary manifold. This results in a generalization of Hironaka's result.

2015-03-19abs ↗pdf ↗

A pseudocircle is a simple closed curve on some surface; an arrangement of pseudocircles is a collection of pseudocircles that pairwise intersect in exactly two points, at which they cross. Ortner proved that an arrangement of pseudocircles is embeddable into the sphere if and only if all of its subarrangements of size…

2017-04-25abs ↗pdf ↗

Study on constraints for topological and smooth realizations of line arrangements and configurations.

problem Investigating constraints on topological and smooth realizations of combinatorial line arrangements and (nk)(n_k)-configurations.
method Exploring constraints via locally-flatly or smoothly embedded 2-spheres, using Furuta's 10/8-Theorem, and G-signature theorem.
result Established a new lower bound for (nk)(n_k)-configurations, showing nk25n \geq k^2-5 for topological realizations.

We define a new topological invariant of line arrangements in the complex projective plane. This invariant is a root of unity defined under some combinatorial restrictions for arrangements endowed with some special torsion character on the fundamental group of their complements. It is derived from the peripheral struct…

2014-07-12abs ↗pdf ↗

The paper defines and implements risk-indifference pricing for American-style contingent claims.

problem Pricing American-style contingent claims under uncertainty.
method Indifference pricing using convex risk measures and stochastic volatility models, with numerical solutions via deep learning.
result Characterization of indifference prices via Backward Stochastic Differential Equations (BSDEs).

In this paper, we study the pricing of contingent claims under G-expectation. In order to accomodate volatility uncertainty, the price of the risky security is supposed to governed by a general linear stochastic differential equation (SDE) driven by G-Brownian motion. Utilizing the recently developed results of Backwar…

2013-03-18abs ↗pdf ↗