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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.

168,695 papers · 148 categories

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55110165220 · Jun 202019922001200920172026
48 results for convexity index

This paper investigates the problem of recovering missing samples using methods based on sparse representation adapted especially for image signals. Instead of l2l_2-norm or Mean Square Error (MSE), a new perceptual quality measure is used as the similarity criterion between the original and the reconstructed images. T…

2017-01-25abs ↗pdf ↗

In this paper, we give a relationship between the eigenvalues of the Hodge Laplacian and the eigenvalues of the Jacobi operator for a free boundary minimal hypersurface of a Euclidean convex body. We then use this relationship to obtain new index bounds for such minimal hypersurfaces in terms of their topology. In part…

2016-05-30abs ↗pdf ↗

New constructions show stable geodesics and figure-eights in convex hypersurfaces.

problem Constructing stable geodesics and figure-eights in convex hypersurfaces.
method Explicit billiard trajectories with controlled parallel transport in convex polytopes.
result Construction of stable figure-eights and index-zero geodesics in convex hypersurfaces.

The paper proves the existence and properties of geodesics on convex surfaces.

problem Existence and properties of geodesics on convex surfaces with free boundaries.
method Free boundary curve shortening flow on closed surfaces with strictly convex boundary.
result Existence of two free boundary embedded geodesics and geodesics with Morse Index 1 and 2.

We show that the Morse index of a properly embedded free boundary minimal hypersurface in a strictly mean convex domain of the Euclidean space grows linearly with the dimension of its first relative homology group (which is at least as big as the number of its boundary components, minus one). In ambient dimension three…

2016-05-31abs ↗pdf ↗

In this paper, the following three are shown. (1) For a CC^\infty convex integrand γ:SnR+γ: S^n\to \mathbb{R}_+, its dual convex integrand δ:SnR+δ: S^n\to \mathbb{R}_+ is of class CC^\infty. (2) For a stable convex integrand γ:SnR+γ: S^n\to \mathbb{R}_+, its dual convex integrand δ:SnR+δ: S^n\to \mathbb{R}_+ is stable. (3) Let $γ: S…

2016-03-28abs ↗pdf ↗

Paper discusses natural quasiconvexity and its relation to decomposable sums in risk measures.

problem Understanding natural quasiconvexity and its implications in risk measures.
method Relates natural quasiconvexity to decomposable sums, proposes a general treatment of convexity index, and proves equivalence for certain spaces.
result Natural quasiconvexity and convexity are equivalent for conditional risk measures on LpL^p spaces under mild conditions.

Quantum computing tackles non-convex portfolio optimization with cardinality constraints.

problem Non-convex portfolio optimization problems in asset management.
method Application of quantum annealing with non-linear cardinality constraints.
result Quantum portfolio optimization yields smaller, more profitable portfolios.

Study ancient solutions to free boundary mean curvature flow in convex manifolds.

problem Understanding ancient solutions to free boundary mean curvature flow in convex manifolds.
method Establish rigidity results and construct foliations to describe ancient solutions.
result Ancient solutions to free boundary mean curvature flow are rigid and exhaust all possibilities under certain conditions.

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

problem Estimating the Morse index of anisotropic minimal surfaces.
method Local analysis of Gauss map, conformal geometric techniques applied to the Gauss map.
result Upper and lower estimates for the Morse index of anisotropic minimal surfaces.

In this paper, we investigate simultaneous properties of a convex integrand γγ and its dual δδ. The main results are the following three. (1) For a CC^\infty convex integrand γ:SnR+γ: S^n\to \mathbb{R}_+, its dual convex integrand δ:SnR+δ: S^n\to \mathbb{R}_+ is of class CC^\infty if and only if γγ is a strictly convex in…

2017-07-06abs ↗pdf ↗

Study proves rigidity of capillary surfaces in curved 3D spaces.

problem Proving rigidity of capillary surfaces in curved 3D spaces.
method Local rigidity result for infinitesimally rigid capillary surfaces in Riemannian 3-manifolds with mean convex boundary.
result Bounds on genus, boundary components, and area of compact capillary minimal surfaces with low index.

Inspired by work of Ejiri-Micallef on closed minimal surfaces, we compare the energy index and the area index of a free-boundary minimal surface of a Riemannian manifold with boundary, and show that the area index is controlled from above by the area and the topology of the surface. Combining these results with work of…

2017-10-30abs ↗pdf ↗

Paper proves ellipticity of certain Reeb orbits and estimates ECH spectrum on lens spaces.

problem Proving ellipticity of Reeb orbits in lens spaces and estimating ECH spectrum.
method Using rational self-linking number, Conley-Zehnder index, and ECH computations.
result First ECH spectrum on dynamically convex L(3,1) is estimated and shown to be equal to contact area infimum.

Constructs obstructions and deformation principles for positive scalar curvature metrics with mean convex boundaries.

problem Obstructing the existence of positive scalar curvature metrics with mean convex boundaries.
method Atiyah-Patodi-Singer index formula, deformation principle, homotopy equivalences, higher homotopy groups.
result Construction of compact manifolds with nontrivial higher homotopy groups for positive scalar curvature metrics with mean convex boundaries.

CDL index improves clustering validation for non-convex data.

problem Selecting clustering algorithms and hyperparameters without labeled data.
method CDL uses compactness, centers, and covariances to compute a probabilistic description length bound.
result CDL outperforms conventional CVIs on synthetic and image benchmarks.

The paper connects flatness to generalization in learning multi-index models with neural networks.

problem Understanding the generalization of non-convex neural networks using flatness measures.
method Analyzes 2-layer non-convex homogeneous neural networks and their connection to multi-index models.
result Flattest interpolators achieve small population loss and generalize well, establishing a direct link between flatness and generalization.

Study models weather index insurance pricing by insurers and farmers, finding flexible pricing kernels boost profits.

problem Monopoly pricing of weather index insurance with risk and flexibility considerations.
method Bowley-type sequential game with insurer and farmer, using neural networks for farmer's payoff.
result Flexible pricing kernels increase insurer profits closer to indemnity insurance levels.

We study the restless bandit associated with an extremely simple scalar Kalman filter model in discrete time. Under certain assumptions, we prove that the problem is indexable in the sense that the Whittle index is a non-decreasing function of the relevant belief state. In spite of the long history of this problem, thi…

2015-09-15abs ↗pdf ↗

We prove that the half-integer valued local index of an isolated umbilic point on a C3+αC^{3+α}-smooth convex surface in Euclidean 3-space is less than two. The approach is to study the co-kernel of an associated Riemann-Hilbert boundary value problem. The link between the local and global is a semi-local technique that …

2012-07-25abs ↗pdf ↗

This work analyzes a two-stage algorithm for single index models, showing precise asymptotics of gradient descent.

problem Learning single index models with non-convex optimization.
method Spectral initialization followed by gradient descent, with detailed analysis of dynamics and asymptotics.
result Gradient descent converges to long-time fixed points in the large system limit, representing mean field behavior.

New method proves existence of constant mean curvature disks on convex surfaces.

problem Proving existence of constant mean curvature disks on convex surfaces.
method Sacks-Uhlenbeck type perturbation instead of heat flow.
result Existence for all H(0,H0)H \in (0, H_0) when ΣΣ is convex and has mean curvature bounded below by H0H_0.

Market liquidity plays a vital role in the field of market micro-structure, because it is the vigor of the financial market. This paper uses a variable called convexity to measure the potential liquidity provided by order-book. Based on the high-frequency data of each stock included in the SSE (Shanghai Stock Exchange)…

2012-11-09abs ↗pdf ↗

THRML uses energy-based models for index tracking, reducing portfolio tracking error and improving returns.

problem NP-hard combinatorial optimization in portfolio optimization under cardinality constraints.
method THRML reformulates index tracking as probabilistic inference on an Ising Hamiltonian, using GPU-accelerated block Gibbs sampling.
result THRML achieves 4.31 percent annualized tracking error compared to 5.66-6.30 percent for baselines, with 128.63 percent total return.

New method approximates M-estimator and predictions without solving fixed-point equations.

problem Characterize behavior of M-estimator and predictions in single index models.
method Develops data-driven observable adjustments to proximal operators.
result Empirical distributions of M-estimator and predictions are approximated without solving fixed-point equations.

We consider a {\em Hamiltonian setup} $\sextuple$, where (M,ω)(\mathcal M,ω) is a symplectic manifold, L\mathfrak L is a distribution of Lagrangian subspaces in M\mathcal M, P\mathcal P a Lagrangian submanifold of M \mathcal M, HH is a smooth time dependent Hamiltonian function on M\mathcal M and $Γ:[a,b]\to\mathcal…

1999-11-08abs ↗pdf ↗

A new tail-shape index based on Value at Risk and Expected Shortfall.

problem Measuring and comparing tail behavior of loss distributions.
method Introducing a new θθ-index based on equal level relationships between Value at Risk and Expected Shortfall.
result The θθ-index provides a level-dependent, scale-free measure of upper tail behavior.

The ERI is a new index for measuring exam readiness.

problem Measuring exam readiness in a clear and actionable way.
method The ERI combines six signals derived from practice and mock tests, formalizing axioms for component maps and the composite.
result The ERI is a composite score interpretable and actionable for exam readiness.

This paper reviews and analyzes various modeling approaches for financial index tracking.

problem Efficient replication of market index performance in financial markets.
method Categorization into three frameworks: optimization, statistical, and machine learning; empirical study on S&P 500 dataset.
result Optimization-based models deliver the most precise index tracking, statistical-based models achieve the strongest return-risk balance, and data-driven models provide competitive performance.

It is known that every infinite index quasi-convex subgroup HH of a non-elementary hyperbolic group GG is a free factor in a larger quasi-convex subgroup of GG. We give a probabilistic generalization of this result. That is, we show that when RR is a subgroup generated by independent random walks in GG, then $\lan…

2019-09-24abs ↗pdf ↗

A short proof of the Caratheodory conjecture about index of an isolated umbilic on the convex 2-dimensional sphere is suggested. The argument is based on the study of geodesic lines near cone-type singularity of a metric induced by holomorphic quadratic differentials.

2001-04-06abs ↗pdf ↗