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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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4387130173 · May 202619922001200920172026
48 results for cross ratios

We generalize the natural cross ratio on the ideal boundary of a rank one symmetric spaces, or even CAT(1)\mathrm{CAT}(-1) space, to higher rank symmetric spaces and (non-locally compact) Euclidean buildings - we obtain vector valued cross ratios defined on simplices of the building at infinity. We show several properties …

2017-01-31abs ↗pdf ↗

Positive representations on surfaces have positive cross-ratios and satisfy a collar lemma.

problem Characterizing representations of surface groups with positive properties.
method Proving a collar lemma and showing positivity of cross-ratios for ΘΘ-positive representations.
result Closed subsets of representation varieties are characterized by ΘΘ-positive representations.

Study curvature and torsion from cross-ratios in discrete curves.

problem Define curvature and torsion for discrete curves using cross-ratios.
method Use Möbius invariant point-insertion-rule to construct circles and express torsion using cross-ratio.
result Discrete curvature and torsion defined using cross-ratios converge to smooth curvature and torsion as sampling density increases.

Many classical objects on a surface S can be interpreted as cross-ratio functions on the circle at infinity of the universal covering. This includes closed curves considered up to homotopy, metrics of negative curvature considered up to isotopy and, in the case of interest here, tangent vectors to the Teichmüller space…

2010-09-19abs ↗pdf ↗

Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.

problem Smooth structures on infinite dimensional Grassmannians and non-commutative cross-ratios.
method Analyzing and expanding the notion of non-commutative cross-ratios, proving their smoothness.
result Smoothness of non-commutative cross-ratios.

The Sharpe ratio is a way to compare the excess returns (over the risk free asset) of portfolios for each unit of volatility that is generated by a portfolio. In this paper we introduce a robust Sharpe ratio portfolio under the assumption that the risk free asset is unknown. We propose a robust portfolio that maximizes…

2016-10-04abs ↗pdf ↗

Generalization of the cross ratio to polarizations of linear finite and infinite-dimensional spaces (in particular to Sato Grassmannian) is given and explored. This cross ratio appears to be a cocycle of the canonical (tautalogical) bundle over the Grassmannian with coefficients in the sheaf of its endomorphisms. Opera…

2007-01-18abs ↗pdf ↗

We consider moduli spaces of cyclic configurations of NN lines in a 2n2n-dimensional symplectic vector space, such that every set of nn consecutive lines generates a Lagrangian subspace. We study geometric and combinatorial problems related to these moduli spaces, and prove that they are isomorphic to quotients of sp…

2018-12-11abs ↗pdf ↗

Classifies knots by lattice size, finding unknot ratios and crossing numbers.

problem Understanding the distribution of knots within different lattice sizes.
method Introduced a new knot classification by lattice size, analyzed ratios of unknots and knots with more than 10 crossings, and compared with theoretical estimates.
result Ratio of unknots decreases exponentially with lattice size, and computational results match theoretical estimates.

We define a family of four-point invariants for Shilov boundaries of bounded symmetric domains of tube type, which generalizes the classical four-point cross ratio on the unit circle. This generalization, which is based on a similar construction of Clerc and Ørsted, is functorial and well-behaved under products; these …

2009-08-27abs ↗pdf ↗

This is a survey article on two topics. The Energy E of knots can be obtained by generalizing an electrostatic energy of charged knots in order to produce optimal knots. It turns out to be invariant under Moebius transformations. We show that it can be expressed in terms of the infinitesimal cross ratio, which is a con…

2007-08-22abs ↗pdf ↗

We use cross ratios to describe second real continuous bounded cohomology for locally compact topological groups. We also derive a rigidity result for cocycles with values in the isometry group of a proper hyperbolic geodesic metric space.

2005-08-26abs ↗pdf ↗

The ratio of volume to crossing number of a hyperbolic knot is known to be bounded above by the volume of a regular ideal octahedron, and a similar bound is conjectured for the knot determinant per crossing. We investigate a natural question motivated by these bounds: For which knots are these ratios nearly maximal? We…

2014-11-28abs ↗pdf ↗

We generalise in this article the Mc Shane-Mirzakhani identities in hyperbolic geometry to arbitrary cross ratios. We give an expression of them in the case of Hitchin representations of surface groups in PSL(n, R) in a suitable choice of Fock-Goncharov coordinates.

2006-11-09abs ↗pdf ↗

In this article we study an exact analogue of the cross-ratio for the algebra of quaternions H and use it to derive several interesting properties of quaternionic fractional linear transformations. In particular, we show that there exists a fractional linear transformation T on H mapping four distinct quaternions q_1, …

2011-12-03abs ↗pdf ↗

Given a triangulation of a closed surface, we consider a cross ratio system that assigns a complex number to every edge satisfying certain polynomial equations per vertex. Every cross ratio system induces a complex projective structure together with a circle pattern on the closed surface. In particular, there is an ass…

2019-09-16abs ↗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.

Researchers analyze inverse optimal transport, deriving theoretical and empirical insights.

problem Understanding the inverse problem of inferring cost matrices from optimal couplings.
method Formalized and analyzed using entropy-regularized optimal transport, with theoretical and empirical contributions.
result Characterization of the manifold of cross-ratio equivalent costs and derivation of an MCMC sampler.

Unified framework linking firm signals and cross-asset spillovers for SDF estimation.

problem Estimating SDF with cross-asset spillovers and firm-level predictive signals.
method Maximizing Sharpe ratio to jointly estimate signals and spillovers, yielding interpretable SDF.
result SDF consistently outperforms benchmarks across various investment universes and market states.

New algorithm improves asset ranking for better cross-sectional portfolios.

problem Sub-optimal ranking of assets in cross-sectional systematic strategies.
method Learning-to-rank algorithms to enhance portfolio construction.
result Modern machine learning ranking algorithms boost Sharpe Ratios by approximately threefold.

We establish cross-ratio invariants for surfaces in 4-space in an analogous way to Uribe-Vargas's work for surfaces in 3-space. We study the geometric locii of local and multi-local singularities of ortogonal projections of the surface. The cross-ratio invariants at P3(c)P_3(c)-points are used to recover two moduli in the…

2018-07-30abs ↗pdf ↗

Simple bounds show most cross-sectional predictability findings are likely true.

problem Determining the validity of cross-sectional return predictability findings.
method Developed simple and intuitive bounds on the false discovery rate (FDR).
result Bounds show the FDR is small, indicating most findings are likely true.

We consider the Blum medial axis of a region in Rn\mathbb R^n with piecewise smooth boundary and examine its "rigidity properties", by which we mean properties preserved under diffeomorphisms of the regions preserving the medial axis. There are several possible versions of rigidity depending on what features of the Blu…

2020-02-01abs ↗pdf ↗

High-performing equity factor with Sharpe ratio above 13 out-of-sample.

problem Hidden cross-sectional predictability in stock returns.
method Regime-conditional signal activation combining value and short-term reversal signals.
result Annualized returns of 158.6% with 12.0% volatility, strong performance out-of-sample.

Paper analyzes holdout cross-validation for large non-Gaussian covariance estimation.

problem Estimating large covariance matrices for non-Gaussian data.
method Use of Weingarten calculus and Ledoit-Péché formula for theoretical error derivation.
result Optimal train-test split ratio is proportional to square root of matrix dimension.

Let S be a closed orientable surface of genus at least 2 and let G be a semisimple real algebraic group of non-compact type. We consider a class of representations from the fundamental group of S to G called positively ratioed representations. These are Anosov representations with the additional condition that certain …

2016-09-05abs ↗pdf ↗

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 ↗

Many geometric structures associated to surface groups can be encoded in terms of invariant cross ratios on their circle at infinity; examples include points of Teichmüller space, Hitchin representations and geodesic currents. We add to this picture by studying cubulations of arbitrary Gromov hyperbolic groups GG. Und…

2018-10-18abs ↗pdf ↗

We study the various sectors of the Bombay Stock Exchange (BSE) for a period of eight years from January 2006 to March 2014. Using the data of the daily returns of a period of eight years we investigate the financial cross correlation co-efficients among the sectors of BSE and Price by Earning (PE) ratio of BSE Sensex.…

2017-07-18abs ↗pdf ↗

This paper deals with the stability properties of a closed market, where capital and labour force are acting like a predator-prey system in population-dynamics. The spatial movement of the capital and labour force are taken into account by cross-diffusion effect. First, we are showing two possible ways for modeling thi…

2013-02-16abs ↗pdf ↗

Proposes isotonic recalibration for insurance pricing to ensure auto-calibration under low signal-to-noise ratio.

problem Ensuring auto-calibration in insurance pricing models to prevent cross-financing.
method Applies isotonic recalibration to regression models to achieve auto-calibration.
result Isotonically recalibrated regression functions have low complexity under low signal-to-noise ratio.

Paper proves non-arithmetic Teichmüller length spectra for subgroup of mapping class groups.

problem Proving non-arithmetic Teichmüller length spectra for subgroups of mapping class groups.
method Introducing cross-ratios on Teichmüller and projectable mapping classes, studying their geometric and dynamical properties.
result Every non-elementary subgroup of the mapping class group has non-arithmetic Teichmüller length spectrum.

We find that cusp densities of hyperbolic knots in the 3-sphere are dense in [0,0.6826...] and those of links are dense in [0,0.853...]. We define a new invariant associated with cusp volume, the cusp crossing density, as the ratio between the cusp volume and the crossing number of a link, and show that cusp crossing d…

2017-01-12abs ↗pdf ↗