Study of symplectic and Poisson reduction, proposing Poisson implosion.
problem Understanding and generalizing symplectic reduction to Poisson manifolds.
method Recalled and reviewed symplectic and Poisson reduction, proved cross-section theorem for Poisson manifolds.
result Generalized Guillemin-Sternberg theorem for Poisson manifolds, identified Poisson transversals.
A new model explains asset returns with a single factor, improving cross-sectional performance.
problem Understanding the cross-section of asset returns with complex models.
method Proposes a non-linear single-factor asset pricing model with a nonparametric link function estimated jointly with sieve-based estimators.
result The model delivers superior cross-sectional performance with a low-dimensional approximation of the link function.
This study proves energy bounds in specific AdS spacetimes.
problem Proving positive energy theorems in asymptotically locally AdS spacetimes.
method Derived positive energy theorem for spacetimes with compact, Einstein cross-sections.
result First complete proofs of BPS inequalities in AdS and locally AdS spacetimes.
For X = R, C, or H it is well known that cusp cross-sections of finite volume X-hyperbolic (n+1)-orbifolds are flat n-orbifolds or almost flat orbifolds modelled on the (2n+1)-dimensional Heisenberg group N_{2n+1} or the (4n+3)-dimensional quaternionic Heisenberg group N_{4n+3}(H). We give a necessary and sufficient co…
Proves positive mass theorem for AF spin manifolds with conical singularities.
problem Proving the positive mass theorem for singular metrics on AF manifolds.
method Analyzes AF spin manifolds with isolated conical singularities, allowing topological singularities.
result Proves the positive mass theorem for AF spin manifolds with conical singularities.
Hawking's theorem on the topology of black holes asserts that cross sections of the event horizon in 4-dimensional asymptotically flat stationary black hole spacetimes obeying the dominant energy condition are topologically 2-spheres. This conclusion extends to outer apparent horizons in spacetimes that are not necessa…
We define contact fiber bundles and investigate conditions for the existence of contact structures on the total space of such a bundle. The results are analogous to minimal coupling in symplectic geometry. The two applications are construction of K-contact manifolds generalizing Yamazaki's fiber join construction and a…
The study proves that certain stable minimal hypersurfaces must be cylindrical.
problem Characterizing stable minimal hypersurfaces in Euclidean space.
method Analyzing the density at infinity and using stable area minimizing hypercone properties.
result Stable minimal hypersurfaces with specific conditions are cylindrical.
We consider 2-dimensional integer rectifiable currents which are almost area minimizing and show that their tangent cones are everywhere unique. Our argument unifies a few uniqueness theorems of the same flavor, which are all obtained by a suitable modification of White's original theorem for area minimizing currents…
The paper defines cross-section continuity for angular momentum definitions and finds the CWY definition valid.
problem Defining angular momentum at null infinity and ensuring its continuity across different cross-sections.
method Introducing cross-section continuity as a criterion and proving it for specific angular momentum definitions.
result The Chen-Wang-Yau definition of angular momentum satisfies cross-section continuity, while the Compere-Nichols modification does not.
We resolve parts (A) and (B) of Problem 1.100 from Kirby's list by showing that many nontrivial links arise as cross-sections of unknotted holomorphic disks in the four-ball. The techniques can be used to produce unknotted ribbon surfaces with prescribed cross-sections, including unknotted Lagrangian disks with nontriv…
The study identifies flat manifolds with unique cusp cross-sections in arithmetic hyperbolic manifolds.
problem Characterizing flat manifolds that have unique cusp cross-sections in arithmetic hyperbolic manifolds.
method Algebraic characterization of cusp cross-sections in arithmetic hyperbolic manifolds.
result Construction of flat manifolds with unique cusp cross-sections and proof of their existence in all dimensions n≥32. The paper extends gluing theorems for linearized gravitational fields in static spacetimes with cosmological constant.
problem Establishing gluing theorems for linearized vacuum gravitational fields on characteristic surfaces.
method Analyzing linearised Einstein equations in Bondi gauge on static four-dimensional spacetimes with cosmological constant.
result Generalization and extension of gluing theorems to include cosmological constant and arbitrary topology.
New formula for curvatures of curves in n-dimensional space.
problem Calculating curvatures of curves in high-dimensional spaces.
method Explicit formula for curvatures using derivatives.
result Generalization of Pappus' theorems to higher dimensions.
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.
Set-Sequence model learns cross-sectional dynamics directly from time series data.
problem Predicting large cross-sections of time series data with latent cross-sectional dynamics.
method A model that learns cross-sectional structure directly, enhancing expressivity and eliminating manual feature engineering.
result Significantly outperforms strong baselines in equity portfolio optimization and loan risk prediction.
Conditions for flat manifolds as cusp cross-sections in arithmetic hyperbolic manifolds.
problem Determining when a flat manifold can be a cusp cross-section in arithmetic hyperbolic manifolds.
method Analyzing rational representations of holonomy groups and quasi-arithmetic manifolds.
result Conditions for a flat manifold to appear as a cusp cross-section in every commensurability class of arithmetic hyperbolic manifolds.
TQA improves prediction intervals for time series data by adjusting quantiles for both cross-sectional and longitudinal coverage.
problem Constructing reliable prediction intervals for cross-sectional time series data.
method Temporal Quantile Adjustment (TQA) method that adjusts the quantile in Conformal Prediction to account for both cross-sectional and longitudinal coverage.
result TQA improves longitudinal coverage while preserving cross-sectional coverage, as validated through extensive experimentation.
The paper evaluates forecast accuracy of realized volatility measures in large cross-sections.
problem Forecast evaluation of realized volatility measures in large cross-sections of financial data.
method Equal predictive accuracy testing procedures, LASSO shrinkage, measurement error correction, cross-sectional jump component measures.
result The augmented HAR model outperforms the standard HAR model in forecasting realized volatility.
Uniqueness theorem for extremal charged black holes in de Sitter space.
problem Proving uniqueness of extremal charged black holes in de Sitter space.
method Analyzing Einstein-Maxwell theory with a positive cosmological constant.
result Local isometry to extremal Reissner-Nordström-de Sitter black hole or its near-horizon geometry.
CPTD improves prediction intervals in time series regression with cross-sectional data.
problem Constructing valid prediction intervals in time series regression with a cross-section.
method Conformal Prediction with Temporal Dependence (CPTD) for post-hoc, light-weight approach.
result CPTD maintains cross-sectional validity while improving longitudinal coverage.
Unified model learns from both time-series and cross-sectional momentum features.
problem Separate time-series and cross-sectional momentum strategies do not consider concurrent relationships.
method Spatio-Temporal Momentum strategies using neural networks to combine both types of momentum.
result Simple neural network with single fully connected layer generates trading signals for all assets.
Study on stability of surfaces in null cones under area-preserving variations.
problem Investigating stability of spacelike cross sections of null cones.
method Area-preserving variations, Hawking energy analysis, spherical cross sections.
result Only round spheres are stable cross sections of the standard Minkowski lightcone.
Study confirms conjectures on Ricci limit spaces and their topological properties.
problem Understanding the topological structure of noncollapsed Ricci limit spaces.
method Analysis of tangent cones and application of manifold recognition theorems.
result Cross-sections of tangent cones at points in 4D spaces are homeomorphic to a fixed spherical space form.
Motivated by a question of Hirzebruch on the possible topological types of cusp cross-sections of Hilbert modular varieties, we give a necessary and sufficient condition for a manifold M to be diffeomorphic to a cusp cross-section of a Hilbert modular variety. Specialized to Hilbert modular surfaces, this proves that e…
Classifies Nil 3-manifolds as cross-sections of complex hyperbolic surfaces.
problem Identifying Nil 3-manifolds as cross-sections of complex hyperbolic surfaces.
method Comprehensive classification of commensurability classes of cusped, arithmetic, and non-arithmetic complex hyperbolic 2-manifolds.
result Some Nil 3-manifolds are cross-sections in every commensurability class, while others are cross-sections in only one.
We develop a theory of "quasi"-Hamiltonian G-spaces for which the moment map takes values in the group G itself rather than in the dual of the Lie algebra. The theory includes counterparts of Hamiltonian reductions, the Guillemin-Sternberg symplectic cross-section theorem and of convexity properties of the moment map. …
Machine learning portfolios perform well with simple imputation of missing data.
problem Handling missing values in machine learning portfolios constructed from cross-sectional return predictors.
method Simple imputation with cross-sectional means compared to rigorous expectation-maximization methods.
result Simple imputation performs well due to the structure of missing data.
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.
A key result in four dimensional black hole physics, since the early 1970s, is Hawking's topology theorem asserting that the cross-sections of an "apparent horizon", separating the black hole region from the rest of the spacetime, are topologically two-spheres. Later, during the 1990s, by applying a variant of Hawking'…
We provide bounds on the first Betti number and structure results for the fundamental group of horizon cross-sections for extreme stationary vacuum black holes in arbitrary dimension, without additional symmetry hypotheses. This is achieved by exploiting a correspondence between the associated near-horizon geometries a…
Paper uses HPCA for better stock correlation modeling.
problem Challenges in modeling cross-sectional correlations between thousands of stocks.
method Hierarchical Principal Component Analysis (HPCA) and statistical clustering.
result HPCA provides better cross-sectional correlations than classic PCA.
PRISM-VQ combines financial priors with vector quantization for better stock prediction.
problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.
The present paper is devoted to some results concerning with the complete lifts of an almost complex structure and a connection in a manifold to its (0,q)-tensor bundle along the corresponding cross-section.
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not fully leveraged the heterogeneous data sets, leading to sub-optimal performance. To this end, we propose an end-to-end deep learning framework t…
Paper equates torsions on wedge singularities.
problem Analyzing spaces with wedge singularities.
method Equating analytic and intersection Reidemeister torsions.
result Equation of torsions in specific wedge singularities.
Weyl's tube formula holds for various cross-sections under symmetry conditions.
problem Can the volume of tubes around submanifolds be calculated for non-round cross-sections?
method Investigated the volume of tubes with general cross-sections D under symmetry conditions.
result The volume of tubes around submanifolds can be calculated for general cross-sections under symmetry conditions.
The main purpose of present paper is to study the affine connection induced from the horizontal lift on the cross-section determined by a vector field in Mn with respect to the adapte frame of .
Modeling how individuals evolve over time is a fundamental problem in the natural and social sciences. However, existing datasets are often cross-sectional with each individual observed only once, making it impossible to apply traditional time-series methods. Motivated by the study of human aging, we present an interpr…
Pipeline integrates cross-sectional and longitudinal multi-omics data for IBD research.
problem Integrating diverse data types from the same individuals for disease understanding.
method Statistical and deep learning methods for variable selection, feature extraction, and joint integration.
result Identified microbial pathways, metabolites, and genes discriminating IBD status.
Study shows different types of volatility and skewness changes affect stock prices.
problem Different types of volatility and skewness changes affect stock prices.
method Used intraday data for individual stocks to analyze cross-section of asset returns.
result Idiosyncratic transitory and persistent shocks to volatility and skewness are priced differently in stock returns.
LPCI provides valid prediction intervals for longitudinal data.
problem Current conformal prediction methods for time series data lack cross-sectional coverage when applied to longitudinal datasets.
method Modeling residual data as a quantile fixed-effects regression problem, constructing prediction intervals with a trained quantile regressor.
result LPCI achieves valid cross-sectional coverage and outperforms existing benchmarks in terms of longitudinal coverage rates.
New method tests Granger non-causality in panel data with cross-sectional dependencies.
problem Testing Granger non-causality in panel data with cross-sectional dependencies.
method Proposes a new approach to aggregate p-values from panel members to test Granger non-causality, showing lower FDR.
result Our approach discovers true causal relations in panel data, unlike state-of-the-art methods.
Let X be the Gromov-Hausdorff limit of a sequence of pointed complete Kähler manifolds (Min,pi) satisfying Ric(Mi)≥−(n−1) and the volume is noncollapsed. We prove that, there exists a Lie group isomorphic to R, acting isometrically, on the tangent cone at each point of X. Moreover, the actio…
In this paper we consider the complex vector spaces of holomorphic cross-sections of homogeneous holomorphic vector bundles over elliptic adjoint orbits, and provide a sufficient condition for the vector spaces to be finite dimensional in view of root systems.
Study on stock market volatility and return dispersion during COVID-19.
problem Impact of COVID-19 on stock market volatility and return dispersion.
method Used Google index to proxy epidemic impact, modeled volatility, and analyzed influencing factors of log-return.
result Volatility significantly affected by epidemic and cross-sectional return dispersion, with positive coefficients.
The paper generalizes the second Pappus-Guldin theorem for calculating volumes of bodies.
problem Calculating the volume of a body cut into perpendicular slices.
method Using a generalized formula and properties of centroids and floating bodies.
result A curve with centroid property exists for convex bodies, leading to simpler volume calculations.
Stock price prediction has been an important research theme both academically and practically. Various methods to predict stock prices have been studied until now. The feature that explains the stock price by a cross-section analysis is called a "factor" in the field of finance. Many empirical studies in finance have i…