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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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48 results for distorted elements

We consider the group of smooth diffeomorphisms of the circle. We show that any recurrent ff (in the sense that {fn}nZ\{f^n\}_{n \in Z} is not discrete) is in fact a distortion element (in the sense that its iterates can be written as short compositions involving finitely many smooth diffeomorphisms). Thus rotations are d…

2008-08-18abs ↗pdf ↗

Characterizes distorted and undistorted elements in Aut-invariant metrics and constructs quasimorphisms.

problem Characterizing elements in Aut-invariant metrics and constructing quasimorphisms.
method Complete characterization of distorted and undistorted elements in Aut-invariant word metrics.
result Construction of infinitely many quasimorphisms on F2F_2 that are Aut(F2)Aut(F_2)-invariant.

The study examines distortion in specific homeomorphisms of Cantor sets.

problem Distortion in homeomorphisms of Cantor sets.
method Analyzes equivalence of conditions related to discontinuities and conjugacy.
result Elements are distorted if they satisfy certain conditions.

We exhibit rigid rotations of spheres as distortion elements in groups of diffeomorphisms, thereby answering a question of J Franks and M Handel. We also show that every homeomorphism of a sphere is, in a suitable sense, as distorted as possible in the group Homeo(S^n), thought of as a discrete group. An appendix by Y …

2005-09-29abs ↗pdf ↗

Given a finite metric CW complex XX and an element απn(X)α\in π_n(X), what are the properties of a geometrically optimal representative of αα? We study the optimal volume of kα as a function of kk. Asymptotically, this function, whose inverse, for reasons of tradition, we call the volume distortion, turns out to be an…

2014-10-13abs ↗pdf ↗

In this article, we study the smooth mapping class group of a surface S relative to a given Cantor set, that is the group of isotopy classes of orientation-preserving smooth diffeomorphisms of S which preserve this Cantor set. When the Cantor set is the standard ternary Cantor set, we prove that the subgroup consisting…

2015-06-09abs ↗pdf ↗

Machine learning detects and classifies cognitive distortions in mental health texts.

problem Detect and classify cognitive distortions in mental health texts to improve treatment.
method Machine learning framework using crowdsourced and therapy dataset.
result Model achieved high F1 scores for detecting and classifying cognitive distortions.

New method for risk quantification using quantile processes and measure distortions.

problem Risk quantification and valuation in financial markets.
method Develops a novel stochastic valuation principle based on probability measure distortions induced by quantile processes.
result Introduces a system of subjective probability measures that indexes a stochastic valuation principle susceptible to probability measure distortions.

Let X be a path-connected topological space admitting a universal cover. Let Homeo(X,a) denote the group of homeomorphisms of X preserving degree one cohomology class a. We investigate the distortion in Homeo(X,a). Let g be an element of Homeo(X,a). We define a Nielsen-type equivalence relation on the space of g-invari…

2011-11-06abs ↗pdf ↗

Paper shows geometric frequency and Lagrange derivative equivalence for electric and fluid systems.

problem Understanding and classifying system operating conditions based on electric quantity waveform distortions.
method Demonstrates equivalence between geometric frequency and Lagrange derivative through numerical examples.
result Identifies components of Lagrange derivative that relate to geometric frequency and waveform distortions.

We consider the problem of distortion minimal morphing of nn-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1\R^{n+1}. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…

2006-05-25abs ↗pdf ↗

This paper shows how to calculate risk measures for sums of two counter-monotonic risks.

problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.

A new family of stochastic dominance orders based on distortion functions.

problem Determining a continuum of dominance relations for risk assessment.
method Introducing H-distorted stochastic dominance, a generalized family of stochastic orders.
result Power-distorted stochastic dominance is particularly appealing due to its simplicity and statistical interpretations.

The distortion of a curve measures the maximum arc/chord length ratio. Gromov showed any closed curve has distortion at least pi/2 and asked about the distortion of knots. Here, we prove that any nontrivial tame knot has distortion at least 5pi/3; examples show that distortion under 7.16 suffices to build a trefoil kno…

2004-09-22abs ↗pdf ↗

Study on risk measures using distorted Choquet integrals with random distortions.

problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.

New study shows tradeoffs between compression quality, distortion, and perception.

problem Optimizing compression for low distortion often sacrifices perceptual quality.
method Adopted Blau & Michaeli's perceptual quality definition and studied the rate-distortion-perception tradeoff.
result Restricting perceptual quality to high generally requires a trade-off between rate and distortion.

The study shows exponential distortion in virtually special groups containing free subgroups.

problem Understanding distortion in virtually special groups containing free subgroups.
method Constructing examples of virtually special groups with finite rank free subgroups.
result Distortion functions grow like exp^k(x^m) and can be superexponential.

Estimates rate-distortion function for large datasets using neural networks.

problem Designing lossy data compression schemes and comparing them with theoretical limits.
method Re-formulate rate-distortion objective and solve using neural networks.
result NERD accurately estimates the rate-distortion function for real-world datasets.

Introduces new performance criteria for investment under distorted probabilities.

problem Reconciling time-consistent performance with probability distortions.
method Two definitions of forward rank-dependent criteria, equivalence established; characterization of viable probability distortion processes.
result Characterization of optimal wealth process and new distorted measure.

Introduces a new conditional expectation under distorted probabilities, addressing time-inconsistency.

problem Time-inconsistency in nonlinear expectations under probability distortion.
method Localizes probability distortion and constructs a time-consistent conditional expectation.
result Constructs a conditional expectation that is time-consistent and corresponds to a parabolic differential equation.

Paper proposes a new black-box attack approach to minimize visual distortion.

problem Constructing adversarial examples that minimize visual distortion in a black-box threat model.
method Learning the noise distribution of adversarial examples to approximate the gradient of a non-differentiable loss function.
result The proposed attack results in much lower visual distortion compared to state-of-the-art black-box attacks.

Study dynamic risk measures and performance indices using distortion functions.

problem Investigate time consistency of dynamic risk measures and performance indices generated by distortion functions.
method Analyze dynamic coherent risk measures (DCRMs) and dynamic weighted value at risk measures, proving their equivalence. Establish properties of families of DCRMs generated by distortion functions and define corresponding dynamic coherent acceptability indices (DCAIs). Examine time consistency of DCRMs and DCAIs.
result DCRM generated by distortion functions are sub-martingale time consistent but not super-martingale time consistent and not weakly acceptance time consistent.

The paper examines how distortion principles affect insurance pricing under risk aversion and ambiguity.

problem Understanding how risk aversion and ambiguity impact insurance pricing.
method Investigates sensitivity of distortion functionals to risk aversion and ambiguity, using Wasserstein distance.
result Identifies worst-case distributions and methods to identify distortion densities.

The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing an additional mathematical property. For this, we introduce the notion of a conca…

2011-04-04abs ↗pdf ↗

Study shows Torelli groups are exponentially distorted in mapping class groups with boundary.

problem Distortion of Torelli groups in mapping class groups with boundary.
method Used Broaddus-Farb-Putman's techniques to prove exponential distortion.
result Torelli groups are at least exponentially distorted in mapping class groups with boundary components.

We study the statistical meaning of the minimization of distortion measure and the relation between the equilibrium points of the SOM algorithm and the minima of distortion measure. If we assume that the observations and the map lie in an compact Euclidean space, we prove the strong consistency of the map which almost …

2008-02-21abs ↗pdf ↗

We introduce and systematically study the concept of a growth tight action. This generalizes growth tightness for word metrics as initiated by Grigorchuk and de la Harpe. Given a finitely generated, non-elementary group GG acting on a GG--space X\mathcal{X}, we prove that if GG contains a strongly contracting eleme…

2014-01-02abs ↗pdf ↗

Paper controls type I error in text classification despite data distortion.

problem Data distortion in open online platforms leads to misclassification.
method Uses Neyman-Pearson (NP) classification paradigm to minimize type I error.
result NP methods control type I error on test data despite data distortion.