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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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21426384 · May 202619922001200920172026
48 results for distortion coefficients

Conventional SVM-based image coding methods are founded on independently restricting the distortion in every image coefficient at some particular image representation. Geometrically, this implies allowing arbitrary signal distortions in an nn-dimensional rectangle defined by the ε\varepsilon-insensitivity zone in eac…

2013-10-18abs ↗pdf ↗

We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not sub-additive in general, so it is beyond the scope of Peng's framework of nonlinear expectations. A more fundamental problem when extending the distorted expectation to a dynamic se…

2018-09-21abs ↗pdf ↗

Optimizes maps with controlled distortion for geometric tasks.

problem Free-boundary diffeomorphism optimization in geometric modeling.
method Least-squares quasiconformal (LSQC) operator and Spectral Beltrami Network (SBN).
result LSQC minimizer well-posed under mild conditions, stable under mesh refinement.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

The paper calculates bounds for risk metrics and entropies under partial information constraints.

problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.

Study shows global invertibility in nonlinear elasticity with vanishing self-repulsion term.

problem Global invertibility in nonlinear elasticity with a vanishing nonlocal self-repulsion term.
method Proves global invertibility in the ΓΓ-limit of elastic energy with a vanishing nonlocal self-repulsion term.
result Global invertibility can be obtained in the ΓΓ-limit of the elastic energy with a vanishing nonlocal self-repulsion term.

We present two statistical causes for the distortion of correlations on high-frequency financial data. We demonstrate that the asynchrony of trades as well as the decimalization of stock prices has a large impact on the decline of the correlation coefficients towards smaller return intervals (Epps effect). These distor…

2010-09-30abs ↗pdf ↗

We prove comparison theorems for the sub-Riemannian distortion coefficients appearing in interpolation inequalities. These results, which are equivalent to a sub-Laplacian comparison theorem for the sub-Riemannian distance, are obtained by introducing a suitable notion of sub-Riemannian Bakry-Émery curvature. The model…

2019-06-19abs ↗pdf ↗

QC-SPHARM detects Alzheimer's Disease early using hippocampal surface geometry.

problem Early detection of Alzheimer's Disease (AD) using hippocampal surface geometry.
method Spherical harmonics registration, conformality and curvature distortions quantification, t-test feature selection, SVM classification.
result 85.2% testing accuracy on ADNI data, 81.2% on aMCI progression data.

We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as it can alter the tail behavior. On small return intervals, the tick-size can distort the calculation of correlations. This especially occurs on s…

2010-01-28abs ↗pdf ↗

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.

Method flattens complex surfaces with consistent density and shape.

problem Shape deformations and local geometric distortions in density-equalizing maps for multiply-connected surfaces.
method Formulates density diffusion as a quasiconformal flow, solving an energy minimization problem involving the Beltrami coefficient to ensure bijectivity and control distortion.
result Achieves optimal parameterization of multiply-connected surfaces with bijective and controlled geometric distortions.

Most distortion correction methods focus on simple forms of distortion, such as radial or linear distortions. These works undistort images either based on measurements in the presence of a calibration grid, or use multiple views to find point correspondences and predict distortion parameters. When possible distortions …

2019-11-15abs ↗pdf ↗

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.

Flow taxes and stock taxes preserve portfolio neutrality under specific conditions.

problem Analyzing the impact of different types of taxes on portfolio choice.
method Extending the neutrality result to a full system of ownership taxes, showing how each tax modifies the drift of the wealth process.
result The combined system of taxes preserves portfolio neutrality under three conditions, and the drift-shift symmetry generalizes to a drift-shift-and-rescale symmetry.

Wealth redistribution through Fokker-Planck equation controls preserves Gini coefficient.

problem Preserving Gini coefficient through proportional wealth tax.
method Formulating optimal redistribution as a control problem for Fokker-Planck equation.
result Progressive taxes redistribute within policy-relevant timescales.

We show that an entire branched cover of finite distortion cannot have a compact branch set if its distortion satisfies a certain asymptotic growth condition. We furthermore show that this bound is strict by constructing an entire, continuous, open and discrete mapping of finite distortion which is piecewise smooth, ha…

2017-09-25abs ↗pdf ↗

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.

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 main goal of the paper is to address the issue of the existence of Kempf's distortion function and the Tian-Yau-Zelditch (TYZ) asymptotic expansion for the Kepler manifold - an important example of non compact manfold. Motivated by the recent results for compact manifolds we construct Kempf's distortion function an…

2007-05-15abs ↗pdf ↗

In this paper, we compute the subgroup distortion of all finitely generated subgroups of all finitely generated 3-manifold groups, and the subgroup distortion in this case can only be linear, quadratic, exponential and double exponential. It turns out that the subgroup distortion of a subgroup of a 3-manifold group is …

2019-04-28abs ↗pdf ↗

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 ↗

Lossy compression algorithms are typically designed and analyzed through the lens of Shannon's rate-distortion theory, where the goal is to achieve the lowest possible distortion (e.g., low MSE or high SSIM) at any given bit rate. However, in recent years, it has become increasingly accepted that "low distortion" is no…

2019-01-23abs ↗pdf ↗

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 ↗

It is known that the surface of a cone over the unit disc with large height has smaller distortion than the standard embedding of the 2-sphere in R3\mathbb R^3. In this note we show that distortion minimisers exist among convex embedded 2-spheres and have uniformly bounded eccentricity. Moreover, we prove that π/2π/2 is…

2019-04-16abs ↗pdf ↗

We discuss equivalent axiomatic characterizations of distortion risk measures, and give a novel and concise proof of the characterization of elicitable distortion risk measures. Elicitability has recently been discussed as a desirable criterion for risk measures, motivated by statistical considerations of forecasting. …

2014-05-15abs ↗pdf ↗