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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.

169,291 papers · 148 categories

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48 results for dominance condition

Proves rigidity for specific initial data sets under the dominant energy condition.

problem Rigidity of initial data sets with boundary and convex polytopes.
method Solution of boundary value problems for Dirac operators and approximations by manifolds with smooth boundary.
result Proves rigidity for compact smooth spin manifolds and convex polytopes under the dominant energy condition.

This study examines the space of initial values strictly satisfying the dominant energy condition.

problem The dominant energy condition on initial value pairs in spacetime.
method Introduced an index difference for initial value pairs and compared it to Riemannian metrics.
result The space of initial values has non-trivial homotopy groups.

Proves spacetime positive mass theorem with corners.

problem Proving a positive mass theorem for spacetime with corners.
method Deformation theorem with corner conditions, asymptotically flat initial data.
result Exterior end satisfies EPE \ge |P| in every dimension n3n \ge 3.

Proposes new rule for ranking investment prospects over long horizons.

problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

Study of Dirac-Witten operator on Lorentzian manifolds under dominant energy condition.

problem Detecting non-trivial homotopy groups in spaces of initial data under strict dominant energy condition.
method Use index theory and Lorentzian Hitchin's α-invariant to analyze Dirac-Witten operator.
result Kernel of Dirac-Witten operator is non-trivial only if fundamental group is virtually solvable of derived length at most 2.

Let kk and kk' be two knots in 3-sphere. Say kk 1--dominates kk', if there is a proper degree 1 map $f\co E(k)\to E(k')$, between knot exterior of kik_i. Theorem: Suppose that any companion of kk is prime. If kk 1--dominates kk' with the same Gromov volume, then kk' can be obtained from kk by finitely many de-…

2008-01-13abs ↗pdf ↗

The positive energy theorem is proven for certain spacetimes with irregular curvature.

problem Proving the positive energy theorem for spacetimes with irregular curvature.
method Weak asymptotically anti-de Sitter initial data sets with distributional curvature under weak dominant energy condition.
result Positive energy theorem established for weakly irregular spacetimes.

Smooth dec initial data sets may not extend to smooth spacetimes.

problem Whether every dec initial data set can be extended to a smooth spacetime.
method Examined the converse of the dominant energy condition for initial data sets and spacelike hypersurfaces.
result Not all dec initial data sets can be extended to smooth spacetimes.

The paper characterizes neural network landscapes for gradient dominance and regularity.

problem Understanding the landscape of neural network loss functions.
method Characterization of gradient dominance and regularity conditions for neural networks.
result Explicit characterization of global minimizers and landscape properties for different neural network types.

Gaussian-Dirichlet posterior dominance proven for sequential categorical data.

problem Sequential learning from categorical observations bounded in [0,1]
method Establishing an ordering between Dirichlet and Gaussian posteriors under N(0,1) noise
result Posterior mean of categorical distribution stochastically dominates Gaussian distribution

Paper extends stochastic dominance for compound binomial distributions.

problem Stochastic dominance for infinite-mean random variables.
method Investigates properties and inclusion relationships of distribution classes, extends results to compound binomial distributions.
result Establishes necessary and sufficient conditions for first-order stochastic dominance preservation.

New proof shows equality in spacetime mass theorem.

problem Proving the equality case of spacetime positive mass theorem.
method Uses a new approach requiring only EPE \ge |P| for near initial data sets.
result Initial data sets with null ADM energy-momentum must embed into Minkowski space.

New study shows diversification can increase risk for heavy-tailed losses.

problem Diversification can increase tail risk for heavy-tailed losses.
method Comparison of diversified portfolio to a 'one-basket' benchmark.
result Diversified portfolio has larger tail probabilities than a 'one-basket' benchmark for all thresholds.

A closed 4-manifold (or, more generally, a finite PD4PD_4-space) has a finitely dominated infinite regular covering space if and only if either its universal covering space is finitely dominated or it is finitely covered by the mapping torus of a self homotopy equivalence of a PD3PD_3-complex.

2013-01-17abs ↗pdf ↗

This note removes technical assumptions and characterizes relatively dominated representations.

problem Geometrically finiteness and Anosov conditions in higher-rank settings.
method Characterization using eigenvalue gaps and limit maps.
result Relatively dominated representations are characterized using eigenvalue gaps and limit maps.

Paper establishes sufficient condition for comparing linear combinations of infinite-mean risks.

problem Comparing linear combinations of infinite-mean risks under stochastic dominance.
method Introduced a new class of distributions and used majorization order to compare weights.
result Linear combinations of random variables are stochastically larger when their weight vectors are smaller in majorization order.

The paper explores arbitrage opportunities in derivative markets under specific conditions.

problem Arbitrage opportunities in derivative markets under different conditions.
method Analyzes the relationship between pricing kernel monotonicity and stochastic arbitrage opportunities.
result Pricing kernel nonmonotonicity is equivalent to stochastic arbitrage opportunities under adequacy.

Affirms rigidity conjecture for spacetime positive mass theorem in dimensions less than eight.

problem Proving the rigidity conjecture for the spacetime positive mass theorem in dimensions less than eight.
method Analyzing asymptotically flat initial data sets with dominant energy condition and E=PE=|P|. Removing dimensional restriction with positive mass inequality assumption.
result Affirmation of the rigidity conjecture for spacetime positive mass theorem in dimensions less than eight.

The paper proves conditions for non-uniform expansion in partially hyperbolic systems.

problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.

This paper extends Kelly Criterion to include rebalancing frequency for optimal portfolio selection.

problem Optimizing a portfolio with multiple assets and varying rebalancing frequency.
method Using Kelly Criterion, the paper derives necessary and sufficient conditions for the frequency-based Kelly optimal portfolio.
result Proves the necessity and sufficiency of conditions for the frequency-based Kelly optimal portfolio.

GD outperforms ridge regression and SGD in linear regression problems.

problem Comparing the risks of GD, ridge regression, and SGD in linear regression problems.
method Instance-wise finite-sample risk analysis of GD, ridge regression, and SGD.
result GD outperforms ridge regression and is incomparable with SGD in some cases.

Localized curvature bounds ensure harmonic maps are constant.

problem Ensuring harmonic maps are constant under localized curvature constraints.
method Localized Bochner-type rigidity theorem for harmonic maps with image-dependent curvature bounds.
result Harmonic maps are constant if minimal Ricci curvature dominates image-dependent curvature bounds.

Characterizes causal structure dominance for latent variables.

problem Determining dominance relations between causal structures with latent variables.
method Complete characterization for three visible variables, partial for four; uses nontrivial inequality constraints.
result Equivalence classes with nontrivial inequality constraints become ubiquitous as the number of visible variables increases.

Building upon the work of Brendle, Marques and Neves on the construction of counterexamples to Min-Oo's conjecture, we exhibit deformations of the de Sitter-Schwarzschild space of dimension n3n\geq 3 satisfying the dominant energy condition and agreeing with the standard metric along the event and cosmological horizons…

2014-11-06abs ↗pdf ↗

Paper proves Penrose inequality with a weaker late-time condition.

problem Penrose's inequality under the black hole final state conjecture.
method Developed a new late-time condition called quasi final state hypothesis and proved the inequality.
result Proved the spacetime Penrose inequality under the quasi final state hypothesis.

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

problem Investigates the behavior of Value-at-Risk (VaR) for sums of one-sided random variables.
method Analyzes the extremal aggregation behavior of VaR, introduces structural conditions for super-additivity.
result Characterizes when VaR is fully super-additive and provides unified framework for various dependence structures.

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.

Connected domination numbers found for plane triangulations up to 13 vertices.

problem Finding connected domination numbers for plane triangulations.
method Analyzing triangulations of up to 13 vertices and proving the difference between connected and regular domination numbers can be arbitrarily large.
result Connected domination numbers for triangulations up to 13 vertices and upper bound for larger triangulations.

Jackknife variance estimation validated for generalized U-statistics.

problem Uncertainty quantification for subsampling-based estimators.
method Jackknife variance estimation for generalized U-statistics with row-wise LrL^r weak law.
result Jackknife and delete-dd variance estimators are ratio-consistent for generalized U-statistics.

The paper defines almost strict domination for representations and connects it to anti-de Sitter 3-manifolds.

problem Defining and characterizing representations with specific properties.
method Using variational problems and harmonic maps to prove almost strict domination and construct representations.
result An almost strictly dominating pair of representations is equivalent to an anti-de Sitter 3-manifold with specific properties.

A new RL method using SSD compares action uncertainties to manage aleatoric uncertainty.

problem Managing aleatoric uncertainty in RL environments.
method Distributional RL based on SSD, mapping to Wasserstein gradient flow.
result Optimal particle-based algorithm for SSD policy demonstrates better uncertainty balancing.