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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.

168,695 papers · 148 categories

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3.1%6.3%9.4%12.5% · Jun 199519922001200920172026
48 results for dominated splitting

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.

We prove a finiteness result for the \partial-patterned guts decomposition of all 3-manifolds obtained by splitting a given orientable, irreducible and \partial-irreducible 3-manifold along a closed incompressible surface. Then using the Thurston norm, we deduce that the JSJ-pieces of all 3-manifolds dominated by a…

2005-11-22abs ↗pdf ↗

New split rules improve subpopulation targeting in policy-making.

problem Improving binary classification for subpopulation targeting in policy-making.
method MDFS, PFS, wEFS for maximizing distance and penalizing final splits.
result Proposed methods target more vulnerable subpopulations than classic CART/KD-CART.

Echo State Networks (ESNs) are known for their fast and precise one-shot learning of time series. But they often need good hyper-parameter tuning for best performance. For this good validation is key, but usually, a single validation split is used. In this rather practical contribution we suggest several schemes for cr…

2019-08-22abs ↗pdf ↗

Split conformal prediction provides finite-sample guarantees for black-box models without distributional assumptions.

problem Weak performance guarantees for modern predictive models under minimal assumptions.
method Develops finite-sample guarantees for split conformal prediction, a method that uses nested prediction sets and order statistics.
result The coverage of prediction sets based on order statistics stochastically dominates the Beta distribution.

Batch-splitting (data-parallelism) is the dominant distributed Deep Neural Network (DNN) training strategy, due to its universal applicability and its amenability to Single-Program-Multiple-Data (SPMD) programming. However, batch-splitting suffers from problems including the inability to train very large models (due to…

2018-11-05abs ↗pdf ↗

We introduce a new family of thermostat flows on the unit tangent bundle of an oriented Riemannian 22-manifold. Suitably reparametrised, these flows include the geodesic flow of metrics of negative Gauss curvature and the geodesic flow induced by the Hilbert metric on the quotient surface of divisible convex sets. We …

2017-06-12abs ↗pdf ↗

FREEtree improves tree-based methods for correlated longitudinal data.

problem Poor performance of Random Forests in high dimensional longitudinal data with correlated features.
method FREEtree uses a piecewise random effects model and clustering with WGCNA to select features and maintain interpretability.
result FREEtree outperforms other tree-based methods in prediction and feature selection accuracy.

Deep forecasting models show output heads significantly improve performance on fat-tailed financial returns.

problem Improving deep learning models for forecasting fat-tailed financial returns.
method Comparison of backbone architectures and output heads (point, Gaussian, Gaussian mixture) on S&P 500 monthly log-returns.
result Switching from point to Gaussian heads improves CRPS by about 1.3 percent, and from Gaussian to mixture adds another 2.4 percent.

Study decomposes market portfolio into body and tail legs, revealing systematic differences.

problem Understanding the relationship between body and tail components in market portfolios.
method Decomposes CRSP market portfolio into body and tail legs, analyzes their recombination identity.
result Recombination identity holds for all models but not for all, indicating systematic differences.

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).

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.

New benchmark predicts cardiometabolic risk from accelerometer data, with varying accuracy.

problem Lack of accurate tabular benchmarks for cardiometabolic risk from accelerometer data.
method Tabular learning methods (ridge regression, XGBoost, TabPFN v2) applied to NHANES data.
result TabPFN v2 achieves best performance, but triglycerides remain largely unpredictable.

The Gauss-Bonnet inequality holds for certain non-aspherical manifolds up to dimension five.

problem Proving the Gauss-Bonnet inequality for non-aspherical manifolds.
method Analyzing the universal covering space and scalar curvature properties.
result The Gauss-Bonnet quantity is bounded and equality implies specific geometric structures.

Regression Trees analyze stock returns, revealing market excess return as the most informative factor.

problem Understanding informational content of three factors in stock returns.
method Joint regression tree analysis of daily stock return data for 5 major US corporations.
result The market excess return factor is always the most informative in all cases (solo and joint).

New method ranks multivariate distributions in SMOOP using q-dominance.

problem Lack of reliable methods to rank multivariate distributions in SMOOP.
method Introduces center-outward q-dominance and develops empirical test procedures.
result Proves q-dominance implies FSD and establishes a sample size threshold.

The paper develops techniques to study dynamical systems with Carnot metrics.

problem Understanding smooth dynamical systems in the presence of Carnot metrics.
method Employing techniques from Margulis-Mostow, Métivier, Mitchell, and Pansu on tangent cones, the paper establishes resonances between Lyapunov exponents.
result Local rigidity properties of higher hyperbolic rank metrics and uniform lattice actions on quaternionic and octonionic symmetric spaces.

Decomposes financial networks to reveal cause-effect hierarchies during crises.

problem Complex financial networks are hard to interpret due to Granger causality.
method Helmholtz-Hodge-Kodaira decomposition to separate networks into rotational and gradient components.
result Precious metals and pharmaceutical products are identified as causal drivers during crises.

New framework for ranking distributions using variable fractional parameters.

problem Ordering distributions with varying steepness and local non-concavities.
method Introducing a function γ:Ro[0,1]\boldsymbolγ: \mathbb{R} o [0,1] to replace the fixed parameter in fractional SD.
result Enables ranking of a broader range of distributions and incorporates dynamic greediness.

Study domination between non-Fuchsian surface group representations and anti-de Sitter geometry.

problem Domination problem between non-Fuchsian representations of closed surface groups.
method Analysis of branched harmonic immersions and construction of anti-de Sitter 3-manifolds.
result Found that representations admitting branched harmonic immersions dominate other representations, and constructed large families of branched anti-de Sitter 3-manifolds.

Unified framework for efficient Frank-Wolfe optimization of Dominant Set Clustering.

problem Optimizing Dominant Set Clustering with various Frank-Wolfe algorithms.
method Unified framework for pairwise, standard, and away-steps Frank-Wolfe algorithms, with explicit convergence rates.
result Explicit convergence rates for Frank-Wolfe methods in Dominant Set Clustering.

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.

New framework for distributed nonparametric estimation under slow communication.

problem Efficiently estimate nonparametric models across multiple nodes with limited communication.
method Developed a general framework for nonparametric estimation under communication constraints.
result Derived minimax lower and upper bounds for various models.

Finite simplicial complexes dominate certain manifolds with a bounded number of simplices.

problem Understanding the finite domination of manifolds by simplicial complexes.
method Proving that a manifold can be dominated by the nn-skeleton of a finite simplicial complex with a bounded number of simplices.
result The total number of simplices in the nn-skeleton is bounded above by a constant depending only on nn and the embolic volume of the manifold.

Develops a new solver for optimizing with stochastic dominance constraints.

problem Optimizing with stochastic dominance constraints is computationally expensive and impractical.
method Introduces Light Stochastic Dominance Solver (light-SD) that uses Lagrangian properties and surrogate approximation.
result The light-SD solver demonstrates superior performance on various problems.

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.

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.

The study shows how energy density of harmonic maps dominates in nn-Fuchsian fibers, leading to unique minimal surfaces.

problem Understanding energy density and topological invariants in nn-Fuchsian fibers of Higgs bundles.
method Establishing an algebraic inequality generalizing a GIT theorem to prove energy density domination.
result Energy density of harmonic maps dominates in nn-Fuchsian fibers, leading to unique minimal surfaces.