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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.

168,742 papers · 148 categories

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16314762 · May 202619922001200920172026
48 results for eigenvalue criteria

Researchers decompose curvature to confirm Hopf conjecture and prove new rigidity theorems.

problem Confirming the Hopf conjecture on compact Riemannian manifolds of even dimension.
method Decomposing the curvature operator into Hermitian components and developing eigenvalue criteria for sectional curvature.
result Prove vanishing theorems for Betti numbers under integral bounds on the Weyl tensor and confirm the Hopf conjecture for manifolds with sufficiently small Weyl curvature.

The paper finds lower bounds for the first eigenvalue of p-Laplacian in specific manifolds.

problem Finding lower bounds for the first eigenvalue of p-Laplacian in Riemannian manifolds.
method Established and enhanced lower bounds for the eigenvalue under specific conditions.
result Provided an estimation for the first Dirichlet eigenvalue in asymptotically hyperbolic Einstein manifolds.

We show that an embedded minimal annulus Σ2B3Σ^2 \subset B^3 which intersects B3\partial B^3 orthogonally and is invariant under reflection through the coordinate planes is the critical catenoid. The proof uses nodal domain arguments and a characterization, due to Fraser and Schoen, of the critical catenoid as the unique…

2016-03-14abs ↗pdf ↗

A new method cleans and analyzes stock return correlation matrices.

problem Improving the accuracy of covariance/correlation matrices in financial data.
method Constrained principal component analysis using financial data and optimal portfolios.
result Identified stylized patterns in correlation matrix eigenvalues and weights.

In this paper, we consider the eigen-solutions of Δu+Vu=λu-Δu+ Vu=λu, where ΔΔ is the Laplacian on a non-compact complete Riemannian manifold. We develop Kato's methods on manifold and establish the growth of the eigen-solutions as rr goes to infinity based on the asymptotical behaviors of ΔrΔr and V(x)V(x), where r=r(x)r=r(x) i…

2017-09-09abs ↗pdf ↗

Study radial processes in sub-Riemannian Brownian motions, proving stochastic completeness and eigenvalue estimates.

problem Analyzing sub-Riemannian Brownian motions and their radial processes.
method Application of Itô's formula and sub-Laplacian comparison theorems to prove stochastic completeness and eigenvalue estimates.
result Proved Cheng's type estimates for Dirichlet eigenvalues of sub-Riemannian metric balls.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

This paper develops a weighted L2L^2-method for the (half) Dirac equation. For Dirac bundles over closed Riemann surfaces, we give a sufficient condition for the solvability of the (half) Dirac equation in terms of a curvature integral. Applying this to the Dolbeault-Dirac operator, we establish an automatic transversa…

2014-07-25abs ↗pdf ↗

For Machine Learning (ML) classification problem, where a vector of x\mathbf{x}--observations (values of attributes) is mapped to a single yy value (class label), a generalized Radon--Nikodym type of solution is proposed. Quantum--mechanics --like probability states ψ2(x)ψ^2(\mathbf{x}) are considered and "Cluster Cente…

2015-12-10abs ↗pdf ↗

We give some general criteria of being a homeomorphism for continuous mappings of topological manifolds, as well as criteria of being a diffeomorphism for smooth mappings of smooth manifolds. As an illustration, we apply these criteria to the problems arising in two- and three-dimensional grid generation.

2015-04-05abs ↗pdf ↗

EigenVI uses orthogonal function expansions for efficient variational inference.

problem Efficiently approximate complex distributions in variational inference.
method EigenVI constructs variational approximations using orthogonal function expansions, minimizing Fisher divergence.
result EigenVI provides more accurate approximations than existing methods for Gaussian BBVI.

The study reveals flaws in pruning criteria and proposes a new assumption for better filter selection.

problem Flaws in existing pruning criteria for CNNs.
method Empirical experiments and Convolutional Weight Distribution Assumption.
result The Convolutional Weight Distribution Assumption improves filter selection in pruning.

New criteria for Heegaard splittings ensure strong irreducibility and finite Goeritz groups.

problem Determining strong irreducibility and finite Goeritz groups of Heegaard splittings.
method Two diagrammatic criteria for Heegaard splittings, accepting arbitrary disk systems.
result Criteria ensure strong irreducibility and finite Goeritz groups for Heegaard splittings.

Multi-criteria recommender systems have been increasingly valuable for helping consumers identify the most relevant items based on different dimensions of user experiences. However, previously proposed multi-criteria models did not take into account latent embeddings generated from user reviews, which capture latent se…

2019-06-26abs ↗pdf ↗

Develops scenario theory for multi-criteria decision making.

problem Need for robustness assessment with multiple criteria and datasets.
method Collectively treats risks associated with individual criteria for multi-criteria decision problems.
result More accurate robustness certificates and sharper quantification of simultaneous criterion satisfaction.

We consider the problem of identifying patterns in a data set that exhibit anomalous behavior, often referred to as anomaly detection. In most anomaly detection algorithms, the dissimilarity between data samples is calculated by a single criterion, such as Euclidean distance. However, in many cases there may not exist …

2011-10-17abs ↗pdf ↗

The paper evaluates criteria for selecting cryptocurrencies based on historical data.

problem High risk of cryptocurrencies due to volatility.
method Characterized returns and risks using historical data in short time windows (7 and 15 days). Analyzed the importance of criteria using various methods.
result Importance of criteria for selecting cryptocurrencies is analyzed and evaluated.

This paper is a tutorial for eigenvalue and generalized eigenvalue problems. We first introduce eigenvalue problem, eigen-decomposition (spectral decomposition), and generalized eigenvalue problem. Then, we mention the optimization problems which yield to the eigenvalue and generalized eigenvalue problems. We also prov…

2019-03-25abs ↗pdf ↗

We present criteria for establishing a triangulation of a manifold. Given a manifold M, a simplicial complex A, and a map H from the underlying space of A to M, our criteria are presented in local coordinate charts for M, and ensure that H is a homeomorphism. These criteria do not require a differentiable structure, or…

2018-03-20abs ↗pdf ↗

The paper analyzes performance criteria for competing fund managers in Ito-diffusion markets.

problem Analyzing performance of competing fund managers in Ito-diffusion markets.
method Developed forward relative performance criteria and forward Nash equilibrium for passive and competitive cases.
result Extended performance criteria for investment problems in Ito-diffusion markets.

A new method for multi-criteria recommender systems using graph attention networks.

problem Lack of nuanced relationships between users and items based on specific criteria.
method MDGAT, a multi-edge bipartite graph with dual attention networks and contrastive learning.
result MDGAT achieves higher accuracy in predicting item ratings compared to baseline methods.

New framework for resilient bi-criteria optimization under noisy feedback.

problem Bi-criteria combinatorial optimization with noisy function evaluations.
method Introducing (α,β,δ,extttN)(α,β,δ, exttt{N})-resilience and developing a black-box framework.
result Achieves sublinear regret and constraint violation for bi-criteria bandit problems.

A game-theoretic approach to multi-criteria ranking from ordinal data.

problem Ranking objects from ordinal data with multiple criteria.
method Generalizing von Neumann winner to multi-criteria setting using Blackwell's approachability.
result The Blackwell winner can be computed as a convex optimization problem and achieves near-optimal sample complexity.

Stress, edge crossings, and crossing angles play an important role in the quality and readability of graph drawings. Most standard graph drawing algorithms optimize one of these criteria which may lead to layouts that are deficient in other criteria. We introduce an optimization framework, Stress-Plus-X (SPX), that sim…

2019-08-04abs ↗pdf ↗

Recent work on fairness in machine learning has focused on various statistical discrimination criteria and how they trade off. Most of these criteria are observational: They depend only on the joint distribution of predictor, protected attribute, features, and outcome. While convenient to work with, observational crite…

2017-06-08abs ↗pdf ↗

Fairness in machine learning has predominantly been studied in static classification settings without concern for how decisions change the underlying population over time. Conventional wisdom suggests that fairness criteria promote the long-term well-being of those groups they aim to protect. We study how static fairne…

2018-03-12abs ↗pdf ↗

The paper introduces risk consistency properties for credit ratings.

problem Promoting prudent investment decisions in credit ratings.
method Introducing and studying risk consistency properties in the framework of Choquet rating criteria.
result Characterization of Choquet risk measures and rating criteria satisfying risk consistency properties.

Many machine learning frameworks, such as resource-allocating networks, kernel-based methods, Gaussian processes, and radial-basis-function networks, require a sparsification scheme in order to address the online learning paradigm. For this purpose, several online sparsification criteria have been proposed to restrict …

2014-09-21abs ↗pdf ↗

Study tackles criterion collapse in learning criteria, showing conditions for loss minimization.

problem Criterion collapse in optimization, focusing on error probability minimizers.
method Analyzes various learning criteria, including DRO, OCE risks, and non-monotonic criteria.
result Non-monotonic criteria can avoid collapse, while monotonic ones cannot.

The paper explores inequalities between eigenvalues on Riemannian manifolds.

problem Investigating relationships between eigenvalues on Riemannian manifolds.
method Constructing gradient estimates for a first eigenfunction to derive inequalities.
result Obtained some relationships between weighted pp-Laplacian first eigenvalues.