arXiv research

We empirically show the superiority of the equally weighted S\&P 500 portfolio over Sharpe's market capitalization weighted S\&P 500 portfolio. We proceed to consider the MaxMedian rule, a non-proprietary rule designed for the investor who wishes to do his/her own investing on a laptop with the purchase of only 20 stoc…

This study proposes an equal-weight portfolio strategy to reduce risk compared to traditional ETFs.

New method learns to weight unlabeled data in semi-supervised learning.

Maximizes probability of completing investment schedules with optimal portfolio weights.

Study of $g$-vector cones in cluster algebras from weighted orbifolds.

SCS identifies a range of plausible equally weighted portfolios, quantifying selection uncertainty.

A new portfolio model DEWSP improves Sharpe ratio by 0.24% to 5.15%.

The paper predicts an Efficient Market Property for the equity market, where stocks, when denominated in units of the growth optimal portfolio (GP), have zero instantaneous expected returns. Well-diversified equity portfolios are shown to approximate the GP, which explains the well-observed good performance of equally …

In the absence of unobserved confounders, matching and weighting methods are widely used to estimate causal quantities including the Average Treatment Effect on the Treated (ATT). Unfortunately, these methods do not necessarily achieve their goal of making the multivariate distribution of covariates for the control gro…

We show that a weighted homogeneous complex surface singularity is metrically conical (i.e., bi-Lipschitz equivalent to a metric cone) only if its two lowest weights are equal. We also give an example of a pair of weighted homogeneous complex surface singularities that are topologically equivalent but not bi-Lipschitz …

Investigates portfolio optimization with and without gearing constraints.

Optimal weighted random forests improve prediction accuracy.

A method for optimal Bayesian filtering using progressive particle flow and optimal transport maps.

We study the interplay between sequential decision making and avoiding discrimination against protected groups, when examples arrive online and do not follow distributional assumptions. We consider the most basic extension of classical online learning: "Given a class of predictors that are individually non-discriminato…

We give a counter example to a conjecture of E. Bueler stating the equality between the DeRham cohomology of complete Riemannian manifold and a weighted $L^2$ cohomology where the weight is the heat kernel.

We study, on a weighted Riemannian manifold of Ric$_{N} \geq K > 0$ for $N < -1$, when equality holds in the isoperimetric inequality. Our main theorem asserts that such a manifold is necessarily isometric to the warped product $\mathbb{R} \times_{\cosh(\sqrt{K/(1-N)}t)} Σ^{n-1}$ of hyperbolic nature, where $Σ^{n-1}$ i…

We obtain upper estimates for the bottom (that is, greatest lower bound) of the essential spectrum of weighted Laplacian operator of a weighted manifold under assumptions of the volume growth of their geodesic balls and spheres. Furthermore, we find examples where the equality occurs in the estimates obtained. As a con…

In this work, we study robust deep learning against abnormal training data from the perspective of example weighting built in empirical loss functions, i.e., gradient magnitude with respect to logits, an angle that is not thoroughly studied so far. Consequently, we have two key findings: (1) Mean Absolute Error (MAE) D…

Seasonal influenza infects between 10 and 50 million people in the United States every year, overburdening hospitals during weeks of peak incidence. Named by the CDC as an important tool to fight the damaging effects of these epidemics, accurate forecasts of influenza and influenza-like illness (ILI) forewarn public he…

Study on manifolds with density using modified Hessians for curvature comparison.

A widely applied diversification paradigm is the naive diversification choice heuristic. It stipulates that an economic agent allocates equal decision weights to given choice alternatives independent of their individual characteristics. This article provides mathematically and economically sound choice theoretic founda…

In this paper, we prove that a noncompact complete hypersurface with finite weighted volume, weighted mean curvature vector bounded in norm, and isometrically immersed in a complete weighted manifold is proper. In addition, we obtain an estimate for $f$-stability index of a constant weighted mean curvature hypersurface…

This study evaluates different portfolio designs for Indian stocks.

The effect of proportional transaction costs on systematically generated portfolios is studied empirically. The performance of several portfolios (the index tracking portfolio, the equally-weighted portfolio, the entropy-weighted portfolio, and the diversity-weighted portfolio) in the presence of dividends and transact…

In our previous paper, we discussed the hyperbolization of the configuration space of n(> 4) marked points with weights in the projective line up to projective transformations. A variation of the weights induces a deformation. It was shown that this correspondence of the set of the weights to the Teichmüller space when…

Enhanced visual feature attribution via adaptive baseline weighting.

Many leading classification algorithms output a classifier that is a weighted average of kernel evaluations. Optimizing these weights is a nontrivial problem that still attracts much research effort. Furthermore, explaining these methods to the uninitiated is a difficult task. Letting all the weights be equal leads to …

Positive weights improve kernel quadrature's accuracy.

In this article, the long-term behavior of the stock market index of the New York Stock Exchange is studied, for the period 1950 to 2013. Specifically, the CRSP Value-Weighted and CRSP Equal-Weighted index are analyzed in terms of market efficiency, using the standard ratio variance test, considering over 1600 one week…

The paper proves inequalities for hypersurfaces in weighted manifolds.

It is well known that the minimum crossing number of an alternating link equals the number of crossings in any reduced alternating link diagram of the link. This remarkable result is an application of the Jones polynomial. In the case of the braid index of an alternating link, Murasugi had conjectured that the number o…

It was conjectured by Escobar [J. Funct. Anal. 165 (1999), 101-116] that for an $n$-dimensional ($n\geq 3$) smooth compact Riemannian manifold with boundary, which has nonnegative Ricci curvature and boundary principal curvatures bounded below by $c>0$, the first nonzero Steklov eigenvalue is greater than or equal to $…

New method improves accuracy of quantized neural networks.

Given a time series of graphs G(t) = (V, E(t)), t = 1, 2, ..., where the fixed vertex set V represents "actors" and an edge between vertex u and vertex v at time t (uv \in E(t)) represents the existence of a communications event between actors u and v during the tth time period, we wish to detect anomalies and/or chang…

In this paper we study complete manifolds equipped with smooth measures whose spectrum of the weighted Laplacian has an optimal positive lower bound and the $m$-dimensional Bakry-Émery Ricci curvature is bounded from below by some negative constant. In particular, we prove a splitting type theorem for complete smooth m…

Proposes HeteroJIVE for joint subspace estimation in multi-view data with statistical and structural heterogeneity.

We investigate the rigidity problem for the logarithmic Sobolev inequality on weighted Riemannian manifolds satisfying $\mathrm{Ric}_{\infty} \ge K>0$. Assuming equality holds, we show that the $1$-dimensional Gaussian space is necessarily split off, similarly to the rigidity results of Cheng--Zhou on the spectral gap …

Alexander polynomial equals spanning tree count at t=1.

Study on a weighted Suita conjecture for higher derivatives and their geometric properties.

New mass and staticity concepts derived from weighted curvature maps.

We propose Stochastic Weight Averaging in Parallel (SWAP), an algorithm to accelerate DNN training. Our algorithm uses large mini-batches to compute an approximate solution quickly and then refines it by averaging the weights of multiple models computed independently and in parallel. The resulting models generalize equ…

AF improves classification models by adaptively weighting trees.

Diversified risk parity strategies outperform equally-weighted portfolios in various asset universes.

Paper investigates rigidity phenomena for weighted Ricci curvature bounds with Laplacian comparison theorem.

AI models outperform simple rules in cross-asset futures timing, especially with lower transaction costs.

RL learns to ignore factors in factor investing portfolios.

In previous work, we have constructed diagrammatic idempotents in an affine extension of the Temperley-Lieb category, which describe extremal weight projectors for sl(2), and which categorify Chebyshev polynomials of the first kind. In this paper, we generalize the construction of extremal weight projectors to the case…

Stochastic gradient descent (SGD) is a popular stochastic optimization method in machine learning. Traditional parallel SGD algorithms, e.g., SimuParallel SGD, often require all nodes to have the same performance or to consume equal quantities of data. However, these requirements are difficult to satisfy when the paral…