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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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51103154205 · May 202619922001200920172026
48 results for explicit criteria

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 provides criteria and curvatures for singularities of curves in R^N.

problem Tackles the classification and characterization of singularities of curves in R^N.
method Systematic procedure for constructing criteria, explicit criteria for multiplicities 2-4, generalized curvatures.
result Generalized curvatures reinterpret Fukui's theorem for curves of finite multiplicities.

Study proves Kählerness criteria for Hermitian surfaces under specific curvature conditions.

problem Determining when Hermitian surfaces are Kählener.
method Used explicit identities linking Strominger-Bismut Ricci curvatures to torsion, and Chern number identities.
result Proves several Kählerness criteria for compact Hermitian surfaces.

The linearizability of differential equations was first considered by Lie for scalar second order semi-linear ordinary differential equations. Since then there has been considerable work done on the algebraic classification of linearizable equations and even on systems of equations. However, little has been done in the…

2007-11-06abs ↗pdf ↗

We study the behavior of the modular class of an orientable Poisson manifold and formulate some unimodularity criteria in the semilocal context, around a (singular) symplectic leaf. Our results generalize some known unimodularity criteria for regular Poisson manifolds related to the notion of the Reeb class. In particu…

2017-01-31abs ↗pdf ↗

Many statistical models are given in the form of non-normalized densities with an intractable normalization constant. Since maximum likelihood estimation is computationally intensive for these models, several estimation methods have been developed which do not require explicit computation of the normalization constant,…

2019-05-15abs ↗pdf ↗

Unified theory for optimal execution through signal-adaptive quotes in limit order books.

problem Optimal execution in limit order books with signal-dependent factors.
method Develops a unified solution theory for four execution criteria, incorporating signal-dependent drift, price impact, inventory risk, and execution risk.
result Explicit formulas reveal optimal quoting strategies and show signal-dependent drift can significantly affect execution.

We recall the notion of (vertical) translating solitons in a product of a semi-Riemannian manifold (M,g)(M,g) and the real line. Mainly, we restrict our attention to those which are the graph of a smooth function. When dealing with submersions, we show a criteria to lift (or project) translating solitons from the base man…

2016-07-15abs ↗pdf ↗

We say that a cover of surfaces S -> X has the Birman--Hilden property if the subgroup of the mapping class group of X consisting of mapping classes that have representatives that lift to S embeds in the mapping class group of S modulo the group of deck transformations. We identify one necessary condition and one suffi…

2013-09-14abs ↗pdf ↗

Timelike minimal surfaces in Lorentzian Heisenberg group have singular points.

problem Characterizing singularities on timelike minimal surfaces.
method Constructing timelike minimal surfaces as Lorentzian harmonic maps and analyzing their singularities.
result Criteria for cuspidal edges, swallowtails, and cuspidal cross caps are provided.

A three-dimensional Riemannian manifold has locally 6, 4, 3, 2, 1 or none independent Killing vectors. We present an explicit algorithm for computing dimension of the infinitesimal isometry algebra. It branches according to the values of curvature invariants. These are relative differential invariants computed via curv…

2018-04-30abs ↗pdf ↗

This survey reviews portfolio selection problem for long-term horizon. We consider two objectives: (i) maximize the probability for outperforming a target growth rate of wealth process (ii) minimize the probability of falling below a target growth rate. We study the asymptotic behavior of these criteria formulated as l…

2014-08-27abs ↗pdf ↗

Study time-inconsistent portfolio optimization for competitive agents with relative performance criteria.

problem Time-inconsistent mean field and n-agent games under relative performance criteria.
method Construct open-loop equilibrium strategies for n-agent games and mean field games.
result Explicit solutions for n-agent games and mean field games, unique in a special class of equilibria.

New proof of generalized Chow-Rashevskii theorem for non-linear systems.

problem Generalized Chow-Rashevskii Theorem for non-linear systems.
method Independent proof structure allowing generalizations to orbits of compositions of flows.
result Proof structure applicable to applications in Control Theory and controllability criteria.

In this article we give combinatorial criteria to decide whether a transitive cyclic combinatorial d-manifold can be generalized to an infinite family of such complexes, together with an explicit construction in the case that such a family exists. In addition, we substantially extend the classification of combinatorial…

2011-12-05abs ↗pdf ↗

The paper studies conjugate points on Lie groups with specific metrics.

problem Existence and properties of conjugate points on Lie groups with left-invariant metrics.
method Using reformulated index form in terms of adjoint action, the paper proves sufficient conditions for conjugate points and provides bounds and criteria.
result All geodesics in compact semisimple Lie groups have conjugate points, with upper and lower bounds on conjugate times.

Quasi-Gaussian HJM models are a popular approach for modeling the dynamics of the yield curve. This is due to their low dimensional Markovian representation, which greatly simplifies their numerical implementation. We present a qualitative study of the solutions of the quasi-Gaussian log-normal HJM model. Using a small…

2019-08-19abs ↗pdf ↗

In the present paper we study the rigidity of 2-step Carnot groups, or equivalently, of graded 2-step nilpotent Lie algebras. We prove the alternative that depending on bi-dimensions of the algebra, the Lie algebra structure makes it either always of infinite type or generically rigid, and we specify the bi-dimensions …

2016-03-01abs ↗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 ↗

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.

We provide some insights in the study of branching problems of reductive groups, and a method of investigations into symmetry breaking operators. First, we give geometric criteria for finiteness property of linearly independent continuous (respectively, differential) operators that intertwine two induced representation…

2013-03-14abs ↗pdf ↗

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.

When can a map between manifolds be deformed away from itself? We describe a (normal bordism) obstruction which is often computable and in general much stronger than the classical primary obstruction in cohomology. In particular, it answers our question completely in a large dimension range. As an illustration we give …

2006-06-01abs ↗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 ↗

New approach to adaptively select bandwidths in nonparametric regression.

problem Adaptive bandwidth selection in nonparametric regression.
method Inspired by 2\ell_2-norms of interval projections, introduces a new bandwidth selection procedure.
result Obtains non-asymptotic risk bounds for local polynomial regression methods that adapt to local Hölder exponent.

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 ↗