Research
On-device research index

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

Trend · papers per month

232463695926 · Jun 202019922001200920172026
48 results for extremal problems

Proves uniqueness of certain spacetime solutions with extremal horizons.

problem Proving uniqueness of extremal Schwarzschild de Sitter spacetime solutions.
method Analytic proof in four and higher dimensions, spectral problem for hyperbolic surfaces.
result Proves extremal Schwarzschild de Sitter solutions are unique up to identifications.

We apply the theory of continuous time random walks to study some aspects of the extreme value problem applied to financial time series. We focus our attention on extreme times, specifically the mean exit time and the mean first-passage time. We set the general equations for these extremes and evaluate the mean exit ti…

2004-06-23abs ↗pdf ↗

A new method reduces uncertainty in predicting rare extreme events without assuming their presence in training data.

problem Predicting rare and extreme events in complex systems with high uncertainty.
method Extreme Event Aware (e2a or η) learning, which enforces extreme event statistics during training.
result Models generate unprecedented extreme events even when training data lacks extremes.

A Finsler geometry may be understood as a homogeneous variational problem, where the Finsler function is the Lagrangian. The extremals in Finsler geometry are curves, but in more general variational problems we might consider extremal submanifolds of dimension mm. In this minicourse we discuss these problems from a ge…

2011-08-30abs ↗pdf ↗

Extremal spectral properties of the Lawson tori are studied. A Lawson torus carries an extremal metric for some eigenvalue of the Laplace-Beltrami operator. The main result of this paper is that the number of this eigenvalue is expressed in terms of fundamental tones of auxiliary periodic Sturm-Liouville problems.

2010-08-17abs ↗pdf ↗

The paper finds minimum Steklov eigenvalues on combinatorial graphs.

problem Finding the minimum Steklov eigenvalues on combinatorial graphs.
method Extending Friedman's nodal domain theory for Laplacian eigenfunctions to Steklov eigenfunctions.
result The minimum of the imthi^{ m th} Steklov eigenvalue on a connected combinatorial graph is essentially attained by a star or a regular comb with minimal brooms.

We generalize to the finite-state case the notion of the extreme effect variable YY that accumulates all the effect of a variant variable VV observed in changes of another variable XX. We conduct theoretical analysis and turn the problem of finding of an effect variable into a problem of a simultaneous decomposition…

2019-12-24abs ↗pdf ↗

Study on Heisenberg group's Lorentzian problems using Pontryagin's principle.

problem Lorentzian problems on the Heisenberg group.
method Applied Pontryagin's maximum principle to obtain extremal trajectories.
result Parameterization of abnormal and normal extremal trajectories, investigation of reachability sets and existence of optimal trajectories.

By the Riemann-mapping theorem, one can bijectively map the interior of an nn-gon PP to that of another nn-gon QQ conformally. However, (the boundary extension of) this mapping need not necessarily map the vertices of PP to those QQ. In this case, one wants to find the ``best" mapping between these polygons, i.e.…

2014-01-24abs ↗pdf ↗

We investigate the geometry and topology of extremal domains in a manifold with negative sectional curvature. An extremal domain is a domain that supports a positive solution to an overdetermined elliptic problem (OEP for short). We consider two types of OEPs. First, we study narrow properties of such domains in a Hada…

2015-04-28abs ↗pdf ↗

In this paper, we shall give some affirmative answer to an extremal Kaehler version of the Yau-Tian-Donaldson Conjecture. For a polarized algebraic manifold (X,L)(X,L), we choose a maximal algebraic torus TT in the group of holomorphic automorphisms of XX. Then the polarization class c1(L)c_1(L) will be shown to admit an e…

2013-07-19abs ↗pdf ↗

Generalizes pseudo-product structures with abnormal extremals.

problem Finiteness of symmetry algebras for non-degenerate pseudo-product structures.
method Modified universal prolongation of graded nilpotent Lie algebras and generalized finiteness criterion.
result Distributions with singularly transitive properties have finite-dimensional symmetries.

We study Laplace eigenvalues λkλ_k on Kähler manifolds as functionals on the space of Kähler metrics with cohomologous Kähler forms. We introduce a natural notion of a λkλ_k-extremal Kähler metric and obtain necessary and sufficient conditions for it. A particular attention is paid to the λ1λ_1-extremal properties of K…

2014-11-28abs ↗pdf ↗

The paper tackles catastrophic risk in reinforcement learning using extreme value theory.

problem Mitigating catastrophic risk in sequential decision making with limited observations.
method Developed POTPG, a policy gradient algorithm based on extreme value theory.
result POTPG outperforms common benchmarks in numerical experiments.

This paper tackles efficient optimization for nonlinear embeddings in similarity learning.

problem Learning similarity with nonlinear embeddings is challenging due to the large number of pairs.
method Detailed derivations and efficient optimization methods for nonlinear embeddings are developed.
result Efficient optimization methods for nonlinear embeddings are shown to be highly effective.

We consider the solid angle that a planar compact subset subtends at a point in a level set of height h and study two extremal problems for the solid angle. One of the variables is a point in such a plane, that is, we study the properties of the solid angle maximizer. The other is the pair of a planar compact subset an…

2011-03-09abs ↗pdf ↗

The paper tackles extrapolation in extreme regions of regression problems.

problem Extrapolation on the tails of covariates in continuous regression problems.
method Statistical regression on a subsample of furthest observations, focusing on their angular components, using multivariate regular variation theory.
result Quantifies predictive performance on tail regions in terms of excess risk, presenting it as a finite sample risk bound with a bias-variance decomposition.

Extreme classification problems are multiclass and multilabel classification problems where the number of outputs is so large that straightforward strategies are neither statistically nor computationally viable. One strategy for dealing with the computational burden is via a tree decomposition of the output space. Whil…

2015-11-10abs ↗pdf ↗

Following Kobayashi, we consider Griffiths negative complex Finsler bundles, naturally leading us to introduce Griffiths extremal Finsler metrics. As we point out, this notion is closely related to the theory of interpolation of norms, and is characterized by an equation of complex Monge--Ampère type, whose correspondi…

2019-10-04abs ↗pdf ↗

It is well-known that normal extremals in sub-Riemannian geometry are curves which locally minimize the energy functional. Most proofs of this fact do not make, however, an explicit use of relations between local optimality and the geometry of the problem. In this paper, we provide a new proof of that classical result,…

2016-10-31abs ↗pdf ↗

The paper examines geometric properties of domains for the p-Laplacian in Euclidean and hyperbolic spaces.

problem Exploring geometric properties of unbounded extremal domains for the p-Laplacian operator.
method Analyzing properties in Euclidean and hyperbolic spaces, proving constraints on domains and their asymptotic boundaries.
result Extremal domains in two dimensions must be balls, and in hyperbolic space, they have specific geometric constraints.

AGCA approximates angular variation on the unit sphere, reducing extremal dependence problems to eigenanalysis.

problem Approximating angular variation in multivariate extremes.
method Anchored geodesic component analysis (AGCA) approximates angular variation by great subspheres constrained to pass through a chosen reference direction.
result AGCA finds concentrated tail directions in daily equity-portfolio losses, explaining about 91% of anchored variation.

This paper introduces a new learning paradigm called eXtreme Regression (XR) whose objective is to accurately predict the numerical degrees of relevance of an extremely large number of labels to a data point. XR can provide elegant solutions to many large-scale ranking and recommendation applications including Dynamic …

2020-01-15abs ↗pdf ↗

New method uses neural networks to predict extreme wildfires, improving accuracy over traditional models.

problem Predicting extreme wildfires using complex, non-linear relationships.
method Partially-interpretable neural networks for extreme quantile regression.
result Significant improvement in predictive performance over traditional methods.