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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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316293124 · May 202619922001200920172026
48 results for extreme pairs

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.

This study examines local co-movements in energy, agriculture, and metal markets using copulas.

problem Identifying local dependencies and asymmetries in energy, agriculture, and metal markets.
method Non-parametric mixture copula and copula-based local Kendall's tau approach.
result Increased co-movements in extreme situations, asymmetric local dependence, and diversification potential.

Study Hardy identities and inequalities on Cartan-Hadamard manifolds.

problem Existence and nonexistence of extremal functions in Hardy inequalities.
method Using the notion of a Bessel pair, we derive Hardy identities and inequalities.
result Established several Hardy type inequalities with improvements and understandings.

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 Gordian distance between two knots measures how many crossing changes are needed to transform one knot into the other. It is known that there are always infinitely many non-equivalent knots `between' a pair of knots of Gordian distance two. In this paper we prove an extreme generalisation of this fact: there are kn…

2007-03-27abs ↗pdf ↗

We establish an equivalence between conformally Einstein--Maxwell Kahler 4-manifolds (recently studied in many works) and extremal Kahler 4-manifolds (in the sense of Calabi) with nowhere vanishing scalar curvature. The corresponding pairs of Kahler metrics arise as transversal Kahler structures of Sasaki metrics compa…

2018-10-24abs ↗pdf ↗

The study examines the asymptotic behavior of extremal length in Teichmüller space.

problem Understanding the asymptotic behavior of extremal length along Teichmüller rays.
method Analyzing the limit of extremal length and deriving formulas for limiting Teichmüller distance and detour metric.
result An explicit formula for the limiting Teichmüller distance and a necessary and sufficient condition for Teichmüller rays to be asymptotic.

New extremal Kähler metrics found on 4-manifolds with U(2) symmetry.

problem Finding new extremal Kähler metrics on 4-manifolds with U(2) symmetry.
method Analyzing U(2)U(2)-invariant metrics, showing they are conformal to two separate Kähler metrics, leading to ambiKähler structures.
result New complete extremal Kähler metrics found on specific 4-manifolds.

Proves uniqueness of non-extremal Kerr-Newman black holes under small perturbations.

problem Uniqueness of non-extremal Kerr-Newman black holes under small perturbations.
method Perturbative analysis using Mars-Simon type tensors.
result Proves that a space-time close to the Kerr-Newman family must be one of the Kerr-Newman solutions.

Extreme multi-label classification aims to learn a classifier that annotates an instance with a relevant subset of labels from an extremely large label set. Many existing solutions embed the label matrix to a low-dimensional linear subspace, or examine the relevance of a test instance to every label via a linear scan. …

2018-11-04abs ↗pdf ↗

A mechanism to share risks and costs with guarantees against extreme outcomes.

problem Softening extreme individual burdens in risk sharing schemes.
method Formalizes Certified Allocation Problem; uses Conformal Risk Sharing with interpretable sharing policy and split conformal calibration.
result Reduces extreme obligations for high-risk agents while controlling harm to others.

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major stocks are compatible with…

2001-11-16abs ↗pdf ↗

This work's purpose is to understand the dynamics of limit order books in order-driven markets. We try to illustrate a dynamical trading mechanism attached to the microstructure of limit order markets. We capture the iterative nature of trading processes, which is critical in the dynamics of bid-ask pairs and the switc…

2013-03-13abs ↗pdf ↗

Suppose that we wish to estimate a user's preference vector ww from paired comparisons of the form "does user ww prefer item pp or item qq?," where both the user and items are embedded in a low-dimensional Euclidean space with distances that reflect user and item similarities. Such observations arise in numerous se…

2019-05-10abs ↗pdf ↗

Extends Kähler metrics theory to symplectic manifolds with toric actions.

problem Extending invariant Kähler metrics theory to symplectic manifolds with toric actions.
method Using Delzant subspaces and Lagrangian fibrations, establishing a correspondence between metrics and connections.
result Characterizes extremal invariant Kähler metrics as those with scalar curvature on base integral affine manifold.

FLANDERS detects and blocks extreme model poisoning in federated learning.

problem Resilience against large-scale model poisoning attacks in federated learning.
method FLANDERS treats client updates as matrix-valued time series and identifies outliers using autoregressive forecasting.
result FLANDERS significantly improves robustness in federated learning across various attacks.

Enhances LLM quantization with MDBF, improving perplexity and accuracy.

problem Limited performance of Double Binary Factorization in extreme quantization.
method Introduces Multi-envelope DBF, retaining sign matrices and replacing single envelope with rank-ll envelope.
result Improves perplexity and zero-shot accuracy over previous binary formats.

In classical fixed point and coincidence theory the notion of Nielsen numbers has proved to be extremely fruitful. Here we extend it to pairs (f_1, f_2) of maps between manifolds of arbitrary dimensions. This leads to estimates of the minimum numbers MCC(f_1, f_2) (and MC(f_1, f_2), resp.) of pathcomponents (and of poi…

2006-06-01abs ↗pdf ↗

Enhances cryptocurrency pair trading with DRL, outperforming classical methods.

problem Rigidity and divergence risks in traditional pair trading strategies in crypto markets.
method Hierarchical pair selection, Fixed Risk, Adaptive Mean execution model, PPO with LSTM.
result DRL outperformed heuristic baseline by a statistically significant margin.

Geodesic envelopes stay uniformly bounded in specific Teichmüller spaces.

problem Understanding the behavior of geodesics in Teichmüller spaces.
method Identifying extremal geodesics, computing Fenchel-Nielsen twisting, and estimating earthquake path lengths.
result Width of geodesic envelopes is uniformly bounded in specific Teichmüller spaces.

Abstract framework for two meromorphic forms on punctured surfaces.

problem Developing a framework for two meromorphic forms on punctured Riemann surfaces.
method Abstract framework with Teichmüller regularity, degeneration detection, and pushability.
result Existence of a surface carrying two meromorphic differentials realizing any prescribed restricted pair.

We study the long memory of order flow for each of three liquid currency pairs on a large electronic trading platform in the foreign exchange (FX) spot market. Due to the extremely high levels of market activity on the platform, and in contrast to existing empirical studies of other markets, our data enables us to perf…

2015-04-16abs ↗pdf ↗

Proposes a method to measure similarity between anomaly scores from different methods.

problem Difficulty in directly comparing anomaly detection methods.
method A measure based on extremal similarity in scoring distributions using a novel upper quadrant modeling approach.
result Demonstrates the ability to detect clusters of anomaly detection algorithms and achieve an accurate ensemble algorithm.

We show that the ``classical'' Harder-Narasimhan filtration associated to a non semistable vector bundle EE can be viewed as a limit object for the action of the gauge group in the direction of an optimal destabilizing vector. This vector appears as an extremal value of the so called "maximal weight function". We give…

2004-03-16abs ↗pdf ↗

Study binary hypothesis testing with privacy and communication constraints.

problem Binary hypothesis testing under local differential privacy and communication constraints.
method Qualifies results as minimax or instance optimal, develops instance-optimal algorithms.
result Achieves minimum possible sample complexity under both privacy and communication constraints.

We present a detailed numerical analysis of the modified version of a conservative self-organized extremal model introduced by Pianegonda et. al. for the distribution of wealth of the people in a society. Here the trading process has been modified by the stochastic bipartite trading rule. More specifically in a trade o…

2011-09-30abs ↗pdf ↗