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.
Predictive rate-distortion analysis suffers from the curse of dimensionality: clustering arbitrarily long pasts to retain information about arbitrarily long futures requires resources that typically grow exponentially with length. The challenge is compounded for infinite-order Markov processes, since conditioning on fi…
We consider the group of smooth diffeomorphisms of the circle. We show that any recurrent f (in the sense that {fn}n∈Z is not discrete) is in fact a distortion element (in the sense that its iterates can be written as short compositions involving finitely many smooth diffeomorphisms). Thus rotations are d…
Given a finite metric CW complex X and an element α∈πn(X), what are the properties of a geometrically optimal representative of α? We study the optimal volume of kα as a function of k. Asymptotically, this function, whose inverse, for reasons of tradition, we call the volume distortion, turns out to be an…
We study the problem asking if one can embed manifolds into finite dimensional Euclidean spaces by taking finite number of eigenvector fields of the connection Laplacian. This problem is essential for the dimension reduction problem in massive data analysis. Singer-Wu proposed the vector diffusion map which embeds mani…
method Using Denne-Sullivan's bound on Gromov distortion, the vertex distortion of nontrivial lattice knots is bounded. Then, it is shown that trivial vertex distortion implies the unknot.
result The conjecture that trivial vertex distortion implies the unknot is proven.
Let 1→H→G→Z→1 be an exact sequence of hyperbolic groups induced by a fully irreducible automorphism φ of the free group H. Let H1(⊂H) be a finitely generated distorted subgroup of G. Then H1 is of finite index in H. This is an analog of a …
Finding surface mappings with least distortion arises from many applications in various fields. Extremal Teichmüller maps are surface mappings with least conformality distortion. The existence and uniqueness of the extremal Teichmüller map between Riemann surfaces of finite type are theoretically guaranteed [1]. Rece…
We demonstrate the existence of spherically-symmetric truly naked black holes (TNBH) for which the Kretschmann scalar is finite on the horizon but some curvature components including those responsible for tidal forces as well as the energy density ρˉ measured by a free-falling observer are infinite. We choose a ra…
We analyze the obstruction to metrics of positive scalar curvature within a given bounded distortion class of metrics. This obstruction lives in a non-Hausdorff cohomology group Poincare dual to the uniformly finite homology studied by Block and Weinberger. One of the applications is a converse to their theorem on infi…
We consider the problem of distortion minimal morphing of n-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…
The distortion of a curve measures the maximum arc/chord length ratio. Gromov showed any closed curve has distortion at least pi/2 and asked about the distortion of knots. Here, we prove that any nontrivial tame knot has distortion at least 5pi/3; examples show that distortion under 7.16 suffices to build a trefoil kno…
Study on risk measures using distorted Choquet integrals with random distortions.
problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.
The distortion of a curve is the supremum, taken over distinct pairs of points of the curve, of the ratio of arclength to spatial distance between the points. Gromov asked in 1981 whether a curve in every knot type can be constructed with distortion less than a universal constant C. Answering Gromov's question seems to…
This paper examines an optimal investment problem in a continuous-time (essentially) complete financial market with a finite horizon. We deal with an investor who behaves consistently with principles of Cumulative Prospect Theory, and whose utility function on gains is bounded above. The well-posedness of the optimisat…
We construct 2-dimensional CAT(-1) groups which contain free subgroups with arbitrary iterated exponential distortion, and with distortion higher than any iterated exponential.
Study dynamic risk measures and performance indices using distortion functions.
problem Investigate time consistency of dynamic risk measures and performance indices generated by distortion functions.
method Analyze dynamic coherent risk measures (DCRMs) and dynamic weighted value at risk measures, proving their equivalence. Establish properties of families of DCRMs generated by distortion functions and define corresponding dynamic coherent acceptability indices (DCAIs). Examine time consistency of DCRMs and DCAIs.
result DCRM generated by distortion functions are sub-martingale time consistent but not super-martingale time consistent and not weakly acceptance time consistent.