arXiv research

A diffeomorphism of pseudo-Riemannian manifolds is called sectional curvature preserving if it preserves the sectional curvature of all the nondegenerate 2-planes. We consider a similar condition for degenerate 2-planes and we prove that the diffeomorphism is conformal (when the condition is fulfilled for weakly degene…

Framework for realistic insurance liability valuation.

We construct for an equivariant cohomology theory for proper equivariant CW-complexes an equivariant Chern character, provided that certain conditions about the coefficients are satisfied. These conditions are fulfilled if the coefficients of the equivariant cohomology theory possess a Mackey structure. Such a structur…

We discuss a method to construct Dirac-harmonic maps developed by J.~Jost, X.~Mo and M.~Zhu in J.~Jost, X.~Mo, M.~Zhu, \emph{Some explicit constructions of Dirac-harmonic maps}, J. Geom. Phys. \textbf{59} (2009), no. 11, 1512--1527.The method uses harmonic spinors and twistor spinors, and mainly applies to Dirac-harmon…

The paper improves Gaussian processes by adding sum constraints, enhancing prediction accuracy.

We use some natural lifts defined on the cotangent bundle T*M of a Riemannian manifold (M,g) in order to construct an almost Hermitian structure (G,J) of diagonal type. The obtained almost complex structure J on T*M is integrable if and only if the base manifold has constant sectional curvature and the coefficients as …

We find sufficient conditions for the absence of harmonic $L^2$ spinors on spin manifolds constructed as cone bundles over a compact Kähler base. These conditions are fulfilled for certain perturbations of the Euclidean metric, and also for the generalized Taub-NUT metrics of Iwai-Katayama, thus proving a conjecture of…

Given a finite cover f:tilde{G} \to G and an embedding of tilde{G} in the plane, Negami conjectures that G embeds in P^2. Negami proved this conjecture for regular covers. In this paper we define two properties (Propserties V and E), depending on the cover tilde{G} and its embedding into S^2, and generalize Negami's re…

Analyzes how financial network dependencies can lead to multiple equilibrium outcomes and optimal bailout strategies.

We prove generalized lower Ricci bounds for Euclidean and spherical cones over compact Riemannian manifolds. These cones are regarded as complete metric measure spaces. We show that the Euclidean cone over an n-dimensional Riemannian manifold whose Ricci curvature is bounded from below by n-1 satisfies the curvature-di…

We investigate geometric properties of indecomposable but non-irreducible Lorentzian manifolds, which are total spaces of circle bundles. We investigate under which conditions these manifolds are complete and give examples which fulfill the obtained conditions. In particular we investigate the Einstein equation for the…

We analyze the dynamical properties of a tetrahedron transformation on the space of non-degenerate tetrahedra which can be identified with the non-compact globally symmetric $8$-dimensional space $\mbox{Sl}(3,\mathbb{R}) / \mbox{So}(3,\mathbb{R})$. We establish the existence of a local attractor which coincides with th…

We show that the Dirac operator on a spin manifold does not admit $L^2$ eigenspinors provided the metric has a certain asymptotic behaviour and is a warped product near infinity. These conditions on the metric are fulfilled in particular if the manifold is complete and carries a non-complete vector field which outside …

This paper is a complete study of almost α-paracosmplectic manifolds. We characterize almost α-paracosmplectic manifolds which have para Kaehler leaves. Main curvature identities which are fulfilled by any almost α-paracosmplectic manifold are found. We also proved that ξ is a harmonic vector field if and only if it is…

We develop the first Bayesian Optimization algorithm, BLOSSOM, which selects between multiple alternative acquisition functions and traditional local optimization at each step. This is combined with a novel stopping condition based on expected regret. This pairing allows us to obtain the best characteristics of both lo…

We prove that the classical set of moves for standard spines of 3-manifolds (i.e. the MP-move and the V-move) does not suffice to relate to each other any two standard skeleta of a 3-manifold with marked boundary. We also describe a condition on the 3-manifold with marked boundary that tells whether the generalised set…

The paper uses XAI to predict RFQ fulfillment accuracy.

Prediction models can harm patients even when accurate, leading to self-fulfilling prophecies.

Let ${\bf X}$ and ${\bf X}$ be two $n$-dimensional elliptical random vectors, we establish an identity for $E[f({\bf Y})]-E[f({\bf X})]$, where $f: \Bbb{R}^n \rightarrow \Bbb{R}$ fulfilling some regularity conditions. Using this identity we provide a unified derivation of sufficient and necessary conditions for classif…

Conventional SVM-based image coding methods are founded on independently restricting the distortion in every image coefficient at some particular image representation. Geometrically, this implies allowing arbitrary signal distortions in an $n$-dimensional rectangle defined by the $\varepsilon$-insensitivity zone in eac…

We propose a quasi-Monte Carlo algorithm for pricing knock-out and knock-in barrier options under the Heston (1993) stochastic volatility model. This is done by modifying the LT method from Imai and Tan (2006) for the Heston model such that the first uniform variable does not influence the stochastic volatility path an…

We give necessary and sufficient conditions that show that both the group of isometries and the group of measure-preserving isometries are Lie groups for a large class of metric measure spaces. In addition we study, among other examples, whether spaces having a generalized lower Ricci curvature bound fulfill these requ…

HSNLD solves robust Hankel recovery efficiently and robustly.

We prove that two Legendrian knots in a contact structure which is trivializable as a plane bundle are Legendrian isotopic provided that (1) they are isotopic as framed knots, (2) they have the same rotation number with respect to some parallelization of the contact structure, and (3) there is an overtwisted disk disjo…

Continuous-time random walks are a well suited tool for the description of market behaviour at the smallest scale: the tick-to-tick evolution. We will apply this kind of market model to the valuation of perpetual American options: derivatives with no maturity that can be exercised at any time. Our approach leads to opt…

We prove generalized lower Ricci bounds for Euclidean and spherical cones over complete Riemannian manifolds. These cones are regarded as complete metric measure spaces. In general, they will be neither manifolds nor Alexandrov spaces. We show that the Euclidean cone over an n-dimensional Riemannian manifold whose Ricc…

The preservation of ambient isotopic equivalence under piecewise linear (PL) approximation for smooth knots are prominent in molecular modeling and simulation. Sufficient conditions are given regarding: (1) Hausdorff distance, and (2) a sum of total curvature and derivative. High degree Bezier curves are often used as …

This work improves GAN stability with theoretical conditions.

We prove that finitely generated purely loxodromic subgroups of a right-angled Artin group $A(Γ)$ fulfill equivalent conditions that parallel characterizations of convex cocompactness in mapping class groups $\text{Mod}(S)$. In particular, such subgroups are quasiconvex in $A(Γ)$. In addition, we identify a milder cond…

Under short sales prohibitions, no free lunch with vanishing risk (NFLVR-S) is known to be equivalent to the existence of an equivalent supermartingale measure for the price processes (Pulido [22]). For two given price processes, we translate the property (NFLVR-S) in terms of so called structure conditions and we intr…

Paper shows examples of almost Kähler manifolds satisfying Hard Lefschetz but not Betti-Hodge equality.

Financial models shape markets through performativity, creating self-fulfilling prophecies.

The study classifies spaces with specific conformal vector fields.

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

Although machine learning has been successfully used to propose novel molecules that satisfy desired properties, it is still challenging to explore a large chemical space efficiently. In this paper, we present a conditional molecular design method that facilitates generating new molecules with desired properties. The p…

We show that for every compact domain in a Euclidean space with d.c. (delta-convex) boundary there exists a unique Legendrian cycle such that the associated curvature measures fulfil a local version of the Gauss-Bonnet formula. This was known in dimensions two and three and was open in higher dimensions. In fact, we sh…

Novel meta-RL strategy improves efficiency in learning novel tasks.

We show that two open books in a given closed, oriented three-manifold admit isotopic stabilizations, where the stabilization is made by successive plumbings with Hopf bands, if and only if their associated plane fields are homologous. Since this condition is automatically fulfilled in an integral homology sphere, the …

Considering that a trader or a trading algorithm interacting with markets during continuous auctions can be modeled by an iterating procedure adjusting the price at which he posts orders at a given rhythm, this paper proposes a procedure minimizing his costs. We prove the a.s. convergence of the algorithm under assumpt…

The paper finds lower bounds for the first eigenvalue of p-Laplacian in specific manifolds.

In this paper we introduce an additive two-factor model for electricity futures prices based on Normal Inverse Gaussian Lévy processes, that fulfills a no-overlapping-arbitrage (NOA) condition. We compute European option prices by Fourier transform methods, introduce a specific calibration procedure that takes into acc…

In this note a functorial approach to the integration problem of an LA-groupoid to a double Lie groupoid is discussed. To do that, we study the notions of fibred products in the categories of Lie groupoids and Lie algebroids, giving necessary and sufficient conditions for the existence of such. In particular, it turns …

For asymptotically flat initial data of Einstein's equations satisfying an energy condition, we show that the Penrose inequality holds between the ADM mass and the area of an outermost apparent horizon, if the data are restricted suitably. We prove this by generalizing Geroch's proof of monotonicity of the Hawking mass…

Develops a new method for optimizing with uncertain data.

Note shows equivalence of recent NEC reformulation to classical NEC for $C^2$-metrics.

Unconstrained models learn physical symmetries effectively with simple data augmentation.

Online portfolio selection research has so far focused mainly on minimizing regret defined in terms of wealth growth. Practical financial decision making, however, is deeply concerned with both wealth and risk. We consider online learning of portfolios of stocks whose prices are governed by arbitrary (unknown) stationa…

Study on special anisotropic conformal changes of conic pseudo-Finsler surfaces.