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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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97193290386 · May 202619922001200920172026
48 results for geometric mean

The paper defines and studies the geometric mean for tensors and its associated Riemannian geometry.

problem Defining and studying the geometric mean for tensors.
method Generalized geometric mean for tensors using T-product, verified properties, and investigated Riemannian manifold.
result Geometric mean of T-positive definite tensors is a unique solution of algebraic Riccati tensor equations and a midpoint of geodesics.

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

Here are studied pairs of transversal foliations with singularities, defined on the Elliptic region (where the Gaussian curvature K\mathcal K is positive) of an oriented surface immersed in R3\mathbb R^3. The leaves of the foliations are the lines of geometric mean curvature, along which the normal curvature is given …

2003-02-17abs ↗pdf ↗

Study of J-Hermitian matrices and geometric mean definition.

problem Understanding the cone of J-Hermitian matrices and its geometric mean.
method Analysis of the cone structure, Riemannian structure, and definition of J-geometric mean.
result Uniquely characterized J-geometric mean defined as a solution to a Riccati-type equation.

Signed networks allow to model positive and negative relationships. We analyze existing extensions of spectral clustering to signed networks. It turns out that existing approaches do not recover the ground truth clustering in several situations where either the positive or the negative network structures contain no noi…

2017-01-03abs ↗pdf ↗

A new geometric method for clustering SPD data improves upon Euclidean and Riemannian approaches.

problem Skewed interpretations of SPD data in Euclidean analysis and computational inefficiency of Riemannian methods.
method Proposes a geometric method based on the Thompson metric for unsupervised clustering of SPD data.
result Demonstrates improved clustering results using inductive midrange centroid computation.

The paper studies constant mean curvature hypersurfaces in Finsler manifolds.

problem Understanding geometric properties of hypersurfaces in Finsler manifolds.
method Using volume preserving variation and homothetic navigation.
result Deduced a Heintze-Karcher type inequality and proved an Alexandrov type theorem.

This paper extends liquidity returns in geometric mean markets to time-varying weights.

problem Understanding returns and no-arbitrage prices in geometric mean markets with time-varying weights.
method Extending known results for constant-weight G3Ms to the general case of G3Ms with time-varying and potentially stochastic weights.
result LP shares can replicate the payoffs of financial derivatives and various trading strategies.

Study applies Huisken formula to mean curvature flow in Ricci soliton background.

problem Analyzing mean curvature flow in Ricci soliton backgrounds.
method Applies Huisken's monotonicity formula to a shrinking self-similar solution of the extended Ricci flow.
result Establishes new results and solves noncompact case under natural geometric assumptions.

In Finsler geometry, we use calculus to study the geometry of regular inner metric spaces. In this note I will briefly discuss various curvatures and their geometric meanings from the metric geometry point of view, without going into the forest of tensors.

2000-11-18abs ↗pdf ↗

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

In general, gradient estimates are very important and necessary for deriving convergence results in different geometric flows, and most of them are obtained by analytic methods. In this paper, we will apply a stochastic approach to systematically give gradient estimates for some important geometric quantities under the…

2013-12-23abs ↗pdf ↗

Constructs foliations of lightcones using surfaces of constant spacetime mean curvature.

problem Creating foliations of lightcones with specific geometric properties.
method Employing a geometric flow inspired by Huisken-Yau's approach for Riemannian settings.
result Initial data converges exponentially to an STCMC surface under area preserving null mean curvature flow.

The paper proves inequalities for closed surfaces involving mean curvature.

problem Proving geometric inequalities for closed surfaces in Euclidean space.
method Verification of inequalities for convex surfaces and addressing Topping's conjecture.
result Optimal scaling law between Willmore energy and isoperimetric ratio for convex surfaces.

We generalize Brendle's geometric inequality considered in \cite{B} to static manifolds. The inequality bounds the integral of inverse mean curvature of an embedded mean-convex hypersurface by geometric data of the horizon. As a consequence, we obtain a reverse Penrose inequality on static asymptotically locally hyperb…

2016-03-01abs ↗pdf ↗

New method uses geometric mean to avoid non-collapsibility in case-control studies.

problem Non-collapsibility of odds ratio under outcome-dependent sampling.
method Proposes geometric mean aggregation to avoid non-collapsibility and provides estimation and inference methods.
result Geometric odds ratio is collapsible under outcome-dependent sampling.

The paper establishes sharp geometric inequalities for hypersurfaces in warped product manifolds.

problem Geometric inequalities involving three distinct quantities in warped product manifolds.
method Two families of inequalities comparing three geometric quantities in space forms or warped product manifolds.
result Generalizes and extends previous results on Weinstock-type inequalities and Steklov/Wentzell eigenvalues.

The paper derives inequalities for mean curvatures of hypersurfaces in Riemannian manifolds.

problem Geometric inequalities for mean curvatures of hypersurfaces in Riemannian manifolds.
method Comparison formula via Reilly's identities; geometric inequalities derived.
result Sharp lower bound for total first mean curvature in dimension 3.

Although consistency is a minimum requirement of any estimator, little is known about consistency of the mean partition approach in consensus clustering. This contribution studies the asymptotic behavior of mean partitions. We show that under normal assumptions, the mean partition approach is consistent and asymptotic …

2015-12-18abs ↗pdf ↗

Geometric approach combines asset returns and investor views for better portfolio optimization.

problem Optimizing portfolios with investor-specific views.
method Generalized Wasserstein barycenter (GWB) to integrate statistical asset returns and investor views.
result The geometric approach offers more flexibility and rewards for correct investor views.

We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately f…

2018-06-14abs ↗pdf ↗

Extends mean curvature to surfaces in Riemann-Cartan geometry with torsion.

problem Addressing surfaces in Riemann-Cartan geometry with nontrivial torsion.
method Introducing a complex-valued 2-form associated with the torsion, which interacts with other geometric concepts.
result Complex-valued mean curvature quantity interacts with Hopf differential and Gauss map.

We give a relationship that yields an effective geometric way of evaluating mean curvature of surfaces. The approach is reminiscent of the Gauss's contour based evaluation of intrinsic curvature. The presented formula may have a number of potential applications including estimating the normal vector and mean curvature …

2011-08-07abs ↗pdf ↗

In this article, we will use the harmonic mean curvature flow to prove a new class of Alexandrov-Fenchel type inequalities for strictly convex hypersurfaces in hyperbolic space in terms of total curvature, which is the integral of Gaussian curvature on the hypersurface. We will also use the harmonic mean curvature flow…

2019-03-14abs ↗pdf ↗

Proposes variational Wasserstein barycenters for geometric clustering.

problem Geometric clustering problems, especially K-means and co-clustering.
method Solves for Monge maps using variational principle, explores connections to K-means and co-clustering.
result Demonstrates feasibility and use of variational Wasserstein barycenters in clustering.

The paper examines torsions in Minkowskian product of Finsler metrics.

problem Investigating Cartan torsion and mean Cartan torsion in Minkowskian product of Finsler metrics.
method Deriving explicit formulas for Cartan torsion and mean Cartan torsion, analyzing their geometric behavior, and providing conditions for bounded norm.
result Both Cartan torsion and mean Cartan torsion decompose additively if and only if the Minkowskian product is Euclidean, and a necessary and sufficient condition for the norm of the mean Cartan torsion to remain bounded in the Euclidean case is provided.