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.

169,341 papers · 148 categories

Trend · papers per month

4794140187 · May 202619922001200920182026
48 results for global realizations

Synthetic proof shows globally hyperbolic Lorentzian spaces with specific curvature are warped products.

problem Synthetic proof of rigidity for globally hyperbolic Lorentzian spaces.
method Synthetic geometry and warped product analysis.
result Spaces with specific curvature and distance realizer are warped products.

The article classifies and realizes globally exceptional Z2 × Z2-symmetric spaces.

problem Classifying and realizing globally symmetric spaces with specific symmetry groups.
method Detailed classification and realization of exceptional Z2 × Z2-symmetric spaces using Lie groups and Lie algebras.
result A concrete realization of globally exceptional Z2 × Z2-symmetric spaces is provided.

The paper constructs and analyzes globally exceptional Z3 x Z3-symmetric spaces for specific Lie groups.

problem Understanding and constructing symmetric spaces for exceptional Lie groups.
method Introduced and used the concept of Γ-symmetric spaces, constructed automorphisms, and determined group structures.
result Explicit constructions and structures of exceptional Z3 x Z3-symmetric spaces for G2, F4, and E6.

Bayesian realized-GARCH models forecast financial tail risks using two-sided Weibull distribution.

problem Forecasting financial tail risks in volatile markets.
method Adaptive Bayesian Markov Chain Monte Carlo for estimation and forecasting, incorporating sub-sampled realized range and variance.
result Realized-GARCH models with two-sided Weibull distribution outperform other models in tail risk forecasting.

Integrates C-bracket and Vaisman algebroid structures in double field theory.

problem Integration problem of C-bracket and Vaisman algebroid structures in double field theory.
method Introduces pre-rackoid as a global group-like object for infinitesimal algebroid structures, proposes two realizations, and shows reduction to rackoid under strong constraint.
result Reduces pre-rackoid to rackoid under strong constraint of double field theory.

Improved tail risk forecasting using realized measures and Bayesian methods.

problem Forecasting tail risk in financial markets.
method Extended Taylor's model with realized measures, using maximum likelihood and Bayesian MCMC methods.
result Bayesian approach outperforms maximum likelihood in forecasting accuracy.

The paper constructs Levi flat structures using structure sheaves and differential complexes.

problem Global solvability and regularity of Levi flat structures.
method Employing formal integrability and differential complexes, the paper constructs a resolution for the structure sheaf.
result Global exactness and Sobolev regularity of the differential complex for Levi flat structures.

The study examines how global economic policy uncertainty affects crude oil futures volatility.

problem Predicting crude oil futures volatility using global economic policy uncertainty.
method Established single-factor and two-factor models under the GARCH-MIDAS framework, tested with rolling-window and fixed-span specifications.
result GEPU changes have stronger predictive power than the GEPU index for crude oil futures volatility.

In this paper we discuss the highest weight kr\frak k_r-finite representations of the pair (gr,kr)(\frak g_r,\frak k_r) consisting of gr\frak g_r, a real form of a complex basic Lie superalgebra of classical type g\frak g (gA(n,n){\frak g}\neq A(n,n)), and the maximal compact subalgebra kr\frak k_r of gr,0\frak g_{r,0}, together …

2015-11-04abs ↗pdf ↗

Model forecasts global stock market volatility using dynamic graphs and all trading days.

problem Enhance forecasting accuracy and practical utility in global stock market volatility.
method Spatial-temporal graph neural network architecture to capture volatility spillover effect.
result Forecasting performance surpasses baseline models in all scenarios.

New method for private density estimation of high-dimensional Gaussian mixtures.

problem Private density estimation for mixtures of unrestricted high-dimensional Gaussians.
method Exploits list global stability to prove upper bound on sample complexity.
result First upper bound on sample complexity for agnostic private density estimation.

Let M be an oriented compact 3-manifold and let T be a (loose) triangulation of M, with ideal vertices at the components of the boundary of M and possibly internal vertices. We show that any spin structure s on M can be encoded by extra combinatorial structures on T. We then analyze how to change these extra structures…

2013-04-14abs ↗pdf ↗

A complex structure on a subset of S^6 cannot be extended to a global integrable structure.

problem Non-integrability of complex structures on subsets of S^6.
method Proving the non-integrability of extensions of a specific complex structure on a subset of S^6.
result It is impossible to deform a non-integrable structure to an integrable one on S^6 while fixing it on a subset.

We bound two global invariants of cusped hyperbolic manifolds: the length of the shortest closed geodesic (the systole), and the radius of the biggest embedded ball (the inradius). We give an upper bound for the systole, expressed in terms of the dimension and simplicial volume. We find a positive lower bound on the in…

2011-07-28abs ↗pdf ↗

We present a constructive approach to surface comparison realizable by a polynomial-time algorithm. We determine the "similarity" of two given surfaces by solving a mass-transportation problem between their conformal densities. This mass transportation problem differs from the standard case in that we require the solut…

2011-03-22abs ↗pdf ↗

This paper improves land cover classification using global spatial features in CNN.

problem Limited classification accuracy and universality of traditional remote sensing image classification methods.
method Integrates global spatial features into a dual-branch CNN for hyperspectral/SAR imagery classification.
result The proposed method outperforms traditional single-channel CNN methods.

Polynomial chaos surrogates handle intrinsic noise in stochastic models.

problem Handling intrinsic noise in stochastic models with parametric uncertainty.
method Developed a PCE surrogate on a joint space of intrinsic and parametric uncertainty using Rosenblatt transformations and Karhunen-Loeve expansion.
result Quantified intrinsic noise contribution to model output variance using PCE Sobol indices.

Develops a neural network for global minimum variance portfolio optimization.

problem Minimizing portfolio variance for large equity covariance matrices.
method Rotation-invariant neural network that learns lag-transformed returns and covariance regularization.
result End-to-end trained model outperforms competitors in realized volatility and Sharpe ratios.

AEN-RBF kernel improves robustness in Bayesian optimization for complex systems.

problem Bayesian optimization struggles with outliers in RBF kernel, leading to poor performance.
method Proposes AEN-RBF kernel function, demonstrating improved robustness and convergence.
result The AEN-RBF kernel function reduces mean squared prediction error and improves convergence.

The paper addresses rigid alignment of noisy patches, providing a polynomial time algorithm and convergence conditions.

problem Finding a rigid alignment of overlapping local views (patches) that minimizes alignment error in a noisy setting.
method Characterizes non-degeneracy based on kernel and positivity of a matrix, provides polynomial time algorithm for testing non-degeneracy, and uses Riemannian gradient descent for alignment.
result The algorithm converges locally linearly to a non-degenerate perfect alignment under certain conditions.

In this paper, finite type domains with hyperbolic orbit accumulation points are studied. We prove, in case of C2\mathbb{C}^2, it has to be a (global) pseudoconvex domain, after an assumption of boundary regularity. Moreover, one of the applications will realize the classification of domains within this class, precisel…

2013-04-30abs ↗pdf ↗

Study convex hyperbolic cone-metrics on 3-manifold boundaries, proving unique bent realizations.

problem Convex hyperbolic cone-metrics on 3-manifold boundaries and their bent realizations.
method Alexandrov-Weyl-type problem, bent metrics, controllably polyhedral, Lipschitz topology.
result Unique bent realizations for convex hyperbolic cone-metrics on 3-manifold boundaries.

This paper tackles global Nash equilibrium in non-convex multi-player games.

problem Challenges in finding global Nash equilibrium due to non-convexity.
method Conjugate transformation and variational inequality formulation to prove existence and design algorithms.
result Designs an ODE-based algorithm with exponential convergence rate and proves its effectiveness in practical scenarios.

The paper formalizes and analyzes multi-agent Q-learning with value factorization.

problem Understanding and improving the convergence of multi-agent Q-learning with value factorization.
method Formalized a multi-agent fitted Q-iteration framework for analyzing factorized multi-agent Q-learning.
result Multi-agent Q-learning with linear value factorization can converge under certain conditions.