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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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3977116154 · Jun 202019922001200920172026
48 results for good rational expanders

Due to a significant error in the main result (pointed out by J. Wahl), the paper has been withdrawn by the authors. A corrected and expanded version is 'Rational blow-downs and smoothings of surface singularities' by A. Stipsicz, Z. Szabo and J. Wahl.

2005-11-04abs ↗pdf ↗

Study financial contracts pricing in markets with nonproportional costs and constraints.

problem Financial contract pricing in markets with nonproportional transaction costs and portfolio constraints.
method Direct and dual characterization of market-consistent prices with acceptable risk thresholds.
result Extension of the Fundamental Theorem of Asset Pricing to include good deals and scalable good deals.

We extend the concept of orbifold to that of branchfold, in order to allow any cone singularities with rational angles, and show why branchfolds naturally fit in the theory of branched coverings. Then, we obtain a geometric goodness theorem for branchfolds and apply it to prove that a conifold can be endowed with branc…

2008-06-18abs ↗pdf ↗

This paper, together with Part II, expands the results of math.DG/9803051. In Part I we study the twisted index theory of elliptic operators on orbifold covering spaces of compact good orbifolds, which are invariant under a projective action of the orbifold fundamental group. We apply these results to obtain qualitativ…

1999-11-15abs ↗pdf ↗

We use the GARCH model with a fat-tailed error distribution described by a rational function and apply it for the stock price data on the Tokyo Stock Exchange. To determine the model parameters we perform the Bayesian inference to the model. The Bayesian inference is implemented by the Metropolis-Hastings algorithm wit…

2013-12-26abs ↗pdf ↗

We construct potentially new manifolds homeomorphic but not diffeomorphic to CP2#8CP2\mathbb{CP}^{2} \# 8 \overline{\mathbb{CP}^{2}} and CP2#9CP2\mathbb{CP}^{2} \# 9 \overline{\mathbb{CP}^{2}} via rational blowdown surgery along certain 44-valent plumbing graphs. This way all the graph classes from \cite{weighted} have a represen…

2019-04-29abs ↗pdf ↗

Model captures decision-making under bounded rationality with prior beliefs and market feedback.

problem Bounded rationality in decision-making with limited processing abilities.
method Maximum entropy principle applied to Quantal Response Statistical Equilibrium framework.
result Prior beliefs influence decision-making, altering the outcome of market feedback.

Kernel and linear regression have been recently explored in the prediction of graph signals as the output, given arbitrary input signals that are agnostic to the graph. In many real-world problems, the graph expands over time as new nodes get introduced. Keeping this premise in mind, we propose a method to recursively …

2019-11-26abs ↗pdf ↗

This paper deals with both complex dynamical systems and conformal iterated function systems. We study finitely generated expanding semigroups of rational maps with overlaps on the Riemann sphere. We show that if a dd-parameter family of such semigroups satisfies the transversality condition, then for almost every par…

2011-09-12abs ↗pdf ↗

First-best climate policy is a uniform carbon tax which gradually rises over time. Civil servants have complicated climate policy to expand bureaucracies, politicians to create rents. Environmentalists have exaggerated climate change to gain influence, other activists have joined the climate bandwagon. Opponents to cli…

2016-08-19abs ↗pdf ↗

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex optimization formulation with a cost function consisting of the sum of a likeliho…

2014-07-02abs ↗pdf ↗

In this paper we investigate discrete time trading under integer constraints, that is, we assume that the offered goods or shares are traded in integer quantities instead of the usual real quantity assumption. For finite probability spaces and rational asset prices this has little effect on the core of the theory of no…

2017-08-25abs ↗pdf ↗

Among other things, we prove the following two topologcal statements about closed hyperbolic 3-manifolds. First, every rational second homology class of a closed hyperbolic 3-manifold has a positve integral multiple represented by an oriented connected closed π1π_1-injectively immersed quasi-Fuchsian subsurface. Second…

2013-09-28abs ↗pdf ↗

The paper proposes a method to improve Koopman operator estimation using indicator functions.

problem Difficulty in identifying good observables for Koopman operator expansion.
method Clustering procedure based on Hidden Markov Model (HMM) to infer surrogate observables.
result Inferred indicator functions significantly improve estimation of Koopman operator eigenvalues and transition timescales.

Many kinds of data are naturally amenable to being treated as sequences. An example is text data, where a text may be seen as a sequence of words. Another example is clickstream data, where a data instance is a sequence of clicks made by a visitor to a website. This is also common for data originating in the domains of…

2019-10-20abs ↗pdf ↗

Prediction intervals are a valuable way of quantifying uncertainty in regression problems. Good prediction intervals should be both correct, containing the actual value between the lower and upper bound at least a target percentage of the time; and tight, having a small mean width of the bounds. Many prior techniques f…

2018-06-28abs ↗pdf ↗

Knot lattice homology invariant of smooth knot type in rational homology spheres.

problem Invariance of knot lattice homology in rational homology spheres.
method Proving knot lattice homology invariant through doubly-filtered homotopy type.
result Knot lattice homology invariant of smooth knot type in rational homology spheres.

Software package assesses spherical data distributions and clusters.

problem Assessing and clustering spherical data distributions.
method Innovative goodness-of-fit tests and clustering algorithms using kernel-based quadratic distances.
result Efficient and mathematically sound goodness-of-fit tests for spherical data.

The rational homotopy type of a differential graded algebra (DGA) can be represented by a family of tensors on its cohomology, which constitute an AA_\infty-minimal model of this DGA. When only the cohomology is needed to determine the rational homotopy type, then the DGA is called formal. By a theorem of Miller, a co…

2019-04-23abs ↗pdf ↗

Paper introduces a method to explain deep learning models and identify good generalization.

problem Limited interpretability of neural networks hinders progress and real-world applications.
method Polytope interpolation method for local explainability and generalization assessment.
result Developed a method to identify deep learning models with good generalization properties.

Predictive models that are developed in a regulated industry or a regulated application, like determination of credit worthiness, must be interpretable and rational (e.g., meaningful improvements in basic credit behavior must result in improved credit worthiness scores). Machine Learning technologies provide very good …

2018-06-12abs ↗pdf ↗

A combination of Bestvina--Brady Morse theory and an acyclic reflection group trick produces a torsion-free finitely presented Q-Poincaré duality group which is not the fundamental group of an aspherical closed ANR Q-homology manifold. The acyclic construction suggests asking which Q-Poincaré duality groups act freely …

2012-04-20abs ↗pdf ↗

We prove the "End Curve Theorem," which states that a normal surface singularity (X,o)(X,o) with rational homology sphere link ΣΣ is a splice-quotient singularity if and only if it has an end curve function for each leaf of a good resolution tree. An "end-curve function" is an analytic function $(X,o)\to (\C,0)$ whose ze…

2008-04-29abs ↗pdf ↗

The paper explores fairness, welfare, and equity in personalized pricing across various applications.

problem Interplay of fairness, welfare, and equity in personalized pricing based on customer features.
method Comprehensive literature review and observational metrics without underlying valuation distribution assumptions.
result Personalized pricing can expand access, improve welfare, and increase revenue or budget utilization.

New degree theory proves existence of solitons on 4D manifolds.

problem Existence of gradient expanding solitons on 4D manifolds.
method Developed new degree theory for 4D, asymptotically conical gradient expanding solitons.
result Existence of solitons asymptotic to any cone over S^3 with non-negative scalar curvature.