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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.

169,291 papers · 148 categories

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48 results for goodness

The paper defines conditions for good involutions in generalized Alexander quandles.

problem Determining conditions for good involutions in generalized Alexander quandles.
method Analyzing the structure of generalized Alexander quandles and their involutions.
result Classification of all good involutions in connected generalized Alexander quandles.

We study convex risk measures describing the upper and lower bounds of a good deal bound, which is a subinterval of a no-arbitrage pricing bound. We call such a convex risk measure a good deal valuation and give a set of equivalent conditions for its existence in terms of market. A good deal valuation is characterized …

2011-08-05abs ↗pdf ↗

The study describes good involutions in quandles and Alexander quandles.

problem Characterizing and enumerating good involutions in quandles and Alexander quandles.
method Completely describing good involutions of free and subquandles of twisted conjugation quandles of groups, including Alexander quandles.
result Explicit mappings for good involutions of linear quandles up to order 23.

This paper studies an environment of simultaneous, separate, first-price auctions for complementary goods. Agents observe private values of each good before making bids, and the complementarity between goods is explicitly incorporated in their utility. For simplicity, a model is presented with two first-price auctions …

2013-12-10abs ↗pdf ↗

FF algorithm uses goodness as a likelihood-ratio test for scalar normalization.

problem Training each layer locally with scalar goodness.
method FF algorithm uses a likelihood-ratio test with squared goodness as the sufficient statistic.
result The FF algorithm generalizes to anisotropic and heavy-tailed populations.

We study a notion of good-deal hedging, that corresponds to good-deal valuation for generalized good-deal constraints. Under model uncertainty about the market prices of risk of hedging assets, a robust approach leads to a reduction or even elimination of a speculative component in good-deal hedging, which is shown to …

2016-07-15abs ↗pdf ↗

FF algorithm uses goodness as a measure of input quality, derived from likelihood-ratio tests.

problem Training each layer locally with a goodness measure.
method FF algorithm uses a likelihood-ratio test to define goodness, which is the sum of squared activations normalized between layers.
result The goodness measure is a sufficient statistic for a likelihood-ratio test, explaining the FF algorithm's performance.

Classifies good involutions in conjugation subquandles and racks.

problem Classifying quandles with good involutions for applications in surface-knot theory.
method Study of subquandles of conjugation quandles, including core quandles; analysis of good involutions of faithful racks.
result Sharp bounds on the number of good involutions of racks in these families.

We shall provide in this paper good deal pricing bounds for contingent claims induced by the shortfall risk with some loss function. Assumptions we impose on loss functions and contingent claims are very mild. We prove that the upper and lower bounds of good deal pricing bounds are expressed by convex risk measures on …

2008-02-28abs ↗pdf ↗

A good cover in R^d is a collection of open contractible sets in R^d such that the intersection of any subcollection is either contractible or empty. Motivated by an analogy with convex sets, intersection patterns of good covers were studied intensively. Our main result is that intersection patterns of good covers are …

2012-05-28abs ↗pdf ↗

Study lenient regret and good-action identification in Gaussian process bandits.

problem Optimizing function values above a certain threshold in Gaussian process bandits.
method Study lenient regret notions and introduce algorithms for finding good actions.
result Upper and lower bounds on lenient regret for GP-UCB and elimination algorithms.

Kinetic models predict speculators' strategy can affect market prices.

problem Understanding how speculators' behavior affects market prices in a multi-agent exchange system.
method Developed kinetic equations to model interactions between dealers and speculators, using utility functions and mean quantities.
result Speculators' strategy can drive the price of goods towards a zone with marked utility for their group.

New theory shows perishable goods markets are more stable and efficient.

problem Lower stability and efficiency of markets for re-tradable assets compared to perishable goods.
method Reformulation of no-trade and no-arbitrage theorems in neoclassical finance.
result Perishable goods markets exhibit higher stability and efficiency.

We investigate the structure of good deal bounds, which are subintervals of a no-arbitrage pricing bound, for financial market models with convex constraints as an extension of Arai and Fukasawa (2014). The upper and lower bounds of a good deal bound are naturally described by a convex risk measure. We call such a risk…

2015-06-01abs ↗pdf ↗

Paper extends theorem on covering spaces and Jordan curves.

problem Covering and extending theorems for Alexandrov spaces.
method Introduces proximal homotopic cycles to extend the Mitsuishi-Yamaguchi theorem.
result Extensions of the Mitsuishi-Yamaguchi Good Covering Theorem and Jordan curve theorem.

The purpose of this paper is to produce restrictions on fundamental groups of manifolds admitting good complexifications by proving the following Cheeger-Gromoll type splitting theorem: Any closed manifold MM admitting a good complexification has a finite-sheeted regular covering M1M_1 such that M1M_1 admits a fiber b…

2015-03-27abs ↗pdf ↗

Defines invariants for reflection groups and connects them to Frobenius structures.

problem Understanding invariants for reflection groups and their relation to Frobenius structures.
method Defines good basic invariants and shows their connection to Frobenius structures.
result Good basic invariants for reflection groups lead to Frobenius structure constants.

We discuss construction of coverings of the unit ball of a finite dimensional Banach space. The well known technique of comparing volumes gives upper and lower bounds on covering numbers. This technique does not provide a construction of good coverings. Here we apply incoherent dictionaries for construction of good cov…

2013-01-10abs ↗pdf ↗

This paper extends the Good Covering Theorem and Jordan Curve Theorem for proximal Alexandrov spaces.

problem Extending the Good Covering Theorem and Jordan Curve Theorem to proximal Alexandrov spaces.
method Introducing path cycles and using them to extend the Good Covering Theorem and Jordan Curve Theorem.
result Extensions of the Mitsuishi-Yamaguchi Good Covering Theorem and Jordan Curve Theorem for proximal Alexandrov spaces.

Study robust hedging and valuation under combined uncertainty about asset price drifts and volatilities.

problem Robust hedging and valuation under uncertainty about asset price drifts and volatilities.
method Non-dominated multiple priors approach to model uncertainty, worst-case good-deal bounds, coherent risk measures, second-order backward stochastic differential equations.
result Characterization of hedging strategies and good-deal bounds via solutions to backward stochastic differential equations.

Study optimal investment, consumption, and insurance for durable goods with stochastic depreciation risk.

problem Optimal investment, consumption, and insurance for an agent with durable goods facing stochastic depreciation risk.
method Homogeneous problem reduction to static optimisation, exploiting correlation between goods and asset prices, proving verification theorem.
result Existence and optimality of a constant-fraction strategy under explicit transversality conditions for different risk-aversion regimes.

Paper defines invariants for elliptic Weyl groups and connects them to Frobenius structures.

problem Defining invariants for elliptic Weyl groups.
method Defines a set of good basic invariants and shows their connection to Frobenius structures.
result Good basic invariants give flat invariants and structure constants of Frobenius structures.

We develop the notion of the good pants homology and show that it agrees with the standard homology on closed surfaces (the good pants are pairs of pants whose cuffs have the length nearly equal to some large number R). Combined with our previous work on the Surface Subgroup Theorem, this yields a proof of the Ehrenpre…

2011-01-06abs ↗pdf ↗

New algorithm identifies good arms with fewer samples when thresholds are close.

problem Good arm identification in bandit problems with small threshold gaps.
method Proposes lil'HDoC algorithm to improve GAI under small threshold gaps.
result Sample complexity of first λ output arm is nearly identical to HDoC algorithm when thresholds are close.

Investment and consumption strategies with luxury goods for retirement age.

problem Optimal investment and consumption with heterogeneous goods and retirement timing.
method PDE and stochastic control theory, variational inequality, dual transformation.
result Optimal consumption strategies and retirement policies for utility maximizers.

Motivated by online advertising auctions, we consider repeated Vickrey auctions where goods of unknown value are sold sequentially and bidders only learn (potentially noisy) information about a good's value once it is purchased. We adopt an online learning approach with bandit feedback to model this problem and derive …

2015-11-18abs ↗pdf ↗

We consider the problem of classification using similarity/distance functions over data. Specifically, we propose a framework for defining the goodness of a (dis)similarity function with respect to a given learning task and propose algorithms that have guaranteed generalization properties when working with such good fu…

2011-12-22abs ↗pdf ↗

Develops strategies to minimize trading costs in volatile markets.

problem Minimizing trading costs in volatile markets with uncertain asset price paths.
method Constructs dynamic, pathwise optimal trade execution strategies using random Young differential equations.
result Good trade execution strategies minimize trading costs in a pathwise sense, not just expected costs.

Improved SSD for faster and more accurate goodness-of-fit tests and model learning.

problem Optimal slicing directions for SSD are computationally expensive and sub-optimal.
method Relaxed optimal slicing requirement, active sub-space construction, spectral decomposition.
result 14-80x speed-up in goodness-of-fit tests compared to gradient-based alternatives.