arXiv research

Study breaks down graphs into structural and featural components for task-agnostic data valuation.

A large amount of data accommodated in knowledge graphs (KG) is actually metric. For example, the Wikidata KG contains a plenitude of metric facts about geographic entities like cities, chemical compounds or celestial objects. In this paper, we propose a novel approach that transfers orometric (topographic) measures to…

Researchers create a framework to value player actions in CSGO.

Paper introduces new actuarial-consistent valuations for insurance liabilities.

Paper recovers uncertainty from dynamic valuation rules.

Study convolution of invariant valuations on Lie groups.

SL(n) covariant valuations on Orlicz spaces are represented and characterized.

Market valuation duration is 175 years, but drops to 46 years during crises.

Paper simplifies default process modeling and credit valuation.

Business cycles affect startup valuations, both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

Let $\mathrm{SO}^+(p,q)$ denote the identity connected component of the real orthogonal group with signature $(p,q)$. We give a complete description of the spaces of continuous and generalized translation- and $\mathrm{SO}^+(p,q)$-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

Study evaluates valuation models for UK companies using case studies.

This paper proposes a paradigm shift in the valuation of long term annuities, away from classical no-arbitrage valuation towards valuation under the real world probability measure. Furthermore, we apply this valuation method to two examples of annuity products, one having annual payments linked to a mortality index and…

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

Computes tube formulas for valuations in complex space forms.

This paper addresses credit valuation adjustment with a new closeout convention.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

Existence of smooth valuations on subspaces is shown for certain conditions.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

We give an explicit classification of translation-invariant, Lorentz-invariant continuous valuations on convex sets. We also classify the Lorentz-invariant even generalized valuations.

We study the properties of the multiplicative structure on valuations on convex sets. We prove a new version of the hard Lefschetz theorem for even translation invariant continuous valuations, and discuss related problems of integral geometry. Then we formulate a conjectural analogue of this result for odd valuations.

Fair market valuations ignore future worker profits in employee-owned firms.

A description of continuous rigid motion compatible Minkowski valuations is established. As an application, we present a Brunn-Minkowski type inequality for intrinsic volumes of these valuations.

We introduce the new notion of convolution of a (smooth or generalized) valuation on a group $G$ and a valuation on a manifold $M$ acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and generalized valuations on $M$ are modules over the algebra of compactly supported g…

Enhances data valuation by integrating global and local statistical properties.

Study reveals which startup valuation factors are most critical.

In this paper, we endow the space of continuous translation invariant valuation on convex sets generated by mixed volumes coupled with a suitable Radon measure on tuples of convex bodies with two appropriate norms. This enables us to construct a continuous extension of the convolution operator on smooth valuations to n…

We study the space of generalized translation invariant valuations on a finite-dimensional vector space and construct a partial convolution which extends the convolution of smooth translation invariant valuations. Our main theorem is that McMullen's polytope algebra is a subalgebra of the (partial) convolution algebra …

Researchers classify and decompose valuations on convex functions.

A complete classification of all continuous GL(n) contravariant Minkowski valuations is established. As an application we present a family of sharp isoperimetric inequalities for such valuations which generalize the classical Petty projection inequality.

New space for valuations in non-Archimedean setting with duality properties.

OpenDataVal benchmarks data valuation algorithms for diverse datasets.

FGSV defends against shell company attacks in group data valuation.

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

The decomposition of the space of continuous and translation invariant valuations into a sum of SO(n) irreducible subspaces is obtained. A reformulation of this result in terms of a Hadwiger type theorem for continuous translation invariant and SO(n)-equivariant tensor valuations is also given. As an application, symme…

This article is the third part of the series of articles where the theory of valuations on manifolds is constructed. In math.MG/0503399 the notion of a smooth valuation on a manifold was introduced. The goal of this article is to put a canonical multiplicative structure on the space of smooth valuations on general mani…

We obtain new general results on the structure of the space of translation invariant continuous valuations on convex sets (a version of the hard Lefschetz theorem). Using these and our previous results we obtain explicit characterization of unitarily invariant translation invariant continuous valuations. It implies new…

New Orlicz Brunn-Minkowski inequalities are established for rigid motion compatible Minkowski valuations of arbitrary degree. These extend classical log-concavity properties of intrinsic volumes and generalize seminal results of Lutwak and others. Two different approaches which refine previously employed techniques are…

New method reduces CVA-VaR computation complexity.

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 …

A Kalman filter reduces valuation risk in business valuation models.

Optimal pricing strategy for unknown valuation models with noisy feedback.

A Steiner type formula for continuous translation invariant Minkowski valuations is established. In combination with a recent result on the symmetry of rigid motion invariant homogeneous bivaluations, this new Steiner type formula is used to obtain a family of Brunn-Minkowski type inequalities for rigid motion intertwi…

Fast ML framework for derivative valuation from volatility surfaces.