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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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4793140186 · Jun 202019922001200920172026
48 results for higher extremal

The paper proves the existence of a special Kähler metric on a minimal ruled surface.

problem Existence of higher extremal Kähler metrics on a minimal ruled surface.
method Proved the existence of a higher extremal Kähler metric by showing it satisfies a specific equation and computed the top Bando-Futaki invariant.
result Higher extremal Kähler metrics exist on a minimal ruled surface, but not higher constant scalar curvature Kähler metrics.

Paper examines risk measure expansions under FGM dependence, improving accuracy at extreme levels.

problem Capturing higher-order tail behavior and dependence effects in risk measures.
method Second-order asymptotic expansions using extreme value theory and regular variation theory.
result Second-order approximations reduce approximation errors, especially at extreme confidence levels.

In this paper we introduce higher extremal Kahler metrics. We provide an example of the same on a minimal ruled surface. We also prove a perturbation result that implies that there are non-trivial examples of higher constant scalar curvature metrics, which are basically metrics where the top Chern form is harmonic. We …

2016-07-20abs ↗pdf ↗

Extremal length is a classical tool in 1-dimensional complex analysis for building conformal invariants. We propose a higher-dimensional generalization for complex manifolds and provide some ideas on how to estimate and calculate it. We also show how to formulate certain natural geometric inequalities concerning moduli…

2019-04-16abs ↗pdf ↗

The paper finds conical higher cscK metrics on minimal ruled surfaces with conical singularities.

problem Existence of conical higher cscK metrics on minimal ruled surfaces.
method Develop conical singularities along at least one of the two special divisors and use the momentum construction.
result Conical higher cscK metrics exist in each Kähler class on minimal ruled surfaces.

Cryptocurrency markets show higher spreads during extreme fear and greed phases.

problem Understanding and predicting liquidity withdrawal in cryptocurrency markets.
method Analysis of Crypto Fear & Greed Index and Bitcoin daily data.
result Extreme fear and greed regimes exhibit significantly higher spreads than neutral periods.

The paper studies stability of domains for the first eigenvalue on Riemannian manifolds.

problem Stability of extremal domains for the first eigenvalue of the Laplacian operator.
method Second variation of the first Dirichlet eigenvalue, stability criterion, classification of stable domains.
result Classification of stable extremal domains in spheres and topological bounds for general compact surfaces.

We show that axisymmetric extremal horizons are unstable under linear scalar perturbations. Specifically, we show that translation invariant derivatives of generic solutions to the wave equation do not decay along such horizons as advanced time tends to infinity, and in fact, higher order derivatives blow up. This resu…

2012-06-28abs ↗pdf ↗

We here present a model of the dynamics of extremism based on opinion dynamics in order to understand the circumstances which favour its emergence and development in large fractions of the general public. Our model is based on the bounded confidence hypothesis and on the evolution of initially anti-conformist agents to…

2015-03-16abs ↗pdf ↗

Proves uniqueness of certain spacetime solutions with extremal horizons.

problem Proving uniqueness of extremal Schwarzschild de Sitter spacetime solutions.
method Analytic proof in four and higher dimensions, spectral problem for hyperbolic surfaces.
result Proves extremal Schwarzschild de Sitter solutions are unique up to identifications.

Study on higher-dimensional black holes, focusing on retractions and scalar quasibound states.

problem Examining the physics of a five-dimensional non-extremal Reissner-Nordström black hole.
method Analyzing the line element and scalar field perturbations using polynomial conditions of Heun functions.
result Obtained analytical expressions for quasibound state frequencies and discussed system stability.

Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the estimation of extreme agricultural financial risk for corn and soybean production in the US: Value …

2011-03-30abs ↗pdf ↗

We establish an equivalence between conformally Einstein--Maxwell Kahler 4-manifolds (recently studied in many works) and extremal Kahler 4-manifolds (in the sense of Calabi) with nowhere vanishing scalar curvature. The corresponding pairs of Kahler metrics arise as transversal Kahler structures of Sasaki metrics compa…

2018-10-24abs ↗pdf ↗

The paper proves properties of strata of differentials, showing they are affine and extremal.

problem Properties of strata of differentials, particularly their geometry and tautological rings.
method Analyzing the tautological rings and using Teichmüller dynamics to prove properties.
result Strata of differentials are affine and their stratification is extremal.

The paper classifies electrovacuum spaces in higher dimensions, proving several key results.

problem Classifying regular static black hole solutions of the static Einstein-Maxwell equations.
method Analytical proofs and geometric analysis of electrovacuum spaces.
result An n-dimensional locally conformally flat extremal electrovacuum space must be in the Majumdar-Papapetrou class.

Study examines dependence of extreme electricity prices in Australian markets.

problem Understanding and managing risks of extreme price outcomes in Australian electricity markets.
method Examined extremal dependence using extremograms for 5-minute and 30-minute price data.
result Persistence and dependence of extreme prices are influenced by market structure and renewable energy share.

Let GG be a higher-rank semisimple Lie group over a nonarchimedean local field, for example G=PGL(n,QP)G={\rm PGL}(n,Q_P). To any lattice LL in GG there is an associated simplicial complex BLB_L, given by the quotient by LL of the Bruhat-Tits building associated to GG. In this paper prove that the simplicial structure $B_L…

2010-06-18abs ↗pdf ↗

The i-th eigenvalue of the Laplacian on a surface can be viewed as a functional on the space of Riemannian metrics of fixed area. Extremal points of these functionals correspond to surfaces admitting minimal isometric immersions into spheres. Recently, critical metrics for the first eigenvalue were classified on tori a…

2005-11-17abs ↗pdf ↗

We find an upper bound for the entropy of a systolically extremal surface, in terms of its systole. We combine the upper bound with A. Katok's lower bound in terms of the volume, to obtain a simpler alternative proof of M. Gromov's asymptotic estimate for the optimal systolic ratio of surfaces of large genus. Furthermo…

2004-10-13abs ↗pdf ↗

Motivated by a recent work of Ache and Chang concerning the sharp Sobolev trace inequality and Lebedev-Milin inequalities of order four on the Euclidean unit ball, we derive such inequalities on the Euclidean unit ball for higher order derivatives. By using, among other things, the scattering theory on hyperbolic space…

2019-01-13abs ↗pdf ↗

We introduce a novel incremental decision tree learning algorithm, Hoeffding Anytime Tree, that is statistically more efficient than the current state-of-the-art, Hoeffding Tree. We demonstrate that an implementation of Hoeffding Anytime Tree---"Extremely Fast Decision Tree", a minor modification to the MOA implementat…

2018-02-24abs ↗pdf ↗

We show that degenerate horizons exhibit a new trapping effect. Specifically, we obtain a non-degenerate Morawetz estimate for the wave equation in the domain of outer communications of extremal Reissner-Nordstrom up to and including the future event horizon. We show that such an estimate requires 1) a higher degree of…

2015-12-30abs ↗pdf ↗

We study reparametrization invariant Sobolev metrics on spaces of regular curves. We discuss their completeness properties and the resulting usability for applications in shape analysis. In particular, we will argue, that the development of efficient numerical methods for higher order Sobolev type metrics is an extreme…

2015-02-11abs ↗pdf ↗

New model estimates higher-order interactions in stochastic processes using lower-dimensional projections.

problem Estimating higher-order interaction effects in stochastic processes with limited data.
method Additive Poisson Process (APP) combines information geometry and generalized additive models to model intensity functions in lower dimensions.
result The model can estimate higher-order intensity functions with sparse data.

Paper develops deep learning for metocean variable extremes.

problem Estimating multivariate joint extremes of metocean variables.
method SPAR model with GP distribution for radial tail, kernel density for angular variable, deep neural networks for GP parameters.
result The method provides good description of metocean variables joint extremes.

We assess cluster stability by trimming extreme points and tracking data range reduction.

problem Assessing stability of one-dimensional clusters.
method Probabilistic method using diameter-shrinkage ratio to track data range reduction.
result Our method achieves higher accuracy than classical tests in small or noisy samples.

This study analyzes dynamic connectedness in global supply chain infrastructure portfolios, identifying key risk factors and extreme events.

problem Understanding dynamic connectedness in global supply chain infrastructure portfolios under various risk factors and extreme events.
method Time-varying parameter vector autoregression (TVP-VAR) model to study spillover and interconnectedness of risk factors.
result Risk shocks influence dynamic connectedness between portfolios and risk factors, and extreme events affect investment outcomes.

Can we effectively learn a nonlinear representation in time comparable to linear learning? We describe a new algorithm that explicitly and adaptively expands higher-order interaction features over base linear representations. The algorithm is designed for extreme computational efficiency, and an extensive experimental …

2014-10-02abs ↗pdf ↗

Deep neural networks (DNNs) although achieving human-level performance in many domains, have very large model size that hinders their broader applications on edge computing devices. Extensive research work have been conducted on DNN model compression or pruning. However, most of the previous work took heuristic approac…

2018-10-17abs ↗pdf ↗

We present another proof of the sharp inequality for Paneitz operator on the standard three sphere, in the spirit of subcritical approximation for the classical Yamabe problem. To solve the perturbed problem, we use a symmetrization process which only works for extremal functions. This gives a new example of symmetriza…

2018-02-27abs ↗pdf ↗

Cannon, Floyd, and Parry have studied subdivisions of the 2-sphere extensively, especially those corresponding to 3-manifolds, in an attempt to prove Cannon's conjecture. There has been a recent interest in generalizing some of their tools, such as extremal length, to higher dimensions. We define finite subdivision rul…

2011-10-14abs ↗pdf ↗

Proposes a new framework to manage venture capital portfolio risk by focusing on deal-level correlations.

problem Managing venture capital portfolio risk, especially extreme outcomes.
method Gaussian-copula-based framework that learns deal-level dependence from observed joint success frequencies.
result Correlation amplifies extreme upside outcomes, shifting portfolio distribution toward heavier right tails.

The hidden tail of empirical distributions is analyzed using extreme value theory.

problem Understanding the bias between in-sample mean and true statistical mean for large nn.
method Extreme value theory applied to empirical distributions and their moments.
result The hidden moment of order 0 for power law distributions follows an exponential distribution with expectation 1/n1/n.

We study a recent general criterion for the injectivity of the conformal immersion of a Riemannian manifold into higher dimensional Euclidean space, and show how it gives rise to important conditions for Weierstrass-Ennerper lifts defined in the unit disk D\mathbb{D} endowed with a conformal metric. Among the corollar…

2015-08-03abs ↗pdf ↗

We study the existence and properties of metrics maximising the first Laplace eigenvalue among conformal metrics of unit volume on Riemannian surfaces. We describe a general approach to this problem and its higher eigenvalue versions via the direct method of calculus of variations. The principal results include the gen…

2011-03-12abs ↗pdf ↗

In this paper we offer a method and algorithm, which make possible fully autonomous (unsupervised) detection of new classes, and learning following a very parsimonious training priming (few labeled data samples only). Moreover, new unknown classes may appear at a later stage and the proposed xClass method and algorithm…

2019-11-01abs ↗pdf ↗