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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.

168,657 papers · 148 categories

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65130195260 · Jun 202019922001200920172026
48 results for horizon types

We investigate which three dimensional near-horizon metrics gNHg_{NH} admit a compatible 1-form XX such that (X,[gNH])(X, [g_{NH}]) defines an Einstein-Weyl structure. We find explicit examples and see that some of the solutions give rise to Einstein-Weyl structures of dispersionless KP type and dispersionless Hirota (aka hyp…

2017-04-21abs ↗pdf ↗

We prove that any compact Cauchy horizon with constant non-zero surface gravity in a smooth vacuum spacetime is a smooth Killing horizon. The novelty here is that the Killing vector field is shown to exist on both sides of the horizon. This generalises classical results by Moncrief and Isenberg, by dropping the assumpt…

2019-03-21abs ↗pdf ↗

Study null hypersurfaces with privileged vector fields, extending surface gravity and defining new horizon types.

problem Characterize null hypersurfaces with privileged vector fields and extend surface gravity.
method Derive identities relating deformation tensor to intrinsic and extrinsic geometry, introduce generalized surface gravity, analyze Lie derivatives, and define new horizon types.
result Introduce three new horizon types that generalize existing concepts to arbitrary topologies and fixed points.

Study proves inequality linking black hole properties and angular momentum.

problem Establishing a Penrose-type inequality for black holes with 3-sphere horizons.
method Analyzing biaxially symmetric, maximal, asymptotically flat initial data sets for the Einstein equations.
result Equality holds only for stationary Myers-Perry black holes.

Classifies conformal transformations in spacetimes without observer horizons.

problem Understanding conformal transformations in spacetimes without observer horizons.
method Proves classification of conformal transformations into two types: escaping and non-escaping.
result Conformal transformations of Einstein's static universe are classified.

A new model for heterogeneous populations optimizes consumption and investment over short horizons.

problem Optimizing consumption and investment in economies with a heterogeneous population over short time periods.
method Continuous-time general equilibrium framework with Brownian flow on a type space, solving vanishing-horizon problems under relative-income criteria.
result Existence and characterization of short-horizon Duesenberry equilibrium, with sharp asset-pricing implications.

Researchers extend microlocal analysis across event horizons of rotating black holes.

problem Incomplete microlocal theory of fields across black hole event horizons.
method Extended microlocal theory for extremal rotating black holes, showing null covectors form an involutive double characteristic manifold.
result Mathematical basis for asymptotic oscillatory solutions near event horizons.

Paper proves existence of anisotropic dynamical horizons in gravitational collapse.

problem Existence of apparent horizons in gravitational collapse.
method Scale-critical hyperbolic method and non-perturbative elliptic techniques.
result Smooth and spacelike apparent horizons emerge from general initial data in gravitational collapse.

We use the inverse mean curvature flow to prove a sharp Alexandrov-Fenchel-type inequality for a class of hypersurfaces in certain locally hyperbolic manifolds. As an application we derive an optimal Penrose inequality for asymptotically locally hyperbolic graphs in any dimension n3n\geq 3. When the horizon has the top…

2013-04-30abs ↗pdf ↗

New findings on static near horizon geometries and quasi-Einstein manifolds, including rigidity results for negative cosmological constant.

problem Rigidity of quasi-Einstein manifolds under different cosmological constant conditions.
method Analysis of quasi-Einstein equations on closed manifolds, focusing on static vacuum solutions and their properties.
result For negative cosmological constant, rigidity holds under specific conditions on the 1-form \(X\), including incompressibility, constant norm, and nontrivial cohomology.

No time-periodic Majorana fermions found in Kerr-Newman spacetimes with nontrivial charge.

problem Existence of Majorana fermions in Kerr-Newman spacetimes with nontrivial charge.
method Analysis of Dirac equation in Kerr-Newman spacetimes, leading to algebraic identities.
result No differentiable time-periodic Majorana fermions in Kerr-Newman spacetimes with nontrivial charge.

Using high frequency data, we have studied empirically the change of volatility, also called volatility derivative, for various time horizons. In particular, the correlation between the volatility derivative and the volatility realized in the next time period is a measure of the response function of the market particip…

2001-05-08abs ↗pdf ↗

We analyze the horizon and geodesic structure of a class of 4D off--diagonal metrics with deformed spherical symmetries, which are exact solutions of the vacuum Einstein equations with anholonomic variables. The maximal analytic extension of the ellipsoid type metrics are constructed and the Penrose diagrams are analyz…

2002-06-05abs ↗pdf ↗

Study on naked singularities without symmetry, forming incomplete future null infinity and singular inner Cauchy horizon.

problem Formation of naked singularities in Einstein-scalar field system without symmetry assumptions.
method Employing four-type differences and scale-invariant weighted norms to control geometry.
result Global naked singularity structure with incomplete future null infinity and singular inner Cauchy horizon.

This paper introduces new risk measures for evaluating losses with varying time horizons.

problem Capturing horizon risk and cash non-additivity in risk evaluation.
method Uses BSDEs and shortfall approaches to develop h-generalized shortfall risk measures.
result Introduces hq-entropic risk measures as a new family of fully-dynamic risk measures.

Study optimal portfolio management with periodic evaluations in stochastic models, considering convex constraints.

problem Optimal portfolio management under ratio-type periodic evaluations in stochastic factor models with convex trading constraints.
method Transformed infinite horizon optimal control problem into an auxiliary terminal wealth optimization problem. Introduced an auxiliary unconstrained optimization problem in a modified market model. Used martingale duality approach to establish dual minimizer and optimal unconstrained wealth process.
result Derived and verified the optimal constrained portfolio process for the original problem over an infinite horizon.

Temporal aggregation reveals latent default correlation from monthly data.

problem Understanding effective default correlation from monthly default data.
method Temporal coarse-graining of latent default-probability paths.
result Temporal coarse-graining improves identifiability and reduces over-allocation of long-horizon fluctuations.

The paper extends Hawking--Page solutions to various spacetimes with singularities.

problem Understanding the extensions of Hawking--Page solutions with different types of singularities.
method Kaluza--Klein reduction and Christodoulou's methods.
result Extensions of Lorentzian Hawking--Page solutions with null, spacelike singularities, and Cauchy horizons of Taub--NUT type are proven.

Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.

problem Understanding effective default correlation in corporate defaults.
method Temporal coarse-graining of latent default-probability paths, applied to corporate default-count data.
result Temporal coarse-graining provides a scale-consistent baseline that improves identifiability and reduces over-allocation of long-horizon fluctuations.

UCRL2-VTR achieves nearly optimal regret for learning MDPs with linear function approximation.

problem Learning infinite-horizon average-reward MDPs with linear function approximation.
method UCRL2-VTR algorithm with Bernstein-type bonus.
result Achieves a regret of ildeO(dDT) ilde{O}(d\sqrt{DT}) with matching lower bound.

We discuss a class of (local and non-local) theories of gravity that share same properties: i) they admit the Einstein spacetime with arbitrary cosmological constant as a solution; ii) the on-shell action of such a theory vanishes and iii) any (cosmological or black hole) horizon in the Einstein spacetime with a positi…

2012-03-13abs ↗pdf ↗

Study uses G-BSDEs to decompose pricing kernels under robust G-expectation.

problem Long-term decomposition of robust pricing kernels under G-expectation.
method Proposes and analyzes three types of quadratic G-BSDEs to decompose pricing kernels.
result Pricing kernels decomposed into four components: discounting, transitory, symmetric martingale, and volatility uncertainty.

Short-term incentives lead to riskier trading strategies.

problem Optimal execution with performance barriers.
method Analyzes the impact of short-term performance incentives on trading behavior.
result Short-term incentives result in more aggressive but less risky trading strategies in the short term, but poorer performance over long periods.

We solve Einstein vacuum equations in a spacetime region up to the "center" of gravitational collapse. Within this region, we construct a sequence of marginally outer trapped surfaces (MOTS) with areas going to zero. These MOTS form a marginally outer trapped tube (apparent horizon). It emerges from a point and is smoo…

2017-03-01abs ↗pdf ↗

This paper optimizes portfolio management in incomplete markets with stochastic factors, considering periodic wealth evaluations.

problem Optimizing portfolio performance in an incomplete market model with stochastic factors and periodic wealth evaluations.
method Developed a martingale duality approach to find optimal portfolio processes and dual minimizers.
result Established the existence of optimal portfolio processes and identified dual minimizers as the 'least favorable' market completion.

Develops a formalism for studying general horizons and derives a near-horizon equation.

problem Analyzes the geometry of general horizons in spacetime.
method Introduces a formalism based on encoding the zeroth and first transverse derivatives of the deformation tensor on null hypersurfaces.
result Derives a generalized near-horizon equation that holds on any horizon.

We demonstrate the existence of spherically-symmetric truly naked black holes (TNBH) for which the Kretschmann scalar is finite on the horizon but some curvature components including those responsible for tidal forces as well as the energy density ρˉ\barρ measured by a free-falling observer are infinite. We choose a ra…

2007-06-19abs ↗pdf ↗

New insights into black hole horizons from asymptotic expansions.

problem Understanding the geometry of black hole horizons.
method Proving the asymptotic expansion of spacetime metrics at non-degenerate Killing horizons.
result The full asymptotic expansion of smooth vacuum metrics at non-degenerate Killing horizons is determined by the horizon geometry.

The study reveals distinct patterns in retail investors' holding periods affecting stock returns.

problem Understanding the impact of retail investors' investment horizons on stock returns.
method Using self-reported holding periods from StockTwits, the study categorizes retail investors into long-horizon and short-horizon groups and analyzes their return patterns.
result Long-horizon retail investors exhibit underreaction to earnings announcements, while short-horizon investors show overreaction.

Paper studies apparent horizon dynamics and introduces a null comparison principle.

problem Global dynamics of apparent horizon and local achronality.
method Constructing apparent horizon by solving MOTS along null hypersurfaces, using Klainerman-Szeftel estimates and null comparison principle.
result Smooth, asymptotically null, and converging apparent horizon proven.