Research
On-device research index

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

Trend · papers per month

18355370 · May 202619922001200920172026
48 results for horizons

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.

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.

Study examines Wang-Yau quasi-local energy in strong fields near apparent horizons.

problem Examining the behavior of Wang-Yau quasi-local energy near apparent horizons in strong fields.
method Analyzing the limit of the Wang-Yau quasi-local energy as a spacelike surface approaches an apparent horizon, considering bounded coordinate functions and spacelike mean curvature.
result The limit of the Wang-Yau quasi-local energy falls into two cases: it blows up or remains finite, depending on whether the horizon can be isometrically embedded into R3R^3.

This paper studies the utility maximization problem with changing time horizons in the incomplete Brownian setting. We first show that the primal value function and the optimal terminal wealth are continuous with respect to the time horizon TT. Secondly, we exemplify that the expected utility stemming from applying th…

2010-06-25abs ↗pdf ↗

Extreme black holes with $\SU(2)$ symmetry have a specific near horizon geometry.

problem Understanding the near horizon geometry of extreme black holes with $\SU(2)$ symmetry.
method Analyzing the near horizon geometry of 5D extreme black holes with $\SU(2)$ symmetry.
result The near horizon geometry of these black holes must be that of a Berger sphere.

This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable, but not necessarily tradable, state processes. Contrary to prior studies, we do…

2019-03-21abs ↗pdf ↗

ElasTST improves time-series forecasting across varying horizons.

problem Robust forecasting across different time horizons in varied industrial sectors.
method Elastic Time-Series Transformer (ElasTST) with non-autoregressive design, rotary position embedding, and multi-scale patching.
result ElasTST provides robust forecasts across varying horizons without retraining.

Long horizon reinforcement learning is as hard as short horizon learning.

problem Understanding the difficulty of long horizon reinforcement learning problems.
method Introduced new concepts: ε-net for optimal policies and Online Trajectory Synthesis algorithm.
result Proved that sample complexity scales logarithmically with the planning horizon, refuting the conjecture.

We first show that the intrinsic, geometrical structure of a dynamical horizon is unique. A number of physically interesting constraints are then established on the location of trapped and marginally trapped surfaces in the vicinity of any dynamical horizon. These restrictions are used to prove several uniqueness theor…

2005-03-26abs ↗pdf ↗

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.

The paper examines differentiability of horizons along their generators in Lorentz manifolds.

problem Analyzing the differentiability of horizons along their generators in Lorentz manifolds.
method Using a result that every mathematical horizon locally coincides with a Cauchy horizon, the paper proves conditions for differentiability of horizons.
result Horizons are either continuously differentiable or have differentiability jumping points.

WSqD extends learning rate schedules for large model training without fixed horizons.

problem Fixed learning rate schedules limit training horizon extension.
method WSqD replaces constant stable phase with a shifted inverse-square-root base, retaining linear cooldown.
result WSqD achieves minimax-optimal convergence rate and horizon-independence.

Optimizes investment under uncertain time horizons with non-concave utility.

problem Optimizing investment decisions with non-concave utility and uncertain time horizons.
method Established necessary and sufficient conditions for optimality, suggested recursive procedure for non-concave utility.
result Optimal investment strategies under uncertain time horizons exhibit multimodal distribution, indicating flexibility in switching between local maximizers.

Heterotic horizons preserving 4 supersymmetries have sections which are T^2 fibrations over 6-dimensional conformally balanced Hermitian manifolds. We give new examples of horizons with sections S^3 X S^3 X T^2 and SU(3). We then examine the heterotic horizons which are T^4 fibrations over a Kahler 4-dimensional manifo…

2010-03-15abs ↗pdf ↗

This paper challenges the conventional wisdom of trend-following by showing that the medium-term horizon adds little value once short- and long-term components are included.

problem The conventional wisdom that more horizons improve diversification and performance is challenged.
method A Bayesian optimization framework reallocates exposure dynamically across horizons, optimizing horizon-level weights at the asset level and applying sparsity and turnover control for dynamic allocation across assets.
result The medium-term horizon contributes little incremental performance or diversification once short- and long-term components are included.

We present a new infinite class of near-horizon geometries of degenerate horizons, satisfying Einstein's equations for all odd dimensions greater than five. The symmetry and topology of these solutions is compatible with those of black holes. The simplest examples give horizons of spatial topology S^3xS^2 or the non-tr…

2012-10-04abs ↗pdf ↗

Careful tuning of the learning rate, or even schedules thereof, can be crucial to effective neural net training. There has been much recent interest in gradient-based meta-optimization, where one tunes hyperparameters, or even learns an optimizer, in order to minimize the expected loss when the training procedure is un…

2018-03-06abs ↗pdf ↗

New approach confirms Kruskal-Szekeres extension for Schwarzschild spacetime.

problem Confirming the Kruskal-Szekeres extension for Schwarzschild spacetime.
method Reformulating the problem as an ODE and showing the ODE admits a solution if and only if the horizon is non-degenerate.
result Photon surfaces approaching the Killing horizon must necessarily cross it.

The study applies Riemannian flow theory to Lorentzian manifolds to understand horizons.

problem Understanding the geometry of horizons in Lorentzian manifolds.
method Importing results from Riemannian flows to Lorentzian horizons, clarifying the relation between isometric/geodesible flows and non-degeneracy conditions.
result Theorems on the dynamical structure of compact horizons without relying on degeneracy assumptions.

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast a target value for the next few time steps in the future. However, in many appli…

2018-04-18abs ↗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.

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 ↗

Study transverse metric expansion on null hypersurfaces, proving uniqueness for Killing horizons.

problem Analyzing transverse expansion of metric on null hypersurfaces.
method Covariant approach, general geometric identities, generalized symmetry generators.
result Transverse expansion of spacetime metric uniquely determined at non-degenerate Killing horizons.

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 ↗

The paper finds the shortest time to exploit arbitrage in multi-stock markets.

problem Finding the shortest time to exploit arbitrage in multi-stock markets.
method Characterizes the minimal time horizon for relative arbitrage in markets with 2 to 3 stocks and uses geometric flows for markets with 4 or more stocks.
result Explicit computation of minimal time horizon for 2 and 3 stocks markets, and characterization via geometric flows for markets with 4 or more stocks.

Classifies and analyzes the stability of black hole event horizon birth points using contact geometry.

problem Classifying and understanding the structural possibilities of black hole crease sets.
method Contact geometry approach, focusing on BigFronts and their Legendrian projections.
result Refined stability discussion of the event horizon birth component and identification of additional components.

UCRL-WVTR tackles long-term reinforcement learning with general approximations, achieving horizon-free and instance-dependent regret bounds.

problem Long-term reinforcement learning with general function approximations.
method UCRL-WVTR proposes a novel algorithm, UCRL-WVTR, with weighted value-targeted regression and a high-order moment estimator.
result Achieves horizon-free and instance-dependent regret bounds matching minimax lower bounds up to logarithmic factors.

New algorithm learns optimal policies with just 1 episode, settling horizon-dependence in RL.

problem Understanding the sample complexity of reinforcement learning with horizon length.
method Developed an algorithm using only O(1)O(1) episodes to achieve PAC guarantee, leveraging connections between value functions in discounted and finite-horizon MDPs and novel perturbation analysis.
result Achieved the same PAC guarantee with only O(1)O(1) episodes of environment interactions, completely settling horizon-dependence in RL.