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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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127253380506 · Jun 202019922001200920172026
48 results for index estimate

Study on minimal surfaces with free boundary in a half-space, improving index estimates.

problem Non-existence of index two embedded minimal surfaces with free boundary in a half-space.
method Improved estimates of Neumann and Dirichlet indices, simplified proof of lower bounds.
result Answered Ambrozio et al.'s question and provided new lower bounds.

We prove a conformally invariant estimate for the index of Schrödinger operators acting on vector bundles over four-manifolds, related to the classical Cwikel-Lieb-Rozenblum estimate. Applied to Yang-Mills connections we obtain a bound for the index in terms of its energy which is conformally invariant, and captures th…

2019-01-14abs ↗pdf ↗

We study the estimation of the parametric components of single and multiple index volatility models. Using the first- and second-order Stein's identities, we develop methods that are applicable for the estimation of the variance index in the high-dimensional setting requiring finite moment condition, which allows for h…

2018-11-27abs ↗pdf ↗

For an immersed minimal surface in R3\mathbb{R}^3, we show that there exists a lower bound on its Morse index that depends on the genus and number of ends, counting multiplicity. This improves, in several ways, an estimate we previously obtained bounding the genus and number of ends by the index. Our new estimate resol…

2018-08-20abs ↗pdf ↗

In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection between similar neighbor sub-clusters. Consequently, connections can reveal existence of natural homogeneous. Through esti…

2017-10-19abs ↗pdf ↗

Abstract reviews algorithms for multi-index models, focusing on polynomial-time methods and their limitations.

problem Estimating the index space in multi-index models efficiently and accurately.
method Polynomial-time algorithms in Gaussian space, nonparametric gradient estimation, and neural network fitting.
result A gap exists between computationally efficient methods and information-theoretical minimum.

Single index model is a powerful yet simple model, widely used in statistics, machine learning, and other scientific fields. It models the regression function as g(<a,x>)g(<a,x>), where a is an unknown index vector and x are the features. This paper deals with a nonlinear generalization of this framework to allow for a regre…

2019-02-24abs ↗pdf ↗

Kernelized bandit algorithm tackles adaptive contextual bandits with single-index models.

problem Adaptive contextual bandits with single-index models and unknown link functions.
method Kernelized ε-greedy algorithm combining Stein-based index estimation and kernel ridge regression for reward functions.
result Unified framework for simultaneous learning and inference in single-index contextual bandits.

The paper establishes distance estimates for manifolds with lower scalar curvature bounds.

problem Distance estimates on manifolds with lower scalar curvature bounds.
method Introduced a definition of relative index via a deformed Dirac operator trick and proved index coincidence with Callias operators.
result Proved short neck inequality and quantitative shielding result with positive scalar curvature.

New method approximates M-estimator and predictions without solving fixed-point equations.

problem Characterize behavior of M-estimator and predictions in single index models.
method Develops data-driven observable adjustments to proximal operators.
result Empirical distributions of M-estimator and predictions are approximated without solving fixed-point equations.

We study bounded pseudoconvex domains in complex Euclidean space. We define an index associated to the boundary and show this new index is equivalent to the Diederich-Fornæss index defined in 1977. This connects the Diederich-Fornæss index to boundary conditions and refines the Levi pseudoconvexity. We also prove the $…

2017-01-01abs ↗pdf ↗

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

problem Estimating the Morse index of anisotropic minimal surfaces.
method Local analysis of Gauss map, conformal geometric techniques applied to the Gauss map.
result Upper and lower estimates for the Morse index of anisotropic minimal surfaces.

New method estimates tempered stable Lévy models with high accuracy.

problem Estimating volatility and jump intensity of tempered stable Lévy processes.
method Iterative method combining Truncated Realized Quadratic Variations and small-time approximations.
result Method outperforms existing alternatives in various scenarios.

Study efficient estimation of hidden subspaces in Gaussian Multi-index models.

problem Estimating hidden subspaces in Gaussian Multi-index models with low-dimensional projections.
method Introduced the generative leap exponent and developed an agnostic sequential estimation procedure using spectral U-statistics.
result Achieved optimal sample complexity of $n=Θ(d^{1 \vee \k/2})$ for efficient estimation.

Proposes a method for valid inference in GPLSIMs with longitudinal data.

problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.

We generalize Roe's index theorem for graded generalized Dirac operators on amenable manifolds to multigraded elliptic uniform pseudodifferential operators. The generalization will follow from a local index theorem that is valid on any manifold of bounded geometry. This local formula incorporates the uniform estimates …

2018-06-06abs ↗pdf ↗

We obtain a quantitative estimate on the generalised index of translators for the mean curvature flow with bounded norm of the second fundamental form. The estimate involves the dimension of the space of weighted square integrable f-harmonic 1-forms. By the adaptation to the weighted setting of Li-Tam theory developed …

2018-04-20abs ↗pdf ↗

The 2nd2^{nd} variation formula of the Seiberg-Witten functional is obtained in order to estimate the Morse index of redutible solutions (A,0)(A,0). It is shown that their Morse index is given by the dimension of the largest negative eigenspace of the operator A+kg4\triangle_{A} +\frac{k_{g}}{4}, hence it is finite.

2007-01-31abs ↗pdf ↗

We show that the Morse index of a properly embedded free boundary minimal hypersurface in a strictly mean convex domain of the Euclidean space grows linearly with the dimension of its first relative homology group (which is at least as big as the number of its boundary components, minus one). In ambient dimension three…

2016-05-31abs ↗pdf ↗

DIF extends NF with stochastic discrete latent variables for better density estimation.

problem Improving density estimation with discontinuities and fine details.
method Discretely indexed flows as an extension of Normalizing Flows with stochastic latent variables.
result DIF inherit good computational behavior of NF and can capture distributions with discontinuities.

The probability of default (PD) estimation is an important process for financial institutions. The difficulty of the estimation depends on the correlations between borrowers. In this paper, we introduce a hierarchical Bayesian estimation method using the beta binomial distribution and consider a multi-year case with a …

2019-02-11abs ↗pdf ↗

Paper proposes a framework for precise daily default risk prediction of Chinese credit bonds.

problem Inadequate and inaccurate bond information disclosure creates risk of default for investors.
method Framework includes summarizing factors impacting defaults, constructing a risk index system, and using ConvLSTM neural network for prediction.
result The model provides more responsive and accurate daily default risk predictions than authoritative ratings.

Study spectral estimators for multi-index models to recover low-dimensional signal subspaces.

problem Recovering low-dimensional signal subspaces in multi-index models.
method Spectral estimators for multi-index models.
result Precise asymptotic characterization of spectral methods' performance, revealing a phase transition for weak recovery.

Notwithstanding almost forty years of efforts, the market for paintings still lacks a widely accepted price index. In this paper, we introduce a simple and intuitive metric to construct such index. Our metric is based on the price of a painting divided by its area. This formulation rests on a solid mathematical foundat…

2014-04-21abs ↗pdf ↗

The study examines the index of MOTS in Kerr-Newman-de Sitter spacetime and its relation to mass and charge.

problem Investigating the index of MOTS in Kerr-Newman-de Sitter spacetime.
method Analyzing the spatial cross section of the cosmological horizon in the Kerr-Newman-de Sitter spacetime, proving index bounds and establishing area-charge estimates.
result Established bounds on the index of MOTS and a connection between MOTS with index one and General Relativity.