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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.

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48 results for index gap

The systole function has a universal index gap on moduli spaces.

problem Understanding the index gap of systole functions on moduli spaces.
method Analyzing Morse theory properties of systole functions on moduli spaces and their compactifications.
result There exists a universal constant C>0C>0 such that any critical point in Mg,n\mathcal M_{g,n} has Morse index at least Cloglog(g+n)C\log\log(g+n).

Noise Sensitivity Exponent controls statistical-computational gaps in learning.

problem Understanding when learning is statistically possible yet computationally hard in high-dimensional statistics.
method Investigating statistical-computational gaps in single- and multi-index models using Noise Sensitivity Exponent.
result Noise Sensitivity Exponent governs statistical-computational gaps in high-dimensional learning.

We introduce a notion of index for shrinkers of the mean curvature flow. We then prove a gap theorem for the index of rotationally symmetric immersed shrinkers in R^3, namely, that such shrinkers have index at least 3, unless they are one of the stable ones: the sphere, the cylinder, or the plane. We also provide a gen…

2016-03-21abs ↗pdf ↗

Study shows computational and statistical gaps in Gaussian Single-Index Models.

problem Statistical and computational trade-offs in high-dimensional regression problems.
method Analysis of SQ and LDP frameworks, partial-trace algorithm.
result Computational algorithms require significantly more samples than information-theoretic limits.

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.

The paper tackles attributing forecast gaps in complex model suites.

problem Attributing forecast gaps to individual component models in complex model suites.
method Formalized walk analysis, adapted LMDI and Shapley value approaches.
result Developed efficient formulas for gap attribution in practical portfolio-scale examples.

The study finds that firm membership in flagship indices and TCFD endorsement are strong predictors of a wider Disclosure-Performance Gap.

problem The Aggregate Confusion hypothesis and the measurement of greenwashing in environmental disclosures.
method The study uses a Disclosure-Performance Gap (DPG) model to measure the divergence between voluntary environmental disclosures and realised emissions performance for 200 large European firms. The model selection process involved multiple stages and robust standard errors.
result Firm membership in flagship indices and TCFD endorsement are strong predictors of a wider gap, while renewable energy use and environmental capital expenditure significantly narrow the gap.

We prove that twisting any quasi-alternating link LL with no gaps in its Jones polynomial VL(t)V_L(t) at the crossing where it is quasi-alternating produces a link LL^{*} with no gaps in its Jones polynomial VL(t)V_{L^*}(t). This leads us to conjecture that the Jones polynomial of any prime quasi-alternating link, other th…

2018-10-28abs ↗pdf ↗

Paper models demand and solvency for index insurance, combining traditional and measurable index-based coverage.

problem Reducing protection gaps for emerging risks.
method Develops a model for demand and solvency conditions, combining traditional and index-based insurance.
result Deduces a product that benefits from both traditional and index-based insurance approaches.

New method fuses optical and SAR data to fill LAI gaps during cloudy periods.

problem Cloudy periods mask key crop growth stages, leading to unreliable yield predictions.
method Multi-Output Gaussian Process (MOGP) regression for fusing Sentinel-1 RVI and Sentinel-2 LAI time series.
result MOGP provides improved LAI estimations even during cloudy periods, especially for long gaps.

The comparison theory for the Riccati equation satisfied by the shape operator of parallel hypersurfaces is generalized to semi-Riemannian manifolds of arbitrary index, using one-sided bounds on the Riemann tensor which in the Riemannian case correspond to one-sided bounds on the sectional curvatures. Starting from 2-d…

1997-07-25abs ↗pdf ↗

Improved SGD learning for single index models reduces sample complexity.

problem Learning a single index model with optimal sample complexity.
method Using smoothed loss in online SGD to reduce sample complexity.
result Online SGD with smoothed loss achieves optimal sample complexity of dk/2d^{k^\star/2}.

Develops a three-currency HJM framework for Brazilian credit markets, finding significant credit spread differences between indexed segments.

problem Identifies and quantifies differences in corporate credit spreads between two parallel segments of the Brazilian bond market.
method Uses a Heath-Jarrow-Morton framework to model corporate credit as a separate economy, linking it to nominal and real economies through synthetic rates.
result Empirically finds a 640 basis point average difference in credit spreads between CDI-indexed and IPCA-indexed segments, stable through market cycles.

Develops a new framework for temporal anchoring in deep embedding spaces.

problem Temporal anchoring in deep embedding spaces, especially drift and convergence issues.
method Operator-theoretic framework with drift maps and event-indexed blocks, proving convergence theorems and equivalence theorems.
result Proves convergence theorems and equivalence theorems for the proposed framework.

We consider the classical optimal dividends problem under the Cramér-Lundberg model with exponential claim sizes subject to a constraint on the time of ruin. We introduce the dual problem and show that the complementary slackness conditions are satisfied, thus there is no duality gap. Therefore the optimal value functi…

2014-10-14abs ↗pdf ↗

We investigate the Dolbeault operator on a pair of pants, i.e., an elementary cobordism between a circle and the disjoint union of two circles. This operator induces a canonical selfadjoint Dirac operator DtD_t on each regular level set CtC_t of a fixed Morse function defining this cobordism. We show that as we approac…

2009-08-24abs ↗pdf ↗

In this paper, we study complete oriented ff-minimal hypersurfaces properly immersed in a cylinder shrinking soliton (Sn×R,gˉ,f)(\mathbb{S}^n\times \mathbb{R}, \bar{g}, f). We prove that such hypersurface with LfL_f-index one must be either Sn×{0}\mathbb{S}^n\times\{0\} or Sn1×R\mathbb{S}^{n-1}\times\mathbb{R}, where $\mathbb{S}^{n-1…

2013-07-18abs ↗pdf ↗

Study improves retail demand forecasting by integrating macroeconomic data.

problem Lack of accurate demand forecasting due to incomplete data.
method Enriched time series data with macroeconomic variables; compared regression and machine learning models.
result Improved accuracy in predicting retail demand through comprehensive data integration.

The paper evaluates index-based allocation policies using data from randomized control trials.

problem Evaluating index-based allocation policies in resource-scarce scenarios.
method Using data from randomized control trials, the paper introduces an efficient estimator and methods for computing asymptotically correct confidence intervals.
result Valid statistical conclusions can be drawn for index-based allocation policies.

In a recent work (Chattopadhyay, A. K. et al, Europhys. Lett. {\bf 91}, 58003, 2010) based on food consumption statistics, we showed how a stochastic agent based model could represent the time variation of the income distribution statistics in a developing economy, thereby defining an alternative \enquote{poverty index…

2016-08-18abs ↗pdf ↗

Paper discusses natural quasiconvexity and its relation to decomposable sums in risk measures.

problem Understanding natural quasiconvexity and its implications in risk measures.
method Relates natural quasiconvexity to decomposable sums, proposes a general treatment of convexity index, and proves equivalence for certain spaces.
result Natural quasiconvexity and convexity are equivalent for conditional risk measures on LpL^p spaces under mild conditions.

Study models weather index insurance pricing by insurers and farmers, finding flexible pricing kernels boost profits.

problem Monopoly pricing of weather index insurance with risk and flexibility considerations.
method Bowley-type sequential game with insurer and farmer, using neural networks for farmer's payoff.
result Flexible pricing kernels increase insurer profits closer to indemnity insurance levels.

The study analyzes how neural reward models learn features for policy optimization in a Gaussian single-index model.

problem Reward modeling in policy optimization and its impact on downstream value.
method Two-stage neural reward model: first learns hidden direction, then fits readout layer.
result For any feature-learning temperature above a dimension-free threshold, a constant fraction of neurons recover the hidden direction.

Random forests are a type of ensemble method which makes predictions by combining the results of several independent trees. However, the theory of random forests has long been outpaced by their application. In this paper, we propose a novel random forests algorithm based on cooperative game theory. Banzhaf power index …

2015-07-22abs ↗pdf ↗

Study large deviation in stationarized fully lifted blirp interpolation.

problem Understanding atypical solutions in random optimization problems.
method Large deviation theory applied to fully lifted blirp interpolation.
result Elegant relations uncovered for fundamental interpolating parameters.

We propose combinatorial cascading bandits, a class of partial monitoring problems where at each step a learning agent chooses a tuple of ground items subject to constraints and receives a reward if and only if the weights of all chosen items are one. The weights of the items are binary, stochastic, and drawn independe…

2015-07-15abs ↗pdf ↗

Graphs can model interactions between vertices, but how well depends on graph structure.

problem Lack of formal characterization of GNNs' ability to model interactions between vertices.
method Formalized interaction strength using separation rank and quantified it for different partitions of vertices.
result GNNs' ability to model interactions is primarily determined by the partition's walk index.

For a closed n-braid L with a full positive twist and with k negative crossings, 0\leq k \leq n, we determine the first n-k+1 terms of the Jones polynomial V_L(t). We show that V_L(t) satisfies a braid index constraint, which is a gap of length at least n-k between the first two nonzero coefficients of (1-t^2)V_L(t). F…

2010-04-15abs ↗pdf ↗

Study rational homology of moduli space via Morse functions, proving stability phenomena.

problem Homology of Deligne--Mumford compactification of moduli space of stable curves.
method Using a family of Morse functions, specifically the sys_T functions, and exploiting geometric and Morse properties.
result Homology of Deligne--Mumford compactification is supported entirely on the boundary in low degrees, and rational homology is finite generated and stable across all genera and marked points.

Study shows polynomial-width neural networks can closely approximate infinite-width networks in polynomial time.

problem Approximating dynamics of polynomial-width neural networks with infinite-width networks.
method Bounding approximation gap through a differential equation governed by mean-field dynamics, considering local Hessian.
result Polynomially many neurons are sufficient to closely approximate mean-field dynamics.