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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.

168,695 papers · 148 categories

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4692137183 · Jun 202019922001200920172026
48 results for integral criterion

Integrability criterion for projective limits of Banach distributions on Fréchet manifolds.

problem Integrability of projective limits of involutive bundles on Banach manifolds.
method An integrability criterion for a projective limit of Banach distributions.
result Result of integrability of projective limit of involutive bundles on a projective sequence of Banach manifolds.

The study provides a criterion for fractional-linear integrals of geodesics on surfaces.

problem Existence and classification of fractional-linear integrals for geodesic flows on Riemannian surfaces.
method Criterion and analysis of moduli space of local integrals.
result The moduli space of such local integrals is either the 2D projective plane or finite points.

To give a criterion for the integrability of Banach-Lie triple systems, we follow the construction of the period group of a Lie algebra and define the period group of a Lie triple system as an analogous concept. We show that a Lie triple system is integrable if and only if its period group is discrete. Along the way, w…

2010-10-22abs ↗pdf ↗

We determine Kelly criterion for a game with variable pay-off. The Kelly fraction satisfies a fundamental integral equation and is smaller than the classical Kelly fraction for the same game with the constant average pay-off.

2014-11-13abs ↗pdf ↗

We establish a criterion for when an abelian extension of infinite-dimensional Lie algebras integrates to a corresponding Lie group extension G^\hat{G} of GG by AA, where GG is a connected, simply connected Lie group and AA is a quotient of its Lie algebra by some discrete subgroup. When GG is non-simply connected…

2006-11-14abs ↗pdf ↗

The paper proves wave operator existence and completeness for Hodge Laplacians.

problem Proving the existence and completeness of wave operators for Hodge Laplacians.
method Integral criterion, probabilistic Bismut-type formulae, heat semigroup, local curvature bounds.
result Absolutely continuous spectra of Hodge Laplacians coincide under quasi-isometry.

In this paper we prove that every H-type Lie algebra possesses a basis with respect to which the structure constants are integers. Existence of such an integral basis implies via the Mal'cev criterion that all simply connected H-type Lie groups contain cocompact lattices. Since the Campbell-Hausdorff formula is very si…

2001-01-28abs ↗pdf ↗

We prove a completely new integral criterion for the existence and completeness of the wave operators W±(Δh,Δg,Ig,h)W_{\pm}(-Δ_h,-Δ_g, I_{g,h}) corresponding to the (unique self-adjoint realizations of) the Laplace-Beltrami operators Δj-Δ_j, j=1,2j=1,2, that are induced by two quasi-isometric complete Riemannian metrics gg and hh o…

2017-09-05abs ↗pdf ↗

This paper is devoted to the framework of direct limit of anchored Banach bundles over a convenient manifold which is a direct limit of Banach manifold. In particular we give a criterion of integrability for distributions on such convenient manifolds which are locally direct limits of particular sequences of Banach anc…

2014-08-16abs ↗pdf ↗

We consider a problem of data integration. Consider determining which genes affect a disease. The genes, which we call predictor objects, can be measured in different experiments on the same individual. We address the question of finding which genes are predictors of disease by any of the experiments. Our formulation i…

2016-10-03abs ↗pdf ↗

In this paper we investigate compatible overdetermined systems of PDEs on the plane with one common characteristic. Lie's theorem states that its integration is equivalent to a system of ODEs, and we relate this to the geometry of rank 2 distributions. We find a criterion for integration in quadratures and in closed fo…

2011-08-30abs ↗pdf ↗

Paper proposes a new anomaly detection method using Random Forest with Mallows-like criterion.

problem Inherent uncertainty in model selection for anomaly detection.
method Integrates Mallows-like criterion into Random Forest algorithm for anomaly detection.
result Proposed method outperforms traditional methods in accuracy and robustness.

Geodesic flows on surfaces have specific fractional-linear integrals related to constant cross-ratios.

problem Characterizing geodesic flows on surfaces with fractional-linear integrals.
method Proving the dimension of fractional-linear integrals and giving a geometric criterion.
result The dimension of fractional-linear integrals is either 3 or 5, corresponding to constant curvature.

We establish an efficient compatibility criterion for a system of generalized complete intersection type in terms of certain multi-brackets of differential operators. These multi-brackets generalize the higher Jacobi-Mayer brackets, important in the study of evolutionary equations and the integrability problem. We also…

2006-10-30abs ↗pdf ↗

New approach to optimal dividend control with mean-variance criterion.

problem Balancing expected dividends and variability in a singular control framework.
method Game-theoretic approach to find time-consistent equilibrium strategies.
result Verification theorem for MV singular dividend control problem.

New integral defined for Hölder continuous functions, characterizing distributional volume forms.

problem Defining and characterizing a new integral for Hölder continuous functions.
method Constructing a distribution from Hölder continuous functions and using integral properties.
result Characterizes the Hölder regularity of the constructed distribution.

We consider the problem of maximizing a real-valued continuous function ff using a Bayesian approach. Since the early work of Jonas Mockus and Antanas Žilinskas in the 70's, the problem of optimization is usually formulated by considering the loss function maxfMn\max f - M_n (where MnM_n denotes the best function value ob…

2014-08-20abs ↗pdf ↗

Paper uses referenced thermodynamic integration for Bayesian model selection in a complex COVID-19 transmission model.

problem Bayesian model selection with uncertainty and misleading metrics.
method Referenced thermodynamic integration for intractable high-dimensional distributions.
result Favourable convergence performance in model selection for COVID-19 transmission.

We give a criterion of (micro-)kroneckerity of the linear Poisson pencil on g\frak{g}^* related to an algebraic Nijenhuis operator N:ggN:\frak{g}\to \frak{g} on a finite-dimensional Lie algebra g\frak{g}. As an application we get a series of examples of completely integrable systems on semisimple Lie algebras related t…

2005-04-16abs ↗pdf ↗

Analyzes L2L^{2}-harmonic forms on curved manifolds, proving integrability conditions.

problem Analyzing integrability of L2L^{2}-harmonic forms on curved manifolds.
method Established LL^{\infty}-estimate via Moser iteration, proved vanishing of integrable forms.
result Proves that L2L^{2}-harmonic forms on non-positively curved manifolds are integrable if and only if they vanish.

A symplectic integration of a Poisson manifold (M,Λ)(M,Λ) is a symplectic groupoid (Γ,η)(Γ,η) which realizes the given Poisson manifold, i.e. such that the space of units Γ0Γ_0 with the induced Poisson structure Λ0Λ_0 is isomorphic to (M,Λ)(M,Λ). This notion was introduced by A. Weinstein in order to quantize Poisson manifolds …

1994-07-20abs ↗pdf ↗

A new model selects low-carbon mutual funds considering ESG criteria, risk, and investor preferences.

problem Aligning financial investments with a low-carbon economy.
method Tri-criterion portfolio selection model using a preference-based multi-objective genetic algorithm (ev-MOGA).
result The model successfully incorporates carbon risk exposure and loss-adverse attitudes into portfolio construction.

The paper classifies test configurations and derives a criterion for uniform K-stability of certain algebraic varieties.

problem Uniform K-stability of GG-varieties of complexity 1.
method Classification of GG-equivariant normal test configurations via combinatorial data and derivation of a criterion for uniform K-stability.
result Derivation of a criterion for uniform K-stability in terms of combinatorial data.

We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…

2007-05-08abs ↗pdf ↗

Evaluation of the marginal likelihood plays an important role in model selection problems. The widely applicable Bayesian information criterion (WBIC) and singular Bayesian information criterion (sBIC) give approximations to the log marginal likelihood, which can be applied to both regular and singular models. When the…

2019-06-04abs ↗pdf ↗

Study integrability of geodesic flow on specific Lie groups.

problem Integrability of geodesic flow on metabelian nilpotent groups.
method Symplectic reduction procedure applied to sub-Riemannian geodesic flow on metabelian nilpotent groups.
result Showed integrability of normal Hamiltonian flow in Engel-type groups.

We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an integral criterion and by non-uniqueness of an associated ordinary differential equat…

2014-05-12abs ↗pdf ↗

Efficiently designs experiments without integrating posterior distributions.

problem Computational inefficiency in Bayesian experimental design for PDE-based models.
method Likelihood-free approach using ANN to approximate conditional expectation.
result Significant reduction in observation model evaluations.

We find three characterizations for a multidimensional (n+1)-web W possessing a reduct reducible subweb: its closed form equations, the integrability of an invariant distribution associated with W, and the relations between the components of its torsion tensor. In the case of codimension one, the latter criterion estab…

2000-10-17abs ↗pdf ↗

This paper optimizes sports betting strategies using neural networks and portfolio theory.

problem Optimizing betting strategies in sports gambling.
method Combining neural network models with portfolio optimization, integrating Von Neumann-Morgenstern Expected Utility Theory and the Kelly Criterion.
result Achieved 135.8% relative profit during the English Premier League season.

Proof confirms cosmic censorship for charged gravitational collapse.

problem Cosmic censorship for Einstein-Maxwell-Charged Scalar Field system.
method Systematic approach to incorporate charge and complex scalar field, new trapped surface criterion, modified BV area estimates, and new instability theorems.
result Cosmic censorship holds for charged gravitational collapse.

Expands learning paradigm to stochastic orders using Choquet-Toland distance and Variational Dominance Criterion.

problem Learning high-dimensional distributions with stochastic orders.
method Introduces Choquet-Toland distance and Variational Dominance Criterion, uses input convex maxout networks (ICMNs).
result Proposes surrogates for Choquet-Toland distance and Variational Dominance Criterion with parametric rates.

We study a certain type of wild harmonic bundles in relation with a Toda equation. We explain how to obtain a classification of the real valued solutions of the Toda equation in terms of their parabolic weights, from the viewpoint of the Kobayashi-Hitchin correspondence. Then, we study the associated integrable variati…

2013-01-08abs ↗pdf ↗