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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.

168,742 papers · 148 categories

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591418 · May 202619922001200920172026
48 results for isometry-invariant valuations

Let SO+(p,q)\mathrm{SO}^+(p,q) denote the identity connected component of the real orthogonal group with signature (p,q)(p,q). We give a complete description of the spaces of continuous and generalized translation- and SO+(p,q)\mathrm{SO}^+(p,q)-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

2016-02-28abs ↗pdf ↗

Developed new Crofton formulas for pseudo-Riemannian spaces.

problem Computing volumes and curvature integrals in pseudo-Riemannian space forms.
method Introduced Crofton formulas using distributions and Alesker's Radon transform.
result Explicit Crofton formulas for all isometry-invariant valuations on pseudo-Riemannian spaces.

Study quasi-isometry invariants of square complexes and their applications.

problem Classifying quasi-isometry types of 2D right-angled Artin groups and graph 2-braid groups.
method Define and analyze intersection complexes for universal covers of weakly special square complexes.
result Discover new quasi-isometric relationships between graph 2-braid groups and right-angled Artin groups.

In this paper we study isometry-invariant Finsler metrics on inner product spaces over R\mathbb{R} or C\mathbb{C}, i.e. the Finsler metrics which do not change under the action of all isometries of the inner product space. We give a new proof of the analytic description of all such metrics. In this article the most g…

2017-08-25abs ↗pdf ↗

We prove that on closed Riemannian manifolds with infinite abelian, but not cyclic, fundamental group, any isometry that is homotopic to the identity possesses infinitely many invariant geodesics. We conjecture that the result remains true if the fundamental group is infinite cyclic. We also formulate a generalization …

2014-09-25abs ↗pdf ↗

A nonpolycyclic nilpotent-by-cyclic group Gamma can be expressed as the HNN extension of a finitely-generated nilpotent group N. The first main result is that quasi-isometric nilpotent-by-cyclic groups are HNN extensions of quasi-isometric nilpotent groups. The nonsurjective injection defining such an extension induces…

2005-07-14abs ↗pdf ↗

Paper introduces new actuarial-consistent valuations for insurance liabilities.

problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.

On a Riemannian compact manifold, we give existence and multiplicity results for solutions of elliptic PDE by introducing isometry invariances. When the groups we used have finite orbits, we get multiplicity results for equations with the classical critical Sobolev exponent, for instance the Yamabe equation. When there…

2008-04-07abs ↗pdf ↗

Market valuation duration is 175 years, but drops to 46 years during crises.

problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

2014-02-12abs ↗pdf ↗

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

2016-02-18abs ↗pdf ↗

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

2013-06-10abs ↗pdf ↗

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.

Fair market valuations ignore future worker profits in employee-owned firms.

problem Ignoring future worker profits in fair market valuations for employee-owned firms.
method Analyzing property rights and residual claimants in employee-owned firms.
result Fair market valuations are inappropriate for employee-owned firms.

We introduce the new notion of convolution of a (smooth or generalized) valuation on a group GG and a valuation on a manifold MM acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and generalized valuations on MM are modules over the algebra of compactly supported g…

2015-07-17abs ↗pdf ↗

This is the first in a series of papers concerned with Morse quasiflats, which are a generalization of Morse quasigeodesics to arbitrary dimension. In this paper we introduce a number of alternative definitions, and under appropriate assumptions on the ambient space we show that they are equivalent and quasi-isometry i…

2019-11-12abs ↗pdf ↗

Enhances data valuation by integrating global and local statistical properties.

problem Insufficient consideration of global and local statistical properties in data valuation methods.
method Proposes a method that fuses global and local statistical properties into regularization terms for Shapley value estimation and dynamic data valuation.
result Demonstrates improved performance and efficiency of data valuation methods through integration of global and local statistical properties.

We study the space of generalized translation invariant valuations on a finite-dimensional vector space and construct a partial convolution which extends the convolution of smooth translation invariant valuations. Our main theorem is that McMullen's polytope algebra is a subalgebra of the (partial) convolution algebra …

2014-06-17abs ↗pdf ↗