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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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9172634 · Jun 202019922001200920172026
48 results for light pillars

Paper introduces a framework for managing cyber risk with insurance and cybersecurity models.

problem Pervasive challenges in managing cyber risk, especially for capital allocation.
method Combines insurance frequency-severity models with cybersecurity cascade models for comprehensive cyber risk assessment. Facilitates informed capital allocation through a two-pillar framework.
result Demonstrates the necessity of comprehensive cost-benefit analysis for budget-constrained companies.

This paper examines how ESG factors influence sovereign bond yields and credit ratings.

problem The impact of ESG factors on sovereign bond yields and credit ratings is not fully understood.
method The study identifies relevant ESG indicators and compares their importance in bond pricing and credit ratings.
result ESG factors, particularly the G and S pillars, are more important for credit ratings than the E pillar.

Develops a new asymptotic efficiency theory for non-Euclidean parameter spaces.

problem Lack of a unified efficiency theory for non-Euclidean parameter spaces.
method Introduces a new theory for Riemannian manifolds with regularity conditions.
result Establishes efficiency bounds for non-Euclidean parameter spaces.

Research shows ESG signals lower exposure to market fragility during stress periods.

problem Market fragility often occurs together, and ESG is associated with reduced exposure.
method Monthly data on S&P 500 constituents from 2014 to 2025, analyzing downside returns, volatility, illiquidity, and cofragility states.
result A one-standard-deviation increase in ESG lowers the probability of severe cofragility by 0.92 percentage points during stress periods.

The European insurance sector will soon be faced with the application of Solvency 2 regulation norms. It will create a real change in risk management practices. The ORSA approach of the second pillar makes the capital allocation an important exercise for all insurers and specially for groups. Considering multi-branches…

2015-06-12abs ↗pdf ↗
Free Lunchq-fin.GN

The concept of absence of opportunities for free lunches is one of the pillars in the economic theory of financial markets. This natural assumption has proved very fruitful and has lead to great mathematical, as well as economical, insights in Quantitative Finance. Formulating rigorously the exact definition of absence…

2010-02-14abs ↗pdf ↗

Using open source data, we observe the fascinating dynamics of nighttime light. Following a global economic regime shift, the planetary center of light can be seen moving eastwards at a pace of about 60 km per year. Introducing spatial light Gini coefficients, we find a universal pattern of human settlements across dif…

2013-03-12abs ↗pdf ↗

In recent work, it was shown that combining multi-kernel based support vector machines (SVMs) can lead to near state-of-the-art performance on an action recognition dataset (HMDB-51 dataset). This was 0.4\% lower than frameworks that used hand-crafted features in addition to the deep convolutional feature extractors. I…

2017-08-18abs ↗pdf ↗

Study subjective perception of low light restored images and develop an unsupervised QA model.

problem Lack of subjective QA for low light restored images and challenges in collecting human opinion scores.
method Create a dataset, conduct subjective QA study, develop self-supervised contrastive learning technique to extract features.
result Unsupervised NR QA model achieves state-of-the-art performance for low light restored images.

Solves surface problem in 3D light cone.

problem Björling problem for zero mean curvature surfaces in the three-dimensional light cone.
method Solves the Björling problem for zero mean curvature surfaces in the three-dimensional light cone.
result Constructs and classifies all rotational zero mean curvature surfaces.

Paper extends previous result on hypersurfaces with degenerate light-like points.

problem Characterizing hypersurfaces with degenerate light-like points in Lorentzian manifolds.
method Analyzes C3C^3-differentiable hypersurfaces, extending previous C4C^4-differentiability result.
result Same conclusion holds for C3C^3-differentiable hypersurfaces as for C4C^4-differentiable ones.

The natural topological, differentiable and geometrical structures on the space of light rays of a given spacetime are discussed. The relation between the causality properties of the original spacetime and the natural structures on the space of light rays are stressed. Finally, a symplectic geometrical approach to the …

2015-10-28abs ↗pdf ↗

Consider a constant mean curvature immersion F:U(Rn)MF:U(\subset \boldsymbol{R}^n)\to M into an arbitrary Lorentzian (n+1)(n+1)-manifold MM. A point oUo\in U is called a light-like point if the first fundamental form ds2ds^2 of FF degenerates at oo. We denote by BFB_F the determinant function of the symmetric matrix associate…

2018-06-24abs ↗pdf ↗

In this paper, we are concerned with light-like extremal surfaces in curved spacetimes. It is interesting to find that under a diffeomorphic transformation of variables, the light-like extremal surfaces can be described by a system of nonlinear geodesic equations. Particularly, we investigate the light-like extremal su…

2013-05-04abs ↗pdf ↗

Transformer model removes noise from light curves efficiently.

problem Challenges in processing astrophysical light curves due to noise.
method Denoising Time Series Transformer (DTST) model trained with masked objective.
result DTST model excels at removing noise and outliers in time series datasets.

Predict missing and future data points in light curves using scalable Gaussian Processes.

problem Gappy time-series data from commercial cameras confound light curve prediction.
method MuyGPs, a scalable framework for hyperparameter estimation of Gaussian Processes using nearest neighbors sparsification and local cross-validation.
result MuyGPs enable accurate prediction of missing and future data points in light curves.

Accelerates pulsar light curve inference with learned representations and optimization.

problem Computational expense of Markov chain Monte Carlo methods for posterior inference.
method Combining U-Net latent representations with local simulator-guided optimization.
result 120x reduction in inference time (24 hours to 12 minutes) with accuracy preserved.

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

On a time-oriented Lorentzian manifold (M,g)(M,g) with non-empty boundary satisfying a convexity assumption, we show that the topological, differentiable, and conformal structure of suitable subsets SMS\subset M of sources is uniquely determined by measurements of the intersection of future light cones from points in SS

2017-05-03abs ↗pdf ↗

In order to adapt to the liberalization of the financial sphere started in the Eighties, marked in particular by the end of the framing of credit, the disappearance of the various forms of protection of the State whose profited the banks, and the privatization of the near total of the establishments in Europe, the bank…

2009-05-15abs ↗pdf ↗

We study the weighted light ray transform LL of integrating functions on a Lorentzian manifold over lightlike geodesics. We analyze LL as a Fourier Integral Operator and show that if there are no conjugate points, one can recover the spacelike singularities of a function ff from its the weighted light ray transform …

2019-07-04abs ↗pdf ↗

Given a Lorentzian manifold, the light ray transform of a function is its integrals along null geodesics. This paper is concerned with the injectivity of the light ray transform on functions and tensors, up to the natural gauge for the problem. First, we study the injectivity of the light ray transform of a scalar func…

2019-11-12abs ↗pdf ↗

It is well-known that a torsion-free linear connection on a light-like manifold (M,g)(M,g) compatible with the degenerate metric gg exists if and only if Rad(TM)Rad(TM) is a Killing distribution. In case of existence, there is an infinitude of connections with none distinguished. We propose a method to single out connections …

2007-01-31abs ↗pdf ↗

Quantum algorithms for multi-armed bandits are explored with limited reward access.

problem Exploring quantum speed-ups in multi-armed bandit problems with limited reward information.
method Introduced new bandit models and showed query complexity equivalence with classical algorithms.
result No quadratic speed-up is possible for multi-armed bandits with limited reward access.

Shapley values for feature importance lead to mathematical and practical issues.

problem Mathematical and practical issues with Shapley values for feature importance.
method Game-theoretic formulations of feature importance using Shapley values.
result Mathematical problems arise when using Shapley values for feature importance.

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic control problems as analytical solutions are not tractable in general. This paper ge…

2019-01-20abs ↗pdf ↗

New financial model revises risk measure under NA condition.

problem Revising classical financial mathematics with coherent risk measure on L0L^0.
method Developed a new version of the fundamental theorem of asset pricing and provided dual representations.
result Set of risk-hedging prices is closed under NA condition.

We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected Shortfall (ES) and Shortfall Deviation (SD), which we also introduce, contemplating t…

2015-01-08abs ↗pdf ↗

New inequality shows all special submanifolds in light cone are totally umbilical spheres.

problem Characterizing submanifolds with parallel mean curvature in Lorentz-Minkowski spacetime.
method Established an integral inequality and used it to derive a rigidity result.
result All compact submanifolds with parallel mean curvature in light cone are totally umbilical spheres.