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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.

168,694 papers · 148 categories

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107214320427 · Jun 202019922001200920172026
48 results for linear characteristics

The paper explains how to predict returns based on firm characteristics.

problem Predicting returns based on firm characteristics in equilibrium models.
method Reverse-engineering equilibrium construction process with linear demands in characteristics.
result Linear expressions for returns are derived from scaled net aggregate demands and their variations.

We consider linear groups which do not contain unipotent elements of infinite order, which includes all linear groups in positive characteristic, and show that this class of groups has good properties which resemble those held by groups of non positive curvature and which do not hold for arbitrary characteristic zero l…

2017-03-16abs ↗pdf ↗

Conservation laws vanishing along characteristic directions of a given system of PDEs are known as characteristic conservation laws, or characteristic integrals. In 2D, they play an important role in the theory of Darboux-integrable equations. In this paper we discuss characteristic integrals in 3D and demonstrate that…

2013-12-18abs ↗pdf ↗

Solves Einstein vacuum equations gluing problem for close Minkowski data.

problem Solving the characteristic gluing problem for Einstein vacuum equations.
method Derived infinite-dimensional and 10-dimensional gauge-dependent and gauge-invariant charges; constructed null lapse function and conformal geometry.
result Obstructions to gluing problem are gauge-dependent charges, modulo gauge-invariant charges.

Paper glues characteristic data to Kerr spacetime, proving spacelike gluing.

problem Solving characteristic gluing problem for Einstein vacuum equations.
method Detailed characteristic gluing of strongly asymptotically flat data to Kerr spacetime.
result Alternative proof of spacelike gluing construction for strongly asymptotically flat spacelike initial data.

For ΣΣ an orientable surface of finite topological type having genus at least 3 (possibly closed or possibly with any number of punctures or boundary components), we show that the mapping class group Mod(Σ)Mod(Σ) has no faithful linear representation in any dimension over any field of positive characteristic.

2016-10-26abs ↗pdf ↗

Everyone knows that the Euler characteristic of a combinatorial manifold is given by the alternating sum of its numbers of simplices. It is shown that there are other linear combinations of the numbers of simplices which are combinatorial invariants, but that all such invariants are multiples of the Euler characteristi…

2002-01-18abs ↗pdf ↗

The paper extends gluing theorems for linearized gravitational fields in static spacetimes with cosmological constant.

problem Establishing gluing theorems for linearized vacuum gravitational fields on characteristic surfaces.
method Analyzing linearised Einstein equations in Bondi gauge on static four-dimensional spacetimes with cosmological constant.
result Generalization and extension of gluing theorems to include cosmological constant and arbitrary topology.

New classifiers ensure fairness by adjusting a base classifier's operating characteristics.

problem Ensuring fairness in binary classification with multiple group constraints.
method Intervening directly on a base classifier's operating characteristics using group-wise ROC convex hulls and post-processing.
result Methods satisfy multiple fairness constraints (DP, EO, PP) with minimal interventions and near-oracle accuracy.

Study finds key investing characteristics for success in equity markets.

problem Understanding what traits lead to financial success in equity markets.
method Exploratory factor analysis and multiple linear regression on 403 respondents' data.
result Investing characteristics significantly impact individual investors' excess return.

Paper presents characteristic function of Tsallis q-Gaussian and its applications.

problem Modeling input quantities in measurement models using Tsallis q-Gaussians.
method Developed a characteristic function and proposed a numerical method for its inversion.
result Exact probability distribution of output quantities can be determined.

In this paper we will explore a way to prove the hundred years old Gronwall's conjecture: if two plane linear 3-webs with non-zero curvature are locally isomorphic, then the isomorphism is a homography. Using recent results of S. I. Agafonov, we exhibit an invariant, the {\sl characteristic}, attached to each generic p…

2019-06-27abs ↗pdf ↗

Paper solves Einstein vacuum equations gluing problem with applications.

problem Solving characteristic gluing problem for Einstein vacuum equations.
method Codimension-10 gluing construction, relating charges to ADM energy, and localized version.
result Asymptotically flat data can be glued to Kerr spacetime with 10 charges.

A rational linear combination of Chern numbers is an oriented diffeomorphism invariant of smooth complex projective varieties if and only if it is a linear combination of the Euler and Pontryagin numbers. In dimension at least three only multiples of the top Chern number, which is the Euler characteristic, are invarian…

2011-10-31abs ↗pdf ↗

The paper extends macroscopic market making to stochastic games, revealing properties and solving equations.

problem Price competition among market makers in a stochastic game setting.
method Extension of macroscopic market making framework to stochastic games, introducing multidimensional characteristic equations.
result New well-posedness results for forward-backward stochastic differential equations.

Each loop ψψ in the group Ham(M)\text{Ham}(M) of Hamiltonian diffeomorphisms of a symplectic manifold MM determines a fibration EE on S2S^2, whose coupling class \cite{G-L-S} is denoted by cc. If VTEVTE is the vertical tangent bundle of EE, we relate the characteristic number Ec1(VTE)cn\int_E c_1(VTE)c^n with the Maslov index …

2005-06-09abs ↗pdf ↗

Compositional data have two unique characteristics compared to typical multivariate data: the observed values are nonnegative and their summand is exactly one. To reflect these characteristics, a specific regularized regression model with linear constraints is commonly used. However, linear constraints incur additional…

2018-12-21abs ↗pdf ↗

We study higher-order conservation laws of the non-linearizable elliptic Poisson equation 2uzzˉ=f(u) \frac{{\partial}^2 u}{\partial z \partial \bar{z}} = -f(u) as elements of the characteristic cohomology of the associated exterior differential system. The theory of characteristic cohomology determines a normal form for diffe…

2009-06-17abs ↗pdf ↗

Graphical notation simplifies complex polynomial constraints in linear models.

problem Complex polynomial constraints in linear structural equation models are impractical.
method Developed a graphical notation to represent these constraints.
result The graphical notation simplifies the representation of many polynomial constraints.

We prove a uniform version of the Tits alternative. As a consequence, we obtain uniform lower bounds for the Cheeger constant of Cayley grahs of finitely generated non virtually solvable linear groups in arbitrary characteristic. Also we show that the algebraic entropy of discrete subgroups of a given Lie group is unif…

2005-07-21abs ↗pdf ↗

Let MM be a compact Riemannian manifold, π:M~Mπ:\widetilde{M}\rightarrow M be the universal covering and ωω be a smooth 22-form on MM with πωπ^*ω cohomologous to zero. Suppose the fundamental group π1(M)π_1(M) satisfies certain radial quadratic (resp. linear) isoperimetric inequality, we show that there exists a smooth $…

2017-11-09abs ↗pdf ↗

Let MrM^{r} be a connected orientable manifold with the Euler characteristic χ(M)≢0mod6χ(M)\not \equiv 0\operatorname{mod}6. Denote by SAut(Fn)\mathrm{SAut}(F_{n}) the unique subgroup of index two in the automorphism group of a free group. Then any group action of SAut(Fn)\mathrm{SAut}(F_{n}) (and thus the special linear group $\mathrm{SL…

2017-07-21abs ↗pdf ↗

Classifies 3D non-degenerate left-symmetric algebras.

problem Classifying left-symmetric algebras in 3D.
method Using Nijenhuis geometry and algebraic independence of coefficients in characteristic polynomial.
result Classification of differentially non-degenerate LSA in dimension 3.

The paper proves a conjecture about the positivity of the Euler characteristic for complex projective manifolds.

problem Proving the positivity of the Euler characteristic for complex projective manifolds with large fundamental groups.
method Introducing a vanishing cycle functor of multivalued one-forms and applying non-abelian Hodge theory techniques.
result The paper proves a stronger statement about the positivity of the Euler characteristic for complex projective manifolds with large fundamental groups and almost faithful linear representations.

A ML model accurately replicates chaotic dynamics across various parameters.

problem Replicating chaotic characteristics of non-linear dynamics using machine learning.
method A ML model trained to predict one-step-ahead states from historic states captures bifurcation diagrams and Lyapunov exponents universally.
result Variational quantum circuit outperforms classical models in reproducing long-term chaotic characteristics.

INGB improves oversampling for noisy imbalanced datasets.

problem Imbalanced, noisy, and complex datasets in classification problems.
method INGB uses granular balls to simulate spatial distribution and informed entropy for optimization, followed by nonlinear oversampling.
result INGB outperforms traditional linear sampling frameworks and algorithms on complex datasets.

New invariant csmc_{sm} simplifies computing geometric invariants of recursive group orbits.

problem Computing geometric invariants of recursive group orbits is hard.
method Introduced new invariant csmc_{sm} and used it to compute invariants explicitly.
result Explicit formulas for local Euler obstructions and sectional Euler characteristics.

We prove that a rational linear combination of Chern numbers is an oriented diffeomorphism invariant of smooth complex projective varieties if and only if it is a linear combination of the Euler and Pontryagin numbers. In dimension at least three we prove that only multiples of the top Chern number, which is the Euler …

2009-03-09abs ↗pdf ↗

New Shapley values reveal non-linear feature dependencies.

problem Understanding non-linear dependencies in machine learning models.
method Model-independent Shapley values using non-parametric measures of dependence.
result Model-independent Shapley values can uncover non-linear dependencies.

We describe two nonconventional algorithms for linear regression, called GAME and CLASH. The salient characteristics of these approaches is that they exploit the convex 1\ell_1-ball and non-convex 0\ell_0-sparsity constraints jointly in sparse recovery. To establish the theoretical approximation guarantees of GAME an…

2015-07-20abs ↗pdf ↗

DPLS improves asset pricing by capturing non-linear risk factor structures.

problem Estimating asset pricing models with non-linear risk factor structures.
method Deep Partial Least Squares (DPLS) for dynamic and flexible factor modeling.
result DPLS models outperform linear models in asset pricing, capturing non-linear risk factor interactions.

Study analyzes stock market dynamics using Tsallis statistics and GHE, revealing pre-bubble and post-bubble market characteristics.

problem Understanding stock market dynamics and predicting market bubbles.
method Non-linear analysis using time-dependent Tsallis statistics and Generalized Hurst Exponents.
result Temporal trends of q-triplet values differ before and after market bubbles, indicating significant market dynamics changes.