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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.

168,932 papers · 148 categories

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48 results for maximal index

Maximal index vanishes for certain spin manifolds with positive scalar curvature.

problem Maximal index vanishing for spin manifolds with positive scalar curvature.
method Functional calculus for Dirac operator in maximal equivariant uniform Roe algebra.
result Maximal higher index vanishes in K-theory of maximal equivariant Roe algebra.

We discuss the relation between arc index, maximal Thurston--Bennequin number, and Khovanov homology for knots. As a consequence, we calculate the arc index and maximal Thurston--Bennequin number for all knots with at most 11 crossings. For some of these knots, the calculation requires a consideration of cables which a…

2006-12-13abs ↗pdf ↗

The study characterizes maximal subgroups of a Thompson group and bounds the change in a knot invariant.

problem Characterizing maximal subgroups of a Thompson group and understanding the change in a knot invariant.
method Characterization of maximal subgroups and analysis of knot invariant.
result The \( \vec{F} \)-index of a knot increases at most by 3 after orientation change.

The paper proposes methods to directly optimize complex classification metrics.

problem Handling class-imbalanced cases with non-decomposable metrics.
method Calibrated surrogate maximization of linear-fractional utility.
result Calibrated surrogate maximization can coincide with true utility maximization under certain conditions.

Study quantisation of geometric operators on manifolds with group actions.

problem Quantisation of geometric operators on manifolds with group actions.
method Use maximal versions of equivariant localised Roe algebras to define and compute indices.
result Recover an index defined earlier by integrating over the group action.

Researchers construct an index map for contact manifolds using K-theory.

problem Constructing an index for maximally hypoelliptic operators on contact manifolds.
method Using Higson's construction for symbol class in K-theory, they derive a series of maps whose induced map in K-theory is the Heisenberg Atiyah-Singer index map.
result Explicit construction of a series of maps leading to the Heisenberg Atiyah-Singer index map.

Classifies totally geodesic submanifolds in exceptional symmetric spaces.

problem Classifying totally geodesic submanifolds in exceptional symmetric spaces.
method Classification and introduction of an invariant (Dynkin index) for totally geodesic embeddings.
result Existence of a totally geodesic submanifold of minimal codimension with specific properties.

The paper classifies complex Dirac structures on flag manifolds.

problem Classifying invariant complex Dirac structures on flag manifolds.
method Described using roots of the Lie algebra and classified under BB-transformations.
result All invariant complex Dirac structures with constant real index on a maximal flag manifold are described.

Let M be an irreducible Riemannian symmetric space. The index i(M) of M is the minimal codimension of a totally geodesic submanifold of M. In previous work the authors proved that i(M) is bounded from below by the rank rk(M) of M. In this paper we classify all irreducible Riemannian symmetric spaces M for which the equ…

2014-05-03abs ↗pdf ↗

Maximizes stock portfolio predictability using machine learning.

problem Improving stock portfolio performance through predictive modeling.
method Optimal constrained weights in the MPP constructed using Elastic Net, Random Forest, and Support Vector Regression models.
result MPP portfolios can outperform or underperform the index based on the time period.

In this paper, we determine the maximally stable, rotationally invariant domains on the catenoids $\cC_a$ (minimal surfaces invariant by rotations) in the Heisenberg group with a left-invariant metric. We show that these catenoids have Morse index at least 3 and we bound the index from above in terms of the parameter $…

2010-10-05abs ↗pdf ↗

We investigate a certain class of solvable metric Lie algebras. For this purpose a theory of twofold extensions associated to an orthogonal representation of an abelian Lie algebra is developed. Among other things, we obtain a classification scheme for indecomposable metric Lie algebras with maximal isotropic centre an…

2002-09-26abs ↗pdf ↗

Maximizes probability of completing investment schedules with optimal portfolio weights.

problem Optimizing probability of completing investment schedules with optimal portfolio weights.
method Computing maximum probability and optimal portfolio weight functions for various rebalancing schedules.
result Noticeable improvements in probability to complete schedules with optimal portfolio weights.

New method optimizes policies without assuming known link functions between preferences and rewards.

problem Policy alignment with unknown and unrestricted link functions.
method Formulates an ff-divergence-constrained reward maximization problem, learning policies directly.
result Induces a semiparametric single-index binary choice model for policy alignment.

In this paper, the second of a series of two, we continue the study of higher index theory for expanders. We prove that if a sequence of graphs has girth tending to infinity, then the maximal coarse Baum-Connes assembly map is an isomorphism for the associated metric space XX. As discussed in the first paper in this s…

2010-12-19abs ↗pdf ↗

We use the symbol calculus for foliations developed in our previous paper to derive a cohomological formula for the Connes-Chern character of the semi-finite spectral triple. The same proof works for the Type I spectral triple of Connes-Moscovici. The cohomology classes of the two Connes-Chern characters induce the sam…

2018-04-19abs ↗pdf ↗

We consider a curve of Fredholm pairs of Lagrangian subspaces in a fixed Banach space with continuously varying (weak) symplectic structures. Assuming vanishing index, we obtain intrinsically a continuously varying splitting of the total Banach space into pairs of symplectic subspaces. Using such decompositions we defi…

2014-06-03abs ↗pdf ↗

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.

New index improves anomaly detection in correlated time series data.

problem Challenges in evaluating cluster quality for anomaly detection.
method Introduced Synchronized Anomaly Agreement Index (SAAI) to assess cluster quality.
result Maximizing SAAI improves anomaly detection accuracy by 0.23 compared to SSC and by 0.32 compared to X-Means.

We generalise the Atiyah-Segal-Singer fixed point theorem to noncompact manifolds. Using KKKK-theory, we extend the equivariant index to the noncompact setting, and obtain a fixed point formula for it. The fixed point formula is the explicit cohomological expression from Atiyah-Segal-Singer's result. In the noncompact …

2015-12-24abs ↗pdf ↗

In a previous paper, we showed nonvaninishing of the universal index elements in the K-theory of the maximal C*-algebras of the fundamental groups of enlargeable spin manifolds. The underlying notion of enlargeability was the one from the first relevant paper of Gromov and Lawson, involving contracting maps defined on …

2006-04-25abs ↗pdf ↗

A hyperbolic lattice is called \textit{1.21.2-reflective} if the subgroup of its automorphism group generated by all 11- and 22-reflections is of finite index. The main result of this article is a complete classification of 1.21.2-reflective maximal anisotropic lattices of rank 44.

2016-10-19abs ↗pdf ↗

Study on indexability of restless multi-armed bandits and rollout policy performance.

problem Maximizing discounted rewards in finite state restless multi-armed bandit problems.
method Decouple the problem into single-armed restless bandits, analyze using value iteration, and compare with Whittle index policy.
result Demonstrates conditions for indexability and compares performance of index policy and rollout policy.

In this paper we prove a strengthening of a theorem of Chang, Weinberger and Yu on obstructions to the existence of positive scalar curvature metrics on compact manifolds with boundary. They construct a relative index for the Dirac operator, which lives in a relative K-theory group, measuring the difference between the…

2018-11-20abs ↗pdf ↗

In 1987, Kalai proved that stacked spheres of dimension d3d\geq 3 are characterised by the fact that they attain equality in Barnette's celebrated Lower Bound Theorem. This result does not extend to dimension d=2d=2. In this article, we give a characterisation of stacked 22-spheres using what we call the {\em separatio…

2014-03-24abs ↗pdf ↗

The paper predicts survival functions using random survival trees and concordance maximization.

problem Predicting conditional survival functions in right-censored data.
method The approach combines regression strategies with random survival trees and maximizes concordance.
result The proposed weighted predictor outperforms the usual survival cobra in terms of concordance.

New spectral estimates for minimal surfaces with boundary conditions.

problem Quantifying the Morse index of free boundary minimal surfaces.
method Adapted Montiel-Ros partitioning methods to compact manifolds with boundary, accounting for mixed and group actions.
result Explicit two-sided linear bounds on the Morse index for minimal surfaces.

We construct and analyze minimal disc stackings with bounds on their Morse index.

problem Constructing and analyzing minimal free boundary disc stackings.
method Constructing minimal free boundary disc stackings in a three-dimensional Euclidean unit ball, proving bounds on their Morse index.
result Uniform, linear bounds on the Morse index of all such surfaces.

Characterizes diagrams achieving Morton-Franks-Williams inequality for positive knots and links.

problem Understanding when the Morton-Franks-Williams inequality holds for positive knots and links.
method Combinatorial characterisation and generating examples.
result Examples of diagrams achieving crossing number, braid index, and maximal self-linking number.

Estimate relaxation times in nonextensive systems using gradient flow for Tsallis entropy maximization.

problem Estimating relaxation times in financial market dynamics.
method Developing a method using EGF for maximizing Tsallis entropy.
result Longer relaxation times for nonextensive systems compared to Shannon entropy.