arXiv research

Paper introduces MTCM to measure multivariate tail dependence.

New measures capture tail dependence and non-exchangeability in financial data.

New insights into natural exponential families improve regret bounds for bandit problems.

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

We consider an investor, whose portfolio consists of a single risky asset and a risk free asset, who wants to maximize his expected utility of the portfolio subject to managing the Value at Risk (VaR) assuming a heavy tailed distribution of the stock prices return. We use a stochastic maximum principle to formulate the…

This paper improves tail dependence analysis by introducing a path-based approach.

Obstructs Legendrian knots from being slices of concordances using doubly slice genus.

Links can be transformed into many others using a specific operation.

The paper confirms a conjecture about knots in aspherical 3-manifolds.

The study establishes a link between fibered links and their concordance invariants.

We demonstrate both analytically and numerically that the existing methods for measuring tail dependence in copulas may sometimes underestimate the extent of extreme co-movements of dependent risks and, therefore, may not always comply with the new paradigm of prudent risk management. This phenomenon holds in the conte…

Proposes a copula-based filter for diabetes risk prediction.

New concentration inequalities for tensors with heavy-tailed coefficients.

Study optimizes sampling to avoid extreme tail risks in unknown heavy-tailed distributions.

We consider an investor, whose portfolio consists of a single risky asset and a risk free asset, who wants to maximize his expected utility of the portfolio subject to the Value at Risk assuming a heavy tail distribution of the stock prices return. We use Markov Decision Process and dynamic programming principle to get…

Robust state-space radio interferometric imaging using Stochastic Approximation Expectation Maximization

We prove that all maximal-tb Legendrian torus links (n,m) in the standard contact 3-sphere, except for (2,m),(3,3),(3,4) and (3,5), admit infinitely many Lagrangian fillings in the standard symplectic 4-ball. This is proven by constructing infinite order Lagrangian concordances which induce faithful actions of the modu…

Maximal concentration bounds for stochastic approximation with heavy-tailed noise.

Stability theorem for concordance embeddings with applications.

For every genus $g\geq 2$, we construct an infinite family of strongly quasipositive fibred knots having the same Seifert form as the torus knot $T(2,2g+1)$. In particular, their signatures and four-genera are maximal and their homological monodromies (hence their Alexander module structures) agree. On the other hand, …

This paper examines if CTE risk measure aligns with profit-maximizing risk capital allocations.

We investigate the disparity between smooth and topological almost concordance of knots in general 3-manifolds Y. Almost concordance is defined by considering knots in Y modulo concordance in Yx[0,1] and the action of the concordance group of knots in the 3-sphere that ties in local knots. We prove that the trivial fre…

The concordance genus of a knot is the least genus of any knot in its concordance class. It is bounded above by the genus of the knot, and bounded below by the slice genus, two well-studied invariants. In this paper we consider the concordance genus of 11--crossing prime knots. This analysis resolves the concordance ge…

This work shows non-abelian quotient groups in string link concordance.

Khovanov homology shows (4,5) torus knot is a summand in its concordance class.

Study shows knots with similar Blanchfield forms can be homotopy ribbon concordant.

Constructs tail-specific prediction intervals for financial applications

Investment strategy for DC pension plan with inflation risk and tail VaR constraint.

New homomorphism from Khovanov homology for knot concordance.

New framework controls generalization for heavy-tailed data in RLHF and SGLD.

The concordance genus of a knot K is the minimum Seifert genus of all knots smoothly concordant to K. Concordance genus is bounded below by the 4-ball genus and above by the Seifert genus. We give a lower bound for the concordance genus of K coming from the knot Floer complex of K. As an application, we prove that ther…

Kirby and Lickorish showed that every knot in the 3-sphere is concordant to a prime knot, equivalently, every concordance class contains a prime knot. We prove here that their result can be strengthened: Every knot in the 3-sphere is invertibly concordant to a prime knot. A consequence is that every double concordance …

Abstract: Proves non-abelian group of equivariant concordance.

The concordance genus of a knot is the least genus of any knot in its concordance class. Although difficult to compute, it is a useful invariant that highlights the distinction between the three-genus and four-genus. In this paper we define and discuss the stable concordance genus of a knot, which describes the behavio…

Introduces slice knots and concordance, linking to exotic smooth structures.

We can construct a 4-manifold by attaching 2-handles to a 4-ball with framing r along the components of a link in the boundary of the 4-ball. We define a link as r-shake slice if there exists embedded spheres that represent the generators of the second homology of the 4-manifold. This naturally extends r-shake slice, a…

New hyperbolic knots not concordant to algebraic ones found.

We describe an action of the concordance group of knots in the three-sphere on concordances of knots in arbitrary 3-manifolds. As an application we define the notion of almost-concordance between knots. After some basic results, we prove the existence of non-trivial almost-concordance classes in all non-abelian 3-manif…

We define an infinite family of linearly independent, integer-valued smooth concordance homomorphisms. Our homomorphisms are explicitly computable and rely on local equivalence classes of knot Floer complexes over the ring $\mathbb{F}[U, V]/(UV=0)$. We compare our invariants to other concordance homomorphisms coming fr…

A fibered concordance of knots, introduced by Harer, is a concordance between fibered knots that is well-behaved with respect to the fibrations. We consider semi-fibered concordance of two component ordered links $L=J \sqcup K$ with $J$ fibered. These are concordances that restrict to fibered concordances on the first …

Proves non-solvability of concordance groups using Milnor invariants.

Knots can be ordered by ribbon concordance, solving a long-standing question.

We define a new smooth concordance homomorphism based on the knot Floer complex and an associated concordance invariant, epsilon. As an application, we show that an infinite family of topologically slice knots are independent in the smooth concordance group.

It was shown by Jim Davis that a 2-component link with Alexander polynomial one is topologically concordant to the Hopf link. In this paper, we show that there is a 2-component link with Alexander polynomial one that has unknotted components and is not smoothly concordant to the Hopf link, answering a question of Jim D…

Adding a braid closure to a fibered knot makes a link ribbon concordance minimal.

The Mazur pattern acts by the identity up to topological concordance.

We give infinitely many $2$-component links with unknotted components which are topologically concordant to the Hopf link, but not smoothly concordant to any $2$-component link with trivial Alexander polynomial. Our examples are pairwise non-concordant.

We study concordance of virtual knots. Our main result is that a classical knot K is virtually slice if and only if it is classically slice. From this we deduce that the concordance group of classical knots embeds into the concordance group of long virtual knots.