Paper introduces MTCM to measure multivariate tail dependence.
problem Classical TDC fails to capture non-exchangeable features of multivariate tail dependence.
method Extends bivariate tail copula measure to multivariate case.
result MTCM reveals off-diagonal stress directions and differences in extremal dependence.
New measures capture tail dependence and non-exchangeability in financial data.
problem Underestimation of tail dependence and inability to capture non-exchangeable tail dependence.
method Tail copulas and novel tail dependence measures (MTCM, ATCM) are proposed.
result Captures non-exchangeable tail dependence and provides analytical forms for various copulas.
New insights into natural exponential families improve regret bounds for bandit problems.
problem Improving regret bounds for bandit problems with subexponential tails.
method Proving self-concordance for natural exponential families and applying to bandits.
result Optimistic algorithms for generalized linear bandits have second-order regret bounds that are free of an exponential dependence on problem parameters.
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.
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.
problem The classical tail dependence coefficient fails to capture non-exchangeable features of tail dependence.
method The paper introduces a path-based maximal tail dependence approach to capture the most pronounced feature of dependence over all possible paths.
result The paper proves the existence and provides an explicit characterization of the path-based maximal TDC, improving analytical and computational tractability.
Obstructs Legendrian knots from being slices of concordances using doubly slice genus.
problem Obstructing Legendrian knots from being slices of concordances.
method Uses Eliashberg and Polterovitch's result on doubly slice genus as an obstruction.
result Obstructs Legendrian knots from being slices of concordances, including examples of Pretzel knots.
Links can be transformed into many others using a specific operation.
problem Understanding the relationship between strongly quasipositive links and their concordance.
method Used a satellite operation with a slice knot to transform links.
result Strongly quasipositive links can be transformed into infinitely many other links.
The paper confirms a conjecture about knots in aspherical 3-manifolds.
problem The study of topological concordance of knots in aspherical 3-manifolds.
method The method involves extending Milnor's link invariants to non-simply-connected 3-manifolds and employs computations.
result The paper confirms the conjecture for a large family of open cases, maximizing the number of almost-concordance classes.
The study establishes a link between fibered links and their concordance invariants.
problem Determining the conditions for fibered strongly quasi-positive links.
method Proved that an n-component fibered link L is strongly quasi-positive if and only if τ(L)=g3(L)+n−1. result Explicitly determined fibered prime links with at most 9 crossings and their properties.
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.
problem Feature selection for robust and interpretable predictive modeling in medicine, especially for extreme patient strata.
method Copula-based supervised filter using Gumbel-copula implied upper-tail concordance score (lambda U).
result The proposed filter outperforms standard filters and provides clinically coherent predictors.
New concentration inequalities for tensors with heavy-tailed coefficients.
problem Developing bounds for Euclidean functions of tensors with sub-Weibull distributions.
method Extending concentration inequalities to sub-Weibull random tensors, using new inequalities for heavy-tailed random variables and martingale analysis.
result Established a phase transition between sub-gaussian and heavy-tailed regimes for Euclidean functions of tensors.
Study optimizes sampling to avoid extreme tail risks in unknown heavy-tailed distributions.
problem Identify optimal alternative with minimal extreme tail risk from unknown heavy-tailed distributions.
method Data-driven sequential sampling policies to maximize likelihood of selecting the optimal alternative.
result Proposed methods outperform existing approaches in identifying the optimal alternative.
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
problem Improving state-space radio interferometric imaging in the presence of heavy-tailed noise
method Stochastic Approximation Expectation Maximization
result Significant improvement in reconstruction fidelity and robustness to radio-frequency interference
Maximal concentration bounds for stochastic approximation with heavy-tailed noise.
problem Analyzing the convergence of stochastic approximation algorithms under heavy-tailed Markovian noise.
method Novel Lyapunov function and black-box truncation argument.
result Tail behavior of the error can be sub-Gaussian, sub-Weibull, or lighter than any Pareto but heavier than any Weibull.
Stability theorem for concordance embeddings with applications.
problem Stability of concordance embeddings.
method Proving a stability theorem.
result Various applications to diffeomorphisms and homeomorphisms.
For every genus g≥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.
problem Whether CTE risk measure aligns with profit-maximizing risk capital allocations.
method Exhaustive probabilistic model settings analysis.
result CTE risk measure may align with profit-maximizing risk capital allocations under certain conditions.
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.
problem Understanding the structure of string link concordance groups.
method Analyzing the quotient groups formed by string link concordance and pure braid groups.
result The quotient of each string link concordance group by its pure braid subgroup is non-abelian.
Khovanov homology shows (4,5) torus knot is a summand in its concordance class.
problem Understanding the global ribbon minima in knot concordance classes.
method Application of Khovanov homology to ribbon concordance.
result Khovanov homology of (4,5) torus knot is a summand in any knot's homology.
Study shows knots with similar Blanchfield forms can be homotopy ribbon concordant.
problem Understanding homotopy ribbon concordance for knots.
method Using Blanchfield pairings and twisted Alexander polynomials.
result Existence of infinite families of knots with same Blanchfield form but not homotopy ribbon concordant.
Constructs tail-specific prediction intervals for financial applications
problem Financial applications require strict control on the left tail
method Extends classical conformal frameworks to provide explicit tail-specific guarantees
result Improved directional calibration in skewed data
Investment strategy for DC pension plan with inflation risk and tail VaR constraint.
problem Maximizing terminal wealth for pension member with tail VaR constraint.
method Lagrange method and quantile optimization techniques.
result Optimal investment strategy and output in closed-form derived.
New homomorphism from Khovanov homology for knot concordance.
problem Understanding smooth concordance of knots.
method Modulo equivalence relation on Khovanov chain complex.
result Strictly stronger than Rasmussen invariants.
New framework controls generalization for heavy-tailed data in RLHF and SGLD.
problem Heavy-tailed data in modern learning pipelines.
method Tail-dependent information-theoretic framework for sub-Weibull data.
result Sharp generalization bounds for heavy-tailed data.
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.
problem Equivariant concordance group non-abelian
method Infinite family of nontrivial commutators
result Equivariant concordance group is not abelian
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.
problem Understanding slice knots and their equivalence through concordance.
method Explains connections and introduces filtrations, satellite operations.
result Connections between slice knots and exotic smooth structures on \(\mathbb{R}^4\).
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.
problem Identifying knots not concordant to algebraic knots.
method Constructing hyperbolic L-space knots.
result Found hyperbolic knots that are not concordant to algebraic knots.
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 F[U,V]/(UV=0). We compare our invariants to other concordance homomorphisms coming fr…
The study finds infinitely many Lagrangian fillings for most Legendrian torus links.
problem Infinitely many Lagrangian fillings for Legendrian torus links except for a few.
method Constructing infinite order Lagrangian concordances and using actions of modular and mapping class groups.
result There exist infinitely many Lagrangian fillings for most Legendrian torus links.
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⊔K with J fibered. These are concordances that restrict to fibered concordances on the first …
Proves non-solvability of concordance groups using Milnor invariants.
problem Non-solvability of concordance groups of 2-string links and strongly invertible knots.
method Using Milnor invariants to prove non-solvability.
result Proves non-solvability of C(2) and equivariant concordance groups of strongly invertible knots. Knots can be ordered by ribbon concordance, solving a long-standing question.
problem Ordering knots by ribbon concordance.
method Representation varieties of knot groups to SO(N) and relations induced by ribbon concordance. result Ribbon concordance forms a partial ordering on the set of knots.
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.
problem Finding the minimal ribbon concordance for links in S3. method Link Floer homology combined with classical techniques.
result Any link L in S3 can be made ribbon concordance minimal by adding a single unknot. The Mazur pattern acts by the identity up to topological concordance.
problem Understanding the action of the Mazur pattern up to topological concordance.
method Comparing satellite operators and using topological concordance properties.
result Evidence that 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.
New findings on knot concordance show limitations to primary decompositions.
problem Understanding the structure of knot concordance groups.
method Analyzing homomorphisms and polynomial factorizations of Alexander polynomials.
result Primary decompositions of topologically slice knots cannot exist.