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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.

168,695 papers · 148 categories

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3857701,1551,540 · Jun 202019922001200920172026
48 results for minimal models

Entropy-minimal measure calculated for a stochastic volatility model.

problem Calculating the entropy-minimal equivalent martingale measure in a stochastic volatility model.
method Revised related theory, calculated entropy-minimal measure.
result Entropy-minimal measure for the exponential Ornstein-Uhlenbeck model.

We obtain explicit representations of locally risk-minimizing strategies of call and put options for the Barndorff-Nielsen and Shephard models, which are Ornstein--Uhlenbeck-type stochastic volatility models. Using Malliavin calculus for Levy processes, Arai and Suzuki (2015) obtained a formula for locally risk-minimiz…

2015-03-30abs ↗pdf ↗

The paper explores risk-minimization for exponential additive models, providing mathematical expressions and numerical examples.

problem Risk-minimization in incomplete markets for exponential additive models.
method Derive explicit mathematical expressions for local risk-minimization strategies in exponential additive models.
result Provide necessary conditions for deriving expressions and confirm integrability conditions for specific models.

Let $Φ\colon \sbat \times M \to M$ be a smooth action of the unit circle $ \sbat$ on a manifold MM. In this work, we compute the minimal model of MM in terms of the orbit space BB and the fixed point set FBF\subset B, as a dg-module over the Sullivan's minimal model of BB.

2000-04-23abs ↗pdf ↗

Optimal financial strategies minimize risk under uncertain models.

problem Maximizing utility in financial markets with model uncertainty.
method Optimized strategies converge to those with minimal norm as uncertainty increases.
result Optimal strategies with minimal norm emerge as uncertainty grows.

New algorithm constructs characters of rational VOAs from knot complements.

problem Constructing characters of rational VOAs from knot complements.
method 3D N=2\mathcal{N}=2 gauge theories, Dimofte-Gaiotto-Gukov construction, 3D N=4\mathcal{N}=4 rank-0 SCFT, topological twist.
result New Nahm-sum-like expressions for Virasoro minimal model characters.

COMMOD debiases models with minimal and interpretable changes.

problem Inconsistent and costly model updates in fair machine learning.
method Introduced COMMOD, a novel algorithm for algorithmic fairness that minimizes changes and makes them interpretable.
result COMMOD achieves comparable performance to state-of-the-art debiasing methods while making minimal and interpretable changes.

The paper studies deformations of singular minimal hypersurfaces in dimensions 7 and above.

problem The behavior of singular minimal hypersurfaces in dimensions 7 and above.
method Analyzes the local behavior of minimal hypersurfaces under perturbations and convergence of families of hypersurfaces.
result Existence and smoothness of nearby minimal hypersurfaces under perturbations, uniqueness of homological minimization, and existence of Jacobi fields.

Study improves adversarial classification using distributionally robust models.

problem Improving robustness against adversarial attacks in classification models.
method Distributionally robust chance constraints with Wasserstein ambiguity, reformulated as a regularized ramp loss minimization problem.
result Standard descent methods can converge to the global minimizer for the distributionally robust adversarial classification model.

Characterizes toroidal and semi-toric compactifications as log minimal models and applies to weak K-moduli.

problem Characterizing and applying toroidal and semi-toric compactifications to weak K-moduli.
method Characterizes toroidal and semi-toric compactifications as log minimal models and applies to weak K-moduli.
result Different proof of a theorem of Alexeev-Engel on weak K-moduli compactifications.

MEVA aggregates model predictions to improve accuracy without needing model details.

problem Improving model accuracy by combining multiple models.
method Non-intrusive, data-driven framework that treats models as black boxes and optimizes aggregation methods.
result MVA outperforms MEA in estimating aggregated predictions, enhancing robustness and accuracy.

Obstruction theory for complex bigraded differential algebras.

problem Understanding extensions and minimal models of bigraded differential algebras with twisted coefficients.
method Development of obstruction theory for Hirsch extensions.
result Proof of uniqueness of relative minimal models and characterization of formality.

We show that the Malcev Lie algebra of the fundamental group of a compact 2n+12n+1-dimensional Sasakian manifold with n2n\ge 2 admits a quadratic presentation by using Morgan's bigradings of minimal models of mixed-Hodge diagrams. By using bigradings of minimal models, we also simplify the proof of the result of Cappelle…

2014-12-18abs ↗pdf ↗

We study the pricing and hedging of derivatives in incomplete financial markets by considering the local risk-minimization method in the context of the benchmark approach, which will be called benchmarked local risk-minimization. We show that the proposed benchmarked local risk-minimization allows to handle under extre…

2012-10-08abs ↗pdf ↗

The paper studies minimal submanifolds with specific curvature properties in Euclidean space.

problem Minimal submanifolds with (n2)(n-2)-umbilical properties in Euclidean space.
method Established a correspondence and developed a Weierstrass type method for local parametrization.
result Minimal, generic, (n2)(n-2)-umbilic submanifolds are (n2)(n-2)-rotational and have a parametric description.

Study shows TAP free energy minimization provides better posterior inference in high-dimensional linear models.

problem Deviation from true posterior mean and underestimation of posterior uncertainty in variational inference.
method Minimization of TAP free energy in a high-dimensional asymptotic framework, showing geometric and statistical properties.
result Local minimizer of TAP free energy provides consistent estimate of posterior marginals and correctly calibrated posterior inference.

In this paper we investigate panel regression models with interactive fixed effects. We propose two new estimation methods that are based on minimizing convex objective functions. The first method minimizes the sum of squared residuals with a nuclear (trace) norm regularization. The second method minimizes the nuclear …

2018-10-25abs ↗pdf ↗

Minimal token perturbations reveal how Transformer models process information.

problem Understanding information propagation in Transformer models for interpretability.
method Study of minimal token perturbations on embedding space.
result Rare tokens cause larger shifts, and input information mixes deeper.

Improved sample complexity for diffusion models without needing empirical risk minimizers.

problem Theoretical limitations in sample complexity for diffusion models.
method Structured decomposition of score estimation error, eliminating dependence on neural network parameters.
result Achieved sample complexity bound of O(ε^(-4)) without empirical risk minimizer access.

We speed up marginal inference by ignoring factors that do not significantly contribute to overall accuracy. In order to pick a suitable subset of factors to ignore, we propose three schemes: minimizing the number of model factors under a bound on the KL divergence between pruned and full models; minimizing the KL dive…

2012-03-15abs ↗pdf ↗

The paper shows how certain complex projective varieties can be broken down into simpler types.

problem Understanding the structure of complex projective varieties with pseudo-effective tangent sheaves.
method Developed a theory of pseudo-effective sheaves and applied the minimal model program.
result Projective klt varieties with pseudo-effective tangent sheaves can be decomposed into Fano varieties and Q-abelian varieties.

The paper minimizes Borda regret in dueling bandits models.

problem Minimizing Borda regret in dueling bandits models.
method Proposes explore-then-commit and EXP3-type algorithms for stochastic and adversarial settings respectively.
result Achieves nearly matching regret upper bounds of O(d2/3T2/3)O(d^{2/3} T^{2/3}) for both settings.

Minimizing the nuclear norm of a matrix has been shown to be very efficient in reconstructing a low-rank sampled matrix. Furthermore, minimizing the sum of nuclear norms of matricizations of a tensor has been shown to be very efficient in recovering a low-Tucker-rank sampled tensor. In this paper, we propose to recover…

2017-07-25abs ↗pdf ↗

This study explains how different training methods affect the minimizer of neural networks.

problem How training methods influence the minimizer of neural networks.
method Explains how initialization size, adaptive optimization (AdaGrad), and stochastic mini-batch training affect the minimizer.
result Different training methods lead to different minimizers, even in overparameterized networks.

The Weierstrass representation for minimal surfaces in R3\mathbb{R}^3 provides a flexible method for constructing minimal surfaces of arbitrary genus. The topological limitations of minimal surfaces interfere with this providing a more general geometric modeling tool. Minimal surfaces lie in the larger class of harmoni…

2016-02-17abs ↗pdf ↗

In a seminal paper published in 19681968, J. Simons proved that, for n5n\leq 5, the Euclidean (minimal) cone CMCM, built on a closed, oriented, minimal and non totally geodesic hypersurface MnM^n of Sn+1\mathbb S^{n+1} is unstable. In this paper, we extend Simons' analysis to {\em warped} (minimal) cones built over a close…

2014-03-13abs ↗pdf ↗

SBI provides more accurate pole positions than chi-squared minimization in model misspecification.

problem Accurate pole position estimation in pi-pi scattering models.
method Simulation Based Inference (SBI) method compared to chi-squared minimization.
result SBI leads to more robust predictions of pole positions in models of pi-pi scattering.