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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.

169,181 papers · 148 categories

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5101419 · May 202619922001200920182026
48 results for monomial valuations

We prove a conjecture about log canonical thresholds and volumes of klt singularities.

problem Understanding the log canonical thresholds and volumes of klt singularities.
method We use quasi-monomial valuations and techniques from klt singularities to prove the conjectures.
result We confirm Chi Li's conjecture and show that the volume of klt singularities is a constructible function.

This is a continuation to the paper [arXiv:1511.08164] in which a problem of minimizing normalized volumes over Q\mathbb{Q}-Gorenstein klt singularities was proposed. Here we consider its relation with K-semistability, which is an important concept in the study of Kähler-Einstein metrics on Fano varieties. In particul…

2015-12-22abs ↗pdf ↗

Gradient boosts monomial-order-free basis construction algorithms.

problem Lack of theoretical properties in monomial-order-free basis construction algorithms.
method Exploits gradient to sidestep spurious vanishing, achieve consistent output, and remove redundant bases.
result Proposes methods that equip monomial-order-free algorithms with theoretical properties.

We present here a result of Monomialization of real analytic two-symmetric tensor fields over regular real analytic surfaces. We apply it to the (extension of the pull-back of the) inner metric of a resolved surface of a real analytic surface singularity. Doing so we recover Hsiang & Pati property at each point of the …

2015-05-19abs ↗pdf ↗

The paper connects knot volume to AA-polynomial structure.

problem Understanding the relationship between knot volume and AA-polynomial structure.
method Examining satellite knots and their AA-polynomials to conjecture a connection with hyperbolic volume.
result The conjecture that knots with zero hyperbolic volume have AA-polynomials with specific factor structure.

POUnets combine partitions of unity and monomials for efficient deep learning.

problem Efficiently approximating functions with deep neural networks in high dimensions.
method Integrates partitions of unity and monomials into neural network architecture.
result POUnets achieve hp-convergence for smooth functions and outperform MLPs for discontinuous functions.

We prove that the Kontsevich tetrahedral flow P˙=Qa:b(P)\dot{\mathcal{P}} = \mathcal{Q}_{a:b} (\mathcal{P}), the right-hand side of which is a linear combination of two differential monomials of degree four in a bi-vector P\mathcal{P} on an affine real Poisson manifold NnN^n, does infinitesimally preserve the space of Poisson…

2016-08-04abs ↗pdf ↗

Power-law spectrum of random feature model is preserved in neural networks.

problem Preserving power-law spectrum in neural networks through random feature model.
method Characterized eigenvalues of population random-feature covariance using dyadic head-tail decomposition and Wick chaos expansions.
result Power-law exponent αα is inherited from input covariance, modified by a logarithmic correction.

We consider a generalization of low-rank matrix completion to the case where the data belongs to an algebraic variety, i.e. each data point is a solution to a system of polynomial equations. In this case the original matrix is possibly high-rank, but it becomes low-rank after mapping each column to a higher dimensional…

2017-03-28abs ↗pdf ↗

Study shows shallow ReLU networks struggle with high-dimensional Lipschitz functions.

problem Expressing high-dimensional Lipschitz functions with shallow ReLU networks.
method Established lower bounds on shallow network complexity for polynomial approximation.
result Shallow ReLU networks suffer from the curse of dimensionality for Lipschitz functions.

A new bootstrapping method reduces key sizes and runtime in FHE.

problem Large plaintext evaluation in FHE increases bootstrapping complexity.
method New polynomial vector representation and monic monomial permutation matrices.
result Polynomial factor improvement in key size and constant factor in runtime.

Paper introduces new actuarial-consistent valuations for insurance liabilities.

problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.

Market valuation duration is 175 years, but drops to 46 years during crises.

problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.

Business cycles affect startup valuations, both directly and indirectly.

problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.

Classification of SL(n) covariant valuations on Orlicz spaces.

problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

2014-02-12abs ↗pdf ↗

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn\mathbb{R}^n without continuity assumptions.
result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n4n \geq 4, and a new function in dimension 3.

Paper proposes a new method for valuing long-term annuities using real-world probability measure.

problem Valuation of long-term annuities using classical no-arbitrage methods.
method Real-world probability measure valuation, employing numéraire portfolio.
result Real-world valuation leads to lower values than classical approaches.

Let SO+(p,q)\mathrm{SO}^+(p,q) denote the identity connected component of the real orthogonal group with signature (p,q)(p,q). We give a complete description of the spaces of continuous and generalized translation- and SO+(p,q)\mathrm{SO}^+(p,q)-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

2016-02-28abs ↗pdf ↗

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

2016-02-18abs ↗pdf ↗

The paper extends the convolution operator to non-smooth valuations using geometric inequalities.

problem Extending the convolution operator to non-smooth valuations.
method Using geometric inequalities derived from optimal transport methods.
result Constructing a continuous extension of the convolution operator on smooth valuations to non-smooth valuations.

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

2013-06-10abs ↗pdf ↗

Value-tracking in financial markets breaks down when non-valuation-based traders dominate.

problem Understanding the threshold for value-tracking in financial markets.
method Simple discrete-time model to show how non-valuation-based traders can cause tracking errors.
result A threshold above which value-tracking breaks down without changes in asset value.

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.

Fair market valuations ignore future worker profits in employee-owned firms.

problem Ignoring future worker profits in fair market valuations for employee-owned firms.
method Analyzing property rights and residual claimants in employee-owned firms.
result Fair market valuations are inappropriate for employee-owned firms.

Efficiently optimizes boolean functions using multilinear polynomials and exponential weight updates.

problem Optimizing boolean functions over the boolean hypercube with high computational cost.
method Proposes a computationally efficient algorithm using multilinear polynomials and exponential weight updates.
result Improves computational time up to several orders of magnitude compared to state-of-the-art algorithms.

We introduce the new notion of convolution of a (smooth or generalized) valuation on a group GG and a valuation on a manifold MM acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and generalized valuations on MM are modules over the algebra of compactly supported g…

2015-07-17abs ↗pdf ↗