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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.

168,657 papers · 148 categories

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54109163217 · Jun 202019922001200920172026
48 results for negative association

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

The paper explores the relationship between joint mixability and negative dependence structures.

problem Understanding the connection between joint mixability and various negative dependence concepts.
method Analyzes the properties of joint mixes and their relation to negative dependence structures.
result Derives necessary and sufficient conditions for a joint mix to be negatively dependent.

The paper finds optimal threshold strategies for insurance companies with a positive terminal value at creeping ruin.

problem Optimizing dividend payments in an insurance company's surplus process with a positive terminal value at creeping ruin.
method Using fluctuation theory, the paper derives explicit formulas for the objective function and shows the optimality of threshold strategies.
result Threshold strategies are optimal for the dividend optimization problem under certain conditions.

Develops thermodynamic formalism for quasimorphisms on negatively curved spaces.

problem Analyzing quasimorphisms on negatively curved spaces.
method Thermodynamic formalism framework, Banach isomorphism, weak Livšic cohomology.
result Establishes Central Limit Theorem and invariance principle for unbounded quasimorphisms.

The paper constructs metrics with non-negative curvature and harmonic maps.

problem Constructing metrics with non-negative curvature and harmonic maps.
method Using Clifford systems and characteristic maps, the paper constructs metrics with non-negative curvature and harmonic representatives of certain elements in homotopy groups of spheres.
result The construction of a metric of non-negative curvature on S(η)S(η) which is diffeomorphic to the inhomogeneous focal submanifold M+M_+ of OT-FKM type isoparametric hypersurfaces.

Study on prescribing curvature on specific manifolds with negative Gauduchon degree.

problem Prescribing Chern scalar curvatures on compact Hermitian manifolds with negative Gauduchon degree.
method Analysis of geometric flow convergence to obtain existence results.
result Existence results for curvature functions that are nonzero and nonpositive, and sign-changing cases.

The method integrates survival constraints into NMF for identifying survival-associated gene clusters.

problem Understanding and interpreting high-dimensional biological data for disease markers.
method Cox proportional hazards regression integrated with NMF via proportional hazards non-negative matrix factorization.
result The method can uncover survival-associated gene clusters in cancer gene expression data.

We prove that the space of smooth Riemannian metrics on the three-ball with non-negative Ricci curvature and strictly convex boundary is path connected; and, moreover, that the associated moduli space (i.e., modulo orientation-preserving diffeomorphisms of the three-ball) is contractible. As an application, using resul…

2015-05-26abs ↗pdf ↗

News novelty predicts negative stock market returns.

problem Negative stock market returns due to increased news novelty.
method Quantified news novelty using entropy measure from recurrent neural network applied to a large news corpus.
result Entropy exposure carries a negative risk premium, indicating that assets positively correlated with entropy hedge aggregate news risk.

Model learns image-word associations from captions using contrastive learning.

problem Phrase grounding, associating image regions to caption words.
method Optimizing word-region attention to maximize mutual information, using language model guided word substitutions for negatives.
result Model achieves 76.7% accuracy on Flickr30K Entities benchmark, a 5.7% gain from weak supervision.

Given an associative 3-fold in R^7 which is asymptotically conical with generic rate less than 1, we show that its moduli space of deformations is locally homeomorphic to the kernel of a smooth map between smooth manifolds. Moreover, the virtual dimension of the moduli space is computed and shown to be non-negative for…

2008-02-24abs ↗pdf ↗

Let (M,g)(M,g) be a complete non-compact Riemannian manifold. We consider operators of the form Δg+VΔ_g + V, where ΔgΔ_g is the non-negative Laplacian associated with the metric gg, and VV a locally integrable function. Let ρ:(M^,g^)(M,g)ρ: (\hat{M},\hat{g}) \to (M,g) be a Riemannian covering, with Laplacian Δg^Δ_{\hat{g}} and potenti…

2012-03-24abs ↗pdf ↗

We compute the log canonical thresholds of non-negatively curved singular hermitian metrics on ample linearized line bundles on bi-equivariant group compactifications of complex reductive groups. To this end, we associate to any such metric a convex function whose asymptotic behavior determines the log canonical thresh…

2015-10-17abs ↗pdf ↗

The paper solves curvature prescription on a disk with negative Gaussian curvature.

problem Prescribing Gaussian curvature and geodesic curvature on a disk with negative Gaussian curvature.
method Variational approach, critical points of a functional, perturbation argument, monotonicity trick, blow-up analysis, Morse index estimates.
result General existence results for the curvature prescription problem.

The main result presented here is that the flow associated with a riemannian metric and a non zero magnetic field on a compact oriented surface without boundary, under assumptions of hyperbolic type, cannot have the same length spectrum of topologically corresponding periodic orbits as the geodesic flow associated with…

2005-02-20abs ↗pdf ↗

We prove the existence of "half-plane differentials" with prescribed local data on any Riemann surface. These are meromorphic quadratic differentials with higher-order poles which have an associated singular flat metric isometric to a collection of euclidean half-planes glued by an interval-exchange map on their bounda…

2013-01-02abs ↗pdf ↗

New proof shows surfaces can have identical length spectra but not simple ones.

problem Identifying when two covers of a surface have identical length spectra but not simple ones.
method Characterized isomorphism of covers and constructed surfaces with identical spectra but different simple length spectra.
result Found surfaces with identical length spectra but not simple length isospectral covers.

We analyze an energy functional associated to Conformal Ricci Flow along closed manifolds with constant negative scalar curvature. Given initial conditions we use this functional to demonstrate the uniqueness of both the metric and the pressure function along Conformal Ricci Flow.

2013-01-22abs ↗pdf ↗

Physicists believe, with some justification, that there should be a correspondence between familiar properties of Newtonian gravity and properties of solutions of the Einstein equations. The Positive Mass Theorem (PMT), first proved over twenty years ago \cite{SchoenYau79b,Witten81}, is a remarkable testament to this f…

2003-04-18abs ↗pdf ↗

SOS programming verifies MTW tensor non-negativity for optimal transport maps.

problem Verifying MTW tensor non-negativity for general cost functions is difficult.
method Sum-of-Squares (SOS) programming for verifying and approximating MTW non-negativity.
result SOS programming provides certificates and approximations of MTW non-negativity.

Let (M,g)(M,g) be a closed oriented negatively curved surface. A unitary connection on a Hermitian vector bundle over MM is said to be transparent if its parallel transport along the closed geodesics of gg is the identity. We study the space of such connections modulo gauge and we prove a classification result in terms …

2008-09-25abs ↗pdf ↗

Lower bounds for eigenvalues on manifolds with negative Ricci curvature.

problem Estimating eigenvalues on non-compact manifolds with negative Ricci curvature.
method Using a one-dimensional differential equation model to bound the principal pp-frequency.
result The lower bound for the principal pp-frequency is sharp and depends on the diameter and curvature.

Lower bounds for eigenvalues on manifolds with negative Ricci curvature.

problem Estimating eigenvalues on non-compact manifolds with negative Ricci curvature.
method Using a one-dimensional differential equation model, the paper establishes a lower bound for the principal pp-frequency.
result The lower bound for the principal pp-frequency is sharp and depends on the diameter and curvature.

We present a unified method of construction of surfaces associated with Grassmannian sigma models, expressed in terms of an orthogonal projector. This description leads to compact formulae for structural equations of two-dimensional surfaces immersed in the su(N) algebra. In the special case of the CP^1 sigma model we …

2006-01-12abs ↗pdf ↗

The paper generalizes a Steklov eigenvalue inequality for substatic triples under non-negative Ricci curvature.

problem Estimating Steklov eigenvalues for substatic triples under non-negative Ricci curvature.
method Generalization of Fraser-Li type inequality for substatic triples under non-negative Ricci curvature associated with an affine connection.
result The paper provides a new inequality for Steklov eigenvalues of substatic triples.

For a compact riemannian manifold of negative curvature, the geodesic foliation of its unit tangent bundle is independent of the negatively curved metric, up to Holder bicontinuous homeomorphism. However, the riemannian metric defines a natural transverse measure to this foliation, the Liouville transverse measure, whi…

2002-03-11abs ↗pdf ↗

Assume that M(T)M(\mathcal{T}) is a rational homology sphere plumbed 3-manifold associated with a connected negative definite graph T\mathcal{T}. We consider the combinatorial multivariable Poincaré series associated with T\mathcal{T} and its counting functions, which encode rich topological information. Using the `per…

2017-02-22abs ↗pdf ↗

The paper studies metrics on vector bundles with singularities and their associated forms.

problem Analyzing singular Hermitian metrics on vector bundles and their associated forms.
method Defines and analyzes the Segre and Chern forms of singular metrics, proving properties of their Lelong numbers.
result Lelong numbers of the associated forms are integers if singularities are integral.

In this note, we study the dynamics and associated zeta functions of conformally compact manifolds with variable negative sectional curvatures. We begin with a discussion of a larger class of manifolds known as convex co-compact manifolds with variable negative curvature. Applying results from dynamics on these spaces,…

2011-06-09abs ↗pdf ↗

We introduce the concept of "negative bubbles" as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with a hazard rate de…

2010-03-30abs ↗pdf ↗