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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.

169,341 papers · 148 categories

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336598130 · May 202619922001200920182026
48 results for negative coefficients

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we deve…

2013-03-12abs ↗pdf ↗

Study on non-negative solutions for stochastic Volterra equations with jumps.

problem Existence and uniqueness of non-negative solutions for stochastic Volterra equations with jumps and non-Lipschitz coefficients.
method Developed a nonnegative approximation approach and used Yamada--Watanabe approximation technique for convergence proof.
result Established conditions for strong existence and pathwise uniqueness of non-negative solutions.

VAE enhances NMF for probabilistic non-negative matrix factorisation.

problem Non-negative matrix factorisation with probabilistic coefficients.
method Design a VAE network with non-negative weights and non-negative Weibull distribution.
result Effective probabilistic NMF for generating new data and linking latent and input variables.

Let PP be a non-negative self-adjoint Laplace type operator acting on sections of a hermitian vector bundle over a closed Riemannian manifold. In this paper we review the close relations between various PP-related coefficients such as the mollified spectral counting coefficients, the heat trace coefficients, the reso…

2015-09-01abs ↗pdf ↗

New cycles found in moduli space from quadratic differentials.

problem Finding new cycles in moduli space from quadratic differentials.
method Exhibiting rigid and extremal effective codimension j cycles in Mg,n\overline{\mathcal{M}}_{g,n} from strata of quadratic differentials.
result Infinitely many new rigid and extremal effective codimension j cycles in Mg,n\overline{\mathcal{M}}_{g,n} are exhibited.

The paper analyzes the error in variational Bayesian NMF compared to Bayesian NMF.

problem Analyzing the variational approximation error in Bayesian NMF.
method Using algebraic geometrical methods, the paper derives an upper bound for the learning coefficient and a lower bound for the approximation error.
result The paper finds a lower bound for the approximation error, showing how well VBNMF approximates Bayesian NMF.

Study constructs infinite families of non-singular black hole solutions with a negative cosmological constant.

problem Constructing non-singular black hole solutions with a negative cosmological constant.
method Using an elliptic system of equations with complex coefficients for complex-valued tensor fields.
result Infinite-dimensional families of non-singular stationary black hole solutions with a negative cosmological constant.

The study shows interest rates impact investment and funding negatively but positively on dividend decisions.

problem The effect of interest rates on financial decisions like investment, funding, and dividend.
method Correlation coefficient analysis and descriptive methods.
result Interest rates have a negatively insignificant effect on investment and funding decisions, but positively moderate effect on dividend decisions.

The flat trace of geodesic Koopman operators varies with negatively curved surfaces.

problem Understanding how the flat trace of geodesic Koopman operators changes with variations of negatively curved surfaces.
method Computing the first variation of the flat trace as a distribution and analyzing its leading singularity.
result The leading singularity coefficient is a linear functional of length variations, forcing marked lengths to be locally constant.

Adaptive transfer learning model for varying mechanisms across domains.

problem Improving inference in a target domain by leveraging related source domains with varying mechanisms.
method Semi-parametric domain-varying coefficient model (DVCM) for structured transfer learning.
result Minimax rate-optimal adaptive transfer learning estimator with provable negative transfer safeguards.

In this paper we will prove that for a compact, symplectic manifold (M,ω)(M, ω) and for ωω-compatible almost-complex structure J any properly perturbed J-holomorphic curve has a non-negative symplectic area. This non-negative property provides us with a new obstruction to the bubbling off phenomenon and thus allows us to…

2002-02-07abs ↗pdf ↗

Study shows how business cycle affects dividend payout based on managerial stock incentives.

problem Impact of managerial stock incentives on dividend payout policy during business cycles.
method Using S&P 1500 companies data from 2000-2018, analyzing full sample and recession periods.
result Negative relationship between managerial stock options and dividend payouts, significant for medium-sized companies.

Global propagator for massless Dirac operator defined and analyzed.

problem Analyzing the massless Dirac operator on 3-manifolds.
method Constructing propagator as sum of oscillatory integrals, providing global definitions and small time expansions.
result Explicit calculation of propagators' symbols and coefficients in eigenvalue counting functions.

Directly proves Li-Yau estimates on manifolds with negative Ricci curvature.

problem Proving Li-Yau estimates on manifolds with negative Ricci curvature.
method Uses classical maximum principle argument and Hamilton's techniques.
result Directly proves sharp Li-Yau estimates simplifying previous methods.

Classifies negative-twisting structures on Seifert fibred spaces using Heegaard Floer homology.

problem Classifying negative-twisting tight contact structures on Seifert fibred spaces.
method Adapting Ozsváth-Szabó full path algorithm to star-shaped graphs and using Heegaard Floer homology.
result Complete classification of negative-twisting structures on Seifert fibred spaces.

Study bounds expansion coefficient from observable diameter in metric measure spaces.

problem Bound the expansion coefficient from below in terms of the observable diameter.
method Considered concentration of measure phenomenon, connected observable diameter and expansion coefficient, derived upper bound, combined with lower bound to obtain upper bound for observable diameter.
result Obtained upper bound for observable diameter in terms of expansion coefficient.

Improved estimates on Riemannian surfaces with negative curvature.

problem Estimating Fourier coefficients of eigenfunctions on negatively curved surfaces.
method Refined geodesic period integrals and Gauss-Bonnet Theorem to avoid geodesic parallelograms and quantify curvature.
result Fourier coefficients go to zero at a rate of O((logλ)1/2)O((\logλ)^{-1/2}) for 0<ν<c0λ0<ν<c_0λ.

Positive factorization for pseudoperiodic homeomorphisms on surfaces.

problem Factorization of pseudoperiodic homeomorphisms on surfaces.
method Generalization of classical results on smooth germs of surfaces, topological characterization of monodromies, and use of positive factorization criteria.
result Pseudoperiodic homeomorphisms on surfaces with positive fractional Dehn twist coefficients and screw numbers admit a positive factorization.

This study uses local Gaussian correlation to analyze stock return tails, revealing more sensitive network properties.

problem Misleading results from Pearson correlation in financial networks.
method Local Gaussian correlation coefficient for capturing nonlinear dependence and heavy-tailed distributions.
result Local Gaussian correlation network among negative tails is more sensitive to stock market risks.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

A new model BGAR(1) improves temporal NMF for time series data.

problem Temporal NMF models lack a well-defined stationary distribution.
method Introduced a new Gamma Markov chain model BGAR(1) to overcome the limitation of previous models.
result BGAR(1) model has a well-defined stationary distribution.

In this paper, we study the boundary behavior of the negatively curved Kähler-Einstein metric attached to a log canonical pair (X,D)(X,D) such that KX+DK_X+D is ample. In the case where XX is smooth and DD has simple normal crossings support (but possibly negative coefficients), we provide a very precise estimate on the p…

2014-10-20abs ↗pdf ↗

Bayesian Markowitz portfolio problem shows entropy regularization is ineffective.

problem Entropy regularization in Bayesian Markowitz portfolio optimization.
method Combines continuous-time Bayesian filtering with stochastic policy optimization.
result Entropy regularization does not accelerate learning of unknown drift.

Proves solution uniqueness for biomembrane shape prediction.

problem Proving solution uniqueness for the genus one Canham variational problem.
method Combining numeric analytic continuation and singularity analysis to prove non-negativity of a sequence.
result Proves positivity of the sequence, leading to solution uniqueness.

We define an ADM-like mass, called p-mass, for an asymptotically flat pseudohermitian manifold. The p-mass for the blow-up of a compact pseudohermitian manifold (with no boundary) is identified with the first nontrivial coefficient in the expansion of the Green function for the CR Laplacian. We deduce an integral formu…

2013-12-30abs ↗pdf ↗

Let (X,D) be a klt pair. Assuming either K_X+D big or -(K_X+D) ample, and that the coefficients of D are greater than 1/2, we show that the Kähler-Einstein metric attached to (X,D) -whenever it exists- has cone singularities along D on the log-smooth locus of the pair intersected with the ample locus of K_X+D (in the n…

2012-12-06abs ↗pdf ↗

Proves conjecture linking WRT invariants and homological blocks for plumbed 3-manifolds.

problem Proving a conjecture about Witten-Reshetikhin-Turaev invariants and homological blocks for plumbed 3-manifolds.
method Developed a new technique for asymptotic expansions to compare WRT invariants and homological blocks, proving vanishing of weighted Gauss sums.
result Proved conjecture stating WRT invariants are radial limits of homological blocks.

Research disproves the extension of a weight system to a 4-invariant for graphs.

problem Whether the sl(2)-weight system extends to a unique 4-invariant of graphs.
method Analyzing the sl(2)-weight system and constructing recurrence relations for extensions.
result The sl(2)-weight system does not extend to a 4-invariant for graphs in full generality.

The paper discusses thresholds and bounds for accuracy in binary classification systems.

problem The accuracy of binary classification systems and its dependence on prevalence.
method Analyzing the precision-prevalence curve and negative predictive value-prevalence curve to find thresholds and bounds.
result Thresholds (φeφ_e and φnφ_n) bound various accuracy metrics (Fβ, F1, FM, MCC) and the ratio of maximum accuracy to prevalence.

New bounds show complexity of adversarial decision making.

problem Understanding sample efficiency in adversarial decision making.
method New upper and lower bounds on Decision-Estimation Coefficient.
result Decision-Estimation Coefficient is necessary and sufficient for low regret in adversarial decision making.

Study on solutions of degenerate equations on manifolds, linking behavior to geometry and decay rates.

problem Behavior of solutions to degenerate parabolic equations on manifolds with inhomogeneous density.
method Analysis of Cauchy problem on Riemannian manifolds, considering weight function as capacitary coefficient.
result Estimates of vanishing rate and finite speed of propagation in subcritical ranges, universal bounds and blow-up in supercritical ranges.

The paper calculates Bachelier option prices using Taylor expansions and applies it as a variance reduction technique.

problem Calculating Bachelier option prices and variance reduction in correlated cases.
method Taylor expansions and classical Itô calculus to derive option prices, uses negative powers of future mean volatility.
result The paper provides a new method to calculate Bachelier option prices and applies it to reduce variance in Monte Carlo simulations.