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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.

168,742 papers · 148 categories

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84168251335 · Jun 202019922001200920172026
48 results for negative values

New theory shows how learning algorithms can create a bias towards negative outcomes.

problem Negativity bias in adaptive learning algorithms.
method Generalization of the Hot Stove Effect to settings with negative estimates leading to smaller sample sizes.
result Negativity bias persists even when negative estimates do not lead to avoidance.

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.

The paper introduces Absolute Shapley Value to handle negative contributions in machine learning model training.

problem Negative marginal contributions in machine learning model training.
method Investigates three philosophies: Original Shapley Value, Zero Shapley Value, and Absolute Shapley Value.
result Absolute Shapley Value significantly outperforms other definitions in evaluating data importance.

Two new models improve option valuation for negative or mean reverting futures markets.

problem Valuation of futures contracts with negative underlying prices.
method Proposed two models: Ornstein-Uhlenbeck and continuous time GARCH.
result Improved option values compared to Black 76, especially for negative or mean reverting markets.

Investigates maps and properties in spaces with negative dimensions and curvature.

problem Existence of transport maps and local-to-global property in spaces with negative dimensions and bounded Ricci curvature.
method Examines metric measure spaces with negative curvature dimensions and applies reduced curvature-dimension conditions.
result Establishes the existence of transport maps and proves the local-to-global property.

The study proves a new inequality and formula for manifolds with non-negative Ricci curvature.

problem Proving a sharp mean value inequality for non-negative superharmonic functions.
method Develops a new sharp mean value inequality and an explicit formula for weighted scalar curvature.
result The new inequality removes the radius restriction of Schoen-Yau's result and provides an explicit formula for integral of weighted scalar curvature.

Study expands classical harmonic function results to Riemannian manifolds.

problem Classical harmonic function properties in domains of Riemannian manifolds.
method Generalized classical results to Riemannian manifolds, including pinched negative curvature.
result Generalized results for Riemannian manifolds, including pinched negative curvature.

GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.

problem Avoiding obstacles in trajectory planning for real-world systems.
method GP-ND models negative data pairs using Gaussian distributions and maximizes their KL divergence from the GP to avoid them.
result GP-ND outperforms traditional GP learning in obstacle-aware trajectory planning.

Study stability of curvature-dimension condition for negative dimensions.

problem Stability of curvature-dimension condition with negative dimension parameters.
method Introduced CD(K, N)-condition for N < 0, defined distance d_{\mathsf{iKRW}}, proved convergence stability.
result Limit structure of converging metric measure spaces remains CD(K, N) for N < 0.

Paper proposes a new method to evaluate joint risk under uncertainty.

problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.

We consider a smooth closed surface MM of fixed genus 2\geqslant 2 with a Riemannian metric gg of negative curvature with fixed total area. The second author has shown that the topological entropy of geodesic flow for gg is greater than or equal to the topological entropy for the metric of constant negative curvatu…

2017-09-29abs ↗pdf ↗

Negative step sizes improve second-order methods for neural networks.

problem Second-order methods discard negative curvature, limiting their effectiveness.
method Introduce negative step sizes in second-order methods combined with Wolfe line search.
result Negative step sizes lead to global convergence and improved performance.

In the present paper, we investigate the optimal capital injection behaviour of an insurance company if the interest rate is allowed to become negative. The surplus process of the considered insurance entity is assumed to follow a Brownian motion with drift. The changes in the interest rate are described via a Markov-s…

2016-12-20abs ↗pdf ↗

In this paper, we study the power of Gaussian curvature flow of a compact convex hypersurface and establish its Harnack inequality when the power is negative. In the Harnack inequality, we require that the absolute value of the power is strictly positive and strictly less than the inverse of the dimension of the hypers…

2011-02-22abs ↗pdf ↗

Geometric structures on NQ\mathbb N Q-manifolds, i.e.~non-negatively graded manifolds with an homological vector field, encode non-graded geometric data on Lie algebroids and their higher analogues. A particularly relevant class of structures consists of vector bundle valued differential forms. Symplectic forms, contac…

2014-06-24abs ↗pdf ↗

For a closed surface M with metric g, the Robin mass m(p) at the point p is the value of the Green function G(p,q) at p=q after the logarithmic singularity has been removed. The Laplacian-mass is the average value of the Robin mass, minus the value of the Robin mass for the round sphere of the same area. The Laplacian-…

2007-11-21abs ↗pdf ↗

Framework for energy markets using measure-valued processes.

problem Arbitrage-free modeling of energy futures markets.
method Translation of Heath-Jarrow-Morton approach to measure-valued processes, derivation of HJM-drift condition, analysis of measure-valued diffusions.
result Existence of non-negative measure-valued diffusions satisfying the HJM-drift condition.

New rigidity theorems for spin fill-ins with non-negative scalar curvature.

problem Mean curvature rigidity for spin fill-ins with non-negative scalar curvature.
method Two spinorial techniques: extending boundary spinors and comparison using index theory.
result New Witten-type integral inequality for the mass of asymptotically Schwarzschild manifolds.

WEINCE improves contrastive learning by correcting softmax biases.

problem Softmax in InfoNCE can lead to misaligned statistical assumptions in contrastive learning.
method WEINCE uses anchor-wise online batch statistics to blend softmax logits with an endpoint shortfall correction.
result WEINCE yields consistent improvements in frozen-feature evaluation across five vision benchmarks.

For environmental problems such as global warming future costs must be balanced against present costs. This is traditionally done using an exponential function with a constant discount rate, which reduces the present value of future costs. The result is highly sensitive to the choice of discount rate and has generated …

2013-11-16abs ↗pdf ↗

The paper proposes methods to estimate positive examples and learn classifiers from mixed data.

problem Estimating the proportion of positive examples and learning classifiers from a mixture of positive and unlabeled data.
method Best Bin Estimation (BBE) for Mixture Proportion Estimation and Conditional Value Ignoring Risk (CVIR) for PU-learning.
result The proposed methods significantly improve both mixture proportion estimation and classifier learning.

New LL-functions for 3-manifolds connect to Witten invariants and relate to generalized Bernoulli polynomials.

problem Understanding LL-functions for 3-manifolds and their invariants.
method Using Mellin transforms and asymptotic techniques, proving entire functions and their values.
result Linear relations between LL-function values at negative integers, generalizing known zeta functions.

In this paper, we compare Ollivier Ricci curvature and Bakry-Émery curvature notions on combinatorial graphs and discuss connections to various types of Ricci flatness. We show that non-negativity of Ollivier Ricci curvature implies non-negativity of Bakry-Émery curvature under triangle-freeness and an additional in-de…

2019-09-25abs ↗pdf ↗

New analysis shows rational actors will deploy AGI despite negative social value due to catastrophic risk.

problem Rational actors will deploy AGI despite negative social value due to shared catastrophic risk.
method Continuous-time preemption game with shared catastrophic externalities, showing suicide region and welfare distortion.
result The suicide region widens as catastrophic risk grows, and two mechanisms can close it.

Unified framework for non-negative matrices and tensors using Wasserstein loss.

problem Finding low-dimensional representations of high-dimensional datasets with non-negative constraints.
method Unified mathematical framework with a smoothed Wasserstein loss, convex dual formulation for efficient computation.
result Efficient solution for non-negative matrix and tensor factorisations with Wasserstein loss.

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra f(α)f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…

2008-03-10abs ↗pdf ↗

New method learns from either positive or negative feedback alone.

problem Limited applicability of existing preference optimization methods in scenarios with only unpaired feedback.
method Decouples learning from positive and negative feedback, using expectation-maximization (EM) to optimize probability of positive outcomes and explicitly incorporate negative examples.
result Stable learning from negative feedback alone demonstrated.

State-of-the-art approaches for Knowledge Base Completion (KBC) exploit deep neural networks trained with both false and true assertions: positive assertions are explicitly taken from the knowledge base, whereas negative ones are generated by random sampling of entities. In this paper, we argue that random sampling is …

2019-08-16abs ↗pdf ↗

Study on moduli spaces of negatively curved metrics on surfaces.

problem Understanding the structure of moduli spaces of uniformly negatively curved metrics on surfaces.
method Construction of locally constant functionals based on geodesic string counts.
result Moduli space of metrics on RimesS1\mathbb{R} imes S^1 is disconnected.

LSQ+ improves quantization of neural nets with Swish activations, achieving state-of-the-art results.

problem Quantization of neural nets with Swish activations, especially negative activations, leads to significant performance loss.
method Introduces learnable scale and offset parameters for asymmetric quantization, and uses MSE-based initialization for quantization parameters.
result Significantly outperforms LSQ for low-bit quantization of neural nets with Swish activations, achieving up to 5.6% gain with W2A2 quantization of EfficientNet-B0.

Anti-ELAB protests affected Hong Kong firms' stock prices, especially those linked to pan-democrats.

problem Impact of anti-ELAB protests on Hong Kong firms' stock prices.
method Daily protesting intensity measured by number of protestors from 2019/6/6 to 2020/1/17; analyzed stock price changes of firms.
result Anti-ELAB protests negatively affected firms linked to pan-democrats, positively affected red chips.

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

problem Investigates the behavior of Value-at-Risk (VaR) for sums of one-sided random variables.
method Analyzes the extremal aggregation behavior of VaR, introduces structural conditions for super-additivity.
result Characterizes when VaR is fully super-additive and provides unified framework for various dependence structures.

Consider vector valued harmonic maps of at most linear growth, defined on a complete non-compact Riemannian manifold with non-negative Ricci curvature. For the norm square of the pull-back of the target volume form by such maps, we report a strong maximum principle, and equalities among its supremum, its asymptotic ave…

2018-01-08abs ↗pdf ↗