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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.

169,051 papers · 148 categories

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48 results for news function

New geometric proof of convex function differentiability and approximation.

problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by C1,1C^{1,1} functions.

As the dynamic structure of the financial markets is subject to dramatic changes, a model capable of providing consistently accurate volatility estimates must not make strong assumptions on how prices change over time. Most volatility models impose a particular parametric functional form that relates an observed price …

2017-08-25abs ↗pdf ↗

In this paper, a new approach of defining Steiner symmetrization of coercive convex functions is proposed and some fundamental properties of the new Steiner symmetrization are proved. Further, using the new Steiner symmetrization, we give a different approach to prove a functional version of the Blaschke-Santalo inequa…

2014-03-03abs ↗pdf ↗

The paper develops inequalities for log-concave functions and related surface areas.

problem Understanding log-concave functions and their inequalities.
method Establishing new inequalities through f-divergences and functional affine surface areas.
result New inequalities on functional affine surface area and bounds for Kullback-Leibler divergence.

New proof of Positive Mass Theorem using Green's function and monotonicity formula.

problem Proving the Positive Mass Theorem in Riemannian geometry.
method Established through a newly discovered monotonicity formula for Green's function.
result New proof of the Positive Mass Theorem and Riemannian Penrose Inequality.

Introduces a new G2G_2-Hilbert functional in G2G_2-geometry.

problem None explicitly stated; focuses on introducing a new functional.
method Inspired by the Einstein-Hilbert functional, defines a new G2G_2-Hilbert functional on G2G_2-structures.
result Torsion-free and nearly G2G_2-structures are saddle critical points of the volume-normalized G2G_2-Hilbert functional.

New spectral functionals for Dirac operators with inner fluctuations computed.

problem Spectral functionals and Dirac operators with inner fluctuations.
method Extension of spectral functionals for Dirac operators with inner fluctuations.
result Computed spectral Einstein functional for Dirac operator with inner fluctuations on even-dimensional spin manifolds.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

New method constructs complex-valued r-harmonic functions on Riemannian manifolds.

problem Constructing complex-valued r-harmonic functions on Riemannian manifolds.
method Introducing a new method for constructing complex-valued r-harmonic functions on Riemannian manifolds and applying it to specific semisimple Lie groups.
result The method successfully constructs complex-valued r-harmonic functions on various Riemannian manifolds, including specific Lie groups.

New loss function equivalence reveals PER's uniform sampling can be improved.

problem Improving Prioritized Experience Replay (PER) for better learning efficiency.
method Transforming non-uniformly sampled data loss functions into uniformly sampled ones.
result Some environments can replace PER with a new loss function without performance loss.

New RBF networks can approximate any continuous function.

problem Approximating any continuous function on a compact subset.
method Replacing smoothing factors with shifts in RBF networks and proving approximation under certain conditions.
result RBF networks can approximate any continuous function on any compact subset.

New bound on partition function proves Kähler-Einstein stability.

problem Proving Kähler-Einstein metrics on complex manifolds.
method Quantitative bound on partition function, connecting probabilistic and quantization approaches.
result Direct analytic proof of Kähler-Einstein stability for uniformly Gibbs stable manifolds.

Researchers extend monotonicity formulas for harmonic functions in RCD(0,N) spaces.

problem Generalizing monotonicity formulas for harmonic functions in mRCD(0,N){ m RCD}(0,N) spaces.
method New estimates for harmonic functions and a functional version of the outer volume cone theorem.
result Proven rigidity and almost rigidity statements for harmonic functions in mRCD(0,N){ m RCD}(0,N) spaces.

Introduces new performance measures using scaled utility functions.

problem Performance measurement in financial contexts.
method Certainty equivalents defined via scaled utility functions, well-posed portfolio optimization problem under generic conditions.
result Link between portfolio dynamics, benchmark process, and utility function choice in the long-run setting.

We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…

2014-02-19abs ↗pdf ↗

New algorithms solve complex function optimization problems.

problem Optimizing unknown functions in competitive learning models.
method Proposed F-LCB algorithm based on UCB-type methods for nonlinear optimization.
result Regret upper bounds for the F-LCB algorithm derived from base algorithms' convergence rates.

New results on the convexity of geodesic-length functions on Teichmüller space are presented. A formula for the Hessian of geodesic-length is presented. New bounds for the gradient and Hessian of geodesic-length are described. A relationship of geodesic-length functions to Weil-Petersson distance is described. Applicat…

2005-02-24abs ↗pdf ↗