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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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25.0%50.0%75.0%100.0% · Jun 199319922001200920182026
48 results for non-constant time preference

The paper shows failure of smooth pasting principle in time-inconsistent stopping problems.

problem Time-inconsistent stopping problems with non-constant time preference rates.
method Analysis of the smooth pasting principle within the intra-personal game theoretic framework.
result The smooth pasting principle fails under time-inconsistency and does not guarantee equilibrium solutions.

A new algorithm optimizes time-varying functions with non-constant evaluation times.

problem Optimizing functions that change over time with varying evaluation times.
method Proposes a novel time-varying Bayesian optimization algorithm.
result Establishes a regret bound for the proposed algorithm.

The conformally covariant split system generates non-constant mean curvature vacuum initial data.

problem Creating non-constant mean curvature vacuum initial data for the Einstein equations.
method Proved existence of solutions to the conformally covariant split system on compact 3-manifolds using the implicit function theorem.
result The conformally covariant split system provides non-constant mean curvature vacuum initial data for the Einstein equations.

The paper classifies hypersurfaces in H2imesH2\mathbb{H}^2 imes\mathbb{H}^2 with constant curvature.

problem Classifying hypersurfaces in H2imesH2\mathbb{H}^2 imes\mathbb{H}^2 with constant sectional curvature.
method Analyzing the geometry of H2imesH2\mathbb{H}^2 imes\mathbb{H}^2 and constructing specific examples.
result Examples of hypersurfaces in H2imesH2\mathbb{H}^2 imes\mathbb{H}^2 with non-constant product angle function.

Study optimal portfolio strategies with time-varying discount rates.

problem Optimizing portfolio decisions with a non-constant discount rate.
method Introduced subgame perfect strategies to handle time inconsistency, using fixed point iteration to find the utility-weighted discount rate.
result Subgame perfect strategies are equivalent to optimal strategies under certain utility function assumptions.

Develops discrete geometry for non-constant curvature surfaces.

problem Modeling surfaces of non-constant curvature, especially with non-constant negative curvature.
method Derived and numerically integrated Lelieuvre formulas for C1,1C^{1,1} hyperbolic surfaces. Proposed iterative and fast marching methods for solving implicit equations and computing geodesic distances.
result Explicit construction of immersions is not provided, but equations are described implicitly.

A quaternionic version of Picard's theorem limits how many values a slice regular function can avoid.

problem How many values can a non-constant slice regular function of a quaternionic variable avoid?
method Investigates slice regular functions of quaternionic variables, extending the classical Picard theorem.
result A non-constant slice regular function of a quaternionic variable can avoid at most one value, similar to the classical Picard theorem.

In this paper we obtain a splitting theorem for the symmetric diffusion operator Δφ=Δ<φ,>Δ_φ=Δ-\left<\nablaφ,\nabla \right> and a non-constant C3C^3 function ff in a complete Riemannian manifold MM, under the assumptions that the Ricci curvature associated with ΔφΔ_φ satisfies Ricφ(f,f)0{\rm Ric}_φ(\nabla f,\nabla f)\ge 0, that $|…

2015-02-01abs ↗pdf ↗

A new option pricing model handles non-constant risk aversion and transaction costs.

problem Deriving a pricing model for options with varying risk aversion.
method Developed a transformation method to solve the penalized nonlinear PDE and used finite difference discretization.
result Derived bounds on option prices and proposed a numerical scheme.

Researchers found equations for special surfaces in curved spaces.

problem Identifying biconservative surfaces with non-constant mean curvature.
method Explicit local equations found for surfaces in S2imesR\mathbb{S}^2 imes\mathbb{R} and H2imesR\mathbb{H}^2 imes\mathbb{R}.
result Explicit equations for biconservative surfaces with non-constant mean curvature.

This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of non-constant price processes has to be 2, as in the case of continuous martingales.

2007-12-10abs ↗pdf ↗

The paper extends Menelaus' and Ceva's theorems to translation triangles in various Thurston geometries.

problem Extending classical theorems to non-Euclidean geometries.
method Using projective models of Thurston geometries and defining a ``surface of a translation-like triangle".
result Generalization of Menelaus' and Ceva's theorems to non-constant curvature Thurston geometries.

Let MmM^m be a compact oriented smooth manifold which admits a smooth circle action with isolated fixed points which are isolated as singularities as well. Then all the Pontryagin numbers of MmM^m are zero and its Euler number is nonnegative and even. In particular, MmM^m has signature zero. Since a non-constant harmon…

2000-07-24abs ↗pdf ↗

The paper enhances preference learning by incorporating response time data.

problem Lack of temporal information in user decision-making for reward model learning.
method Integrates response time alongside binary choice data using the EZ model and Neyman-orthogonal loss functions.
result Response time-augmented approach reduces error rates from exponential to polynomial scaling, improving sample efficiency.

Study of Gauss maps for minimal surfaces in a specific 3D model.

problem Characterizing minimal surfaces in a non-standard 3D space.
method Defining and analyzing Gauss maps for surfaces in S2imesR\mathbb{S}^2 imes\mathbb{R}, proving properties of these maps.
result Minimal surfaces with the same non-constant Gauss map are related by specific isometries.

Paper solves a complex portfolio selection problem with time-inconsistent preferences.

problem Time-inconsistent preferences in portfolio selection.
method Unified framework with minimal assumptions, proving existence and uniqueness of solution.
result Existence and uniqueness of square-integrable solution for the integral equation.

Efficiently learns reward functions with fewer queries and shorter computation times.

problem Expensive data generation and labeling in robot learning.
method Batch active preference-based learning methods using determinantal point processes (DPP) and heuristic alternatives.
result Our batch active learning algorithm requires only a few queries and computes them in a short amount of time.

Study preferences over uncertain time payments, finds growth-optimality better than expected utility theory.

problem Understanding how people make decisions with uncertain timing of payments.
method Normative model of growth-optimality, revisiting experimental evidence on time lotteries.
result Growth-optimality better explains experimental data on time lotteries than expected discounted utility theory.

The study improves fundamental gap estimates for surfaces with non-constant positive curvature.

problem Estimating the fundamental gap for surfaces with non-constant positive curvature.
method Using a two-point maximum principle, the study establishes log-concavity and fundamental gap estimates.
result Corresponding log-concavity and fundamental gap estimates for surfaces with non-constant positive curvature are derived.

This paper revisits optimal investment strategies for defined contribution pension schemes using forward preferences.

problem Optimal investment strategies derived from backward models are not time-consistent and sub-optimal in real scenarios.
method Introduces forward preferences and solves optimal investment strategies for defined contribution pension schemes.
result Constructs optimal investment strategies for defined contribution pension schemes using forward preferences.

The paper solves portfolio selection for complex preferences in continuous time.

problem Dynamic portfolio selection for nonlinear preferences with time inconsistency.
method Stochastic maximum principle and verification theorems for equilibrium strategies.
result Equilibrium strategies derived in closed form for CRRA and CARA preferences.

Investor optimizes portfolio under dynamic risk preferences.

problem Optimizing investment under uncertain future risk attitudes.
method Developed a general equilibrium framework and solved for subgame-perfect equilibrium policies.
result Equilibrium policies include a novel hedging component to counteract anticipated risk aversion changes.

Extends Kyle model to multiple traders with different time-preference coefficients.

problem Existence and convergence of discrete-time Kyle models with multiple insiders.
method Extends Basak and Cuoco's model to include traders with different time-preference coefficients.
result Parameter restrictions ensure the existence of a Radner equilibrium and long-term survival of traders.

It is well-known that non-constant holomorphic functions do not exist on a compact complex manifold. This statement is false for a supermanifold with a compact reduction. In this paper we study the question under what conditions non-constant holomorphic functions do not exist on a compact homogeneous complex supermanif…

2010-07-09abs ↗pdf ↗

Enhances robo-advisors with client investment preference inference.

problem Accurately inferring clients' investment preferences from past activities.
method Stochastic control framework with continuous-time model and discounting scheme.
result Proves sufficient conditions for client investment preference identifiability.

The paper addresses optimal control in modern tontines with bequest preferences, showing a linear investment strategy.

problem Optimal controls and decreasing allocation in modern tontines with bequest preferences.
method Dual approach to solve optimal control problems with power utilities, modeling bequest preferences.
result Investment strategy almost linearly adjusts from 0% to 100% over time.

Bayesian optimization learns DM preferences for multi-outcome experiments.

problem Optimizing expensive experiments with unknown utility functions and multiple outcomes.
method Alternates preference learning and Bayesian optimization, using pairwise comparisons.
result Preference exploration strategies improve Bayesian optimization performance.

A new framework enables real-time task trade-off control.

problem Conflict between multiple related tasks in a fixed model capacity.
method Formulates MTL as a preference-conditioned multiobjective optimization problem; uses a hypernetwork-based neural network.
result A single model can handle different trade-off preferences among multiple tasks.

We solve a continuous-time game-theoretic problem for Kihlstrom-Mirman preferences.

problem Dynamic inconsistency in preferences due to multiattribute utility theory.
method Formalized an equilibrium control theory for continuous-time Markov processes.
result Equilibrium strategy and value function as solution to extended HJB system.

Improved model for analyzing topics, sentiments, and user preferences in online reviews.

problem Inefficient processing of large-scale online review datasets.
method Developed variational inference models (vTSPRA, svTSPRA, ovTSPRA) for faster and more efficient processing of large datasets.
result The new models (svTSPRA, ovTSPRA) achieve better performance and faster convergence compared to the original TSPRA model.