Research
On-device research index

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

Trend · papers per month

200399599798 · Jun 202019922001200920172026
48 results for non-standard settings

This paper addresses GE estimation in non-standard settings using various resampling methods.

problem Biased GE estimates in non-standard settings like clustered data and concept drift.
method Tailored resampling methods for clustered, spatial, unequal sampling, concept drift, and hierarchically structured outcomes.
result Standard resampling methods often yield biased GE estimates in non-standard settings.

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

Unified approach to non-standard classification tasks.

problem Non-standard classification tasks like semi-supervised, positive-unlabelled, multi-positive-unlabelled and noisy-label learning.
method Probabilistic, unified approach training a classifier to predict label-distributions, then inferring class-distributions.
result Unified model for various non-standard classification tasks.

Study non-standard bi-orders on punctured torus bundles, matching standard ones in key subgroups.

problem Investigate non-standard bi-orders on punctured torus bundles.
method Analyze various bi-orderings and compare them to standard ones formed by the lower central series.
result For every bi-ordering, the largest and second largest proper convex subgroups match those of a standard bi-ordering. Third largest subgroup matches if it exists.

We accelerate Bayesian inference for neutrino physics experiments by 100-60x.

problem Complex posterior geometries in multi-dimensional parameter spaces.
method GPU acceleration, automatic differentiation, neural-network-guided reparameterization.
result Significant performance improvements in Bayesian inference for direct detection experiments.

The linear slice of quasi-Fuchsian once-punctured torus groups is defined by fixing the complex length of some simple closed curve to be a fixed positive real number. It is known that the linear slice is a union of disks, and it always has one standard component containing Fuchsian groups. Komori and Yamashita proved t…

2014-12-29abs ↗pdf ↗

Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutely continuous requirement in [Adachi and Ryu, 2019]. In this paper, we develop a binomial asset pricing model based on Prob. We introduce gen…

2019-05-06abs ↗pdf ↗

In \cite{BSV}, Borisov, Salamon and Viaclovsky constructed non-standard orthogonal complex structures on flat tori TR2nT^{2n}_{\mathbb R} for any n3n\geq 3. We will call these examples BSV-tori. In this note, we show that on a flat 66-torus, all the orthogonal complex structures are either the complex tori or the BSV-to…

2016-04-19abs ↗pdf ↗

The paper develops methods to identify stable associations across multiple studies.

problem Identifying stable associations across multiple studies with possible distributional shifts.
method Modeling heterogeneous multi-source data with multiple high-dimensional regressions and devising a novel sampling method for valid confidence intervals of maximin effects.
result Significant maximin effects indicate stable associations that can be generalized to target populations.

Study parabolicity of Riemann surfaces via Fenchel-Nielsen parameters.

problem Determine conditions for a Riemann surface to be of parabolic type.
method Use Fenchel-Nielsen parameters and non-standard half-collars to study parabolicity.
result Obtain sufficient conditions for parabolicity in terms of Fenchel-Nielsen parameters.

Study solves utility maximization in a transient price impact market.

problem Utility maximization in a market with transient price impact.
method Developed a discrete-time model and removed market depth and resilience process restrictions.
result Solved the utility maximization problem without convexity of attainable portfolio values.

A famous result of Bennequin states that for any braid representative of the unknot the Bennequin number is negative. We will extend this result to all n-trivial closed n-braids. This is a class of infinitely many knots closed under taking mirror images. Our proof relies on a non-standard parametrization of the Homfly …

2000-10-27abs ↗pdf ↗

New econometric results for financial duration models under varying tail behaviors.

problem Estimation and inference challenges in financial durations models with random event counts.
method Analysis of likelihood estimators for ACD models, focusing on tail behavior and stationarity.
result Asymptotic normality breaks down for tail indices smaller than one, leading to mixed Gaussian estimators with non-standard rates of convergence.

We show that the members of a large class of unbalanced four-manifold trisections are standard, and we present a family of trisections that is likely to include non-standard trisections of the four-sphere. As an application, we prove a stable version of the Generalized Property R Conjecture for cc-component links with…

2015-07-23abs ↗pdf ↗

In this technical paper, we present a new formulation of higher parallel transport in strict higher gauge theory required for the rigorous construction of Wilson lines and surfaces. Our approach is based on an original notion of Lie crossed module cocycle and cocycle 1- and 2-gauge transformation with a non standard do…

2014-10-03abs ↗pdf ↗

Bing-Whitehead Cantor sets were introduced by DeGryse and Osborne in dimension three and greater to produce examples of Cantor sets that were non standard (wild), but still had simply connected complement. In contrast to an earlier example of Kirkor, the construction techniques could be generalized to dimensions bigger…

2008-10-19abs ↗pdf ↗

We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…

2009-02-18abs ↗pdf ↗

The standard actions of finite groups on spheres S^d are linear actions, i.e. by finite subgroups of the orthogonal group O(d+1). We prove that, in each dimension d>5, there is a finite group G which admits a faithful, topological action on a sphere S^d but is not isomorphic to a subgroup of O(d+1). The situation remai…

2016-02-15abs ↗pdf ↗

Asymptotic cones of metric spaces were first invented by Gromov. They are metric spaces which capture the 'large-scale structure' of the underlying metric space. Later, van den Dries and Wilkie gave a more general construction of asymptotic cones using ultrapowers. Certain facts about asymptotic cones, like the complet…

2003-11-07abs ↗pdf ↗

We construct, somewhat non-standard, Legendrian surgery diagrams for some Stein fillable contact structures on some plumbing trees of circle bundles over spheres. We then show how to put such a surgery diagram on the pages of an open book for S3,S^3, with relatively low genus. Thus we produce open books with low genus p…

2006-07-14abs ↗pdf ↗

Black-box alpha (BB-αα) is a new approximate inference method based on the minimization of αα-divergences. BB-αα scales to large datasets because it can be implemented using stochastic gradient descent. BB-αα can be applied to complex probabilistic models with little effort since it only requires as input the likel…

2015-11-10abs ↗pdf ↗

Study calculates Mather β-function for ellipses and applies it to rigidity problems.

problem Calculating Mather β-function for ellipses and its application to rigidity.
method Used non-standard generating function of billiard problem to derive Mather β-function for ellipses. Applied to rigidity problems.
result Explicit formula for Mather β-function for ellipses and its application to rigidity.

We study holonomy algebras generated by an algebraic element of the Clifford algebra, or equivalently, the holonomy algebras of certain spin connections in flat space. We provide series of examples in arbitrary dimensions and establish general properties of the holonomy algebras under some mild conditions on the genera…

2006-08-21abs ↗pdf ↗

Efficient strategies for online learning against bandit algorithms solve minimax problems.

problem Solving min-max problems in convex-linear settings with empirical distributions.
method Designing online learning algorithms that play against bandit algorithms, leveraging properties of the set of empirical distributions.
result High-probability convergence guarantees to minimax values for a specific family of sets.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

Classifies compact Clifford-Klein forms for specific Lie algebras.

problem Classifying compact Clifford-Klein forms for given Lie algebra structures.
method Using Onishchik's results on semisimple Lie algebras, the paper classifies forms for triples (g,h,l).
result New examples of reductive homogeneous spaces with non-standard compact Clifford-Klein forms.

On the one hand, we construct a continuous family of non-isometric proper CAT(-1) spaces on which the isometry group Isom(Hn){\rm Isom}(\mathbf{H}^{n}) of the real hyperbolic nn-space acts minimally and cocompactly. This provides the first examples of non-standard CAT(0) model spaces for simple Lie groups. On the other hand…

2012-01-03abs ↗pdf ↗

We develop a new statistical test for comparing variables with varying scales.

problem Comparing variables with different scales in multidimensional spaces.
method Order based on expectations of random variables, generalized stochastic dominance (GSD) order, regularized statistical test, linear optimization, imprecise probability models.
result Validated through multidimensional data from various fields.

We study the geometric nature of the Jacobi equation. In particular we prove that Jacobi vector fields (JVFs) along a solution of the Euler-Lagrange (EL) equations are themselves solutions of the EL equations but considered on a non-standard algebroid (different from the tangent bundle Lie algebroid). As a consequence …

2012-05-27abs ↗pdf ↗