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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.

168,695 papers · 148 categories

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265278104 · Jun 202019922001200920172026
48 results for non-vanishing correlation

Polynomial-time algorithm matches correlated random graphs with non-vanishing correlation.

problem Matching correlated random graphs with non-vanishing edge correlation.
method Iterative algorithm for polynomial-time recovery of latent matching.
result Algorithm succeeds in recovering latent matching as long as edge correlation is non-vanishing.

Polynomial time algorithm matches correlated Gaussian matrices without vanishing correlation.

problem Matching vertices in two correlated Erdős-Rényi graphs.
method Iterative matching algorithm for correlated Gaussian Wigner matrices.
result First polynomial time algorithm for graph matching with arbitrarily small constant correlation.

We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study the parameter estimation problem under such one-parameter models. We demonstrate…

2017-12-27abs ↗pdf ↗

There are non-vanishing price responses across different stocks in correlated financial markets. We further study this issue by performing different averages, which identify active and passive cross-responses. The two average cross-responses show different characteristic dependences on the time lag. The passive cross-r…

2016-03-04abs ↗pdf ↗

It is well known that combining multiple hedge fund alpha streams yields diversification benefits to the resultant portfolio. Additionally, crossing trades between different alpha streams reduces transaction costs. As the number of alpha streams increases, the relative turnover of the portfolio decreases as more trades…

2014-04-03abs ↗pdf ↗

The paper explores statistical limits for detecting correlation in tree structures.

problem Detecting correlation between two tree structures.
method Investigates conditions for existence of one-sided tests in the limit of large tree depth.
result Identifies a phase transition at correlation parameter s=αs = \sqrt{α}, where tests exist for s>αs > \sqrt{α}.

New criterion for Ricci-flat manifolds with non-vanishing Rosenberg index.

problem Existence of parallel spinors on Ricci-flat manifolds.
method Generalization of existing results to manifolds with non-vanishing Rosenberg index.
result Every closed connected Ricci-flat spin manifold of dimension ≥ 2 with non-vanishing Rosenberg index has special holonomy.

Study shows non-vanishing Stiefel-Whitney classes and absence of spin^C structures in certain hyperbolic manifolds.

problem Existence of manifolds without spin^C structures and non-vanishing higher order Stiefel-Whitney classes.
method Analysis of cusped arithmetic hyperbolic manifolds of simplest type.
result Existence of manifolds with non-vanishing Stiefel-Whitney classes and absence of spin^C structures.

Paper proves non-extendability of quasimorphism and non-vanishing of Reznikov's class.

problem Non-extendability of Shelukhin's quasimorphism and non-vanishing of Reznikov's class.
method Analyzing specific symplectic manifolds like blow-ups of tori and products of surfaces.
result Non-extendability of Shelukhin's quasimorphism and non-vanishing of Reznikov's class for certain symplectic manifolds.

Paper tackles robust graph matching in dense graphs with AMP type algorithm.

problem Matching recovery between correlated Gaussian Wigner matrices with adversarial perturbations.
method Approximate Message Passing (AMP) type iterative algorithm with time-dependent matrix multiplication.
result Algorithm succeeds in polynomial time for non-vanishing correlation and small perturbations.

Non-vanishing steady Euler flows and Beltrami fields found in high dimensions.

problem Existence of non-vanishing steady Euler flows and Beltrami fields in high dimensions.
method Using open books, proved existence of non-vanishing steady solutions to the Euler equations for vector fields in odd dimensions.
result Existence of non-vanishing steady Euler flows and Beltrami fields in high dimensions.

We solve Euler equations on graph manifolds, classifying steady flows with Morse-Bott Bernoulli functions.

problem Classifying steady Euler flows with Morse-Bott Bernoulli functions.
method Constructing non-vanishing steady solutions using integrable systems and topology.
result Steady Euler flows with Morse-Bott Bernoulli functions exist only on graph three-manifolds.

Study non-vanishing 2\ell^2-Betti numbers for specific groups.

problem Calculating non-vanishing 2\ell^2-Betti numbers for certain groups.
method Using Euler characteristics, higher Kazhdan projections, and Baum-Connes assembly map.
result Non-vanishing calculations for delocalised 2\ell^2-Betti numbers.

We use SO(3) gauge theory to define a functor from a category of unoriented webs and foams to the category of finite-dimensional vector spaces over the field of two elements. We prove a non-vanishing theorem for this SO(3) instanton homology of webs, using Gabai's sutured manifold theory. It is hoped that the non-vanis…

2015-08-28abs ↗pdf ↗

The problem on the minimal number (with respect to deformation) of intersection points of two closed curves on a surface is solved. Following the Nielsen approach, we define classes of intersection points and essential classes of intersection points, which "are preserved under deformation" and whose total number is cal…

2011-11-22abs ↗pdf ↗

We study the problem of the execution of a moderate size order in an illiquid market within the framework of a solvable Markovian model. We suppose that in order to avoid impact costs, a trader decides to execute her order through a unique trade, waiting for enough liquidity to accumulate at the best quote. We find tha…

2014-09-30abs ↗pdf ↗

We study the first uniformly finite homology group of Block and Weinberger for uniformly locally finite graphs, with coefficients in Z\mathbb{Z} and Z2\mathbb{Z}_2. When the graph is a tree, or coefficients are in Z2\mathbb{Z}_2, a characterisation of the group is obtained. In the general case, we describe three pheno…

2020-01-14abs ↗pdf ↗

We consider Milnor invariants for certain covering links as a generalization of covering linkage invariants formulated by R. Hartley and K. Murasugi. A set of Milnor invariants for covering links is a cobordism invariant of a link, and that this invariant can distinguish some links for which the ordinary Milnor invaria…

2016-03-18abs ↗pdf ↗

The study finds hyperbolic manifolds without spin^c structures in dimensions 5 and above.

problem Existence of closed hyperbolic manifolds without spin^c structures.
method Proof of existence and commensurability classes for manifolds with non-vanishing third Stiefel-Whitney class.
result Infinitely many commensurability classes of closed hyperbolic manifolds without spin^c structures.

The affine-additive group is hyperbolic with a non-vanishing 4-capacity.

problem Characterizing the hyperbolicity of the affine-additive group.
method Proving local 4-Ahlfors regularity and hyperbolicity using a left-invariant metric and measure.
result The affine-additive group is hyperbolic with a non-vanishing 4-capacity.

New rigidity result for non-orientable manifolds with scalar curvature constraints.

problem Area rigidity for non-orientable manifolds with scalar curvature constraints.
method Developed a technique to extract from a non-vanishing higher index a geometrically useful family of almost D\mathcal{D}-harmonic sections.
result Area rigidity for non-orientable manifolds with scalar curvature constraints.

We study the simplicial {\ell} q,p cohomology of Carnot groups G. We show vanishing and non-vanishing results depending of the range of the (p, q) gap with respect to the weight gaps in the Lie algebra cohomology of G.

2018-02-21abs ↗pdf ↗

For a riemannian foliation F\mathcal{F} on a closed manifold MM, it is known that F\mathcal{F} is taut (i.e. the leaves are minimal submanifolds) if and only if the (tautness) class defined by the mean curvature form κμκ_μ (relatively to a suitable riemannian metric μμ) is zero. In the transversally orientable case…

2005-05-31abs ↗pdf ↗

The study explores Legendrian invariants and half Giroux torsion in contact structures.

problem Understanding Legendrian invariants and their behavior with half Giroux torsion.
method Analysis of Legendrian links with non-vanishing contact invariants and the study of half Giroux torsion.
result Null-homologous links with irreducible complements have non-loose Legendrian realizations with non-zero invariants.