arXiv research

Method constructs CFMMs matching desired payoffs.

Introduces nondecreasing rank for matrices and tensors, developing methods and applications.

A real valued function $\varphi$ of one variable is called a metric transform if for every metric space $(X,d)$ the composition $d_\varphi = \varphi\circ d$ is also a metric on $X$. We give a complete characterization of the class of approximately nondecreasing, unbounded metric transforms $\varphi$ such that the trans…

Geometric framework for CFMMs simplifies many results.

The standard greedy algorithm has been recently shown to enjoy approximation guarantees for constrained non-submodular nondecreasing set function maximization. While these recent results allow to better characterize the empirical success of the greedy algorithm, they are only applicable to simple cardinality constraint…

Study of irreversible metric-measure spaces, proving convergence and stability results.

The main purpose of this note is to construct two functionals of the positive solutions to the conjugate heat equation associated to the metrics evolving by the conformal Ricci flow on closed manifolds. We show that they are nondecreasing by calculating the explicit evolution formulas of these functionals. For the entr…

The capitalization-weighted total relative variation $\sum_{i=1}^d \int_0^\cdot μ_i (t) \mathrm{d} \langle \log μ_i \rangle (t)$ in an equity market consisting of a fixed number $d$ of assets with capitalization weights $μ_i (\cdot)$ is an observable and nondecreasing function of time. If this observable of the market …

Decisions are increasingly taken by both humans and machine learning models. However, machine learning models are currently trained for full automation -- they are not aware that some of the decisions may still be taken by humans. In this paper, we take a first step towards the development of machine learning models th…

The present paper addresses the issue of choosing an optimal dynamic reinsurance policy, which is state-dependent, for an insurance company that operates under multiple insurance business lines. The optimal survival function is characterized as the unique nondecreasing viscosity solution of the associated Hamilton-Jaco…

In this note, we construct families of functionals of the type of $\mathcal{F}$-functional and $\mathcal{W}$-functional of Perelman. We prove that these new functionals are nondecreasing under the Ricci flow. As applications, we give a proof of the theorem that compact steady Ricci breathers must be Ricci-flat. Using t…

In this paper, we prove that the first eigenvalues of $-Δ+ cR$ ($c\geq \frac14$) is nondecreasing under the Ricci flow. We also prove the monotonicity under the normalized flow for the case $c=1/4$, and $r\le 0$.

The paper characterizes stochastic incompleteness in Riemannian manifolds.

A new convex loss function optimizes set predictions with balanced size and coverage.

Study on robust utility maximization with nonconcave utility functions under projective determinacy.

Isotonic regression is a standard problem in shape-constrained estimation where the goal is to estimate an unknown nondecreasing regression function $f$ from independent pairs $(x_i, y_i)$ where $\mathbb{E}[y_i]=f(x_i), i=1, \ldots n$. While this problem is well understood both statistically and computationally, much l…

In this paper it is proven that the volume entropy of a riemannian metric evolving by the Ricci flow, if does not collapse, nondecreases. Therefore, it provides a sufficient condition for a solution to collapse. Then, for the limit solutions of type I or III, the limit entropy is the limit of the entropy as $t$ approac…

The paper proves monotonicity formulas for solutions in Carnot groups, resembling well-known formulas for standard Laplacian and heat equations.

The Bakry-Emery tensor gives an analog of the Ricci tensor for a Riemannian manifold with a smooth measure. We show that some of the topological consequences of having a positive or nonnegative Ricci tensor are also valid for the Bakry-Emery tensor. We show that the Bakry-Emery tensor is nondecreasing under a Riemannia…

Study shows how to better estimate credit provisions and economic capital.

Sparse methods for supervised learning aim at finding good linear predictors from as few variables as possible, i.e., with small cardinality of their supports. This combinatorial selection problem is often turned into a convex optimization problem by replacing the cardinality function by its convex envelope (tightest c…

Algorithm allocates budgets to tasks with semi-bandit feedback, achieving near-optimal regret bounds.

For a smooth strictly plurisubharmonic function $u$ on a open set $Ω\subset\mathbb{C}^{n}$ and $F$ a $C^{1}$ nondecreasing function on $\mathbf{R}^{*}_{+}$, we investigate the complex partial differential equations $Δ_{g}\log\det(u_{i\bar j})=F(\det(u_{i\bar j}))\Vert\nabla_{g}\log\det(u_{i\bar j})\Vert_{g}^{2},$ whe…

Suppose $(M,g_0)$ is a compact Riemannian manifold without boundary of dimension $n\geq 3$. Using the Yamabe flow, we obtain estimate for the first nonzero eigenvalue of the Laplacian of $g_0$ with negative scalar curvature in terms of the Yamabe metric in its conformal class. On the other hand, we prove that the first…

Rigidity results for hypersurfaces in warped spacetimes.

This paper considers a cross-layer adaptive modulation system that is modeled as a Markov decision process (MDP). We study how to utilize the monotonicity of the optimal transmission policy to relieve the computational complexity of dynamic programming (DP). In this system, a scheduler controls the bit rate of the m-qu…

Bartnik mass is positive and non-decreasing for black holes

Let $Ω\subset \mathbb R^d\,, d\geq 2$, be a bounded open set, and denote by $λ\_j(Ω), j\geq 1$, the eigenvalues of the Dirichlet Laplacian arranged in nondecreasing order, with multiplicities. The weak form of Pleijel's theorem states that the number of eigenvalues $λ\_j(Ω)$, for which there exists an associated eigenf…

We address the question of determining the eigenvalues $λ\_n$ (listed in nondecreasing order, with multiplicities) for which Courant's nodal domain theorem is sharp i.e., for which there exists an associated eigenfunction with $n$ nodal domains (Courant-sharp eigenvalues). Following ideas going back to Pleijel (1956), …

Let $(M,g)$ be an $n$-dimensional compact Riemannian manifold ($n>1$) whose metric $g(t)$ evolves by the generalized abstract geometric flow. This paper discusses the evolution, monotonicity and differentiability for the first eigenvalue of the $p$-Laplacian on $(M,g(t))$ with respect to time evolution. We prove that t…

We study a stochastic, continuous time model on a finite horizon for a firm that produces a single good. We model the production capacity as an Ito diffusion controlled by a nondecreasing process representing the cumulative investment. The firm aims to maximize its expected total net profit by choosing the optimal inve…

Optimal dividend strategy with irreversible reinsurance constraints.

The paper examines how small positive dependence can lead to correlated tail risks.

Defines a new geometric quantity for hyperbolic manifolds, showing it's well-defined and invariant.

Time-invariant linear dynamical system arises in many real-world applications,and its usefulness is widely acknowledged. A practical limitation with this model is that its latent dimension that has a large impact on the model capability needs to be manually specified. It can be demonstrated that a lower-order model cla…

Study explores optimal strategies in games with multiple players and mean-field interactions.

Paper proves a Penrose inequality in extrinsic geometry.

This paper considers a transmission control problem in network-coded two-way relay channels (NC-TWRC), where the relay buffers random symbol arrivals from two users, and the channels are assumed to be fading. The problem is modeled by a discounted infinite horizon Markov decision process (MDP). The objective is to find…

Study models weather index insurance pricing by insurers and farmers, finding flexible pricing kernels boost profits.

As data-driven predictive models are increasingly used to inform decisions, it has been argued that decision makers should provide explanations that help individuals understand what would have to change for these decisions to be beneficial ones. However, there has been little discussion on the possibility that individu…

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

This paper shows how to combine optimal tests into log-optimal processes.

In this paper we study a continuous time stochastic inventory model for a commodity traded in the spot market and whose supply purchase is affected by price and demand uncertainty. A firm aims at meeting a random demand of the commodity at a random time by maximizing total expected profits. We model the firm's optimal …

Comonotonic allocations are restored under certain constraints, improving risk-sharing.

The paper tackles pricing vulnerable options via generalized BSDEs and penalization schemes.

Consider the problem of a central bank that wants to manage the exchange rate between its domestic currency and a foreign one. The central bank can purchase and sell the foreign currency, and each intervention on the exchange market leads to a proportional cost whose instantaneous marginal value depends on the current …

Optimal dividend strategy with ratcheting and capital injection under Cramér-Lundberg model.

Gradient descent and SGD achieve low test error in specific network weight regimes.