The study bounds the excess of disjoint nonorientable surfaces in a 4-manifold.
problem Bounding the excess of disjoint nonorientable surfaces in a 4-manifold.
method Combining tubing construction with signature and Euler-characteristic formulas for 2-fold branched covers.
result The normal-Euler excess is bounded by a constant depending only on the ambient 4-manifold.
The paper shows how to unknot certain nonorientable surfaces in 4-dimensional spaces.
problem Tackles the unknotting of nonorientable surfaces in 4-spheres and 4-balls.
method Uses topological isotopy and properties of knot groups and normal Euler numbers.
result Proves that certain nonorientable surfaces are topologically unknotted under specific conditions.
The group of bordism classes of unoriented surfaces in 4-space is determined. The bordism classes are characterized by normal Euler numbers,double linking numbers, and triple linking numbers.
A formula that relates triple points, branch points, and their distances from infinity is presented. We recover trivial normal Euler classes for oriented surfaces, and formulas on signed triple points.
We found a unique 4D plane that can't be simplified.
problem Finding an irreducible embedded projective plane in S4. method Constructing a specific geometric shape in 4D space.
result The constructed projective plane is irreducible.
Researchers refine the non-orientable 4-genus of torus knots using Batson's surfaces.
problem Finding the minimum non-orientable 4-genus for torus knots. method Developed and analyzed Batson's non-orientable spanning surfaces in B4. result Batson's surfaces minimize the non-orientable 4-genus among certain surfaces. New methods find minimal crossing numbers for surfaces in S4.
problem Determining minimal crossing numbers for surfaces in S4. method Developed new tri-plane diagrams to analyze surfaces.
result Proved minimal crossing numbers for nonorientable unknotted surfaces in S4. Trisections are obtained by regluing surface-knots in 4-manifolds.
problem Understanding trisections in 4-manifolds using surface-knots.
method Trivial gluing of relative trisections of ν(S) and X−ν(S). result Trisection obtained is diffeomorphic to a stabilization of the original trisection.
For any negative definite plumbed 3-manifold M we construct from its plumbed graph a graded Z[U]-module. This, for rational homology spheres, conjecturally equals the Heegaard-Floer homology of Ozsvath and Szabo, but it has even more structure. If M is a complex singularity link then the normalized Euler-characteristic…
We investigate constraints on embeddings of a non-orientable surface in a 4-manifold with the homology of M×I, where M is a rational homology 3-sphere. The constraints take the form of inequalities involving the genus and normal Euler class of the surface, and either the Ozsváth--Sazbó d-invariants or …
Study on Legendrian knots and their non-orientable Lagrangian fillings.
problem Conditions for Legendrian knots to have non-orientable exact Lagrangian fillings.
method Developed combinatorial obstructions and classified fillability for various knot families.
result Completely determined decomposably non-orientable fillability for alternating and plus-adequate knots.
Bridge trisections and knotted surfaces connected via tri-plane diagrams.
problem Computing and understanding knotted surfaces using bridge trisections.
method Using tri-plane diagrams to compute normal Euler number, fundamental group, and analyze bridge trisections of ribbon surfaces.
result Produced an infinite family of knotted spheres with non-isotopic bridge trisections of minimal complexity.
Investor-driven information diffusion affects excess comovement in China and the U.S. markets.
problem Investor-driven information diffusion and its impact on excess comovement.
method Cross-sectional analysis of 4,533 Chinese and 4,517 U.S. stocks from 2010 to 2022.
result Retail-driven information diffusion significantly drives excess comovement in China, while institution-driven diffusion is the primary driver in the U.S.
Mathematical study of excess growth rate connects info theory with finance.
problem Understanding the excess growth rate in portfolio theory.
method Axiomatic characterization theorems of excess growth rate in terms of relative entropy, Jensen's inequality gap, and logarithmic divergence.
result Established rich connections between information theory and finance.
New method shows nonorientable surfaces in 4D are topologically unknotted.
problem Tackles isotopy classes of nonorientable surfaces in D4. method Calculations implemented in Sage to show ambient isotopy.
result Closed, nonorientable surfaces in S4 are topologically unknotted. In statistical learning theory, convex surrogates of the 0-1 loss are highly preferred because of the computational and theoretical virtues that convexity brings in. This is of more importance if we consider smooth surrogates as witnessed by the fact that the smoothness is further beneficial both computationally- by at…
New tool detects 'fleeting modes' causing excess risk in financial markets.
problem Detecting portfolios with statistically significant excess risk in financial markets.
method Random Matrix Theory to identify 'fleeting modes' independent of underlying correlation structure.
result Fleeting modes exist in both futures and equity markets, and momentum is a source of excess risk.
The paper explores the information-theoretic nature of excess risk in machine learning.
problem Understanding the excess risk in machine learning models.
method Formulates the minimax excess risk as a zero-sum game and modifies it to allow swapping of the order of play.
result Proves that under certain conditions, the duality gap is zero, allowing for the application of Bayesian results to provide bounds on minimax excess risk.
Study excess capacity in neural networks using Rademacher complexity.
problem Understanding how much capacity deep networks have beyond what's needed for classification.
method Unified Rademacher complexity bounds for function composition and convolutional layers, considering Lipschitz constants and initialization norms.
result There is substantial excess capacity per task, and capacity can be kept similar across different tasks.
A new formula reveals symmetries between mean excess and ES functions.
problem Optimizing risk measures in financial models.
method Established a reverse ES optimization formula.
result Reveals elegant symmetries and relationships between mean excess and ES functions.
The paper analyzes the excess risk of PCA and provides a precise characterization.
problem Understanding the excess risk of principal component analysis (PCA).
method Established a central limit theorem for PCA error and derived the excess risk distribution.
result Obtained a non-asymptotic upper bound on the excess risk of PCA.
Study excess risk in statistical inference with transformations.
problem Excess risk in estimating random variables from feature vectors and transformations.
method Characterize lossless transformations, develop test statistics, and information-theoretic bounds.
result Strongly consistent partitioning test statistic for lossless transformations.
We use a continuous-time random walk (CTRW) to model market fluctuation data from times when traders experience excessive losses or excessive profits. We analytically derive "superstatistics" that accurately model empirical market activity data (supplied by Bogachev, Ludescher, Tsallis, and Bunde)that exhibit transitio…
Proponents of behavioral finance have identified several "puzzles" in the market that are inconsistent with rational finance theory. One such puzzle is the "excess volatility puzzle". Changes in equity prices are too large given changes in the fundamentals that are expected to change equity prices. In this paper, we of…
The paper analyzes competition among fund managers using excess logarithmic returns and constructs games to find optimal allocations.
problem Optimal allocation strategies among fund managers considering excess logarithmic returns.
method Constructs both n-player and mean field games to address the competition problem. result The MFE of the MFG represents the limit of n-player game's equilibrium as n approaches infinity. The paper classifies surfaces in 4-manifolds up to concordance.
problem Classifying surfaces in 4-manifolds up to concordance.
method Ambient surgery with Pin−-structures, cobordism theory, and topological constructions. result Closed surfaces in simply-connected 4-manifolds are concordant if cobordant.
Currency volatility shocks predict lower excess returns, and buying weak transmitters outperforms selling strong ones.
problem Predicting currency returns using volatility shocks.
method Constructed a dynamic, directed network of volatility connections using option-implied volatilities.
result Currencies that transmit more volatility shocks earn lower excess returns.
Optimizes gradual reduction of excess carbon emissions to net-zero.
problem Achieving net-zero carbon emissions through gradual reduction of excess emissions.
method Stochastic control approach to identify optimal emission strategy under constraints.
result Identifies the emission strategy that maximizes future profit from excess emissions.
We derive asset pricing formula for markets with incomplete information and subjective views.
problem Asset pricing in markets with informational imperfections and subjective investor beliefs.
method Closed-form market equilibrium formula based on Merton's model, non-linear system of equations, conditional posterior distribution.
result Derivation of market reference model for excess returns under random shadow-costs.
Local SGD proves efficient in overparameterized linear regression.
problem Efficiently learning overparameterized linear models in distributed settings.
method Distributed SGD (DSGD) with overparameterized models.
result Excess risk of SGD is smaller than ridge regression in the same sample complexity.
We study the relation between the trading behavior of agents and volatility in toy markets of adaptive inductively rational agents. We show that excess volatility, in such simplified markets, arises as a consequence of {\em i)} the neglect of market impact implicit in price taking behavior and of {\em ii)} excessive re…
Geography problem for nonorientable surfaces bounded by knots.
problem Bounding and computing the nonorientable 4-genus of knots.
method Analysis of existing methods, relationships between Betti number and normal Euler class, exploration of families of torus knots, use of Ozsváth-Szabó d-invariant.
result Improvement on the bound for some knots using the Upsilon invariant.
Every cubic graph is a bridge trisection's 1-skeleton for a knotted surface.
problem Understanding cubic graphs and their relation to bridge trisections.
method Proving every Tait-colored cubic graph is a 1-skeleton of a bridge trisection.
result Every Tait-colored cubic graph corresponds to a bridge trisection of a knotted surface.
The study classifies cellular pseudomanifolds and their properties.
problem Understanding the structure of cellular pseudomanifolds.
method Analyzing the combinatorial and geometric properties of cellular pseudomanifolds.
result Complete classification of cellular pseudomanifolds with excess < 2, and progress towards excess 2.
Sharp stability of Alexandrov's theorem for C1 domains in the small-excess regime
problem Stability of Alexandrov's theorem for C1 domains in the small-excess regime method Combines a BV version of Fuglede's spectral-gap argument, a star-shaped rearrangement for sets of finite perimeter, quantitative estimates for the part of the boundary contained in the tentacles, and a polyhedral approximation argument for the non-graphical region result Sharp stability estimate in a genuinely non-parametric regime
Study on excess mortality in Germany during 2020-21.
problem Analyzing excess mortality during the pandemic in Germany.
method Empirical study using official death counts.
result Provided conclusions for insurance businesses.
New method estimates model risk without knowing function class.
problem Evaluating model risk for complex, opaque models.
method Wild refitting with Bregman losses and randomized symmetrization.
result Valid upper bound on excess risk for opaque models.
AlphaMLDigger predicts excess returns in fluctuating markets.
problem Mining effective information for investment decisions in a volatile market.
method Two-phase approach using deep NLP for sentiment analysis and ensemble ML models.
result Ensemble models achieve 0.984 accuracy, significantly outperforming baseline.
News attention to financial intermediaries and crises predicts excess bond premium and macroeconomic movements.
problem Drivers of the excess bond premium (EBP).
method News attention to 180 topics captures up to 80% of EBP variation and forecasts macroeconomic movements.
result News attention to financial intermediaries and crises drives up the EBP and predicts macroeconomic downturns.
The paper bounds the excess risk of deep neural networks for weakly dependent processes.
problem Learning with weakly dependent data using deep neural networks.
method Approximation of smooth functions by deep neural networks and a bound on excess risk.
result The excess risk bound for deep learning under weak dependence is close to O(n−1/2) for sufficiently smooth functions. Study non-asymptotic bounds for robust estimators under misspecified models.
problem Evaluate performance of robust estimators under adversarial conditions.
method Propose a general approach to adversarial risk analysis, including investigations on generalization and approximation errors.
result Establish non-asymptotic upper bounds for adversarial excess risk under Lipschitz loss functions.
Paper introduces a novel measure to analyze excess error in classification under covariate shift.
problem Analyzing excess error in classification under covariate shift.
method Utilizes vicinity information to characterize excess error.
result Faster or competitive convergence rates compared to previous techniques.
New algorithm achieves optimal privacy and efficiency in non-Euclidean convex optimization.
problem Optimizing convex functions while maintaining privacy in non-Euclidean settings.
method Developed a linear-time algorithm for ℓp-setups, leveraging geometric properties. result Optimal excess risk achieved in linear time for 1<p≤2. The paper simplifies arguments for stationary varifolds results.
problem Height bound and Lipschitz approximation for stationary varifolds.
method Simpler arguments to obtain height bound and Lipschitz approximation.
result Excess decay as a consequence of height bound and Lipschitz approximation.
This paper analyzes multi-pass SGD for least squares, improving generalization bounds.
problem Improving generalization bounds for multi-pass SGD in the least squares problem.
method Develops an instance-dependent excess risk bound for least squares in the interpolation regime.
result SGD performs worse than GD instance-wise but saves computational time.
Excessive leverage, i.e. the abuse of debt financing, is considered one of the primary factors in the default of financial institutions. Systemic risk results from correlations between individual default probabilities that cannot be considered independent. Based on the structural framework by Merton (1974), we discuss …
New method for unbiased regression reduces excess risk.
problem Least squares regression with optimal solution and Hessian matrix.
method Averaged stochastic gradient descent with time-average estimator.
result Unbiased estimator with O(1/k) expected excess risk.
Paper improves clustering risk bounds for kernel k-means.
problem Improving clustering risk bounds for kernel k-means.
method Analyzes kernel k-means and Nyström approximation.
result Achieves nearly optimal excess clustering risk bound.