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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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4181122162 · Jun 202019922001200920172026
48 results for normality criterion

The paper extends a link criterion for Lipschitz normal embeddings to definable sets in o-minimal structures.

problem Characterizing Lipschitz normal embeddings of definable sets.
method Extending a known result about subanalytic germs to definable germs in any o-minimal structure.
result The link criterion holds for definable germs in o-minimal structures, but is not sufficient for all homomorphisms.

We classify the normal CR structures on S3S^3 and their automorphism groups. Together with [3], this closes the classification of normal CR structures on contact 3-manifolds. We give a criterion to compare 2 normal CR structures, and we show that the underlying contact structure is, up to homotopy, unique.

2001-03-23abs ↗pdf ↗

Roy's `Safety First' criterion for selecting one risky asset from many is adapted to the case of non-normal returns, via Cornish Fisher expansion. The resulting investment objective is consistent with first order stochastic dominance, and is equal to the Sharpe ratio for the case of normal returns. An investor selectin…

2015-06-13abs ↗pdf ↗

Classifies normal stable Horikawa surfaces with smoothable singularities.

problem Characterizing surfaces with specific singularities and smoothability criteria.
method Classification and smoothability criterion based on log canonical singularities.
result Provides a criterion for global Q\mathbb{Q}-Gorenstein smoothability of Horikawa surfaces.

The study finds abundant normal generators for mapping class groups.

problem Understanding normal generation in mapping class groups.
method Analyzing restrictions on invariant subsurfaces and Teichmüller spaces.
result Reducible mapping classes can normally generate mapping class groups based on their asymptotic translation lengths.

We give a simple sufficient condition for a spun-normal surface in an ideal triangulation to be incompressible, namely that it is a vertex surface with non-empty boundary which has a quadrilateral in each tetrahedron. While this condition is far from being necessary, it is powerful enough to give two new results: the e…

2011-02-22abs ↗pdf ↗

We provide a simple criterion for an element of the mapping class group of a closed surface to have normal closure equal to the whole mapping class group. We apply this to show that every nontrivial periodic mapping class that is not a hyperelliptic involution is a normal generator for the mapping class group when the …

2018-05-09abs ↗pdf ↗

Let X be a complex projective variety and D a reduced divisor on X. Under a natural minimal condition on the singularities of the pair (X, D), which includes the case of smooth X with simple normal crossing D, we ask for geometric criteria guaranteeing various positivity conditions for the log-canonical divisor K_X+D. …

2012-07-31abs ↗pdf ↗

Study integrability of geodesic flow on specific Lie groups.

problem Integrability of geodesic flow on metabelian nilpotent groups.
method Symplectic reduction procedure applied to sub-Riemannian geodesic flow on metabelian nilpotent groups.
result Showed integrability of normal Hamiltonian flow in Engel-type groups.

Recurrent Neural Networks (RNNs) are powerful models for sequential data that have the potential to learn long-term dependencies. However, they are computationally expensive to train and difficult to parallelize. Recent work has shown that normalizing intermediate representations of neural networks can significantly im…

2015-10-05abs ↗pdf ↗

We use the GARCH model with a fat-tailed error distribution described by a rational function and apply it for the stock price data on the Tokyo Stock Exchange. To determine the model parameters we perform the Bayesian inference to the model. The Bayesian inference is implemented by the Metropolis-Hastings algorithm wit…

2013-12-26abs ↗pdf ↗

The paper provides a combinatorial criterion for realizing tropical pluri-canonical divisors.

problem Determining when a tropical pair corresponds to a smooth algebraic curve with a pluri-canonical divisor.
method Introducing tropical normalized covers and reducing the problem to their realizability.
result Generalizes previous work on tropical canonical divisors and incorporates recent progress on kk-differentials.

A new filter design improves system identification accuracy.

problem Improving system identification accuracy for various system types.
method Generalized proportionate-type normalized subband adaptive filter (GPtNSAF) using least squares on subband errors with a sparsity penalty.
result GPtNSAF benefits from increasing subbands more than sparsity for quasi-sparse or dispersive systems, and both aspects are complementary for sparse systems.

Let Mod(Sg)\mathrm{Mod}(S_g) be the mapping class group of the closed orientable surface of genus g1g \geq 1. For k2k \geq 2, we consider the standard kk-sheeted regular cover pk:Sk(g1)+1Sgp_k: S_{k(g-1)+1} \to S_g, and analyze the liftable mapping class group LModpk(Sg)\mathrm{LMod}_{p_k}(S_g) associated with the cover pkp_k. In particular,…

2019-11-13abs ↗pdf ↗

The paper classifies test configurations and derives a criterion for uniform K-stability of certain algebraic varieties.

problem Uniform K-stability of GG-varieties of complexity 1.
method Classification of GG-equivariant normal test configurations via combinatorial data and derivation of a criterion for uniform K-stability.
result Derivation of a criterion for uniform K-stability in terms of combinatorial data.

Lectures on polar actions and their properties in Riemannian geometry.

problem Characterizing polar actions and understanding their properties.
method Analyzing isometric actions on Riemannian manifolds, using normal slice theorem and principal orbit type theorem.
result Characterization of polar actions in terms of integrability of the distribution of normal spaces to the principal orbits.

New topological criterion extends arithmetic invariants in hyperbolic 3-manifolds.

problem Arithmetic invariants from character varieties of hyperbolic 3-manifolds.
method Culler-Shalen theory and JSJ decompositions of toroidal Dehn fillings.
result Explicit topological criterion for extending Azumaya algebras over ideal points.

We show that closed aspherical manifolds supporting an affine structure, whose holonomy map is injective and contains a pure translation, must have vanishing simplicial volume. This provides some further evidence for the veracity of the Auslander Conjecture. Along the way, we provide a simple cohomological criterion fo…

2016-10-04abs ↗pdf ↗

The Mean-Variance Criterion is equivalent to Second-order Stochastic Dominance under symmetric Elliptical distributions.

problem Determining the equivalence of Mean-Variance Criterion and Stochastic Dominance Criteria.
method Analyzing under symmetric and Skew-Elliptical distributions using Monte Carlo simulations.
result The Mean-Variance Criterion does not coincide with Second-order Stochastic Dominance for some types of risk-averse investors.

We study tick-by-tick financial returns belonging to the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We can confirm previously detected non-stationarities. However, scaling properties reported in the previous literature for other high-frequency financial data are only approximately valid. As a conseq…

2012-12-03abs ↗pdf ↗

We consider odd Laplace operators arising in odd symplectic geometry. Approach based on semidensities (densities of weight 1/2) is developed. The role of semidensities in the Batalin--Vilkovisky formalism is explained. In particular, we study the relations between semidensities on an odd symplectic supermanifold and di…

2002-12-27abs ↗pdf ↗

New Ricci curvature means derived from plane curvatures.

problem Understanding Ricci curvature in geometric contexts.
method Introducing intrinsic and normal mean Ricci curvatures via Jacobi-field expansions and applying Bochner-Weitzenboeck identity.
result Derives a Bochner-Weitzenboeck identity for simple d-vectors.

The paper finds formulas for word lengths and conjugacy classes in surface groups.

problem Finding formulas for word lengths and conjugacy classes in surface groups.
method Investigating symmetric presentations and normal forms of conjugacy classes.
result Derives three formulae for word lengths and provides efficient algorithms for conjugacy problems.

Optimal downsampling improves GLM performance in imbalanced classification.

problem Improving GLM performance in imbalanced classification.
method Proposed a pseudo maximum likelihood estimator for optimal downsampling.
result The introduced estimator outperforms existing alternatives in both synthetic and empirical data.

Unified framework for shrinkage, thresholding, and regularization in normal mean estimation and linear regression.

problem Estimation of normal mean in multivariate settings with correlated observations.
method Approximate risk minimization over a functional class of shrinkage-thresholding rules.
result Unified estimator NOMAD for shrinkage, thresholding, and regularization.

Equivariant flows generate symmetric distributions for complex systems.

problem Generating symmetric distributions for complex systems with exact likelihood.
method Equivariant normalizing flows that preserve symmetries.
result Equivariant flows generate symmetric distributions that are invariant to symmetries in physical systems.

This is a survey of our research on geometric structures of projective embeddings and includes some topics of our talks in several symposia during 1990-99. We clarify our main problem, which is to construct a kind of geometric composition series of projective embeddings. The concept of "geometric composition series" is…

2000-01-03abs ↗pdf ↗