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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

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48 results for null axis

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.

problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.

Let L be a link in an thickened annulus. We specify the embedding of this annulus in the three sphere, and consider its complement thought of as the axis to L. In the right circumstances this axis lifts to a null-homologous knot in the double branched cover of the three sphere, branched over the embedded copy of L. Thi…

2007-06-05abs ↗pdf ↗

Machine learning identifies chimera states in complex dynamical systems.

problem Chimera states are hard to identify due to their varied appearance and peculiar nature.
method Machine learning techniques, specifically random forest and oblique random forest with null space regularization.
result High accuracy in identifying chimera states across different dynamical models.

We investigate a problem posed by L. Hauswirth, F. Hélein, and F. Pacard, namely, to characterize all the domains in the plane that admit a "roof function", i.e., a positive harmonic function which solves simultaneously a Dirichlet problem with null boundary data, and a Neumann problem with constant boundary data. Unde…

2012-05-23abs ↗pdf ↗

The braid axis of a closed 3-braid lifts to a genus one fibered knot in the double cover of S^3 branched over the closed braid. Every (null homologous) genus one fibered knot in a 3-manifold may be obtained in this way. Using this perspective we answer a question of Morimoto about the number of genus one fibered knots …

2005-10-18abs ↗pdf ↗

An axis of a link projection is a closed curve which lies symmetrically on each region of the link projection. In this paper we define axis systems of link projections and characterize axis systems of the standard projections of twist knots.

2016-12-11abs ↗pdf ↗

AXI assesses bank funding costs transparently, improving loan pricing and reducing financial risk.

problem Lack of credit-sensitive funding benchmarks after LIBOR transition.
method AXI aggregates unsecured funding transactions across maturities, producing a daily credit spread.
result AXI correlates with financial conditions and market stress, reducing funding risk and offering spread discounts.

Study rectifying submanifolds with anti-torqued axis in Riemannian manifolds.

problem Characterize submanifolds with anti-torqued axis in Riemannian manifolds.
method Determine necessary and sufficient conditions for anti-torqued vector fields, characterize submanifolds, and derive rectifying submanifolds as warped products.
result Rectifying submanifolds with anti-torqued axis are warped products with specific warping functions.

Decomposes axis bundles into cubist structures for fully irreducible outer automorphisms.

problem Understanding the geometry and structure of axis bundles for fully irreducible outer automorphisms.
method Develops a 'cubist' decomposition into branched cubes with special combinatorics.
result Locates a canonical finite collection of periodic fold lines in each axis bundle.

Isophote curve consists of a locus of surface points whose normal vectors make a constant angle with a fixed vector (the axis). In this paper, we define an isophote curve on a spacelike surface in Lorentz-Minkowski space and then find its axis as timelike and spacelike vectors via the Darboux frame. Besides, we give so…

2012-03-20abs ↗pdf ↗

This paper establishes that sutured annular Khovanov homology is not invariant for braid closures under axis-preserving mutations. This follows from an explicit relationship between sutured annular Khovanov homology and the classical Burau representation for braid closures.

2015-05-12abs ↗pdf ↗

We let φ\varphi be an ageometric fully irreducible outer automorphism so that its Handel-Mosher axis bundle consists of a single unique axis. We show that the centralizer Cen(φ)Cen(\langle\varphi\rangle) of the cyclic subgroup generated by φ\varphi equals the stabilizer Stab(Λφ+)\text{Stab}(Λ^+_\varphi) of the attracting lamina…

2016-03-23abs ↗pdf ↗

Space partitioning methods such as random forests and the Mondrian process are powerful machine learning methods for multi-dimensional and relational data, and are based on recursively cutting a domain. The flexibility of these methods is often limited by the requirement that the cuts be axis aligned. The Ostomachion p…

2019-06-13abs ↗pdf ↗

GTBO uses group testing to optimize high-dimensional functions efficiently.

problem Optimizing expensive, high-dimensional functions with limited data.
method Group testing to identify active dimensions, then guide optimization.
result GTBO outperforms state-of-the-art methods on high-dimensional benchmarks.

Isophote comprises a locus of the surface points whose normal vectors make a constant angle with a fixed vector. Main objective of this paper is to find the axis of an isophote curve via its Darboux frame and afterwards to give some characterizations about isophote and its axis. Particularly, for isophotes lying on a c…

2012-03-20abs ↗pdf ↗

See http://youtu.be/Mf4IE8gWcJs for a YouTube video showing part of the results in this paper. We consider helicoidal immersions in the Euclidean space whose axis of symmetry is the z-axis that are solutions of the equation 2 H=Λ_0-a 1/2 R^2 where H is the mean curvature of the surface, R is the distance form the point…

2014-03-24abs ↗pdf ↗

Fairness audits fail under missing protected labels, especially at zero access.

problem Understanding the reliability of fairness audits with incomplete protected-label data.
method Introduced a seed-calibrated stress test to separate missingness effects from seed-to-seed movement.
result Missing protected labels do not significantly alter fairness mitigation methods, but they can lead to harmful intersectional outcomes.

We study the Lipschitz metric on Outer Space and prove that fully irreducible elements of Out(F_n) act by hyperbolic isometries with axes which are strongly contracting. As a corollary, we prove that the axes of fully irreducible automorphisms in the Cayley graph of Out(F_n) are stable, meaning that a quasi-geodesic wi…

2008-12-08abs ↗pdf ↗

In this study, we define a family of null curves in Minkowski 3-space and called null similar curves. We obtain some properties of these special curves. We show that two null curves are null similar curves if and only if these curves form a null Bertrand pair. Moreover, we obtain that the family of null geodesics and n…

2012-05-10abs ↗pdf ↗

We prove by variational means the existence of a complete, properly embedded, genus-one minimal surface in R^3 that is asymptotic to a helicoid at infinity. We also prove existence of surfaces that are asymptotic to a helicoid away from the helicoid's axis, but that have infinitely many handles arranged periodically al…

2006-10-20abs ↗pdf ↗

Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision trees; that is, trees that split only along feature dimensions. In contrast, many r…

2015-06-10abs ↗pdf ↗

In this work, we give a survey on non characteristic domains of Heisenberg groups. We prove that bounded domains which are diffeomorphic to the solid torus having the center of the group as rotation axis, are non characteristic. Then, we state the following conjecture : The bounded non characteristic domains of the Hei…

2019-08-27abs ↗pdf ↗

The Complex Axis theorem states that any endomorphism of a finite-dimensional complex vector space affords an eigen-vector (or "invariant axis"). A geometric proof of this geometric result was given by A. de Medeiros, transforming the endomorphism into a topological self-map with Lefschetz number not equal to zero. We …

2018-10-25abs ↗pdf ↗

Study on null helices in semi-Riemannian manifolds with special submanifolds.

problem Investigating geometric properties of null helices on totally umbilical submanifolds in 3D semi-Riemannian manifolds.
method Using the null Frenet frame and degenerate metric condition, equations and invariants characterizing null helices are derived.
result Equations and invariants characterizing null helices on totally umbilical submanifolds in 3D semi-Riemannian manifolds are obtained.

New kernel interprets 3D anisotropic data with rotations and improved predictions.

problem Capturing rotated anisotropy in 3D spatial fields.
method Introduces a Lie-algebraic kernel with three principal length-scales and an explicit rotation.
result Posterior recovers rotated anisotropy and improves prediction over axis-aligned kernels.

A maximum principle for C^0 null hypersurfaces is obtained and used to derive a splitting theorem for spacetimes which contain null lines. As a consequence of this null splitting theorem, it is proved that an asymptotically simple vacuum (Ricci flat) spacetime which contains a null line is isometric to Minkowski space.

1999-09-27abs ↗pdf ↗