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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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48 results for parity control

New method controls bias in training data for fair outcomes.

problem Ensuring equal treatment between different groups in machine learning.
method Contrastive information estimation to control mutual information between representations and protected attributes.
result Our method provides strong theoretical guarantees on the parity of any downstream algorithm.

New model optimizes portfolios over multiple periods using predictive control.

problem Optimizing multi-period portfolios with risk and variance objectives.
method Model Predictive Control with Mean-Variance and Risk Parity.
result 30x faster and more robust solutions compared to single period models.

Study tests how U.S. equity prices align with global asset frequencies using financial variables.

problem Testing whether U.S. equity prices align with global asset frequencies using financial variables.
method Examines SPX and RUT gaps, uses OIS-based funding, volatility, trading-friction, financial-condition variables, and residual information.
result Gains in fit survive broad-dollar neutralization, alternative blocks, PCA, residualization, and nested horizon selection, supporting reduced-form P-Q alignment.

This work improves fair tensor decomposition using a kernel criterion.

problem Learning fair low-rank tensor decompositions with statistical parity.
method Regularizes Canonical Polyadic Decomposition with KHSIC to ensure approximate statistical parity.
result The proposed algorithm achieves better fairness and fit than state-of-the-art FATR.

We introduce the 2-colour parity. It is a theory of parity for a large class of virtual links, defined using the interaction between orientations of the link components and a certain type of colouring. The 2-colour parity is an extension of the Gaussian parity, to which it reduces on virtual knots. We show that the 2-c…

2019-01-22abs ↗pdf ↗

In the present paper, we develop the parity theory invented in \cite{ManSb}; we construct new parities for two-component (virtual and free) links. New parities significantly depend on geometrical properties of diagrams; in particular, they are mutation-sensitive. New parities can be used practically in all problems, wh…

2015-08-23abs ↗pdf ↗

In \cite {FrKn,Sbornik} it was shown that in some knot theories the crucial role is played by {\em parity}, i.e.\ a function on crossings valued in {0,1}\{0,1\} and behaving nicely with respect to Reidemeister moves. Any parity allows one to construct functorial mappings from knots to knots, to refine many invariants and …

2011-02-24abs ↗pdf ↗

This paper tackles fair Bayes-optimal classifiers under predictive parity, proving their limitations and proposing a new algorithm.

problem Ensuring fair Bayes-optimal classifiers under predictive parity, especially when group performance levels vary widely.
method Proving the limitations of fair Bayes-optimal classifiers under predictive parity and proposing a new adaptive thresholding algorithm, FairBayes-DPP.
result Fair Bayes-optimal classifiers under predictive parity may not hold if group performance levels vary widely, leading to within-group unfairness.

We use crossing parity to construct a generalization of biquandles for virtual knots which we call Parity Biquandles. These structures include all biquandles as a standard example referred to as the even parity biquandle. Additionally, we find all Parity Biquandles arising from the Alexander Biquandle and Quaternionic …

2011-03-15abs ↗pdf ↗

Diversified risk parity strategies outperform equally-weighted portfolios in various asset universes.

problem Finding optimal portfolio allocations that balance risk and reward.
method Integrates various reward-risk measures and generic allocation rules into diversified risk parity.
result Diversified reward-risk parity strategies exhibit higher average returns, Sharpe ratios, and Calmar ratios compared to equally-weighted risk portfolios.

Functorial maps and weak parities are equivalent descriptions of rules of substitution virtual crossings for classical in diagrams of a knot in a way compatible with Reidemeister moves. We introduce the notion of maximal weak parity and describe it for knots in a given closed oriented surface. This weak parity defines …

2012-11-02abs ↗pdf ↗

Paper solves k-sparse parity problem with sign SGD, matching SQ lower bound.

problem Solving k-sparse parity problems efficiently.
method Sign stochastic gradient descent on neural networks.
result Matches Statistical Query lower bound for solving k-sparse parity problems.

In [3] we constructed the parity-biquandle bracket valued in {\em pictures} (linear combinations of 44-valent graphs). We gave no example of classical links such that the parity-biquandle bracket of which is not trivial. In the present paper we slightly change the notation of the parity-biquandle bracket and give exam…

2019-11-17abs ↗pdf ↗

Study shows physical drift affects put-call parity enforcement, not just option payoffs.

problem Inconsistency between quoted put-call parity and actual market behavior.
method Examined SPX and RUT index options, used drift-preserving GBM term to improve fit.
result Physical drift enters the enforcement of risk-neutral parity, not just option payoffs.

Parity mappings from the chords of a Gauss diagram to the integers is defined. The parity of the chords is used to construct families of invariants of Gauss diagrams and virtual knots. One family consists of degree nn Vassiliev invariants.

2012-03-13abs ↗pdf ↗

We define counting and cocycle enhancement invariants of virtual knots using parity biquandles. These invariants are determined by pairs consisting of a biquandle 2-cocycle φ^0 and a map φ^1 with certain compatibility conditions leading to one-variable or two-variable polynomial invariants of virtual knots. We provide …

2015-07-20abs ↗pdf ↗

Transformers solve parity problems efficiently with step-by-step reasoning.

problem Training transformers to solve complex, recursive problems like parity.
method Training a one-layer transformer to solve kk-parity, incorporating intermediate parities into the loss function, and using teacher forcing or augmented data.
result Transformers can learn parity in one gradient update with intermediate supervision or self-consistency checks.

2-dimensional knots and links are studied in the article. The notion of parity is introduced via techniques similar to the ones used by the second named author in 1-dimensional case. By using parity new invariants are constructed and known invariants are refined.

2016-06-22abs ↗pdf ↗

The article develops a model for skewness risk in risk parity portfolios.

problem Managing skewness risk in asset allocation models.
method Modeling asset returns with skewness and jumps, deriving analytical formulas for risk contributions.
result Skewness-based risk parity portfolios outperform volatility-based portfolios in managing jump risks.

We mathematically compare four competing definitions of group-level nondiscrimination: demographic parity, equalized odds, predictive parity, and calibration. Using the theoretical framework of Friedler et al., we study the properties of each definition under various worldviews, which are assumptions about how, if at a…

2018-08-26abs ↗pdf ↗

We consider knot theories possessing a {\em parity}: each crossing is decreed {\em odd} or {\em even} according to some universal rule. If this rule satisfies some simple axioms concerning the behaviour under Reidemeister moves, this leads to a possibility of constructing new invariants and proving minimality and non-t…

2009-12-29abs ↗pdf ↗

We investigate an application of crossing parity for the bracket expansion of the Jones polynomial for virtual knots. In addition we consider an application of parity for the arrow polynomial as well as for the categorifications of both polynomials. We present a number of examples found through our calculations. We pro…

2011-10-21abs ↗pdf ↗

This paper is an introduction to virtual knot theory and an exposition of new ideas and constructions, including the parity bracket polynomial, the arrow polynomial, the parity arrow polynomial and categorifications of the arrow polynomial. The paper is relatively self-contained and it describes virtual knot theory bot…

2011-01-04abs ↗pdf ↗

Incorrect parity-based descriptions of realizable Gauss diagrams found, but bipartite graphs provide a valid approach.

problem Incorrect descriptions of realizable Gauss diagrams using parity conditions.
method Used bipartite graphs to describe realizable Gauss diagrams.
result Realizable Gauss diagrams can be accurately described using bipartite graphs.

New framework tackles fairness in link prediction beyond demographic parity.

problem Systemic biases in link prediction can exacerbate societal inequalities.
method Formalizes limitations of existing fairness evaluations and proposes a new framework.
result Proposes a lightweight post-processing method combined with decoupled link predictors.

Valuation and parity formulas for both European-style and American-style exchange options are presented in a general financial model allowing for jumps, possibility of default and "bubbles" in asset prices. The formulas are given via expectations of auxiliary probabilities using the change-of-numeraire technique. Exten…

2012-06-14abs ↗pdf ↗

Researchers solved a number-theoretic hypothesis to determine the spin parity of k-differentials.

problem Determining the spin parity of k-differentials on Riemann surfaces of genus zero and one.
method Proved a number-theoretic hypothesis (Conjecture A.10) by reformulating it in terms of Jacobi symbols and reducing it to a combinatorial identity.
result The spin parity of k-differentials on Riemann surfaces of genus zero and one was completely determined.

Paper optimizes trend-following portfolios using autocorrelation models.

problem Developing an optimal trend-following portfolio strategy.
method Introduces a unifying theoretical setting with autocorrelation models for covariance matrices of trends and risk premia. Specifies practical models for covariance matrices. Decomposes optimal portfolio into four basic components.
result Empirical backtests confirm overperformance of the proposed optimal portfolio.

We find the optimal error for a constrained regression model under a linear model.

problem Minimizing error while adhering to demographic parity constraints.
method Proposed a minimax optimal error analysis for a demographic parity-constrained regression problem within a linear model.
result The minimax optimal error is characterized by $Θ( rac{dM}{n})$.

In the present paper we give a simple proof of the fact that the set of virtual links with orientable atoms is closed. More precisely, the theorem states that if two virtual diagrams KK and KK' have orientable atoms and they are equivalent by Reidemeister moves, then there is a sequence of diagrams $K = K_1 \to...\to…

2010-12-30abs ↗pdf ↗

This paper investigates the parity concept in knotoids in S2S^2 and in R2\mathbb{R}^2 in relation with virtual knots. We show that the virtual closure map is not surjective and give specific examples of virtual knots that are not in the image. We introduce a planar version of the parity bracket polynomial for knotoids …

2019-05-10abs ↗pdf ↗