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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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92184275367 · Jun 202019922001200920172026
48 results for partial measurements

New concept of partial law invariance connects decision theory and financial risk management.

problem Connecting decision theory and financial risk management under uncertainty.
method Characterizing partially law-invariant coherent risk measures via a novel representation formula.
result Strong partial law invariance bridges the gap between existing risk measure representations.

The paper analyzes worst-case distortion risk metrics and weighted entropy under partial information.

problem Analyzing worst-case distortion risk metrics and weighted entropy with limited information.
method General distributions, partial information (mean and variance), various entropies and risk measures.
result Provides worst-case results for distortion risk metrics and weighted entropy.

The weighted Yamabe flow converges on smooth metric measure spaces.

problem Analyzing convergence of the weighted Yamabe flow on metric measure spaces.
method Introduced the weighted Yamabe flow and proved its long-time existence and convergence under certain conditions.
result Long-time existence and convergence of the weighted Yamabe flow on smooth metric measure spaces.

The paper analyzes extreme risk measures with limited distributional information.

problem Investigating risk measures under partial knowledge of distribution moments and shape.
method Employing probability inequalities and modified Schwarz inequality to derive bounds on distortion risk measures.
result Unified framework for calculating best- and worst-case scenarios of distortion risk measures.

Sharp estimates for Bergman metrics derived from Kähler quantization.

problem Estimating Bergman metrics in Kähler quantization.
method Upper and lower bounds on the Bergman metric expressed in terms of φ\varphi.
result Optimal C1,1ˉC^{1,\bar1}-convergence for quantization of Kähler currents.

The study constructs universal invariants for non-Archimedean metrics on projective varieties.

problem Understanding the singularity of non-Archimedean metrics on projective varieties.
method Constructing partial Okounkov bodies and Duistermaat--Heckman measures for non-Archimedean metrics.
result Generalization of Duistermaat--Heckman measures to finite energy metrics on Berkovich analytifications.

We consider a financial market model with a single risky asset whose price process evolves according to a general jump-diffusion with locally bounded coefficients and where market participants have only access to a partial information flow. For any utility function, we prove that the partial information financial marke…

2013-02-18abs ↗pdf ↗

Improved persistence spheres map measures to functions, stable under partial transport.

problem Representing and comparing measures in topological machine learning.
method Persistence spheres map measures to continuous functions on the sphere, stable under 1-Wasserstein partial transport.
result Persistence spheres provide a stable, parameter-free representation of measures, improving upon existing methods.

Paper constructs new non-Anosov Partially Hyperbolic Geodesic flows using conformal deformations.

problem Creating new non-Anosov Partially Hyperbolic Geodesic flows.
method Using conformal deformations to produce examples of partially hyperbolic geodesic flows.
result Proves ergodicity for the Liouville measure and uniqueness of the measure of maximal entropy.

This paper examines how data affects risk measures in uncertain distributions.

problem How does distributional ambiguity affect risk measures?
method Formulated and derived simpler dual problems for infinite and finite dimensional robust moment problems.
result Developed theory and conducted experiments in inventory control and portfolio management.

Abstract: Determines Lamé coefficients from boundary measurements.

problem Determining Lamé coefficients from elastic boundary measurements.
method Explicit symbol of elastic Dirichlet-to-Neumann map, partial derivatives determination.
result Elastic Dirichlet-to-Neumann map uniquely determines Lamé coefficients.

Study shows how to calculate the volume of pseudoeffective line bundles on Kähler manifolds.

problem Calculating the volume of pseudoeffective line bundles on Kähler manifolds.
method Using a limit of section dimensions and a model potential associated to the line bundle.
result The limit of knh0(X,LkI(ku))k^{-n}h^0(X,L^k\otimes \mathcal I(ku)) equals the non-pluripolar volume of P[u]IP[u]_\mathcal I.

The paper examines the structure and stability of boundaries in noncollapsed RCD spaces.

problem Structuring and stability of boundaries in noncollapsed RCD spaces.
method Effective measure bounds and ε-regularity theorem.
result The boundary is homeomorphic to a manifold away from a set of codimension 2 and is N1N-1 rectifiable.

We introduce a property of compact complex manifolds under which the existence of balanced metric is stable by small deformations of the complex structure. This property, which is weaker than the \partial\overline\partial-Lemma, is characterized in terms of the strongly Gauduchon cone and of the first $\partial\overl…

2015-02-26abs ↗pdf ↗

Generalizes Black-Scholes model for option pricing under uncertainty.

problem Traditional Black-Scholes model for option pricing under uncertainty.
method Generalized Black-Scholes model using non-symmetric Dirichlet forms and abstract PDE theory.
result Well-posedness of the generalized model established.

New method for comparing different mass measures on tree structures using entropy partial transport.

problem Comparing nonnegative measures with different masses on tree structures.
method Entropy Partial Transport (EPT) on extended trees, regularized for fast computation and negative definiteness.
result First closed-form solution for unbalanced OT on tree structures.

Efficient RL in partially observable risk-sensitive environments with hindsight observations.

problem Risk-sensitive reinforcement learning in partially observable environments.
method Integrates hindsight observations into POMDP framework, develops novel RL algorithm.
result Achieves polynomial regret with provable efficiency, outperforming existing methods.

The paper introduces a new measure of robustness for partially identifiable risks.

problem Achieving robustness when the robust risk is only partially identified.
method Introduces the worst-case robust risk and evaluates existing methods.
result Existing robustness methods are suboptimal in the partially identifiable case.

Proposes a topological model for partial equivariance in neural networks.

problem Capturing partial equivariance in neural networks for data analysis.
method Introduces P-GENEOs and studies spaces of measurements and P-GENEOs between them.
result Spaces of measurements and P-GENEOs have convenient approximation and convexity properties.

Let ΩΩ be a domain in a smooth complete Finsler manifold, and let GG be the largest open subset of ΩΩ such that for every xx in GG there is a unique closest point from Ω\partial Ω to xx (measured in the Finsler metric). We prove that the distance function from Ω\partial Ω is in Clock,α(GΩ)C^{k,α}_{loc}(G\cup \partial Ω)

2005-10-26abs ↗pdf ↗

New protocol for online learning with partial feedback, extending classical methods.

problem Learning with partial feedback where only one acceptable label is observed per round.
method Introducing a collection version space to address the lack of direct extension of classical methods.
result Characterization of learnability in set-realizable regime using Partial-Feedback Littlestone dimension and Partial-Feedback Measure Shattering dimension.

New control methods improve dynamic measure transport paths.

problem Improving paths for dynamic measure transport.
method Connecting mean-field games to optimization problems for learning paths, advocating for smoothness of velocities.
result Our method recovers more efficient and smooth transport models compared to untilted paths.

Paper proposes robust risk measures for non-negative risks with partial information.

problem Tackles robustness of distortion risk measures under distributional uncertainty.
method Introduces new uncertainty sets and derives closed-form expressions for risk maximization.
result Derives closed-form expressions for risk maximization over uncertainty sets.

The paper proves conditions for non-uniform expansion in partially hyperbolic systems.

problem Conditions for non-uniform expansion in partially hyperbolic systems.
method Analysis of Lyapunov exponents and dominated splittings.
result Existence of physical SRB measure under specific conditions.

Deep ROC analysis improves model selection and interpretation in medical and AI applications.

problem Inadequate performance measures for binary classifiers.
method Deep ROC analysis, translating AUC and partial AUC into balanced average accuracy and post-test measures.
result Deep ROC analysis provides balanced average accuracy, average sensitivity, and average specificity.

We use partial class memberships in soft classification to model uncertain labelling and mixtures of classes. Partial class memberships are not restricted to predictions, but may also occur in reference labels (ground truth, gold standard diagnosis) for training and validation data. Classifier performance is usually ex…

2013-01-02abs ↗pdf ↗

The paper explores the tradeoffs between fairness measures in machine learning.

problem The challenge of achieving all three fairness notions simultaneously in machine learning models.
method The approach uses partial information decomposition (PID) to analyze the relationships between fairness measures.
result Identifies the regions where fairness measures overlap and disagree, revealing potential tradeoffs.

Theoretical analysis of MCR for improving imputation quality in partially observed data.

problem Improving model generalization in partially observed settings.
method Theoretical analysis of Measure Consistency Regularization (MCR) for neural network distance.
result MCR's generalization advantage is not always guaranteed and can be monitored through a duality gap.

New method learns from non-uniform data and partial physical knowledge.

problem Identifying dynamical systems from non-uniformly sampled data.
method Physics-informed neural networks integrating numerical integration methods.
result Learning unknown kinetic rates and estimating parameters from non-uniform data.

Let X0X_0 be a compact Riemannian manifold with boundary endowed with a oriented, measured even dimensional foliation with purely transverse boundary. Let XX be the manifold with cylinder attached and extended foliation. We prove that the L2L^2--measured index of a Dirac type operator is well defined and the following…

2009-07-04abs ↗pdf ↗

Paper introduces a new test for conditional independence using weighted partial copulas.

problem Testing conditional independence between variables.
method The approach uses a weighted partial copula function and a bootstrap procedure to compute regions of rejection.
result The proposed test has competitive power compared to existing methods.

A measure of neural complexity quantifies how hard it is to access information across neurons.

problem Understanding how mutual information is distributed among neurons in neural networks.
method Partial Information Decomposition (PID) to disentangle contributions of single neurons, multiple neurons, and synergistic effects.
result Representational Complexity measures the difficulty of accessing information across multiple neurons.