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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.

169,341 papers · 148 categories

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228456684912 · Jun 202019922001200920182026
48 results for period problem

Study optimal portfolio strategies with periodic evaluation under short-selling prohibition.

problem Optimal portfolio strategies with periodic evaluation under short-selling prohibition.
method Reformulate the original problem into an auxiliary one-period optimization problem and introduce dual control problem.
result Derive and verify the value function and optimal constrained portfolio for the original problem.

Study finds periodic orbits in a complex gravitational system.

problem Existence of periodic solutions in a gravitational system with multiple primaries.
method Proves existence of periodic solutions when primaries move on a Hip-Hop solution.
result Proves the existence of periodic solutions in the restricted (2N+1)(2N+1)-body problem.

New periodic solutions found in 2n-body problem, braids of pseudo-Anosov type with stretch factors as metallic ratios.

problem Periodic solutions of the 2n-body problem and their braid types.
method Analyzing braid types and stretch factors associated with pseudo-Anosov braids.
result Braids from new periodic solutions are of pseudo-Anosov type with stretch factors as metallic ratios.

We introduce a new technique to solve period problems on minimal surfaces called limit-method. If a family of surfaces has Weierstrass-data converging to the data of a known example, and this presents a transversal solution of periods, then the original family contains a sub-family with closed periods.

2008-06-18abs ↗pdf ↗

The period of orbits in the restricted three-body problem depends on the enclosed region.

problem Understanding the period of orbits in the restricted three-body problem.
method Analyzing the relationship between the period and the enclosed region using the Jacobian integral.
result The period of a closed orbit is determined by the enclosed region and a function of the Jacobian integral.

In this paper we show how to bypass the usual difficulties in the analysis of elliptic integrals that arise when solving period problems for minimal surfaces. The method consists of replacing period problems with ordinary Sturm-Liouville problems involving the support function. We give a practical application by provin…

2008-06-25abs ↗pdf ↗

Study periodic solutions in N-body problem, revealing braids with complex dynamics.

problem Periodic solutions of the planar Newtonian N-body problem with equal masses.
method Analyze braid structures derived from periodic solutions, proving pseudo-Anosov types.
result Braids from Yu's periodic solutions are pseudo-Anosov, with stretch factors reflecting complexity.

This paper optimizes portfolio management in incomplete markets with stochastic factors, considering periodic wealth evaluations.

problem Optimizing portfolio performance in an incomplete market model with stochastic factors and periodic wealth evaluations.
method Developed a martingale duality approach to find optimal portfolio processes and dual minimizers.
result Established the existence of optimal portfolio processes and identified dual minimizers as the 'least favorable' market completion.

Hamiltonian dynamical systems tend to have infinitely many periodic orbits. For example, for a broad class of symplectic manifolds almost all levels of a proper smooth Hamiltonian carry periodic orbits. The Hamiltonian Seifert conjecture is the existence problem for regular compact energy levels without periodic orbits…

2000-04-04abs ↗pdf ↗

Study examines how slight model changes affect multi-period optimization outcomes.

problem Effect of small probabilistic model changes on multi-period optimization problems.
method Adapted Wasserstein distance for measuring changes, explicit first-order approximations proved.
result Explicit first-order approximations for multi-period stochastic optimization and optimal stopping problems.

Constructs a family of genus three minimal surfaces with parallel ends.

problem Creating embedded doubly periodic minimal surfaces with specific topological properties.
method Constructs a one-parameter family of surfaces with given Weierstrass data and solves the period problem.
result Solves the two dimensional period problem for the constructed surfaces.

New method reconstructs signals and images from periodic nonlinearities.

problem Reconstructing signals and images from periodic nonlinearities.
method Design of measurement scheme for efficient reconstruction, adaptable to compressive sensing.
result Effective reduction in measurement complexity for HDR imaging with minimal quality loss.

Study on periodic knots, proving limitations on their Alexander polynomials.

problem Understanding Alexander polynomials of periodic knots.
method Polynomial factorization, number theory interpretation, computational methods.
result Alexander polynomials of freely periodic knots are restricted to products of cyclotomic polynomials.

Solves multi-period portfolio optimization using quantum annealing.

problem Multi-period portfolio optimization with transaction costs and market impact.
method Formulated as a quantum annealing problem, using D-Wave Systems' quantum annealer.
result High success rates in solving the problem, without inverting a covariance matrix.

Optimizes multi-period portfolios with tail-risk constraints using neural networks.

problem Maximizing expected return while managing tail-risk constraints over multiple periods.
method Recurrent neural network approach to approximate optimal policy.
result Validated in financial and insurance models, capturing long-term risk dynamics.

Study optimal portfolio management with periodic evaluations in stochastic models, considering convex constraints.

problem Optimal portfolio management under ratio-type periodic evaluations in stochastic factor models with convex trading constraints.
method Transformed infinite horizon optimal control problem into an auxiliary terminal wealth optimization problem. Introduced an auxiliary unconstrained optimization problem in a modified market model. Used martingale duality approach to establish dual minimizer and optimal unconstrained wealth process.
result Derived and verified the optimal constrained portfolio process for the original problem over an infinite horizon.

Study shows existence and uniqueness of periodic pseudospherical surfaces from Cauchy problems.

problem Existence and uniqueness of periodic pseudospherical surfaces from Cauchy problems of Novikov equation.
method Kato's semi-group approach to establish well-posedness and C1C^1 regularity.
result Existence of exactly two families of periodic one-forms defining metrics and Levi-Civita connections.

Scattering theory on Riemann surfaces with explicit matrix and generalized period mappings.

problem Scattering theory for harmonic one-forms on Riemann surfaces.
method Construction of scattering theory from boundary value problems involving systems of curves and jump problems. Explicit expression for scattering matrix using Schiffer operators.
result Unitary scattering matrix and general association of polarizing Lagrangian spaces.

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.

The study finds infinitely many periodic orbits that can be used to modify Anosov flows.

problem Can surgeries on periodic orbits of Anosov flows produce equivalent flows?
method Analyzing suspension Anosov flows, the study identifies pairs of periodic orbits that can be used to modify the flow.
result For some suspension Anosov flows, there exist infinitely many pairs of periodic orbits that can be used to modify the flow.

Let K be a connected finite complex. This paper studies the problem of whether one can attach a cell to some iterated suspension S^j K so that the resulting space satisfies Poincare duality. When this is possible, we say that S^j K is a spine. We introduce the notion of quadratic self duality and show that if K is quad…

2008-12-29abs ↗pdf ↗

The study counts periodic orbits on smooth manifolds, adding ghost orbits for completeness.

problem Counting periodic orbits of vector fields on smooth closed manifolds.
method Enlarging the space of orbits to include ghost orbits, defining weight functions, and showing constancy under deformation.
result The weight function remains constant as the vector field moves and ΓΓ deforms.

Study shows automorphisms of Markov surfaces share periodic points if they share a common iterate.

problem Study of unlikely intersections for automorphisms of Markov surfaces with positive entropy.
method Arithmetic equidistribution for adelic line bundles, theory of laminar currents, quasi-Fuchsian representation theory.
result Two automorphisms with positive entropy share a Zariski dense set of periodic points if and only if they share a common iterate.

New periodic solution found in 4-body problem, not part of expected geometrical family.

problem Finding new periodic solutions in the 4-body problem not fitting the expected geometrical family.
method Analytic continuation of a numerical solution to discover a new family of solutions.
result Existence of a non-planar periodic solution for any pair of masses and integer n.