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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.

168,657 papers · 148 categories

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48 results for positive factorizations

We generalize a classical result concerning smooth germs of surfaces, by proving that monodromies on links of isolated complex surface singularities associated with reduced holomorphic map germs admit a positive factorization. As a consequence of this and a topological characterization of these monodromies by Anne Pich…

2020-01-22abs ↗pdf ↗

We study Question 7.9 in the paper "Monoids in the mapping class group" by Etnyre and Van Horn-Morris; whether a symmetric mapping class admitting a positive factorization is a lift of a quasi-positive braid. We answer affirmatively for mapping classes satisfying certain cyclic conditions.

2016-10-04abs ↗pdf ↗

We study diffeomorphisms of compact, oriented surfaces, developing methods of distinguishing those which have positive factorizations into Dehn twists from those which satisfy the weaker condition of right veering. We use these to construct open book decompositions of Stein-fillable 3-manifolds whose monodromies have n…

2009-10-29abs ↗pdf ↗

In this article, we study the maximal length of positive Dehn twist factorizations of surface mapping classes. In connection to fundamental questions regarding the uniform topology of symplectic 4-manifolds and Stein fillings of contact 3-manifolds coming from the topology of supporting Lefschetz pencils and open books…

2014-12-01abs ↗pdf ↗

New method efficiently learns positive-definite curvature for neural nets.

problem Efficiently learn positive-definite curvature for neural net training.
method Spectral-factorized positive-definite curvature learning approach.
result Efficiently applies arbitrary matrix roots and generic curvature learning.

An algorithm for computing positive semidefinite factorizations of matrices.

problem Computing positive semidefinite factorizations of matrices.
method Non-commutative extension of Lee-Seung's algorithm (Matrix Multiplicative Update, MMU).
result The MMU algorithm ensures PSD updates and achieves critical points.

Study improves HOMFLY polynomial coefficients for positive braid links.

problem Determining HOMFLY polynomial coefficients for positive braid links.
method Using geometric invariants like maximum Euler characteristics, number of split and prime factors.
result Improvements in known results for Conway and Jones polynomials of positive braid links.

Study grid homology of diagonal knots, finding key terms related to prime factors and decompositions.

problem Determine grid homology of diagonal knots and compare them to other knot types.
method Use grid diagrams and combinatorial knot Floer homology to analyze diagonal knots.
result Grid homology detects the number of prime factors and decompositions of the knot into non-integer tangles.

Study singular fibers in genus 2 algebraic fibrations and their monodromy factorizations.

problem Classify singular fibers in genus 2 algebraic fibrations and relate them to Lefschetz fibrations.
method Analyze four families of hypersurface singularities in C^3, determine resolutions, and find flat deformations into simpler pieces.
result Establish a dictionary between configurations of curves and monodromy factorizations for some genus 2 fibrations.

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.

We introduce a construction of pseudo-Anosov homeomorphisms on n-times punctured spheres and surfaces with higher genus using only sufficiently many positive half-twists. These constructions can produce explicit examples of pseudo-Anosov maps with various number-theoretic properties associated to the stretch factors, i…

2019-07-11abs ↗pdf ↗

Templates are branched 2-manifolds with semi-flows used to model `chaotic' hyperbolic invariant sets of flows on 3-manifolds. Knotted orbits on a template correspond to those in the original flow. Birman and Williams conjectured that for any given template the number of prime factors of the knots realized would be boun…

2005-07-14abs ↗pdf ↗

We consider the vacuum Einstein flow with a positive cosmological constant on spatial manifolds of product form. In spatial dimension at least four we show the existence of continuous families of recollapsing models whenever at least one of the factors or admits a Riemannian Einstein metric with positive Einstein const…

2016-08-11abs ↗pdf ↗

Tests factor models by decomposing market into body and tail legs, revealing inconsistent results.

problem Inconsistency between factor models and market behavior.
method Decomposes market into body and tail legs, testing factor models at daily and monthly frequencies.
result q5 model shows inconsistent results, with negative body and positive tail alphas at all split ratios.

Paper analyzes factors affecting COVID-19 risk in US counties.

problem Identifying factors influencing COVID-19 risk in US counties.
method Combines unsupervised (K-means clustering) and supervised learning models.
result Mean temperature, poverty, obesity, and other factors are most significant.

We explicitly construct pseudo-Anosov maps on the closed surface of genus gg with orientable foliations whose stretch factor λλ is a Salem number with algebraic degree 2g2g. Using this result, we show that there is a pseudo-Anosov map whose stretch factor has algebraic degree dd, for each positive even integer dd s…

2014-01-08abs ↗pdf ↗

We first construct a genus zero positive allowable Lefschetz fibration over the disk (a genus zero PALF for short) on the Akbulut cork and describe the monodromy as a positive factorization in the mapping class group of a surface of genus zero with five boundary components. We then construct genus zero PALFs on infinit…

2014-06-23abs ↗pdf ↗

New PSDMF algorithms derived from PR and ARM methods.

problem Positive semidefinite matrix factorization (PSDMF) challenges.
method Design PSDMF algorithms based on phase retrieval (PR) and affine rank minimization (ARM) methods.
result New PSDMF algorithms inherit numerical properties from PR and ARM methods.

On a compact oriented surface of genus gg with n1n\geq 1 boundary components, δ1,δ2,,δnδ_1, δ_2,\ldots, δ_n, we consider positive factorizations of the boundary multitwist tδ1tδ2tδnt_{δ_1} t_{δ_2} \cdots t_{δ_n}, where tδit_{δ_i} is the positive Dehn twist about the boundary δiδ_i. We prove that for g3g\geq 3, the boundary multitwis…

2013-09-15abs ↗pdf ↗

Paper proposes a new algorithm for graph learning with covariance constraints.

problem Graphical models and factor analysis not jointly leveraged in graph learning processes.
method Penalized maximum likelihood estimation of an elliptical distribution with Riemannian optimization.
result Effectiveness of the proposed approach demonstrated on real-world data sets.

Study finds relevance of exchange and inflation rates to economic factors.

problem Determining the relevance of exchange and inflation rates to economic factors.
method Introduced concept of adequacy, established positive relation between exchange and inflation rates and other economic factors.
result Close positive relation found between exchange and inflation rates and other economic factors.

The paper examines compactness of scalar curvature sequences on conformal manifolds.

problem Compactness of sequences of Riemannian manifolds with positive scalar curvature.
method Analyzes the conformal case of Riemannian manifolds, focusing on compactness and convergence properties.
result Compactness of conformal factors and C0C^0 convergence away from a singular set.

Machine learning helps estimate risk premiums of stocks without knowing their factors.

problem Estimate risk premiums of stocks without knowing their underlying factors.
method Used elastic-net machine learning to project stock returns onto peers and construct replicate portfolios.
result Unique stocks have higher SARP and excess returns than ubiquitous stocks.

EGMU optimizes portfolios using KL divergence, ensuring positive solutions.

problem Constructing multi-factor target-exposure portfolios efficiently and accurately.
method Convex optimization framework minimizing KL divergence, with explicit solvers.
result Established feasibility and uniqueness of strictly positive solutions under convex-hull conditions.

A new portfolio method uses NMF for risk budgeting, outperforming classical methods.

problem Portfolio diversification and risk management in crypto and traditional assets.
method Risk factor budgeting using convex Non-negative Matrix Factorization (NMF).
result Our method outperforms classical portfolio allocations in diversification and risk profile.

Positive simplicial volume found for certain non-positively curved manifolds with specific submanifolds.

problem Determining conditions for positive simplicial volume in non-positively curved manifolds.
method Analyzing isolated, closed totally geodesic submanifolds of codimension one and their impact on simplicial volume.
result Positive simplicial volume for certain non-positively curved manifolds with specific submanifolds.

When two free factors A and B of a free group F_n are in "general position" we define the projection of B to the splitting complex (alternatively, the complex of free factors) of A. We show that the projections satisfy properties analogous to subsurface projections introduced by Masur and Minsky. We use the subfactor p…

2012-11-07abs ↗pdf ↗

New method for estimating financial covariance matrices efficiently.

problem Noisy covariance matrix estimation in high-dimensional financial data.
method Cluster financial time series into groups, apply shrinkage to ensure positive definiteness.
result Proposed methods provide reliable estimates and outperform other estimators.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer data-efficient policy learning that generalize over a context space. We propose to impr…

2016-12-06abs ↗pdf ↗

Proposes a new Gaussian factor for probabilistic inference with degenerate settings.

problem Handling linear dependencies among random variables in Gaussian networks.
method Introduces a parametrised factor that relaxes the positive-definite constraint of the covariance matrix.
result Accurately accommodates degeneracies in probabilistic inference without significant computational overhead.

This article provides the mathematical foundation for stochastically continuous affine processes on the cone of positive semidefinite symmetric matrices. This analysis has been motivated by a large and growing use of matrix-valued affine processes in finance, including multi-asset option pricing with stochastic volatil…

2009-10-01abs ↗pdf ↗

We study fillings of contact structures supported by planar open books by analyzing positive factorizations of their monodromy. Our method is based on Wendl's theorem on symplectic fillings of planar open books. We prove that every virtually overtwisted contact structure on L(p,1) has a unique filling, and describe fil…

2009-12-10abs ↗pdf ↗

This paper deals with chain graphs under the classic Lauritzen-Wermuth-Frydenberg interpretation. We prove that the regular Gaussian distributions that factorize with respect to a chain graph GG with dd parameters have positive Lebesgue measure with respect to Rd\mathbb{R}^d, whereas those that factorize with respect…

2010-08-13abs ↗pdf ↗