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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.

168,738 papers · 148 categories

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4998147196 · May 202619922001200920172026
48 results for positive reach

Study finds a non-locally contractible rr-convex set.

problem Find an rr-convex set which is not locally contractible.
method Constructs a counterexample of a non-locally contractible rr-convex set.
result Proves that the class of supports with positive reach of absolutely continuous distributions includes strictly the class of rr-convex supports.

Extends mapping results to non-compact Riemannian manifolds with positive reach.

problem Extending mapping results to non-compact Riemannian manifolds with positive reach.
method Using a criterion by A. Petrunin and results by B. Bulanyi and J. Van Schaftingen, the study extends critical Sobolev mappings.
result Extended maps satisfy an exponential weak-type Sobolev-Marcinkiewicz estimate.

We address the problem of curvature estimation from sampled compact sets. The main contribution is a stability result: we show that the gaussian, mean or anisotropic curvature measures of the offset of a compact set K with positive μμ-reach can be estimated by the same curvature measures of the offset of a compact set…

2008-12-07abs ↗pdf ↗

Given a sample YY from an unknown manifold XX embedded in Euclidean space, it is possible to recover the homology groups of XX by building a Vietoris--Rips or Čech simplicial complex on top of the vertex set YY. However, these simplicial complexes need not inherit the metric structure of the manifold, in particular…

2017-09-08abs ↗pdf ↗

A new method for robot manipulation tasks using imagined object goals.

problem Learning robot manipulation in sparse reward environments.
method Train objects to reach target positions, then use predictions to create a curriculum of tasks.
result Higher success rates in challenging learning scenarios compared to alternatives.

We study, using Mean Curvature Flow methods, 2+1 dimensional cosmologies with a positive cosmological constant and matter satisfying the dominant and the strong energy conditions. If the spatial slices are compact with non-positive Euler characteristic and are initially expanding everywhere, then we prove that the spat…

2019-02-01abs ↗pdf ↗

This paper proposes new get-rich-quick schemes that involve trading in a financial security with a non-degenerate price path. For simplicity the interest rate is assumed zero. If the price path is assumed continuous, the trader can become infinitely rich immediately after it becomes non-constant (if it ever does). If i…

2016-04-03abs ↗pdf ↗

We consider here a Fokker--Planck equation with variable coefficient of diffusion which appears in the modeling of the wealth distribution in a multi-agent society. At difference with previous studies, to describe a society in which agents can have debts, we allow the wealth variable to be negative. It is shown that, e…

2017-09-28abs ↗pdf ↗

In this paper, we study the problem of escaping from saddle points in smooth nonconvex optimization problems subject to a convex set C\mathcal{C}. We propose a generic framework that yields convergence to a second-order stationary point of the problem, if the convex set C\mathcal{C} is simple for a quadratic objectiv…

2018-09-06abs ↗pdf ↗

In this note we clarify the structure of the moduli space of constant scalar curvature Kaehler metrics as one approaches the boundary of the Kaehler cone on cscK manifolds blown up at finite set of points, in the spirit of the previous work arXiv:math/0504115. Results about which Kaehler classes can be reached and abou…

2007-06-13abs ↗pdf ↗

To convert standard Brownian motion ZZ into a positive process, Geometric Brownian motion (GBM) eβZt,β>0e^{βZ_t}, β>0 is widely used. We generalize this positive process by introducing an asymmetry parameter α0 α\geq 0 which describes the instantaneous volatility whenever the process reaches a new low. For our new process, …

2018-09-06abs ↗pdf ↗

Proves existence of special 2-spheres in curved 3-spaces.

problem Existence of constant mean curvature 2-spheres in Riemannian 3-spheres.
method Develops a min-max scheme for a weighted Dirichlet energy functional, using bi-harmonic approximation, derivative estimates, and Morse index estimates.
result Proves existence for almost every mean curvature and all for positively curved 3-spheres.

Paper estimates manifold reach using convexity defect function.

problem Estimating the reach of submanifolds from point clouds.
method Relates reach to convexity defect function, uses stability properties, and combines with recent estimators.
result Uniform expected loss bound and minimax rate lower bounds for reach estimation are provided.

Improved bounds for function approximation in nonlinear sets.

problem Achieving high probability error with limited samples in nonlinear function approximation.
method Restricting model class to a neighbourhood of the best approximation and estimating sample complexity using tangent and normal spaces' complexities and curvature.
result Improved worst-case bounds for sample complexity in more general sets like tensor networks and neural networks.

We determine the optimal strategy for investing in a Black-Scholes market in order to maximize the probability that wealth at death meets a bequest goal bb, a type of goal-seeking problem, as pioneered by Dubins and Savage (1965, 1976). The individual consumes at a constant rate cc, so the level of wealth required fo…

2015-03-03abs ↗pdf ↗

Various problems in manifold estimation make use of a quantity called the reach, denoted by τ_Mτ\_M, which is a measure of the regularity of the manifold. This paper is the first investigation into the problem of how to estimate the reach. First, we study the geometry of the reach through an approximation perspective. W…

2017-05-12abs ↗pdf ↗

Graph neural controlled differential equations learn graph dynamics from vertex observations.

problem Predicting future states of dynamical systems on graphs with limited vertex data.
method Incorporates graph topology information into NCDE to predict graph dynamics.
result Informed NCDE requires fewer parameters and lower MAE compared to previous methods.

Novel unsupervised feature selection method using multi-step Markov transition probability.

problem Neglected relationships between non-adjacent data points in feature selection.
method MMFS (Multi-step Markov transition probability for Feature Selection) approach, employing positive and negative viewpoints.
result MMFS effectively maintains data structure in unsupervised feature selection.

We prove that the torsion of any closed space curve which bounds a simply connected locally convex surface vanishes at least 4 times. This answers a question of Rosenberg related to a problem of Yau on characterizing the boundary of positively curved disks in Euclidean space. Furthermore, our result generalizes the 4 v…

2015-01-29abs ↗pdf ↗

Optimizes leveraged staking strategies in decentralized finance.

problem Maximizing returns on staked assets in decentralized lending platforms.
method Developed a mathematical framework to optimize leveraged staking strategies, reducing the multi-market problem to convex allocation over market exposures.
result Rebalanced leveraged positions can achieve up to 6.2% APY, significantly higher than unleveraged staking.

Current reinforcement learning (RL) algorithms can be brittle and difficult to use, especially when learning goal-reaching behaviors from sparse rewards. Although supervised imitation learning provides a simple and stable alternative, it requires access to demonstrations from a human supervisor. In this paper, we study…

2019-12-12abs ↗pdf ↗

This work models financial market returns with asymmetric Tsallis distributions, improving fit over symmetric q-Gaussians.

problem Non-symmetric behavior of stock market returns over time scales.
method Linear combination of two independent normalized half q-Gaussians with different parameters.
result Asymmetric distributions provide better fits to stock market returns than symmetric q-Gaussians, especially over longer time scales.

We find the optimal investment strategy for an individual who seeks to minimize one of four objectives: (1) the probability that his wealth reaches a specified ruin level {\it before} death, (2) the probability that his wealth reaches that level {\it at} death, (3) the expectation of how low his wealth drops below a sp…

2007-03-28abs ↗pdf ↗

AdaDetectGPT improves text authorship detection with statistical guarantees.

problem Determining if text is authored by a human or an LLM.
method Adaptive learning of a witness function from training data to enhance logits-based detectors.
result AdaDetectGPT nearly uniformly improves text authorship detection, with up to 37% improvement.

In this paper we show that an expanding or steady gradient Ricci soliton warped product Bn×fFmB^n\times_f F^m, m>1m>1, whose warping function ff reaches both maximum and minimum must be a Riemannian product. Moreover, we present a necessary and sufficient condition for constructing a gradient Ricci soliton warped product. …

2015-06-01abs ↗pdf ↗

Quantifying the importance and power of individual nodes depending on their position in socio-economic networks constitutes a problem across a variety of applications. Examples include the reach of individuals in (online) social networks, the importance of individual banks or loans in financial networks, the relevance …

2019-06-14abs ↗pdf ↗

Study shows spheres in high dimensions have maximum volume if they are smooth and have a specific reach.

problem Finding the maximum volume of a smooth submanifold in Euclidean space.
method Using the concept of reach and volume, the study proves a volume inequality for submanifolds with a specific reach.
result Smooth submanifolds in Euclidean space have maximum volume if their reach is 1 and they are congruent to a unit sphere.

Recently, sentiment analysis has received a lot of attention due to the interest in mining opinions of social media users. Sentiment analysis consists in determining the polarity of a given text, i.e., its degree of positiveness or negativeness. Traditionally, Sentiment Analysis algorithms have been tailored to a speci…

2016-12-15abs ↗pdf ↗

Geometric finiteness theory for essential surfaces in knot exteriors with geometric bounds.

problem Understanding the topology of essential surfaces in knot exteriors with geometric constraints.
method Developed a relative geometric finiteness theory using bounded geometry and thickness conditions.
result Every bounded-geometry slice contains only finitely many pair-isotopy classes, and topology is recoverable from finite geometric data.

Affine spiking neural networks learn efficiently and generalize well.

problem Learning with spiking neural networks, especially with positive weights.
method Affine encoders and decoders, continuous parameter dependence, gradient-based training.
result Affine spiking neural networks can approximate shallow ReLU networks and generalize well.

It has been shown that injecting noise into the neural network weights during the training process leads to a better generalization of the resulting model. Noise injection in the distributed setup is a straightforward technique and it represents a promising approach to improve the locally trained models. We investigate…

2018-09-27abs ↗pdf ↗