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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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128257385513 · Jun 202019922001200920172026
48 results for positively ratioed representations

Positive representations on surfaces have positive cross-ratios and satisfy a collar lemma.

problem Characterizing representations of surface groups with positive properties.
method Proving a collar lemma and showing positivity of cross-ratios for ΘΘ-positive representations.
result Closed subsets of representation varieties are characterized by ΘΘ-positive representations.

Let S be a closed orientable surface of genus at least 2 and let G be a semisimple real algebraic group of non-compact type. We consider a class of representations from the fundamental group of S to G called positively ratioed representations. These are Anosov representations with the additional condition that certain …

2016-09-05abs ↗pdf ↗

Study k-positive surface group representations and their degenerations.

problem Understanding the behavior of surface group representations under degenerations.
method Introduced k-positive representations and studied their degenerations using a limit theorem for positively ratioed representations.
result Degenerations of k-positive representations can lead to limits that are at least (k-3)-positive and irreducible limits are (k-1)-positive.

Positive representations of surface groups in PO(p,q) form connected components of character varieties.

problem Characterizing representations of surface groups in special orthogonal groups PO(p,q).
method Using Anosov representations and root versus weight collar lemmas.
result Connected components of character varieties are formed by ΘΘ-positive Anosov representations.

A novel method for learning DAGs from positive-valued data.

problem Causal discovery from observational data of positive-valued variables.
method Hybrid Moment-Ratio Scoring (H-MRS) algorithm combining moment-based scoring and log-scale regression.
result H-MRS integrates log-scale Ridge regression for moment-ratio estimation with a greedy ordering procedure based on raw-scale moment ratios, followed by Elastic Net-based parent selection.

The paper tests if optimal hedge ratios for Bitcoin are position-dependent.

problem Testing if optimal hedge ratios for Bitcoin are position-dependent.
method Explicit and efficient method for testing symmetric vs. asymmetric optimal hedge ratios in a multivariate setting.
result The optimal hedge ratio for Bitcoin is position-dependent, with long positions having a higher ratio than short positions.

We define a family of four-point invariants for Shilov boundaries of bounded symmetric domains of tube type, which generalizes the classical four-point cross ratio on the unit circle. This generalization, which is based on a similar construction of Clerc and Ørsted, is functorial and well-behaved under products; these …

2009-08-27abs ↗pdf ↗

Benchmarking deep learning models for financial time series, focusing on risk-adjusted performance.

problem Optimizing risk-adjusted performance in financial time series prediction.
method Evaluation of various deep learning architectures including linear models, RNNs, transformers, state space models, and sequence representation approaches.
result Hybrid models like VSN with LSTM and xLSTM achieve the highest overall Sharpe ratio and superior downside adjusted characteristics.

Optimizes hedge ratio for delta-neutral liquidity positions in AMMs.

problem Balancing price exposure and liquidation risk in borrowing-funded delta-neutral positions.
method Model token prices as correlated geometric Brownian motions, derive optimal hedge ratio maximizing risk-adjusted return subject to liquidation probability constraint.
result Optimal hedge ratio h** = min(h*, h_bar(alpha)) lies between 50% and 70% for typical DeFi lending conditions.

Study analyzes factors affecting capital adequacy in Bangladesh's banks.

problem Factors influencing capital adequacy in commercial banks in Bangladesh.
method Fixed Effect, Random Effect, and Pooled Ordinary Least Square (POLS) methods.
result Several independent variables significantly affect capital adequacy, with specific relationships between leverage, liquidity risk, and other factors.

The main result of this paper is: Given any constant C, there is (ε,k,L)(ε,k,L) such that if a complete, orientable, noncompact odd-dimensional manifold with bounded positive sectional curvature contains a (ε,k,L)(ε,k,L)-neck, then the asymptotic scalar curvature ratio is bigger or equal to C. As a application we proved that the…

2002-11-12abs ↗pdf ↗

Riesz regression connects to density ratio estimation for causal inference.

problem Estimating average treatment effects in causal inference.
method Riesz regression as a signed density ratio and least-squares importance fitting.
result Riesz regression and DRE are equivalent, allowing transfer of DRE results.

Study maximal representations of surface groups via pleated surfaces in pseudo-Riemannian space.

problem Maximal representations of surface groups and their geometric properties.
method Introduction of ρ\rho-invariant pleated surfaces and construction of shear cocycles.
result Properties of ρ\rho-invariant pleated surfaces, including embeddedness, acausality, and hyperbolic structure.

Researchers calculate the volume of Seifert representations for graph manifolds and their covers.

problem Computing the volume of Seifert representations for graph manifolds and their finite covers.
method Established an effective formula for computing the volume of Seifert representations of graph manifolds and obtained restrictions analogous to the Milnor–Wood inequality.
result The Seifert volume of any graph manifold is a rational multiple of π², and the supremum ratio of the Seifert volume over the covering degree can be positive or infinite.

The paper generalizes deformation results for Fuchsian representations and shows proper affine actions.

problem Infinitesimal deformations of Fuchsian representations do not act properly in certain directions.
method Using results from Labourie--Wentworth, Potrie--Sambarino, and Smilga, the authors introduce affine versions of cross ratios and triple ratios, Margulis invariants, and relate them to infinitesimal Jordan projections.
result A general criterion for existence of proper affine actions in terms of Margulis invariant spectra.

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

In this paper, we reformulate the forest representation learning approach as an additive model which boosts the augmented feature instead of the prediction. We substantially improve the upper bound of generalization gap from O(lnmm)\mathcal{O}(\sqrt\frac{\ln m}{m}) to O(lnmm)\mathcal{O}(\frac{\ln m}{m}), while λλ - the margin r…

2019-05-07abs ↗pdf ↗

We discuss - in what is intended to be a pedagogical fashion - a criterion, which is a lower bound on a certain ratio, for when a stock (or a similar instrument) is not a good investment in the long term, which can happen even if the expected return is positive. The root cause is that prices are positive and have skewe…

2016-10-12abs ↗pdf ↗

Paper improves VaR risk allocation by avoiding zero probability events.

problem Computing VaR contributions for zero probability events.
method Reformulates Euler contributions to a ratio of conditional expectations with strictly positive probability events.
result Proposed estimator outperforms standard Monte Carlo methods in bias and variance.

The paper connects mass, harmonic functions, and capacity in asymptotically flat 3-manifolds.

problem Connections among ADM mass, harmonic functions, and capacity in asymptotically flat 3-manifolds.
method New formulae for ADM mass via harmonic functions, monotone quantities, and geometric inequalities.
result The mass-to-capacity ratio is bounded below by 1 - sqrt(normalized Willmore functional of the boundary).

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.

We generalise in this article the Mc Shane-Mirzakhani identities in hyperbolic geometry to arbitrary cross ratios. We give an expression of them in the case of Hitchin representations of surface groups in PSL(n, R) in a suitable choice of Fock-Goncharov coordinates.

2006-11-09abs ↗pdf ↗

Study finds no consistent return predictability using payout ratios across 16 countries.

problem Return predictability using payout ratios in various markets.
method Analysis of 16 developed countries' bond, equity, and housing markets using payout-price ratios.
result No consistent in-sample and out-of-sample performance with positive utility gain.

Gradient descent converges linearly in finite-width networks with positive NTK and compatible conditions.

problem Local convergence of gradient descent in finite-width networks.
method Positive Neural Tangent Kernel (NTK), local Polyak-Łojasiewicz inequality, fixed-step containment in Locally Quasi-Convex Region (LQCR).
result Linear convergence achieved under specific conditions.

A twisted curve in Euclidean 3-space E^3 can be considered as a curve whose position vector can be written as linear combination of its Frenet vectors. In the present study we study the twisted curves of constant ratio in E^3 and characterize such curves in terms of their curvature functions. Further, we obtain some re…

2014-10-21abs ↗pdf ↗

New theorem shows curvature concentration depends linearly on volume ratio.

problem Gap theorem for nonnegative Ricci curvature manifolds with small curvature concentration.
method Exhibited Ricci flow solution with faster than 1/t curvature decay.
result Curvature concentration depends linearly on asymptotic volume ratio.

Researchers parametrize spaces of positive representations for Lie groups.

problem Tackling spaces of positive representations for Lie groups.
method Generalizing Lusztig's total positivity, they introduce spaces of positive framed representations and parametrize them.
result The number of connected components of the space of framed positive representations agrees with the number of positive representations.

Unified framework for estimating density ratios in causal inference.

problem Estimating density ratios for causal inference is challenging due to instability and curse of dimensionality.
method Bregman-Riesz regression unifies three methods: Bregman divergences, probabilistic classification, and Riesz loss.
result Unified framework improves density ratio estimation in causal inference.