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.
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 …
We derive generalizations of McShane's identity for higher ranked surface group representations by studying a family of mapping class group invariant functions introduced by Goncharov and Shen which generalize the notion of horocycle lengths. In particular, we obtain McShane-type identities for finite-area cusped conve…
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.
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 …
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.
In this paper, we mainly study the mean curvature flow in Kähler surfaces with positive holomorphic sectional curvatures. We prove that if the ratio of the maximum and the minimum of the holomorphic sectional curvatures is less than 2, then there exists a positive constant δ depending on the ratio such that $\cosα\ge…
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.
We study Hitchin representations and maximal symplectic representations of surface groups, which can be both thought of as generalisations of Fuchsian representations. We show that the corresponding energy functionals are proper on Teichmuller space. We also prove that the mapping class group acts properly on the corre…
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) such that if a complete, orientable, noncompact odd-dimensional manifold with bounded positive sectional curvature contains a (ε,k,L)-neck, then the asymptotic scalar curvature ratio is bigger or equal to C. As a application we proved that the…
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.
The authors give a short survey of previous results on δ-homogeneous Riemannian manifolds, forming a new proper subclass of geodesic orbit spaces with non-negative sectional curvature, which properly includes the class of all normal homogeneous Riemannian manifolds. As a continuation and an application of these resul…
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(mlnm) to O(mlnm), while λ - the margin r…
We present GradientDICE for estimating the density ratio between the state distribution of the target policy and the sampling distribution in off-policy reinforcement learning. GradientDICE fixes several problems of GenDICE (Zhang et al., 2020), the state-of-the-art for estimating such density ratios. Namely, the optim…
We introduce a new measure of performance of investment strategies, the monotone Sharpe ratio. We study its properties, establish a connection with coherent risk measures, and obtain an efficient representation for using in applications.
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…
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.
The position of the EWS (economy-wide substitution)-ratio vector determines the Rybczynski sign pattern, which expresses the factor endowment--commodity output relationships, and the Stolper-Samuelson sign pattern, which expresses the commodity price--factor price relationships in a three-factor two-good general equili…
In supervised machine learning for author name disambiguation, negative training data are often dominantly larger than positive training data. This paper examines how the ratios of negative to positive training data can affect the performance of machine learning algorithms to disambiguate author names in bibliographic …
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…