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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.

169,291 papers · 148 categories

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6.3%12.5%18.8%25.0% · Apr 199419922001200920182026
48 results for pro-rata rationing

Introduces pro-rata rationing for groundwater markets to resolve supply-demand imbalances.

problem Resolving supply-demand imbalances in groundwater markets.
method Introduces a pro-rata rationing mechanism and analyzes its properties in markets with exogenous restrictions and a leader-follower setting.
result Pro-rata approach provides a unique and fair rationing device.

A new model calculates optimal clearing payments in dynamic financial networks.

problem Determining fair clearing payments in networks with potential defaults.
method Extends Eisenberg-Noe model to multiple time periods, solving linear programs for optimal payments.
result Proves the model satisfies the priority of debt claims requirement and finds unique optimal payments.

We approximate the distribution of total expenditure of a retail company over warranty claims incurred in a fixed period [0, T], say the following quarter. We consider two kinds of warranty policies, namely, the non-renewing free replacement warranty policy and the non-renewing pro-rata warranty policy. Our approximati…

2010-08-05abs ↗pdf ↗

The paper calculates ruin probabilities for insurers with phase-type distributed claims.

problem Calculating ruin probabilities for insurers with specific claim distributions.
method Change-of-measure technique applied to phase-type distributed claim amounts.
result The mixture of Erlangs best fits real-world loss data, improving risk assessment.

Paper uses K-NN resampling to simulate and evaluate LOB markets.

problem Simulating and evaluating limit order book (LOB) markets.
method Applies KK-nearest neighbor (KK-NN) resampling to LOB simulation and evaluation.
result Demonstrates the effectiveness and efficiency of KK-NN resampling in LOB simulation and evaluation.

The paper constructs new rational homology 3-spheres bounding rational homology 4-balls.

problem Constructing rational homology 3-spheres that bound rational homology 4-balls.
method Exploring plumbed 3-manifolds and using rational homology circles.
result Infinite families of rational homology 3-spheres that bound rational homology 4-balls.

The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…

2013-06-16abs ↗pdf ↗

Classifies real rational knots and curves in a specific quadric space.

problem Classifying real rational knots and curves in a quadric space of signature (3,2)(3,2).
method Classification through a study of real rational curves of low degree in the quadric.
result Provides representatives of all real rational knots of degree 5\leq 5 in the quadric.

We note that a rational 33-tangle diagram is obtained from a combination of four generators. There is an algorithm to distinguish two rational 33-tangle diagrams up to isotopy. However, there is no perfect classification about rational 33-tangle diagrams such as the classification of rational 22-tangle diagrams cor…

2015-02-19abs ↗pdf ↗

Lower bounds on rational slice genus using Heegaard Floer invariants.

problem Measuring complexity of homology classes in 4-manifolds.
method Introducing rational slice genus, bounding Heegaard Floer τ invariants, using satellite links and closed braids.
result Lower bounds on rational slice genus in terms of Heegaard Floer τ invariants.

This paper gives two new combinatorial topological proofs of the classification of rational tangles. Each proof rests on an elegant lemma showing that rational tangles are isotopic to canonical alternating rational tangles. The first proof defines the tangle fraction from the canonical form and uses flyping to prove in…

2003-11-27abs ↗pdf ↗

The article explores toric spaces of regular polyhedra, highlighting rational and non-rational cases.

problem Exploring toric spaces associated with regular convex polyhedra.
method Symplectic and complex toric spaces associated with five regular convex polyhedra.
result The regular dodecahedron and icosahedron cannot be treated via standard toric geometry.

The paper proves that rational concordance of double twist knots is reciprocal.

problem Determining when double twist knots are rationally slice.
method Using Donaldson's diagonalization theorem, the paper constructs rational ball obstructions for non-rational sliceness.
result Infinitely many prime power-fold cyclic branched covers do not bound a rational ball, proving the converse of rational concordance.

New Brieskorn spheres found to bound rational homology balls but not integral ones.

problem Identifying Brieskorn spheres that bound rational homology balls but not integral ones.
method Using modifications of Fintushel and Stern's argument and handlebody diagrams.
result Found new families of Brieskorn spheres (Σ(2,4n+1,12n+5)Σ(2,4n+1,12n+5) and Σ(3,3n+1,12n+5)Σ(3,3n+1,12n+5)) that bound rational homology balls but not integral ones.

The study explores pinwheels in symplectic surfaces and non-squeezing of rational homology balls.

problem Understanding when Lagrangian pinwheels embed in symplectic rational and ruled surfaces.
method Almost toric fibrations and symplectic rational blow-up.
result A rational homology ball embeds into a rational homology cylinder if and only if the parameter is greater than or equal to 1.

This paper is an introduction to rational tangles, rational knots and links and their applications to DNA. The paper can be read as an introduction to our more technical papers on rational tangles (math.GT/0311499) and on rational knots (math.GT/0212011). The present paper includes a self-contained account of the tangl…

2003-11-27abs ↗pdf ↗

Classifies torus bundles bounding 4-manifolds with rational homology.

problem Classifying torus bundles over the circle that bound 4-manifolds with rational homology.
method Completely classified torus bundles over the circle that bound 4-manifolds with rational homology.
result Completely classified torus bundles over the circle that bound 4-manifolds with rational homology.

In this paper, We introduce an invariant of rational n-tangles which is obtained from the Kauffman bracket. It forms a vector with Laurent polynomial entries. We prove that the invariant classifies the rational 2-tangles and the reduced alternating rational 3-tangles. We conjecture that it classifies the rational 3-tan…

2014-01-28abs ↗pdf ↗

Paper connects Conway-Coxeter friezes and rational tangles.

problem Understanding the relationship between Conway-Coxeter friezes and rational tangles.
method Using Kauffman bracket polynomials to compute and connect friezes and rational tangles.
result Provides a complete invariant for Conway-Coxeter friezes of zigzag-type.

The study identifies only two rational surfaces with constant scalar curvature Kähler metrics.

problem Finding rational surfaces with constant scalar curvature Kähler metrics.
method Analyzing projective rational surfaces and their Kähler metrics.
result There are only two rational surfaces (projective plane and quadric surface) with constant scalar curvature Kähler metrics.

New 3-manifolds bound rational 4-balls through specific operations.

problem Finding rational homology 3-spheres that bound rational homology 4-balls.
method Two operations that preserve lattice embedding obstruction to bounding rational homology balls.
result Explicit examples of rational surgeries on torus knots that bound rational homology balls.

Study rational homology cobordisms of 3-spheres and lens spaces.

problem When rational homology 3-spheres are cobordant to connected sums of lens spaces.
method Knot Floer homology combined with rational homology cobordism theory.
result Every rational homology cobordism class in the subgroup generated by lens spaces is uniquely represented by a connected sum of lens spaces.

Neural networks and rational functions can approximate each other efficiently.

problem Approximating neural networks with rational functions and vice versa.
method Demonstrates the existence of rational functions and ReLU networks of polynomial degree and size that approximate each other to a specified error.
result The approximation of neural networks with rational functions and vice versa can be done with polynomial degree and size, with hidden constants depending exponentially on the number of layers.

New proof for curved 3-cohom manifold rational ellipticity.

problem Rational ellipticity of curved manifolds with specific cohomogeneity.
method Proved rationally elliptic for cohomogeneity-three manifolds with positive curvature and no boundary quotient.
result Closed, simply connected, positively curved, cohomogeneity-three manifolds without boundary are rationally elliptic.