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.
Researchers solved a problem about extreme mass distributions in quasi-copulas.
We derive upper and lower bounds on the expectation of under dependence uncertainty, i.e. when the marginal distributions of the random vector are known but their dependence structure is partially unknown. We solve the problem by providing improved \FH bounds on the copula o…
This paper fills in local bounds for Spearman's footrule and Gini's gamma measures of association.