Criterion for realizing groups on Enriques manifolds.
problem Realizing groups on Enriques manifolds.
method Using recent developments in Birman-Hilden theory and Nielsen realization for hyper-Kähler manifolds.
result Numerical criterion for realizing groups on Enriques manifolds.
Bayesian realized EGARCH models improve tail risk forecasting.
problem Forecasting tail risks in financial markets.
method Developed a Bayesian framework for realized EGARCH models, incorporating multiple realized volatility measures and using robust adaptive Metropolis algorithm for estimation.
result Standardized skewed Student-t distribution and sub-sampled realized range models outperform other models in tail risk forecasting.
The realized GARCH framework is extended to incorporate the two-sided Weibull distribution, for the purpose of volatility and tail risk forecasting in a financial time series. Further, the realized range, as a competitor for realized variance or daily returns, is employed in the realized GARCH framework. Further, sub-s…
We study realizations of Lie algebras by vector fields. A correspondence between classification of transitive local realizations and classification of subalgebras is generalized to the case of regular local realizations. A reasonable classification problem for general realizations is rigorously formulated and an algori…
A new model framework called Realized Conditional Autoregressive Expectile (Realized-CARE) is proposed, through incorporating a measurement equation into the conventional CARE model, in a manner analogous to the Realized-GARCH model. Competing realized measures (e.g. Realized Variance and Realized Range) are employed a…
The paper examines circle graphs of Gauss diagrams and finds counterexamples to previous descriptions.
problem Problems with previous descriptions of realizable Gauss diagrams.
method Experimental checking and formulation of new descriptions of realizable circle graphs.
result New descriptions of realizable circle graphs and an algorithm for checking realizability.
VOLARE provides standardized realized volatility measures from financial data.
problem Lack of standardized realized volatility measures from ultra-high-frequency data.
method Asset-specific pipeline for cleaning and sampling data, providing a wide range of realized estimators.
result Comprehensive set of realized estimators for equities, exchange rates, and futures.
The abstract discusses convergent realizations of Lie subalgebras in control theory.
problem Characterizing Lie subalgebras that can be realized as convergent vector fields.
method Generalizations and reformulations of algebraic properties for output realization.
result Recovery and clarification of previous results on control-affine systems and realization of Chen-Fliess series.
Incorrect parity-based descriptions of realizable Gauss diagrams found, but bipartite graphs provide a valid approach.
problem Incorrect descriptions of realizable Gauss diagrams using parity conditions.
method Used bipartite graphs to describe realizable Gauss diagrams.
result Realizable Gauss diagrams can be accurately described using bipartite graphs.
Study on distributions of realized and implied volatility, using Generalized Beta distribution.
problem Understanding the differences and relationships between realized and implied volatility distributions.
method Used Generalized Beta distribution to fit distributions of realized variance and implied volatility (VIX, VXO). Analyzed differences and correlations.
result Generalized Beta distribution provides the best fit for realized variance but not for implied volatility indices (VIX, VXO).
Torelli group cannot be realized as area-preserving homeomorphisms.
problem Realization of the Torelli group as area-preserving homeomorphisms.
method Analysis of the Torelli group and its relationship with homeomorphisms.
result The Torelli group has no realization inside the area-preserving homeomorphisms.
We give a characterization of conformal classes realizing a compact manifold's Yamabe invariant. This characterization is the analogue of an observation of Nadirashvili for metrics realizing the maximal first eigenvalue, and of Fraser and Schoen for metrics realizing the maximal first Steklov eigenvalue.
New bandit algorithm works without realizability assumption.
problem Contextual bandit problems without realizability assumption.
method Computes a constrained regression problem in every epoch, ensuring similar regret guarantees as realizability-based algorithms.
result Ensures similar regret guarantees as realizability-based algorithms, up to a misspecification term.
Realized moments of higher order computed from intraday returns are introduced in recent years. The literature indicates that realized skewness is an important factor in explaining future asset returns. However, the literature mainly focuses on the whole market and on the monthly or weekly scale. In this paper, we cond…
Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.
problem Understanding asymmetry's impact on modeling and forecasting realized volatility in Japanese stock markets.
method Employed heterogeneous autoregressive (HAR) models with three types of asymmetry: positive and negative realized semivariance, asymmetric jumps, and leverage effects.
result Leverage effects significantly influence realized volatility modeling and forecast performance in Japanese stock markets.
Study on Legendrian and transverse realizations of negative torus knots.
problem Classification of transverse and Legendrian realizations of negative torus knots.
method Analysis of contact structures, knot Floer homology, Legendrian surgeries.
result Classification of strongly non-loose transverse and Legendrian realizations.
Deep nets outperform shallow nets in complex feature realization.
problem Realizing complex data features with deep nets.
method Refined covering number estimates and analysis of approximation rates.
result Deep nets can improve performance without additional capacity costs for complex features.
A new model forecasts financial risks using multiple realized measures.
problem Forecasting financial risks using multiple realized measures.
method Developed a semi-parametric joint VaR and ES forecasting framework using realized measures.
result The proposed model outperformed other models in forecasting financial risks.
Solves asymptotic An-realization problem for curves.
problem Realization problem for plane curves.
method Asymptotic analysis of smooth An-realization. result Determines cobordism distance between specific knot types.
We undertake a systematic comparison between implied volatility, as represented by VIX (new methodology) and VXO (old methodology), and realized volatility. We compare visually and statistically distributions of realized and implied variance (volatility squared) and study the distribution of their ratio. We find that t…
Study algebraic obstructions to knot-like complex realizability.
problem Algebraic obstructions to knot-like complex realizability.
method Classification of local equivalence classes over F[U,V]. result Classification answers a question about knot-like complexes.
We analyze realized volatilities constructed using high-frequency stock data on the Tokyo Stock Exchange. In order to avoid non-trading hours issue in volatility calculations we define two realized volatilities calculated separately in the two trading sessions of the Tokyo Stock Exchange, i.e. morning and afternoon ses…
Study compares adaptive vs fixed query learning methods.
problem Comparing adaptive and fixed query learning methods for task approximation.
method Examined in-context and agentic learning in two settings: unrestricted and realizable.
result Adaptivity does not hinder performance in unrestricted setting but can in realizable setting.
Researchers solve Nielsen Realization problems for K3 surfaces in various categories.
problem Realizing finite groups of mapping classes as diffeomorphisms, isometries, or automorphisms in K3 surfaces.
method Introduced a computable invariant LG and constructed an S4 action by isometries. result Some finite groups are realizable while others are not, depending on preserved structures.
Investigates conditions for GKM fiber bundles and realizability of fiber bundles of GKM graphs.
problem Conditions for GKM fiber bundles and realizability of fiber bundles of GKM graphs.
method Analysis of GKM graphs and fiber bundles, counterexamples, and classification of twist automorphisms.
result Realizability of fiber bundles of GKM graphs depends on the twist automorphism and can be decided in terms of the classification.
Bayesian framework forecasts financial tail risks using realized volatility and nonlinear thresholds.
problem Forecasting financial tail risks using realized volatility and nonlinear thresholds.
method Bayesian Markov Chain Monte Carlo method for model estimation; nonlinear threshold regression specification.
result The proposed framework produces competitive tail risk forecasts compared to GARCH and Realized-GARCH models.
We introduce the notion of partial presimplicial set and construct its geometric realization. We show that any semiadequate diagram yields a partial presimplicial set leading to a geometric realization of the almost-extreme Khovanov homology of the diagram. We give a concrete formula for the homotopy type of this geome…
Groups of homotopy equivalences of graphs help realize compact subgroups.
problem Realizing compact subgroups of homotopy equivalences of graphs.
method Introduced a Polish group topology on the group of proper homotopy equivalences and proved the Nielsen Realization theorem.
result Compact subgroups of homotopy equivalences can be realized by simplicial isomorphisms of graphs.
Dehn twists on K3-type 4-manifolds are not homotopy coherently Nielsen realizable.
problem Homotopy coherent Nielsen realization problem for Dehn twists on 4-manifolds
method Using family Seiberg-Witten theory
result Failure of the classical Nielsen realization problem in K3-type 4-manifolds
Abstraction and realization are bilateral processes that are key in deriving intelligence and creativity. In many domains, the two processes are approached through rules: high-level principles that reveal invariances within similar yet diverse examples. Under a probabilistic setting for discrete input spaces, we focus …
A new perspective on portfolio selection using realized returns.
problem Choosing between two investments with the same expected return.
method Modeling realized returns as random variables and applying the CAPM formula.
result The CAPM formula applies to realized returns, not just their expectations.
Realized GARCH model explains VIX and VRP dynamics.
problem Understanding VIX and VRP dynamics in financial markets.
method Developed Realized GARCH model with two shocks.
result Realized GARCH model outperforms conventional GARCH models.
A new realized conditional autoregressive Value-at-Risk (VaR) framework is proposed, through incorporating a measurement equation into the original quantile regression model. The framework is further extended by employing various Expected Shortfall (ES) components, to jointly estimate and forecast VaR and ES. The measu…
A realization of a virtual link diagram is obtained by choosing over/under markings for each virtual crossing. Any realization can also be obtained from some representation of the virtual link. (A representation of a virtual link is a link diagram on an oriented 2-dimensional surface.) We prove that if a minimal genus …
Riemannian manifolds can be realized as leaf spaces of matchbox manifolds.
problem Realizing Riemannian manifolds as leaf spaces of matchbox manifolds.
method Graph coloring techniques to prove realization of manifolds as leaves.
result Any repetitive Riemannian manifold of bounded geometry can be realized as a leaf of a minimal Riemannian matchbox manifold without holonomy.
This paper intends to give a brief survey of the developments on realization of surfaces into R3 in the last decade. As far as the local isometric embedding is concerned, some results related to the Schlaffli-Yau conjecture are reviewed. As for the realization of surfaces in the large, some developments on Weyl pro…
New active learning framework for multiclass classification beyond realizability assumption.
problem Active learning in non-realizable settings with convex model classes.
method Surrogate risk minimization, epoch-based fitting, aggregation of models.
result Achieves label and sample complexity comparable to prior work in non-realizable settings.
Improved multi-group learning with group-realizable concepts.
problem Enhancing multi-group learning efficiency.
method Empirical risk minimization over group-realizable concepts.
result Improved sample complexity in group-realizable settings.
Investigates existence of affine models for Lévy-driven term structures.
problem Existence of affine realizations for term structure models with jumps.
method Analyzes term structure models driven by Lévy processes, focusing on restrictions on volatility.
result More severe restrictions on volatility compared to diffusion models.
Clarifies when certain stochastic PDEs have affine state processes.
problem Characterizing stochastic PDEs with affine state processes.
method Characterization of initial points for affine realizations.
result Characterizes the set of initial points for affine realizations.
Solves Nielsen realization problem for hyper-Kähler manifolds.
problem Realization problem for hyper-Kähler manifolds.
method Uses same invariant as for K3 surfaces and determines representation of mapping class group.
result Representation of mapping class group admits a section on its image for some deformation types.
Prove realizability of genus-0 branch data for tetrahedral coverings of the sphere.
problem Prove realizability of genus-0 branch data for tetrahedral coverings of the sphere.
method Use an explicit combinatorial description of coverings via dessins d'enfants.
result Prove realizability for a broader class of branch data with more critical values.
We prove that under certain combinatorial conditions, the realization spaces of line arrangements on the complex projective plane are connected. We also give several examples of arrangements with eight, nine and ten lines which have disconnected realization spaces.
We study virtual isotopy sequences with classical initial and final diagrams, asking when such a sequence can be changed into a classical isotopy sequence by replacing virtual crossings with classical crossings. An example of a sequence for which no such virtual crossing realization exists is given. A conjecture on con…
We study geometric realization questions of curvature in the affine, Riemannian, almost Hermitian, almost para Hermitian, almost hyper Hermitian, almost hyper para Hermitian, Hermitian, and para Hermitian settings. We also express questions in Ivanov-Petrova geometry, Osserman geometry, and curvature homogeneity in ter…
We show that every Kaehler algebraic curvature tensor is geometrically realizable by a Kaehler manifold of constant scalar curvature. We also show that every para-Kaehler algebraic curvature tensor is geometrically realizable by a para-Kaehler manifold of constant scalar curvature
We calculate realized volatility of the Nikkei Stock Average (Nikkei225) Index on the Tokyo Stock Exchange and investigate the return dynamics. To avoid the bias on the realized volatility from the non-trading hours issue we calculate realized volatility separately in the two trading sessions, i.e. morning and afternoo…
The paper provides conditions for realizing graphs and polytopes with specified edge lengths.
problem Proving the existence of planar embeddings or polyhedra with specified edge lengths.
method Practical sufficient conditions and software verification for non-self-intersecting perturbations of initial realizations.
result Existence of planar embeddings and polyhedra with specified edge lengths.