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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.

169,051 papers · 148 categories

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48 results for relative case

For a real or complex semisimple Lie group GG and two nested parabolic subgroups QPGQ\subset P\subset G, we study parabolic geometries of type (G,Q)(G,Q). Associated to the group PP, we introduce a class of relative natural bundles and relative tractor bundles and construct some basic invariant differential operators on …

2015-10-14abs ↗pdf ↗

Solves equality case in isoperimetric inequality for non-convex domains.

problem Equality case in relative isoperimetric inequality outside convex sets.
method Analyzes non-convex domains to settle the equality case.
result Solves the equality case for relative isoperimetric inequality outside arbitrary convex sets.

In the paper [1] (arXiv:math/0408333) the authors discuss two possible definitions of the relative Cheeger-Simons characters, the second one fitting into a long exact sequence. Here we relate that picture to the one of the relative Deligne cohomology groups, defined via the mapping cone: we show that there are three me…

2014-01-03abs ↗pdf ↗

We introduce a coarse flow space for relatively hyperbolic groups and use it to verify a regularity condition for the action of relatively hyperbolic groups on their boundaries. As an application the Farrell-Jones Conjecture for relatively hyperbolic groups can be reduced to the peripheral subgroups (up to index 2 over…

2015-02-17abs ↗pdf ↗

The concepts of relative velocity and acceleration, deviation velocity and acceleration and relative momentum of point particles in spaces (manifolds), the tangent bundle of which is equipped with a transport along paths, are introduced. If the tangent bundle is endowed also with a metric, it gives rise also to the not…

2003-10-14abs ↗pdf ↗

We define a relative Yamabe invariant of a smooth manifold with given conformal class on its boundary. In the case of empty boundary the invariant coincides with the classic Yamabe invariant. We develop approximation technique which leads to gluing theorems of two manifolds along their boundaries for the relative Yamab…

2000-08-17abs ↗pdf ↗

In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous Doob decomposition onto the case of supermartingales relative to a convex set of e…

2016-01-14abs ↗pdf ↗

Paper tackles robustness in reward learning with partial identifiability.

problem Partial identifiability in reward learning leads to unreliable target reward recovery.
method Introduces a robust approach to maximize performance with respect to the worst-case reward in the feasible set.
result Develops Rob-ReL, an algorithm that maximizes performance under worst-case identifiability conditions.

New criteria for relative hyperbolicity in hierarchically hyperbolic spaces.

problem Characterizing relative hyperbolicity in hierarchically hyperbolic spaces.
method New formulation of relative hyperbolicity in terms of hierarchy structures, applied to graphs associated to surfaces.
result The separating curve graph of a surface is relatively hyperbolic when the surface has zero or two punctures.

Proof of local well-posedness for a specific boundary condition in general relativity.

problem Initial boundary value problem in general relativity with umbilic boundary condition.
method Wave coordinates and key observation of momentum constraint validity for umbilic boundaries.
result Local well-posedness established for the initial boundary value problem.

In a coordinate free form are found the (deviation) equations satisfied by the (infinitesimal) deviation vector, relative velocity, relative momentum, relative acceleration and relative energy of two point particles in a differentiable manifold the tangent bundle of which is endowed with a linear transport along paths,…

2003-03-15abs ↗pdf ↗

The paper solves a general case of the cohomological relative index problem for foliations.

problem Solving the cohomological relative index problem for foliations of non-compact manifolds.
method Generalizing Gromov and Lawson's results to Dirac operators on non-compact complete Riemannian manifolds, involving all terms of the Connes-Chern character.
result Establishing a relative topological index and Connes-Chern character equality for two leafwise Dirac operators on non-compact manifolds.

Certain momentum-dependent terms in the fermion sector of the Lorentz-violating Standard Model Extension (SME) yield solvable classical lagrangians of a type not mentioned in the literature. These cases yield new relatively simple examples of Finsler and pseudo-Finsler structures. One of the cases involves antisymmetri…

2012-01-18abs ↗pdf ↗

We define relative Gromov-Witten invariants of a symplectic manifold relative to a codimension two symplectic submanifold. These invariants are the key ingredients in the symplectic sum formula of [IP4]. The main step is the construction of a compact space of `V-stable' maps. Simple special cases include the Hurwitz nu…

1999-07-23abs ↗pdf ↗

We develop a relative version of Kostant's harmonic theory and use this to prove a relative version of Kostant's theorem on Lie algebra (co)homology. These are associated to two nested parabolic subalgebras in a semisimple Lie algebra. We show how relative homology groups can be used to realize representations with low…

2015-10-12abs ↗pdf ↗

It is shown that under mild conditions, Benjamini-Schramm convergence of lattices in locally compact groups is equivalent to spectral convergence. Next both notions are extended to the relative case and are then expressed in terms of relative L2-theory.

2018-05-18abs ↗pdf ↗

In this paper we perform a statistical analysis over the returns and relative prices of the CAC 4040 and the S\&P 500500 with the purpose of analyzing the intra-day seasonalities of single and cross-sectional stock dynamics. In order to do that, we characterized the dynamics of a stock (or a set of stocks) by the evolut…

2015-01-21abs ↗pdf ↗

Combines absolute and relative wealth in portfolio optimization with power utility functions.

problem Optimizing portfolios with both absolute and relative wealth considerations.
method Integrates power utility functions for absolute and relative wealth, considering multiple benchmarks.
result Obtains an explicit solution for portfolio optimization combining absolute and relative wealth.

Let X be a complex manifold fibered over the base S and let L be a relatively ample line bundle over X. We define relative Kahler-Ricci flows on the space of all Hermitian metrics on L with relatively positive curvature. Mainly three different settings are investigated: the case when the fibers are Calabi-Yau manifolds…

2010-02-19abs ↗pdf ↗

The paper analyzes performance criteria for competing fund managers in Ito-diffusion markets.

problem Analyzing performance of competing fund managers in Ito-diffusion markets.
method Developed forward relative performance criteria and forward Nash equilibrium for passive and competitive cases.
result Extended performance criteria for investment problems in Ito-diffusion markets.

Study General Relativity using field theories and Poisson brackets.

problem Defining a Poisson bracket structure on solution spaces of field theories.
method Applying Poisson bracket structure to first order Hamiltonian field theories, focusing on General Relativity as a gauge theory.
result Established a Poisson bracket structure for General Relativity.

Study optimal portfolios for many players in a market model with random coefficients.

problem Optimal portfolio selection for many players under relative performance criteria in a market model with random coefficients.
method Game theory and stochastic optimal control, focusing on CARA and CRRA risk preferences, and extending to continuum of players.
result Existence of forward Nash equilibrium and mean field equilibrium for the n-agent game and corresponding mean field stochastic optimal control problem.

Study generalizes non-interaction theorems for relativistic systems.

problem Understanding interactions in relativistic and non-relativistic systems.
method Generalizes non-interaction theorems for Lorentz violating systems and Galilei invariant systems.
result Extends analysis to very special relativity and anisotropic systems.

Heegaard Floer homology, first introduced by P. Ozsvath and Z. Szabo, associates to a 3-manifold Y a family of relatively graded Abelian groups HF(Y,t), indexed by Spin^c structures t on Y. In the case that Y is a rational homology sphere, Ozsvath and Szabo lift the relative Z-grading to an absolute Q-grading. This ind…

2006-07-31abs ↗pdf ↗

Let h be a rationally even cohomology theory and h^ the natural differential refinement, as defined by Hopkins and Singer. We consider the possible definitions of the relative differential cohomology groups, generalizing the analogous picture for the Deligne cohomology, and we show the corresponding long exact sequence…

2014-01-06abs ↗pdf ↗

Study on symmetries and equilibria in Poisson manifolds, with applications to rigid body dynamics.

problem Characterizing conformal relative equilibria on Poisson manifolds.
method Introducing conformally Poisson actions and momentum maps, establishing algebraic criteria.
result Classification of nontrivial conformal relative equilibria in Lie algebras, with applications to rigid body dynamics.

Paper optimizes DC pension fund management with VaR and relative performance constraints.

problem Optimizing DC pension fund performance under VaR and relative performance constraints.
method Introduced an auxiliary process to transform the problem into a self-financing problem, combined linearization, Lagrange dual, martingale, and concavification methods.
result Explicit investment strategies obtained for certain penalty and reward functions.

Researchers address the generation of differential invariants for geometric structures.

problem Finite generation of differential algebra of relative differential invariants.
method Investigation of algebraic and differential properties, localization, weight analysis.
result Localization on a finite set of relative invariants makes the differential algebra finitely generated.

Study Nash equilibrium in market with relative wealth concerns under partial information and heterogeneous priors.

problem Analyzing Nash equilibrium in a market with unobservable return rates and heterogeneous priors.
method Established a Nash equilibrium through a separation result and martingale argument. Used fully-coupled linear FBSDEs and deep neural networks for numerical computation.
result Investment strategies under relative wealth concerns exhibit a herd effect, with accurate prior estimators leading the market.