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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.

168,695 papers · 148 categories

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148296443591 · Jun 202019922001200920172026
48 results for relative effective radius

Study on spherical bodies of constant width on the unit sphere, proving bounds on their relative effective radius.

problem Understanding the smallest spherical bodies of constant width on the unit sphere.
method Analyzing spherical bodies of constant width on the unit sphere, constructing examples and applying geometric arguments.
result Proved non-trivial bounds on the relative effective radius of spherical bodies of constant width.

Paper develops a robust HVA measure for dynamic hedging under liquidity stress.

problem Valuation of dynamic hedging under liquidity stress.
method Defines robust HVA as worst-case expected loss over a relative-entropy neighborhood of loss distributions for no-trade bands.
result Wider no-trade bands lower rebalancing costs but increase hedge-error risk.

We define a capacity which measures the size of Weinstein tubular neighbourhoods of Lagrangian submanifolds. In symplectic vector spaces this leads to bounds on the codisc radius for any closed Lagrangian submanifold in terms of Viterbo's isoperimetric inequality. Moreover, we prove a generalization of Gromov's packing…

2012-10-08abs ↗pdf ↗

Time dilation 11v2\frac{1}{\sqrt{1-v^2}} and relative velocity vv are observationally indistinguishable in the special theory of relativity, a duality that carries over into the general theory under Fermi coordinates along a curve (in coordinate-independent language, in the tangent Minkowski space along the curve). For …

2005-12-05abs ↗pdf ↗

Local limit theorem for random walks on hyperbolic groups with parabolic subgroups.

problem Analyzing the behavior of random walks on relatively hyperbolic groups.
method Study of convergent random walks with finite derivative of Green function at spectral radius.
result Proves a local limit theorem for the probability of returning to the origin.

Develops a robust hedging valuation adjustment measure for dynamic hedging under liquidity-demand stress.

problem Dynamic hedging under liquidity-demand stress
method Define robust HVA as the worst-case expected loss over a relative-entropy neighborhood of the loss distribution generated by simulated rebalancing and maturity-unwind trades.
result Distinguishes fixed-radius convention from fixed benchmark-stress convention and shows wider no-trade bands lower rebalancing costs but raise hedge-error risk.

The paper is concerned with regularity properties of boundaries of causal pasts of points in a 3+1-dimensional Einstein-vacuum spacetime. In a Lorentzian manifold such boundaries play crucial role in propagation of linear and nonlinear waves. We prove a uniform lower bound on the radius of injectivity of these null bou…

2006-03-01abs ↗pdf ↗

For a polygonal knot K, it is shown that a tube of radius R(K), the polygonal thickness radius, is an embedded torus. Given a thick configuration K, perturbations of size r<R(K) define satellite structures, or local knotting. We explore knotting within these tubes both theoretically and numerically. We provide bounds o…

2005-08-16abs ↗pdf ↗

Motivated by the application to spacetimes of general relativity we investigate the geometry and regularity of Lorentzian manifolds under certain curvature and volume bounds. We establish several injectivity radius estimates at a point or on the past null cone of a point. Our estimates are entirely local and geometric,…

2006-12-29abs ↗pdf ↗

In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that previous methods for measuring this radius, e.g. relative entropy or polynomial diverg…

2015-10-06abs ↗pdf ↗

Relatively extremal knots are the relative minima of the ropelength functional in C^1 topology. On the set curves of fixed length, they are the relative maxima of thickness (normal injectivity radius) functional, including the ideal knots. We prove that a C^{1,1} relatively extremal knot in R^n has thickness equal to h…

2002-04-04abs ↗pdf ↗

Let ππ be a finitely presented group. If h is a non trivial homology class in Hn(ππ; Z), a theorem of Gromov (see [Gro83], 6) asserts the existence of regular geometric cycles which represent h, whose relative systolic volume is as close as desired to the systolic volume of h, in which we can control the volume of ba…

2015-06-30abs ↗pdf ↗

The paper extends radius estimates for stable hypersurfaces in 2, 3, and 4 dimensions.

problem Estimating the radius of nearly stable hypersurfaces in specific dimensions.
method Generalizing existing radius estimates for CMC hypersurfaces in Riemannian manifolds with bounded curvature.
result Radius estimates for nearly stable hypersurfaces in 2, 3, and 4 dimensions are extended.

Study on curvature in finitely generated groups, showing positive curvature in specific cases.

problem Understanding curvature in finitely generated groups.
method Analyzing dead-end elements and related elements to find curvature, studying effect of radius.
result Examples of positive curvature for arbitrary radius in lamplighter and Houghton's group.

Explaining the unreasonable effectiveness of deep learning has eluded researchers around the globe. Various authors have described multiple metrics to evaluate the capacity of deep architectures. In this paper, we allude to the radius margin bounds described for a support vector machine (SVM) with hinge loss, apply the…

2018-11-03abs ↗pdf ↗

The thickness, NIR(K) of a knot or link K is defined to be the radius of the largest solid tube one can put around the curve without any self intersections, which is also known as the normal injectivity radius of K. For C^{1,1} curves K, NIR(K)=min{(1/2)DCSC(K),(1/(supkappa(K))))}, where kappa(K) is the generalized cur…

2007-06-07abs ↗pdf ↗

Paper introduces robust market making using Wasserstein distance and entropy regularization.

problem Market making robustness under uncertainty.
method Wasserstein distance, entropy regularization, convex optimization, optimal radius selection.
result The robust market making problem can be reformulated as a convex optimization problem.

The paper assesses text classification robustness through maximal safe radius computation.

problem Vulnerability of neural network models to small input modifications.
method Maximal safe radius computation, Monte Carlo Tree Search, syntactic filtering, linear bounding techniques.
result Approximation methods for computing upper and lower bounds of maximal safe radius.

Let ΓΓ be a relatively hyperbolic group and let μμ be an admissible symmetric finitely supported probability measure on ΓΓ. We extend Floyd-Ancona type inequalities up to the spectral radius of μμ. We then show that when the parabolic subgroups are virtually abelian, the Martin boundary of the induced random walk o…

2019-09-04abs ↗pdf ↗

A reservoir computer is a complex dynamical system, often created by coupling nonlinear nodes in a network. The nodes are all driven by a common driving signal. In this work, three dimension estimation methods, false nearest neighbor, covariance and Kaplan-Yorke dimensions, are used to estimate the dimension of the res…

2019-12-10abs ↗pdf ↗

The ratio of convexity radius over injectivity radius may be made arbitrarily small within the class of compact Riemannian manifolds of any fixed dimension at least two. This is proved using Gulliver's method of constructing manifolds with focal points but no conjugate points. The approach is suggested by a characteriz…

2014-12-01abs ↗pdf ↗

Paper optimizes hyperparameters for high-dimensional regression models.

problem Optimizing robustness radius in high-dimensional linear regression.
method Distributionally robust optimization (DRO) with high-dimensional asymptotic statistics.
result Optimal hyperparameter selection minimizes estimation error efficiently.

Upper bound for conjugate radius in open manifolds with scalar curvature and spectrum constraints.

problem Bounding the conjugate radius of open manifolds with specific curvature and spectrum conditions.
method Established an upper bound using scalar curvature and bottom-of-spectrum constraints.
result For certain conditions, the conjugate radius is no more than π.

We consider statistical estimation of superhedging prices using historical stock returns in a frictionless market with d traded assets. We introduce a plugin estimator based on empirical measures and show it is consistent but lacks suitable robustness. To address this we propose novel estimators which use a larger set …

2018-07-11abs ↗pdf ↗

The study examines how average scalar curvature influences geometric properties of Riemannian manifolds.

problem Investigating the geometric properties of Riemannian manifolds influenced by average scalar curvature.
method Analyzing the conjugate radius, average area of geodesic spheres, average volume of metric balls, and total volume of closed manifolds.
result Improves the Bishop-Gromov estimate on the average volume of metric balls and proves monotone decreasing properties of certain geometric integrals.

The paper establishes lower bounds for the relative volume of Poincaré-Einstein manifolds.

problem Lower bounds for the relative volume of Poincaré-Einstein manifolds.
method Fractional Yamabe constants of the boundary provide lower bounds for the relative volume.
result Explicit lower bounds for the relative volume of Poincaré-Einstein manifolds are derived.

Enhances robustness of deep neural networks with randomized smoothing.

problem Improving robustness of deep neural networks against noisy inputs and adversarial attacks.
method Introduces a variance-margin trade-off approach to increase certified robust radius using pre-trained models.
result Significant improvement in certified accuracy compared to state-of-the-art methods.

The paper bounds bandwidth and focal radius for manifolds with positive isotropic curvature.

problem Bounding bandwidth and focal radius for manifolds with positive isotropic curvature.
method Using spectral properties of a twisted de Rham-Hodge operator.
result Upper bounds on bandwidth and focal radius are derived for hypersurfaces in PIC manifolds.

Upper bound on Stiefel manifold's injectivity radius found.

problem Finding the maximum distance within which the Stiefel manifold remains injective.
method Exhibited conjugate points and calculated the minimum of geodesic lengths.
result Upper bound on Stiefel manifold's injectivity radius is conjectured to be equal to the injectivity radius.

Adversarial training improves linear regression solutions, offering robustness against small perturbations.

problem Vulnerability of linear models to adversarial perturbations.
method Formulated as a min-max problem, adversarial training minimizes the best solution under worst-case attacks.
result Adversarial training yields the minimum-norm interpolating solution in overparameterized models, equivalent to parameter shrinking methods in underparameterized models.