arXiv research

This paper studies how relative performance concerns affect stock prices in a tree-like market model.

Study of portfolio management under relative performance concerns using mean field games.

New framework for portfolio management using binomial markets and game theory.

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

We investigate the effects of the social interactions of a finite set of agents on an equilibrium pricing mechanism. A derivative written on non-tradable underlyings is introduced to the market and priced in an equilibrium framework by agents who assess risk using convex dynamic risk measures expressed by Backward Stoc…

This paper addresses privacy concerns in ratio statistics using differential privacy.

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

We examine some common features of minimal surfaces, nonzero constant mean curvature surfaces and marginally outer trapped surfaces, concerning their stability and rigidity, and consider some applications to Riemannian geometry and general relativity.

Relative notions of combinatorial asphericity have been used to prove that injective labeled oriented trees (which encode spines of ribbon 2-knots) are aspherical. This article presents an overview and comparison of the different notions of relative combinatorial asphericity. It also contains new results concerning cha…

Endogenous reinsurance pricing in large insurance markets

This is the third and last in our series of papers concerning rough solutions of the Einstein vacuum equations expressed relative to wave coordinates. In this paper we prove an important result concerning Ricci defects of microlocalized solutions, stated and used in the proof of the crucial Asymptotics Theorem in our s…

Introduces relative stability conditions on triangulated categories.

New results on relative simplicial volume using bounded acyclicity.

Ditto improves fairness and robustness in federated learning.

The concept of an objective spatial direction in special relativity is investigated and theories assuming light-speed isotropy while accepting the existence of a privileged spatial direction are classified. A natural generalization of the proper time principle is introduced which makes it possible to devise experimenta…

This paper deals with relative normalizations of skew ruled surfaces in the Euclidean space $\mathbb{E}^{3}$. In section 2 we investigate some new formulae concerning the Pick invariant, the relative curvature, the relative mean curvature and the curvature of the relative metric of a relatively normalized ruled surface…

This paper is devoted to the 3-dimensional relative differential geometry of surfaces. In the Euclidean space $\R{E} ^3$ we consider a surface $\varPhi$ with position vector field $\vect{x}$, which is relatively normalized by a relative normalization $\vect{y}% (u^1,u^2) $. A surf…

We revisit McLean's second variation formulas for calibrated submanifolds in exceptional geometries, and correct his formulas concerning associative submanifolds and Cayley submanifolds, using a unified treatment based on the (relative) calibration method and Harvey-Lawson's identities.

We consider a skew ruled surface $Φ$ in the Euclidean space $E^{3}$ and relative normalizations of it, so that the relative normals at each point lie in the corresponding asymptotic plane of $Φ$. We call such relative normalizations and the resulting relative images of $Φ$ \emph{asymptotic}. We determine all ruled surf…

Study of insurer games with model uncertainty in reinsurance and investment strategies.

In this paper we deal with relative normalizations of hypersurfaces in the (n+1)-dimensional Euclidean space $\mathbb{R}^{n+1}$. Considering a relative normalization $\bar{y}$ of an hypersurface $Φ$ we decompose the corresponding Tchebychev vector $\bar{T}$ in two components, one parallel to the Tchebychev vector $\bar…

A new framework evaluates deep learning vs classical forecasting methods for time series predictions.

This paper deals with skew ruled surfaces $\varPhi$ in the Euclidean space $\mathbb{E}^{3}$ which are right normalized, that is they are equipped with relative normalizations, whose support function is of the form $q(u,v) = \frac{f(u) + g(u)\, v}{w(u,v)}$, where $w^2(u,v)$ is the discriminant of the first fundamental f…

Deep network learns Obstacle Tower challenge without human demonstrations.

S2M optimizes mining for diverse data subpopulations.

In this paper we define and develop the theory of the cohomology of a profinite group relative to a collection of closed subgroups. Having made the relevant definitions we establish a robust theory of cup products and use this theory to define profinite Poincaré duality pairs. We use the theory of groups acting on prof…

A new method to protect enterprise data privacy in AI models.

Study Nash equilibrium in mean field portfolio games with random market parameters.

The paper analyzes how investors' wealth can decline collectively under partial information.

While the Machine Learning (ML) landscape is evolving rapidly, there has been a relative lag in the development of the "learning systems" needed to enable broad adoption. Furthermore, few such systems are designed to support the specialized requirements of scientific ML. Here we present the Data and Learning Hub for sc…

We introduce the notion of directed diagrammatic reducibility which is a relative version of diagrammatic reducibility. Directed diagrammatic reducibility has strong group theoretic and topological consequences. A multi-relator version of the Freiheitssatz in the presence of directed diagrammatic reducibility is given.…

The paper studies compactifications of SL(2,C) character varieties for punctured surfaces.

In this paper we extend previous results concerning the behaviour of JSJ decompositions of closed 3-manifolds with respect to the profinite completion to the case of compact 3-manifolds with boundary. We also illustrate an alternative and perhaps more natural approach to part of the original theorem, using relative coh…

The classical notion of center of mass for an isolated system in general relativity is derived from the Hamiltonian formulation and represented by a flux integral at infinity. In contrast to mass and linear momentum which are well-defined for asymptotically flat manifolds, center of mass and angular momentum seem less …

Study many-player investment-consumption games with power FPPs, finding market-risk preference affects consumption.

In this paper we consider the problem of minimizing the relative perimeter under a volume constraint in the interior of a conically bounded convex set, i.e., an unbounded convex body admitting an \emph{exterior} asymptotic cone. Results concerning existence of isoperimetric regions, the behavior of the isoperimetric pr…

Bayes factors and relative belief ratios are compared as measures of statistical evidence.

New method minimizes experiment cost while maintaining accuracy.

Study of a game with multiple players and common shocks using probabilistic methods.

The issue of giving an explicit description of the flow of information concerning the time of bankruptcy of a company (or a state) arriving on the market is tackled by defining a bridge process starting from zero and conditioned to be equal to zero when the default occurs. This enables to catch some empirical facts on …

In this paper we first give a one-move version of Markov's braid theorem for knot isotopy in $S^3$ that sharpens the classical theorem. Then a relative version of Markov's theorem concerning a fixed braided portion in the knot. We also prove an analogue of Markov's theorem for knot isotopy in knot complements. Finally …

Optimizes portfolio growth rate for a behavioral investor considering terminal relative growth rate.

Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.

Let $\nabla$ be a linear connection on an $2n$-dimensional almost anti-Hermitian manifold $M$\ equipped with an almost complex structure $J$, a pseudo-Riemannian metric $g$ and the twin metric $G=g\circ J$. In this paper, we first introduce three types of conjugate connections of linear connections relative to $g$, $G…

The paper introduces Relative Bias to quantify LLM bias systematically.

Model patching closes subgroup performance gaps in skin cancer classification.

Recently, an extension of teleparallelism to a Weyl geometry which allows us to easily establish conformal invariance and "geometrize" electromagnetism has been presented. In this paper, I extend a result which concerns the existence of the Schwarzschild solution to a particular class of this extension. In addition, I …

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…