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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.

169,051 papers · 148 categories

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8.3%16.7%25.0%33.3% · Jan 199319922001200920182026
48 results for relative weight

We investigate the mm-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement KK-convexity of the mm-relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the KK-convexity of the weig…

2010-05-08abs ↗pdf ↗

This paper gives an exposition of relative weight filtrations on completions of mapping class groups associated to a stable degeneration of marked genus g curves. These relative weight filtrations have been constructed using Galois theory (with Matsumoto) and Hodge theory (with Pearlstein and Terasoma). It is shown tha…

2008-02-06abs ↗pdf ↗

We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in this class is equivalent to the combination of the nonnegative weighted Ricci cur…

2011-12-23abs ↗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 ↗

Under the assumption of asymptotic relative Chow-stability for polarized algebraic manifolds (M,L)(M, L), a series of weighted balanced metrics ωmω_m, m1m \gg 1, called polybalanced metrics, are obtained from complete linear systems Lm|L^m| on MM. Then the asymptotic behavior of the weights as mm \to \infty will be stud…

2011-03-30abs ↗pdf ↗

Paper develops Lie theory for Rota-Baxter operators on Lie algebras and groups.

problem Cohomology of relative Rota-Baxter operators on Lie algebras and groups.
method Cohomology construction, infinitesimal deformations study, differentiation and integration of Rota-Baxter operators.
result Integration of Rota-Baxter operators on Lie groups and Lie algebras.

Proposes a multi-objective Q-network for dynamic weights in deep RL.

problem Balancing multiple conflicting objectives that change over time.
method Introduces a multi-objective Q-network conditioned on dynamic weights and Diverse Experience Replay.
result Our method outperforms adapted algorithms across various weight change scenarios and domains.

We consider the aff(n1)\mathfrak{aff}(n|1)-module structure on the spaces of differential bilinear operators acting on the superspaces of weighted densities. We classify aff(n1)\mathfrak{aff}(n|1)-invariant binary differential operators acting on the spaces of weighted densities. This result allows us to compute the first $\math…

2018-02-03abs ↗pdf ↗

New method constructs relative invariants for group actions on extended manifolds.

problem Constructing relative invariants for Lie group actions.
method Developed a constructive modification of the moving frame method for extended manifolds.
result Invariantization of the multiplier yields a canonical relative invariant of weight -1.

Improved atomistic model predicts molecular properties using weighted skip-connections.

problem Understanding the relative importance of interactions in molecular property prediction.
method Extended SchNet architecture with weighted skip-connections to analyze molecule properties.
result Relative weighting of interaction blocks depends on molecule's chemical composition and configurational degrees of freedom.

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.

In this paper we study the relative Chow and KK-stability of toric manifolds in the toric sense. First, we give a criterion for relative KK-stability and instability of toric Fano manifolds in the toric sense. The reduction of relative Chow stability on toric manifolds will be investigated using the Hibert-Mumford cr…

2016-02-26abs ↗pdf ↗

For a polarized Kähler manifold (X,L)(X, L), we show the equivalence between relative balanced embeddings introduced by Mabuchi and σσ-balanced embeddings introduced by Sano, answering a question of Hashimoto. We give a GIT characterization of the existence of a σσ-balanced embedding, and relate the optimal weight σσ t…

2017-10-06abs ↗pdf ↗

New surface area measures defined for ball-convex bodies, leading to entropy and inequalities.

problem Defining and analyzing surface area measures for ball-convex bodies.
method Introducing LpL_p relative surface areas, proving invariance and inequalities, and using geometric interpretations.
result Established inequalities and a new notion of entropy for ball-convex bodies.

Equivalence found between certain Kahler and Sasaki metrics.

problem Understanding relationships between Kahler and Sasaki metrics.
method Establishing an equivalence between conformally Einstein-Maxwell Kahler 4-manifolds and extremal Kahler 4-manifolds with non-vanishing scalar curvature.
result New existence and non-existence results for extremal Sasaki metrics.

The abstract develops weighted Ricci curvature in Lorentz-Finsler geometry and extends singularity theorems.

problem Extending singularity theorems in weighted Lorentz-Finsler geometry.
method Generalizing Jacobi, Riccati, and Raychaudhuri equations; applying generalized Bishop inequality.
result Weighted Lorentz-Finsler singularity theorems extended.

Residual Network (ResNet) is the state-of-the-art architecture that realizes successful training of really deep neural network. It is also known that good weight initialization of neural network avoids problem of vanishing/exploding gradients. In this paper, simplified models of ResNets are analyzed. We argue that good…

2017-09-09abs ↗pdf ↗

Improved robustness in ASR systems with speaker adaptation.

problem Improving robustness in automatic speech recognition systems.
method Weighted-Simple-Add method for adding weighted speaker information vectors to the conformer-based acoustic model.
result Achieved 11% relative improvement in WER on Switchboard 300h Hub5'00 dataset.

Diffusion models accurately recover mixture weights from generated samples despite score function insensitivity.

problem Score-based generative models often fail to learn correct relative mode amplitudes (mixture weights) from generated samples.
method Relate diffusion score matching (DSM) loss to mixture weight estimation error, define diffusion score sensitivity index (DSSI), and prove its governing role in mixture weight recovery.
result Generated samples can accurately recover mixture weights from the DSM loss, even when the target score is insensitive to mixture weights.

A new model clusters network nodes based on relative edge weights.

problem Clustering networks ignores node capacities, leading to biased results.
method Proposes a Dirichlet stochastic block model for composition-weighted networks.
result Validated on simulated and real-world networks, showing improved clustering accuracy.

Study on local elasticity in neural network training, improving detection of class-specific changes.

problem Improving the detection of class-specific changes in neural network training.
method Comprehensive study of local elasticity, proposing a new definition to address limitations.
result New definition of local elasticity more sharply detects class-specific changes in neural network training.

New method finds profitable investment opportunities by considering additional financial variables.

problem Finding trading strategies that outperform the market with high probability.
method Generalizing functionally generated portfolios to include continuous-path semimartingales.
result Inclusion of additional processes can reduce time horizons for profitable arbitrage opportunities.

The study extends SPT to account for real-world transaction costs, improving portfolio performance.

problem Real-world transaction costs affect portfolio performance, especially during market stress.
method Developed a continuous-time model with stochastic transaction costs and derived lower bounds for cost-adjusted wealth.
result Functionally generated portfolios can still achieve relative arbitrage after accounting for transaction costs.

In stochastic portfolio theory, a relative arbitrage is an equity portfolio which is guaranteed to outperform a benchmark portfolio over a finite horizon. When the market is diverse and sufficiently volatile, and the benchmark is the market or a buy-and-hold portfolio, functionally generated portfolios introduced by Fe…

2014-07-31abs ↗pdf ↗

We introduce polynomial processes in the sense of [8] in the context of stochastic portfolio theory to model simultaneously companies' market capitalizations and the corresponding market weights. These models substantially extend volatility stabilized market models considered by Robert Fernholz and Ioannis Karatzas in …

2017-05-10abs ↗pdf ↗

The null energy condition is characterized via convexity of entropy in Lorentzian manifolds.

problem Characterizing the null energy condition in Lorentzian manifolds.
method Characterization via convexity of the relative entropy along displacement interpolations on null hypersurfaces.
result The null energy condition is characterized in terms of convexity of the relative entropy.

We consider a self-adjoint non-negative operator HH in a Hilbert space L2(X,dμ)\mathsf{L}^2(X,{\rm d}μ). We assume that the semigroup (etH)t>0(\mathrm{e}^{-t H})_{t>0} is defined by an integral kernel, pp, which allows an estimate of the form p(t,x,x)F1(x)F2(t)p(t,x,x)\le F_1(x)F_2(t) for all (x,t)X×R+(x,t)\in X\times\mathbb{R_+}; we refer to F1F_1 as…

2016-06-02abs ↗pdf ↗

Paper proves a sharp weighted Isoperimetric inequality for substatic manifolds.

problem Proving geometric results for substatic Riemannian manifolds.
method Comparison theory based on a newly discovered conformal connection.
result Sharp, weighted Isoperimetric inequality quantifying boundary minimization.

Study geometric and topological properties of Finsler manifolds with weighted Ricci curvature bounds.

problem Geometric and topological properties of Finsler metric measure manifolds with integral weighted Ricci curvature bounds.
method Establish Laplacian comparison theorem, volume comparison theorems, volume growth estimate, Gromov pre-compactness, local Dirichlet isoperimetric constant estimate.
result First Dirichlet eigenvalue estimate and gradient estimate for harmonic functions.

We introduce a pathwise approach to analyze the relative performance of an equity portfolio with respect to a benchmark market portfolio. In this energy-entropy framework, the relative performance is decomposed into three components: a volatility term, a relative entropy term measuring the distance between the portfoli…

2013-08-25abs ↗pdf ↗

Prior-weighted logistic regression has become a standard tool for calibration in speaker recognition. Logistic regression is the optimization of the expected value of the logarithmic scoring rule. We generalize this via a parametric family of proper scoring rules. Our theoretical analysis shows how different members of…

2013-07-30abs ↗pdf ↗

A new approach optimizes weights in DLP for better risk-adjusted performance.

problem Optimizing time-varying weights in Double Linear Policy (DLP) for better risk-adjusted performance.
method Stochastic Model Predictive Control (SMPC) framework to maximize risk-adjusted returns while enforcing constraints.
result Empirical results show improved risk-adjusted performance and drawdown control.

This research shows loss weighting remains effective in last layer retraining despite model overparameterization.

problem Overcoming biases in machine learning models at scale.
method Theoretical and practical exploration of last layer retraining in an overparameterized setting.
result Loss weighting is still effective in last layer retraining, but weights must account for model overparameterization.

RGRR allocates between QQQ and DIA based on relative states, improving Sharpe and CAGR.

problem Optimizing ETF allocation between QQQ and DIA for better risk-adjusted returns.
method Screened relative and macro states, globally screened interactions, fixed position mapping, walk-forward validation.
result RGRR improves Sharpe and CAGR compared to 100% QQQ and 50/50 QQQ-DIA allocations.