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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.

169,341 papers · 148 categories

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48 results for sharp result

Sharp inequalities and existence results for Liouville equations on spheres.

problem Sharp inequalities and existence results for Liouville equations on spheres.
method Sharp Onofri-type inequality and non-existence of extremals for a Moser-Tudinger functional on the sphere.
result Existence of critical points and sufficient conditions under symmetry or nondegeneracy assumptions.

Classifies graphs with Bonnet-Myers sharp curvature and connects it to Bakry-Émery curvature.

problem Classifying graphs with specific curvature properties.
method Introducing Bonnet-Myers and Lichnerowicz sharpness in Ollivier Ricci curvature, combinatorial reformulation, and relating to Bakry-Émery curvature.
result Classification of graphs including hypercubes, cocktail party graphs, and Johnson graphs J(2n,n)J(2n,n).

ASAM improves deep neural network generalization by adapting sharpness to scale.

problem Fixed-radius sharpness measure is sensitive to parameter scaling, weakening its connection to generalization.
method Introduces adaptive sharpness, a scale-invariant measure, and proposes ASAM for deep learning.
result ASAM significantly improves model generalization performance across various datasets.

Sharp log-Sobolev inequalities proved for CD(0,N){\sf CD}(0,N) spaces.

problem Proving log-Sobolev inequalities in noncompact metric measure spaces.
method Sharp isoperimetric inequality, symmetrisation, scaling argument, Hamilton-Jacobi inequality, Sobolev regularity.
result Sharp log-Sobolev inequalities established in CD(0,N){\sf CD}(0,N) spaces.

Paper connects Sharpe ratio and Student t-statistic, providing exact distribution and asymptotic behavior.

problem Error-prone Sharpe ratio due to statistical estimation of expected returns and volatilities.
method Derive exact distribution of Sharpe ratio for independent normally distributed returns, extend to AR(1) assumptions.
result Empirical Sharpe ratio is asymptotically optimal and achieves Cramer Rao bound.

SAM improves neural network generalization by penalizing sharpness, clarifying its exact notion and mechanism.

problem Improving deep neural network generalization for various settings.
method Sharpness-Aware Minimization (SAM) technique that penalizes a notion of sharpness of the model.
result SAM regularizes the third notion of sharpness, most likely preferred for practical performance.

We prove that two homogeneous ultra-metric spaces X,YX,Y are coarsely equivalent if and only if Ent(X)=Ent(Y)\mathrm{Ent}^\sharp(X)=\mathrm{Ent}^\sharp(Y) where Ent(X)\mathrm{Ent}^\sharp(X) is the so-called sharp entropy of XX. This classification implies that each homogeneous proper ultra-metric space is coarsely equivalent to the a…

2008-01-14abs ↗pdf ↗

Optimal option portfolios under Sharpe Ratio maximization with skew-elliptical t-distributed returns

problem Optimal option portfolios under Sharpe Ratio maximization
method Formulation for explicit portfolio weights
result Different optimal portfolios for Sharpe Ratio and return-to-Value-at-Risk (VaR) ratio

Sharp comparison theorems for 3D manifolds with scalar curvature bound.

problem Understanding the geometry and topology of 3D manifolds with scalar curvature constraints.
method Sharp comparison results for Green's function and spectrum, derived from scalar curvature bounds.
result Sharp upper and lower bounds for the Green's function and spectrum of 3D manifolds.

Deep linear networks minimize sharpness, avoiding large eigenvalues.

problem Understanding optimization dynamics in deep linear networks for regression.
method Analyzing sharpness (largest eigenvalue of Hessian) of minimizers and gradient flow solutions.
result Gradient flow implicitly regularizes towards flat minima, with sharpness bounded by a constant.

Sharp gradient estimate for heat kernels on metric measure spaces.

problem Establishing gradient estimates for heat kernels on metric measure spaces.
method Elliptic local Li-Yau gradient estimate for weak solutions of the heat equation.
result Sharp gradient estimate for the logarithm of heat kernels.

Sharp results link DLN gradient flow to basis pursuit optimization and GHA phase transitions.

problem Understanding implicit regularization in Diagonal Linear Networks.
method Sharp convergence bounds and characterization of 1\ell_1 minimizers.
result Gradient flow of DLNs with tiny initialization approximates minimizers of basis pursuit optimization problem.

Sharp curvature estimates for mean curvature flow in spheres.

problem Understanding the behavior of surfaces evolving under mean curvature flow in spheres.
method Proving asymptotically sharp curvature pinching estimates and using them to derive derivative and convexity estimates.
result Partial classification of singularity models and new rigidity results for ancient solutions.

Sharp Sobolev inequalities proved on manifolds with non-negative Ricci curvature.

problem Proving sharp Sobolev inequalities on noncompact Riemannian manifolds with non-negative Ricci curvature.
method Using Optimal Mass Transportation with quadratic distance cost.
result Sharp LpL^p-Sobolev and LpL^p-logarithmic Sobolev inequalities established for p>1p>1 and p=1p=1.

Sharp rigidity theorem for quasilinear Liouville equation on manifolds with nonnegative Ricci curvature.

problem Characterizing solutions to the quasilinear Liouville equation on manifolds with nonnegative Ricci curvature.
method Using a sharp logarithmic lower bound and a sharp upper bound on the total volume of the solution.
result If a solution satisfies a specific logarithmic lower bound, the manifold is isometric to Euclidean space and the solution is a standard bubble solution.

Sharp gradient estimates for positive Ricci curvature manifolds.

problem Understanding geometric properties of manifolds with positive Ricci curvature.
method Proving sharp gradient estimates and monotonicity formulae.
result Sharp gradient estimates and monotonicity formulae for positive Ricci curvature manifolds.

We prove a comparison theorem on the first Neumann eigenvalue on Bakry-Emery manifolds. Examples are constructed to illustrate the sharpness of the result. A linear explicit lower bound is also proved. We also discuss the asymptotic sharpness of such a result.

2011-11-21abs ↗pdf ↗

Sharp gradient estimates for heat equation in Riemannian manifolds proved.

problem Proving sharp gradient estimates for heat equation in Riemannian manifolds.
method Analyzing the heat equation ut=Δu+auloguu_t=Δu+au\log u in complete noncompact Riemannian manifolds.
result Gradient estimates are sharp and imply that if uu is a positive solution of ut=Δuu_t=Δu and logu\log u is of sublinear growth, then uu must be constant.

We find empirically a characteristic sharp peak-flat trough pattern in a large set of commodity prices. We argue that the sharp peak structure reflects an endogenous inter-market organization, and that peaks may be seen as local ``singularities'' resulting from imitation and herding. These findings impose a novel strin…

1998-02-23abs ↗pdf ↗

Sharp signature bound for positive four-braids derived from three-braids.

problem Optimizing the signature bound for positive four-braids.
method Combining bounds for positive three-braids with Gordon and Litherland's approach to signature via unoriented surfaces and Goeritz forms.
result Improved linear bounds for the signature in terms of the three-genus of closures and first Betti number.

Sharp upper bounds found for solutions of a specific equation on Riemannian manifolds.

problem Finding upper bounds for solutions of a specific equation on Riemannian manifolds.
method Proved sharp upper estimates of weak subsolutions to the Leibenson equation on Riemannian manifolds with non-negative Ricci curvature.
result Improved and proved a conjecture about upper bounds for solutions of the Leibenson equation.

Sharp bounds on hyperbolic surfaces with geodesic boundaries.

problem Finding maximal injectivity radii for hyperbolic surfaces with geodesic boundaries.
method Sharp upper bounds derived for all surfaces with any fixed topology, independent of boundary lengths.
result Extends previous results to surfaces with geodesic boundaries.

The paper improves Fréchet bounds and sharpens their applicability.

problem Uncertainty in joint distribution and marginals in multivariate distributions.
method Optimal transport duality, representation of increasing convex functionals, explicit computation of conjugates.
result Improved Fréchet-Hoeffding bounds are pointwise sharp under uncertainty in marginals but not in absence.