Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

85169254338 · May 202619922001200920172026
48 results for sharp theory

Paper generalizes complex Brunn-Minkowski theory and proves new extension theorems.

problem Complex Brunn-Minkowski theory and extension theorems.
method Hilbert bundle approach to complex Brunn-Minkowski theory.
result Generalizes Guan's sharp strong openness theorem and sharp Ohsawa-Takegoshi extension theorem.

Instanton homology detects 2-torsion in fibered knots.

problem Detecting 2-torsion in instanton homology for fibered knots.
method Using sutured instanton theory to derive a formula for I(Y,K;C)I^\sharp(Y,K;\mathbb{C}) and comparing dimensions.
result Proves the presence of 2-torsion in instanton homology for null-homologous fibered knots.

Sharp LL^\infty estimates proved for complex Monge-Ampère equations.

problem Proving sharp LL^\infty estimates for complex Monge-Ampère equations.
method PDE proof covering fixed and degenerating background metrics, extends to general fully non-linear equations.
result Sharp LL^\infty estimates proved for complex Monge-Ampère equations.

SGD favors flat minima exponentially more than sharp minima in deep learning.

problem Understanding how SGD selects flat minima in deep learning.
method Developed a density diffusion theory (DDT) to analyze minima selection.
result SGD exponentially favors flat minima over sharp minima due to Hessian-dependent noise.

Functors from web categories differ despite similar definitions.

problem Distinguishing between combinatorial and gauge-theoretic evaluations of webs.
method Exhibited a counterexample showing JJ^\sharp restricted to planar webs is not JJ^\flat.
result Restriction of JJ^\sharp to planar webs is distinct from JJ^\flat.

Sharp statistical theory for conditional diffusion models.

problem Lack of theoretical foundation for conditional diffusion models.
method Sharp statistical theory with approximation of conditional score function.
result Sample complexity bound that adapts to data distribution smoothness.

The paper develops new methods to study sharp isoperimetric properties on complex spaces.

problem Sharp isoperimetric comparison on non-collapsed spaces with lower Ricci bounds.
method Original argument to estimate first and second variation of the area for isoperimetric sets, avoiding regularity theory.
result Generalizes results for smooth and non-compact manifolds, Alexandrov spaces, and convex bodies.

Hybrid approach combines Markowitz's theory with reinforcement learning for optimal portfolio management.

problem Optimizing investment portfolios while balancing returns and risks.
method Knowledge distillation for training reinforcement learning agents.
result Achieves highest yield and Sharpe ratio of 2.03, ensuring top profitability with low risk.

Sharpe ratio is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the excess return over the strategy standard deviation. However, the elements to compute the Sharpe ratio, namely, the expected returns and the volatilities are unknown numbers and need to be esti…

2018-08-02abs ↗pdf ↗

Investments with best performance are not associated with best Sharpe ratios.

problem The relationship between performance and risk-adjusted return (Sharpe ratio) is counterintuitive for heavy-tailed distributions.
method Synthetic and real data analysis of returns distributions.
result The best-performing investments are not the best in terms of Sharpe ratio, and vice versa.

Sharp inequalities for weighted log canonical thresholds derived.

problem Understanding weighted log canonical thresholds in complex analysis.
method Combining integrability estimates, complex line restrictions, and pluripotential theory.
result Uniform control of difference quotients and explicit lower bounds derived.

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.

The paper explores proper actions and their relation to representation theory, with new quantitative methods.

problem Understanding proper actions and their connection to representation theory.
method Geometric criteria, sharpness measure, and dynamical volume estimates.
result New quantitative methods have established temperedness criteria for unitary representations.

Motivated by a recent work of Ache and Chang concerning the sharp Sobolev trace inequality and Lebedev-Milin inequalities of order four on the Euclidean unit ball, we derive such inequalities on the Euclidean unit ball for higher order derivatives. By using, among other things, the scattering theory on hyperbolic space…

2019-01-13abs ↗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.

New method for Sharpe ratio analysis in high dimensions using residual-based nodewise regression.

problem Consistency of Sharpe ratio estimators in high-dimensional portfolios.
method Residual-based nodewise regression for estimating precision matrix of errors and returns.
result Consistent Sharpe ratio estimators in various portfolio settings.

Cohen et al. (2021) show GD trajectories align on a bifurcation diagram.

problem Understanding the Edge of Stability (EoS) phenomenon in gradient descent.
method Empirical studies and rigorous mathematical proofs for two-layer networks and single-neuron networks.
result GD trajectories align on a specific bifurcation diagram independent of initialization.

The paper explores sharp isoperimetric properties on non-compact spaces with Ricci bounds.

problem Sharp isoperimetric properties on non-compact spaces with Ricci bounds.
method Sharp isoperimetric comparison theorems and asymptotic isoperimetric properties.
result Almost regularity theorems and enhanced functional inequalities.

Sharp concentration inequalities for sub-Orlicz random variables with phase transition at α=2.

problem Developing concentration inequalities for sub-Orlicz random variables with phase transition.
method New theoretical analysis framework involving variance and min/max functions of Orlicz tails.
result Sharp concentration inequalities with phase transition at α=2 for sub-Orlicz random variables.

Study finds the cutoff for exact recovery in Gaussian mixture models.

problem Determining the separation of cluster centers for exact recovery in Gaussian mixture models.
method Used information theory and SDP relaxation of KK-means clustering.
result Sharp threshold for exact recovery of cluster labels without assuming cluster center symmetry.

Sharp bounds on diameter and eigenvalues for amply regular graphs.

problem Finding bounds for amply regular graphs' diameter and eigenvalues.
method New ideas relating discrete Ricci curvature to local matching properties, including a novel construction of a regular bipartite graph.
result Sharp diameter and eigenvalue bounds for amply regular graphs.

Averaged SGD optimizes a smoothed objective, leading to better generalization.

problem Improving generalization performance in machine learning models.
method Analyzed the smoothed objective function of SGD and proved that averaged SGD can optimize this smoothed function efficiently.
result Averaged SGD can efficiently optimize a smoothed objective, leading to better generalization.

Sharp inequalities in nonnegative Ricci curvature spaces using mass transport.

problem Proving sharp isoperimetric and Sobolev inequalities in nonnegative Ricci curvature spaces.
method Optimal mass transport theory, symmetrization techniques, and volume non-collapsing properties.
result Sharp isoperimetric and Sobolev inequalities established in Riemannian manifolds with nonnegative Ricci curvature.

New theory explains how chaotic training improves neural network generalization.

problem Understanding how chaotic training improves neural network generalization.
method Representing stochastic optimizers as random dynamical systems and introducing a new dimension concept.
result Generalization in chaotic training depends on the complete Hessian spectrum and partial determinants.

Sharp Sobolev theory for scalar elliptic equations on minimal regular manifolds.

problem Well-posedness and regularity for scalar elliptic equations on manifolds of minimal regularity.
method Localization and flat domain techniques combined with Calderón–Zygmund theory and Fredholm alternative.
result Sharp LpL^p-based Sobolev regularity for scalar elliptic problems on manifolds of minimal regularity.

ff-divergences are a general class of divergences between probability measures which include as special cases many commonly used divergences in probability, mathematical statistics and information theory such as Kullback-Leibler divergence, chi-squared divergence, squared Hellinger distance, total variation distance e…

2013-02-02abs ↗pdf ↗

A new tradeoff between regularization and sharpness improves model performance in overparameterized settings.

problem Improving model performance in overparameterized settings with minimum-norm interpolators.
method Proposes a regularization-sharpness tradeoff for overparameterized linear regression with an ℓ^p penalty.
result Empirical validation shows the tradeoff terms can distinguish performant linear interpolators.

This study compares Markowitz and Single-Index models for Malaysian stocks.

problem Optimizing portfolio selection for Malaysian stocks using different models.
method Applied Markowitz and Single-Index models to 10-year historical data of 10 stocks and a risk-free asset.
result Comparison of minimum variance and maximum Sharpe portfolios for both models under various constraints.

Sharp Lipschitz bounds for flow-matching and diffusion models with optimal sampling rates.

problem Establishing optimal Lipschitz regularity for flow-matching and diffusion models.
method Sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores.
result Achieves optimal sampling rate of d/N\sqrt{d}/N for Euler-type samplers in dimension dd.

By work of Berglund and Madsen, the rings of rational characteristic classes of fibrations and smooth block bundles with fibre D2n(Sn×Sn)gD^{2n}\sharp(S^n\times S^n)^{\sharp g}, relative to the boundary, are for 2n62n\ge 6 independent of gg in degrees (g6)/2*\le (g-6)/2. In this note, we explain how this range can be improved to $*…

2019-03-22abs ↗pdf ↗

PolyModel theory and iTransformer improve hedge fund portfolio construction.

problem Sparse financial time series data makes portfolio construction challenging.
method Identify asset pool, select risk factors, create quantitative and classical measures, and use iTransformer for trend capture.
result Improved Sharpe ratio and annualized return compared to benchmarks.

WARPd method solves inverse problems with approximate sharpness conditions.

problem Reconstruction of signals from undersampled and noisy measurements.
method First-order method based on primal-dual iterations with restart-reweight scheme.
result WARPd achieves stable linear convergence under generic approximate sharpness condition.

Sharp LpL^p-logarithmic-Sobolev inequalities on submanifolds with applications to hypercontractivity.

problem Developing inequalities on submanifolds of Euclidean space.
method Optimal mass transport theory on submanifolds, sharpness analysis.
result Sharp inequalities and equality conditions for submanifolds.