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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.

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114228341455 · May 202619922001200920172026
48 results for sharpness conditions

Sharp pinching conditions restrict the geometry and topology of submanifolds.

problem Understanding submanifolds under pinching conditions in arbitrary Riemannian manifolds.
method Analyzing submanifolds with pinching conditions involving second fundamental form and mean curvature.
result The pinching condition imposes strong geometric and topological restrictions on submanifolds.

We give conditions on a knot on which the Morton-Franks-Williams inequality is not sharp. As applications, we show infinitely many examples of knots where the inequality is not sharp and also prove (by giving examples) that the deficit of the inequality can be arbitrarily large.

2005-09-07abs ↗pdf ↗

The study analyzes sharpness dynamics in neural networks, revealing mechanisms and conditions.

problem Understanding sharpness in neural network training.
method Fixed point analysis and edge of stability analysis in a simplified 2-layer linear network.
result Reveals mechanisms behind sharpness trends, conditions for edge of stability, and a period-doubling route to chaos.

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 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.

Willmore flow converges globally for surfaces with rotational symmetry below a specific energy threshold.

problem Global existence and convergence of Willmore flow with Dirichlet boundary conditions.
method Considered surfaces with rotational symmetry, proved global existence and convergence for initial data below a sharp energy threshold.
result Sharp threshold for global existence and convergence of Willmore flow depends on boundary conditions.

Sharp large deviations and Gibbs conditioning for portfolio credit risk models.

problem Analyzing the risk of default in financial portfolios with dependent factors.
method Sharp large deviation estimates and conditional Bahadur-Rao estimates for threshold models with diverging latent factors.
result Conditioned on a large exceedance event, default indicators become asymptotically i.i.d., and loss-given-default is exponentially tilted.

Sharp heat kernel estimates on manifolds lead to solutions of the Parabolic Anderson model.

problem Well-posedness and intermittency of solutions to the Parabolic Anderson model on Riemannian manifolds.
method Sharp global heat kernel bounds and geodesic comparison geometry.
result Upper and lower moment bounds for solutions of the Parabolic Anderson model on general compact Riemannian manifolds.

Study Liouville theorems for harmonic maps along ancient super Ricci flows.

problem Proving Liouville theorems for harmonic maps under specific geometric conditions.
method Using Perelman's reduced geometric viewpoint, derive Liouville theorems with controlled growth.
result Sharp growth conditions and new Liouville theorems for both non-positively and positively curved target spaces.

In this paper, we extend the sharp lower bounds of spectal gap, due to Chen- Wang [10, 11], Bakry-Qian [6] and Andrews-Clutterbuck [5], from smooth Riemaniannian manifolds to general metric measure spaces with Riemannian curvature-dimension condition RCD*(K;N).

2015-03-01abs ↗pdf ↗

Sharp bounds derived for the first two Steklov eigenvalues of exterior domains.

problem Finding bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.
method Sharp lower and upper bounds derived using the support function and distance function to the origin of the boundary.
result Sharp bounds for the first two eigenvalues of Steklov eigenvalue problems on exterior domains.

Let Mn(n3)M^n(n\geq3) be an nn-dimensional compact Riemannian manifold with harmonic curvature and positive scalar curvature. Assume that MnM^n satisfies some integral pinching conditions. We give some rigidity theorems on compact manifolds with harmonic curvature and positive scalar curvature. In particular, Theorem 1.4,…

2015-12-01abs ↗pdf ↗

Motivated by a classical comparison result of J. C. F. Sturm we introduce a curvature-dimension condition CD(k,N) for general metric measure spaces and variable lower curvature bound k. In the case of non-zero constant lower curvature our approach coincides with the celebrated condition that was proposed by K.-T. Sturm…

2015-06-10abs ↗pdf ↗

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.

Sharp inequalities proved for RCD spaces, showing equality conditions.

problem Proving sharp inequalities for RCD spaces and identifying equality conditions.
method Analyzing RCD(1,)\mathsf{RCD}(1,\infty) and RCD(K,)\mathsf{RCD}(K,\infty) spaces to prove inequalities and identify equality conditions.
result Equality conditions for Buser's and Cheeger's inequalities in RCD spaces.

High-performing equity factor with Sharpe ratio above 13 out-of-sample.

problem Hidden cross-sectional predictability in stock returns.
method Regime-conditional signal activation combining value and short-term reversal signals.
result Annualized returns of 158.6% with 12.0% volatility, strong performance out-of-sample.

We apply the procedure of Lee et al. to the problem of performing inference on the signal-noise ratio of the asset which displays maximum sample Sharpe ratio over a set of possibly correlated assets. We find a multivariate analogue of the commonly used approximate standard error of the Sharpe ratio to use in this condi…

2019-06-03abs ↗pdf ↗

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.

Sharp policy value estimation for contextual bandits with unobserved confounders.

problem Estimating policy value under unobserved confounders with sensitivity analysis.
method Kernel method to approximate conditional moment constraints, leveraging f-divergence.
result Sharp lower bound of policy value, avoiding coarse relaxation of uncertainty set.

Sharp Hardy and spectral gap inequalities found on special irreversible Finsler manifolds.

problem Understanding Hardy and spectral gap inequalities on irreversible Finsler manifolds.
method Finslerian extension of the method of Riccati pairs.
result Sharpness of Hardy and spectral gap inequalities on specific Finsler manifolds.

Sharp bounds derived for eigenvalues on specific geometric spaces.

problem Eigenvalue problems on asymptotically hyperbolic manifolds and submanifolds.
method Sharp bounds derived for three types of eigenvalue problems: pp-Dirichlet, polyharmonic, and weakly Poincaré-Einstein.
result Sharp bounds and their implications for asymptotic sectional curvatures and mean curvature.

Develops Heuristic Portfolio Optimization (HPO) as an information-restricted projection of Markowitz/tangency solution

problem Practitioners allocate capital with forecast-light rules like equal weight, inverse volatility, risk parity, HRP, and RA-HRP
method Implies-return principle and fixed-tree cluster-Sharpe recursion
result Formalizes HPO maps, proves defect equals squared inefficiency, and identifies nodewise alphas as policy-gradient coordinates

Study on curve diffusion flows with scale-critical curvature term.

problem Analyzing stability of curve diffusion flows with scale-critical curvature.
method Introduced and studied a one-parameter family of curve diffusion flows with a scale-critical cubic curvature term. Analyzed dynamical stability of homothetic circles using variational methods.
result Established that any small perturbation of an ωω-fold circle monotonically approaches the unit ωω-circle after rescaling, translation, and reparametrisation.

Combined with our previous work \cite{LW19eigenvalue}, we prove sharp lower bound estimates for the first nonzero eigenvalue of the weighted pp-Laplacian with 1<p<1< p< \infty on a compact Bakry-Émery manifold (Mn,g,f)(M^n,g,f), without boundary or with a convex boundary and Neumann boundary condition, satisfying $\text{Ric}+…

2019-11-11abs ↗pdf ↗

Sharp inequalities for radial functions on hyperbolic spaces without boundary conditions.

problem Establishing inequalities for radial functions on hyperbolic spaces without zero boundary conditions.
method Novel approach considering both bounded and unbounded domains, focusing on weighted Sobolev and Adams-Trudinger-Moser embeddings.
result Theorems 1.2, 1.3, and 1.4 for weighted Sobolev embedding theorems, and Theorems 1.5 and 1.6 for Adams-Trudinger-Moser type embedding theorems.