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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.

168,695 papers · 148 categories

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112225337449 · Jun 202019922001200920172026
48 results for sign change point

Study finds least-energy nodal solutions to the Yamabe problem on manifolds with boundary.

problem Existence of sign-changing solutions to the Yamabe problem on manifolds with boundary.
method Variational approach, analysis of conformal invariants, and sharp energy estimates.
result Existence of least-energy nodal solutions when the manifold is positive and the boundary has non-negative constant mean curvature.

The paper finds sign-changing solutions for a specific type of elliptic equation.

problem Existence of sign-changing solutions for a Yamabe type equation.
method Investigates a critical elliptic equation with a Yamabe type operator on a compact manifold with boundary.
result Existence of sign-changing solutions assured under certain geometric conditions.

Study on blow-up behavior of sign-changing solutions for Yamabe equation.

problem Blow-up behavior of sign-changing solutions for Yamabe equation.
method Construction of a smooth metric on space forms to prove blow-up at lowest energy level.
result Blow-up occurs at the lowest energy level for sign-changing solutions in dimensions 11 to 24.

Study on compact Kähler surfaces for sign-changing curvatures.

problem Prescribing sign-changing Chern scalar curvatures on compact Kähler surfaces.
method Established a Chen-Li type existence theorem and provided an alternative proof.
result Alternative proof of Ding-Liu's theorem on sign-changing Gaussian curvatures.

In this article we introduce new affinely invariant points---`special parabolic points'---on the parabolic set of a generic surface MM in real 4-space, associated with symmetries in the 2-parameter family of reflexions of MM in points of itself. The parabolic set itself is detected in this way, and each arc is given …

2020-01-24abs ↗pdf ↗

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained s…

2018-03-14abs ↗pdf ↗

The main purpose of this short note is to point out that the negative gradient flow for the prescribed Q\mathbf Q-curvature problem on SnS^n can be extended to handle the case that the Q\mathbf Q-curvature candidate ff may change signs.

2013-12-20abs ↗pdf ↗

Study finds infinite sign-changing solutions for a specific equation on manifolds.

problem Existence of sign-changing solutions for a Yamabe-type equation on manifolds.
method Analyzes a specific Yamabe-type equation on manifolds with proper isoparametric functions and positive focal submanifolds.
result Proves the existence of infinite sign-changing solutions for the equation when 1<q<q1<q<q^*.

The paper proposes a method to test properties of the optimal assortment in multinomial logit models.

problem Uncertainty quantification for the optimal assortment in multinomial logit models.
method The paper proposes a novel inferential framework to test properties of the optimal assortment in multinomial logit models, reducing the problem to detecting the sign change point of marginal revenue gaps.
result The asymptotic normality of the marginal revenue gap estimator and the construction of a maximum statistic to detect the sign change point.

We empirically analyze the price and liquidity responses to trade signs, traded volumes and signed traded volumes. Utilizing the singular value decomposition, we explore the interconnections of price responses and of liquidity responses across the whole market. The statistical characteristics of their singular vectors …

2017-11-21abs ↗pdf ↗

Let (M,g)(M,g) be a two dimensional compact Riemannian manifold of genus g(M)>1g(M)>1. Let ff be a smooth function on MM such that f0,f≢0,minMf=0.f \ge 0, \quad f\not\equiv 0, \quad \min_M f = 0. Let p1,,pnp_1,\ldots,p_n be any set of points at which f(pi)=0f(p_i)=0 and D2f(pi)D^2f(p_i) is non-singular. We prove that for all sufficiently small $λ>…

2014-07-08abs ↗pdf ↗

Method predicts which high-dimensional correlation signs will change in the future.

problem Predicting which correlation matrix coefficients will change signs in high-dimensional data.
method Stability of correlation signs depends on three-by-three relationships, inspired by Heider social cohesion theory.
result The method accurately predicts the stability of correlation signs in high-dimensional data.

The paper proves the existence of infinite sign-changing solutions to a Hardy-Sobolev equation on Riemannian manifolds.

problem Existence of solutions to a specific type of Hardy-Sobolev equation on Riemannian manifolds.
method Addressed using the properties of isoparametric functions and focusing on the distance function from a submanifold.
result Proves the existence of infinite sign-changing solutions to the Hardy-Sobolev equation.

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to changes in these model parameters. This change point detection and estimation pr…

2014-01-21abs ↗pdf ↗

In this paper, we consider the problem of prescribing scalar curvature on n-sphere. Assume that the candidate curvature function ff, which is allowed to change sign, satisfies some kind of Morse index or symmetry condition. By studying the well-known scalar curvature flow, we are able to prove that the flow converges …

2017-05-26abs ↗pdf ↗

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra f(α)f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…

2008-03-10abs ↗pdf ↗

The paper proves properties of strain tensors on surfaces with changing Gauss curvature.

problem Regularity of solutions to strain tensor equations on surfaces with variable Gauss curvature.
method Proof of regularity, density property, and matching property.
result Established matching property and density of smooth infinitesimal isometries.

In a recent work of Ayaka Shimizu[5]^{[5]}, she defined an operation named region crossing change on link diagrams, and showed that region crossing change is an unknotting operation for knot diagrams. In this paper, we prove that region crossing change on a 2-component link diagram is an unknotting operation if and only…

2011-01-06abs ↗pdf ↗

The classical Sturm-Hurwitz-Kellogg theorem asserts that a function, orthogonal to an n-dimensional Chebyshev system on a circle, has at least n+1 sign changes. We prove the converse: given an n-dimensional Chebyshev system on a circle and a function with at least n+1 sign changes, there exists an orientation preservin…

2007-10-31abs ↗pdf ↗

Local solubility of Bao--Ratiu equations proven for surfaces with specific curvature conditions.

problem Existence of asymptotic directions for volume-preserving diffeomorphisms on surfaces.
method Analysis of degenerate Monge--Ampère equation following Han's work.
result Asymptotic directions always exist locally about a point on surfaces with specific curvature conditions.

New solutions found for Yamabe problem on spheres with foliations.

problem Yamabe problem on spheres with singular Riemannian foliations.
method Variational methods, symmetries from foliations, Sobolev embedding theorem, Principle of Symmetric Criticality.
result Existence of sign-changing and positive solutions with specific symmetries.

A conformal geometry determines a distinguished, potentially singular, variant of the usual Yamabe problem, where the conformal factor can change sign. When a smooth solution does change sign, its zero locus is a smoothly embedded separating hypersurface that, in dimension three, is necessarily a Willmore energy minimi…

2019-12-30abs ↗pdf ↗

Extends Toda system existence results to negative functions.

problem Existence of solutions to Toda systems with sign-changing functions.
method Improved Moser-Trudinger inequality, Brezis-Merle type analyses, Pohozaev identities.
result Sufficient conditions for Toda system solutions remain valid with negative functions.

We show that the torsion of any simple closed curve ΓΓ in Euclidean 3-space changes sign at least 44 times provided that it is star-shaped and locally convex with respect to a point oo in the interior of its convex hull. The latter condition means that through each point pp of ΓΓ there passes a plane HH, not cont…

2017-03-31abs ↗pdf ↗

We define enhanced presentations of quandles via generators and relations with additional information comprising signed operations and an order structure on the set of generators. Such a presentation determines a virtual link diagram up to virtual moves. We list formal Reidemeister moves in which Tietze moves on the pr…

2004-08-26abs ↗pdf ↗

Analysis of DPPs and k-DPPs via spectral decomposition reveals identifiable parameters and non-identifiability gaps.

problem Identifying parameters of DPPs and k-DPPs through spectral decomposition.
method Spectral decomposition of the covariance matrix, analysis of invariances, and counting arguments.
result Identifiability of parameters changes fundamentally for k-DPPs, with specific invariances and non-identifiability gaps.

A new method models financial returns by separating sign and magnitude, improving forecasting accuracy.

problem Capturing nonlinear predictability in financial return dynamics.
method Decomposes returns into sign and magnitude components, using a joint distribution model.
result Significantly outperforms traditional linear models in forecasting U.S. stock market returns.

The study counts critical points of Steklov eigenfunctions on manifolds.

problem Counting critical points of Steklov eigenfunctions on manifolds.
method Established an identity relating indexes of eigenfunctions and their restrictions to the boundary, and used it to count critical points.
result A precise count of interior critical points of Steklov eigenfunctions in terms of manifold's Euler characteristic and boundary sign changes.

A semi-Riemannian manifold is said to satisfy RKR\ge K (or RKR\le K) if spacelike sectional curvatures are K\ge K and timelike ones are K\le K (or the reverse). Such spaces are abundant, as warped product constructions show; they include, in particular, big bang Robertson-Walker spaces. By stability, there are many n…

2008-04-15abs ↗pdf ↗