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.

168,695 papers · 148 categories

Trend · papers per month

55110165220 · Jun 202019922001200920172026
48 results for splitting factors

We show how to derive hyperbolicity of the free factor complex of FNF_N from the Handel-Mosher proof of hyperbolicity of the free splitting complex of FNF_N, thus obtaining an alternative proof of a theorem of Bestvina-Feighn. We also show that under the natural map ττ from the free splitting complex to free factor co…

2012-06-16abs ↗pdf ↗

We show that the Gromov boundary of the free factor graph for the free group Fn with n>2 generators is the space of equivalence classes of minimal very small indecomposable projective Fn-trees without point stabilizer containing a free factor equipped with a quotient topology. Here two such trees are equivalent if the …

2012-11-07abs ↗pdf ↗

Tests factor models by decomposing market into body and tail legs, revealing inconsistent results.

problem Inconsistency between factor models and market behavior.
method Decomposes market into body and tail legs, testing factor models at daily and monthly frequencies.
result q5 model shows inconsistent results, with negative body and positive tail alphas at all split ratios.

We show that the complex of free factors of a free group of rank n > 1 is homotopy equivalent to a wedge of spheres of dimension n-2. We also prove that for n > 1, the complement of (unreduced) Outer space in the free splitting complex is homotopy equivalent to the complex of free factor systems and moreover is (n-2)-c…

2018-10-22abs ↗pdf ↗

Let X=G/KX=G/K be a higher rank symmetric space of non-compact type, where GG is the connected component of the isometry group of XX. We define the splitting rank of XX, denoted by srk(X)\text{srk}(X), to be the maximal dimension of a totally geodesic submanifold YXY\subset X which splits off an isometric R\mathbb R-facto…

2016-02-03abs ↗pdf ↗

The paper explores the geometry and dynamics of free splitting and free factor complexes for groups.

problem Understanding the large scale geometry and dynamics of free splitting and free factor complexes.
method Analyzing the actions of the relative outer automorphism group on these complexes and using tools like the Two Over All Theorem and filling paths.
result Hyperbolicity of the relative free splitting complex and relative free factor complex was proven.

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.

We study affine maps between CAT(0) spaces with geometric actions, and show that they essentially split as products of dilations and linear maps (on the Euclidean factor). This extends known results from the Riemannian case. Furthermore, we prove a splitting lemma for the Tits boundary of a CAT(0) space with geometric …

2013-09-04abs ↗pdf ↗

In this paper, we shall prove that any Heegaard splitting of a \partial-reducible 3-manifold MM, say M=WVM=W\cup V, can be obtained by doing connected sums, boundary connected sums and self-boundary connected sums from Heegaard splittings of nn manifolds M1,...,MnM_{1},..., M_{n} where MiM_{i} is either a solid torus or a $…

2004-09-26abs ↗pdf ↗

New hyperbolic graph constructed from projections of free splitting graph.

problem Constructing a new hyperbolic graph from projections of free splitting graph.
method Using submanifold projections and geometric realization of free splitting graph.
result A new hyperbolic graph constructed for n3n\geq 3.

Regression Trees analyze stock returns, revealing market excess return as the most informative factor.

problem Understanding informational content of three factors in stock returns.
method Joint regression tree analysis of daily stock return data for 5 major US corporations.
result The market excess return factor is always the most informative in all cases (solo and joint).

We prove that affine invariant manifolds in strata of flat surfaces are algebraic varieties. The result is deduced from a generalization of a theorem of Möller. Namely, we prove that the image of a certain twisted Abel-Jacobi map lands in the torsion of a factor of the Jacobians. This statement can be viewed as a split…

2013-11-11abs ↗pdf ↗

When two free factors A and B of a free group F_n are in "general position" we define the projection of B to the splitting complex (alternatively, the complex of free factors) of A. We show that the projections satisfy properties analogous to subsurface projections introduced by Masur and Minsky. We use the subfactor p…

2012-11-07abs ↗pdf ↗

The study examines stock splits and their effects on companies, managers, and shareholders.

problem Misunderstandings and confounding factors around stock splits and their impacts.
method Selected database analysis of nine recent events, examining market impact, trading volume, and shareholder base.
result Stock splits enhance trading volume, increase shareholder base, and improve market liquidity.

Study shows no new Euclidean factors can appear in the limit of CAT(0) spaces.

problem Stability of Euclidean factors in CAT(0) spaces under convergence.
method GH-convergence of CAT(0) spaces with uniformly cocompact discrete groups of isometries.
result Dimension of the maximal Euclidean factor is the same for large jj.

By using a notion of a geometric Dehn twist in k(S2×S1)\sharp_k(S^2 \times S^1), we prove that when projections of two Z\mathbb{Z}-splittings to the free factor complex are far enough from each other in the free factor complex, Dehn twist automorphisms corresponding to the Z\mathbb{Z}-splittings generate a free group of ra…

2014-11-27abs ↗pdf ↗

Within the unmanageably large class of nonconvex optimization, we consider the rich subclass of nonsmooth problems that have composite objectives---this already includes the extensively studied convex, composite objective problems as a special case. For this subclass, we introduce a powerful, new framework that permits…

2011-09-01abs ↗pdf ↗

Affirmative answer to splitting question for open manifolds with nonnegative Ricci curvature and linear volume growth.

problem Understanding the structure of universal covers of open manifolds with nonnegative Ricci curvature and linear volume growth.
method Proving the universal cover splits off an isometric R\mathbb{R}-factor.
result If an open manifold with nonnegative Ricci curvature has linear volume growth, its universal cover is isometric to a metric product RkimesN\mathbb{R}^k imes N.

We classify six-dimensional Lie groups which admit a left-invariant half-flat SU(3)-structure and which split in a direct product of three-dimensional factors. Moreover, a complete list of those direct products is obtained which admit a left-invariant half-flat SU(3)-structure such that the three-dimensional factors ar…

2009-12-17abs ↗pdf ↗

Temporal difference learning explained through gradient splitting, improving convergence times.

problem Learning value functions in Markov Decision Processes with linear approximations.
method Interpreting TD learning as gradient splitting and applying convergence proofs from gradient descent.
result Improved convergence times for TD learning, especially with a minor variation.

We classify flat strict nearly Kähler manifolds with (necessarily) indefinite metric. Any such manifold is locally the product of a flat pseudo-Kähler factor of maximal dimension and a strict flat nearly Kähler manifold of split signature (2m,2m)(2m,2m) with m3m\ge 3. Moreover, the geometry of the second factor is encoded i…

2006-10-05abs ↗pdf ↗

We extend some results of [BF12] on subfactor projections to show that the projection of a free factor B to the free factor complex of the free factor A is well-defined with uniformly bound diameter, unless either A is contained in B or A and B are vertex stabilizers of a single splitting of F_n, i.e. they are disjoint…

2013-07-04abs ↗pdf ↗

Metric spaces with certain curvature properties are universally infinitesimally Hilbertian.

problem Analyzing the infinitesimal geometry of metric spaces with curvature bounds.
method Proving a metric space with a Gromov-Hausdorff tangent splitting property is universally infinitesimally Hilbertian.
result Metric spaces with curvature bounds are universally infinitesimally Hilbertian.

Based on recent work of S. K. Donaldson and T. Mabuchi, we prove that any extremal Kaehler metric in the sense of E. Calabi, defined on the product of polarized compact complex projective manifolds is the product of extremal Kaehler metrics on each factor, provided that the integral Futaki invariants of the polarized m…

2012-12-15abs ↗pdf ↗

We show that the Gromov boundary of the free product of two infinite hyperbolic groups is uniquely determined up to homeomorphism by the homeomorphism types of the boundaries of its factors. We generalize this result to graphs of hyperbolic groups over finite subgroups. Finally, we give a necessary and sufficient condi…

2013-03-27abs ↗pdf ↗

Sparse coding is a core building block in many data analysis and machine learning pipelines. Typically it is solved by relying on generic optimization techniques, that are optimal in the class of first-order methods for non-smooth, convex functions, such as the Iterative Soft Thresholding Algorithm and its accelerated …

2016-09-01abs ↗pdf ↗

This study analyzes prediction risk for PCR method in latent factor regression models.

problem Prediction risk analysis in latent factor regression models.
method Adaptive PCR method with risk bounds established under factor regression model.
result Unified framework for analyzing various linear prediction methods under factor regression.

We present a unified invariance framework for supervised neural networks that can induce independence to nuisance factors of data without using any nuisance annotations, but can additionally use labeled information about biasing factors to force their removal from the latent embedding for making fair predictions. Invar…

2019-05-07abs ↗pdf ↗

Let f ⁣:S1Gf\colon \mathbb{S}^1\rightarrow G be a surjective map from the standard unit circle to a graph GG such that the pre-image of each point has diameter less than ε\varepsilon. If ε\varepsilon is small enough, does ff split as a free factor in π1(G)π_1(G)?

2019-07-28abs ↗pdf ↗

The energy of any C1C^1 representative of a homotopy class of maps from a compact and connected Riemannian manifold with nonnegative Ricci curvature into a complete Riemannian manifold with no conjugate points is bounded below by a constant determined by the asymptotic geometry of the target, with equality if and only …

2018-05-20abs ↗pdf ↗

A new method identifies class-specific covariates in multi-class prediction tasks.

problem Identifying covariates specifically associated with one or more outcome classes in multi-class prediction tasks.
method Introducing multi forests (MuFs) with multi-way and binary splits to measure class-associated discriminatory ability.
result The multi-class VIM specifically ranks class-associated covariates highly, unlike conventional VIMs.

LLM agents discover cryptocurrency factors under reproducible constraints.

problem Flexibility of LLM agents in empirical discovery leads to uncontrolled search.
method Sequential hypothesis search with fixed data splits and portfolio tests.
result Ridge-combined portfolio achieves 44.55% annualized return in out-of-sample period.