Study cash-subadditive risk measures without quasi-convexity.
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.
Trend · papers per month
Develops risk measures for markets with constraints and costs.
It has been known in that round spheres are the only closed homothetic self-similar solutions to the inverse mean curvature flow and parabolic curvature flows by degree -1 homogeneous functions of principle curvatures in the Euclidean space. In this article, we prove that the round sphere is rigid in much stronger sens…
Study proves radial symmetry of solutions to certain nonlinear equations in space forms.
Paper proves conjecture about star-shaped curves evolving under GAPF, but not always preserves star shape.
This paper connects monetary and star-shaped risk measures by showing their equivalence under certain conditions.
Proves smoothness and star-shapedness of weak IMCF solutions in hyperbolic space.