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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.

168,657 papers · 148 categories

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17335066 · May 202619922001200920172026
48 results for static criteria

Fairness in machine learning has predominantly been studied in static classification settings without concern for how decisions change the underlying population over time. Conventional wisdom suggests that fairness criteria promote the long-term well-being of those groups they aim to protect. We study how static fairne…

2018-03-12abs ↗pdf ↗

The paper optimizes designs for distinguishing between Gaussian process models.

problem Discriminating between two Gaussian process models.
method Sequential and static design criteria, including Kullback Leibler divergences and log-likelihood ratios.
result Necessary conditions for optimal design measures are provided.

Static spherically symmetric solutions to the Einstein-Euler equations with prescribed central densities are known to exist, be unique and smooth for reasonable equations of state. Some criteria are also available to decide whether solutions have finite extent (stars with a vacuum exterior) or infinite extent. In the l…

2018-01-20abs ↗pdf ↗

New model considers unfairness complaints to ensure multiple fairness criteria.

problem Ensuring fairness in systems that may conflict with each other.
method Data-driven model guided by unfairness complaints, supports multiple fairness criteria, and considers their incompatibilities. Stochastic and adversarial settings analyzed with efficient algorithms.
result Efficient algorithms for both stochastic and adversarial settings with competitive guarantees.

In the Cauchy problem for asymptotically flat vacuum data the solution-jets along the cylinder at space-like infinity develop in general logarithmic singularities at the critical sets at which the cylinder touches future/past null infinity. The tendency of these singularities to spread along the null generators of null…

2012-03-28abs ↗pdf ↗

Robo-advisors use MPC to create dynamic investment strategies.

problem Static allocation methods limit robo-advisors' effectiveness.
method Combines MPC with Hidden Markov Model and Black-Litterman for dynamic asset allocation.
result MPC-based strategies outperform static approaches in dynamic and risk-budgeting criteria.

We consider insurance derivatives depending on an external physical risk process, for example a temperature in a low dimensional climate model. We assume that this process is correlated with a tradable financial asset. We derive optimal strategies for exponential utility from terminal wealth, determine the indifference…

2007-05-25abs ↗pdf ↗

In the domain of machine learning, Neural Memory Networks (NMNs) have recently achieved impressive results in a variety of application areas including visual question answering, trajectory prediction, object tracking, and language modelling. However, we observe that the attention based knowledge retrieval mechanisms us…

2019-10-12abs ↗pdf ↗

Study classifies static potentials on 3-manifolds, proving one-dimensionality under specific conditions.

problem Classifying the dimension of static potentials on 3-manifolds.
method Analysis of relative zero sets of static potentials, using Miao and Tam's technique.
result Proves one-dimensionality of static potentials under specific conditions.

New static vacuum metrics confirmed for near Euclidean boundary data.

problem Establishing sufficient conditions for near Euclidean boundary data in static vacuum metrics.
method Using new arguments from studying the conjecture for arbitrary static vacuum metrics.
result Any hypersurface in a dense subfamily is static regular.

Extends static vacuum metrics with specific boundary conditions.

problem Proving the existence of static vacuum metrics with prescribed boundary data.
method Introducing static regular types (I) and (II), showing local well-posedness, and confirming Bartnik's conjecture.
result Confirms Bartnik's static vacuum extension conjecture for a broad range of boundary conditions.

We classify static manifolds which admit more than one static decomposition whenever a condition on the curvature is fullfilled. For this, we take a standard static vector field and analyze its associated one parameter family of projections onto the base. We show that the base itself is a static manifold and the warpin…

2009-10-26abs ↗pdf ↗

Geometric inequalities for static convex domains in hyperbolic space proved.

problem Proving geometric inequalities for static convex domains in hyperbolic space.
method Using static convexity of flow hypersurfaces, new inequalities are derived.
result New family of geometric inequalities for static convex domains in hyperbolic space.

The paper classifies vacuum static spaces with harmonic curvature.

problem Classifying vacuum static spaces with harmonic curvature.
method Extending the 4-dimensional work by Kim-Shin, the paper classifies nn-dimensional spaces (n5n\geq 5).
result New counterexamples to the Fischer-Marsden conjecture on compact vacuum static spaces.

The paper investigates geometrical aspects of static spacetime with almost gradient Ricci solitons.

problem Geometrical properties of static spacetime with almost gradient Ricci solitons.
method Analyzing conditions and properties of static spacetime with almost gradient Ricci solitons.
result Conditions and properties of static spacetime with almost gradient Ricci solitons are determined.

The study proves geometric inequalities for static convex domains in static rotationally symmetric spaces.

problem Proving geometric inequalities for static convex domains in static rotationally symmetric spaces.
method Locally constrained curvature flow in a static rotationally symmetric space Nn+1\mathbf{N}^{n+1}, proving graphical solutions and static convexity preservation.
result Proves weighted geometric inequalities for static convex domains close to a slice of Nn+1\mathbf{N}^{n+1}.

In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic deep neural network with structure. We develop novel model architectures to integ…

2016-05-25abs ↗pdf ↗

We consider Killing vector fields on standard static space-times and obtain equations for a vector field on a standard static space-time to be Killing. We also provide a characterization of Killing vector fields on standard static space-times with compact Riemannian parts.

2008-01-30abs ↗pdf ↗

We consider a continuous-time financial market that consists of securities available for dynamic trading, and securities only available for static trading. We work in a robust framework where a set of non-dominated models is given. The concept of semi-static completeness is introduced: it corresponds to having exact re…

2015-10-07abs ↗pdf ↗

Existence proved for static vacuum extensions near Schwarzschild spheres.

problem Proving existence of static vacuum extensions near Schwarzschild spheres.
method Existence and local uniqueness of static vacuum extensions for Bartnik data on a sphere near a Schwarzschild sphere.
result Existence of static vacuum extensions near Schwarzschild spheres.

The study proves unique static manifolds with positive scalar curvature and boundary.

problem Characterizing static three-manifolds with boundary and positive scalar curvature.
method Analyzing Ricci curvature bounds and quotient spaces.
result The only orientable quotient of the Nariai static manifold with boundary Nar1,1(S2)Nar_{-1,1}(\mathbb S^2) is the only such manifold with connected boundary under certain conditions.

We consider hedging of a contingent claim by a 'semi-static' strategy composed of a dynamic position in one asset and static (buy-and-hold) positions in other assets. We give general representations of the optimal strategy and the hedging error under the criterion of variance-optimality and provide tractable formulas u…

2017-09-16abs ↗pdf ↗

The study finds compact vacuum static spaces with positive isotropic curvature are spheres or products of a circle and sphere.

problem Characterizing compact vacuum static spaces with positive isotropic curvature.
method Proving isometric equivalence to spheres or product spaces.
result Compact vacuum static spaces with positive isotropic curvature are isometric to spheres or product spaces.

We give some general criteria of being a homeomorphism for continuous mappings of topological manifolds, as well as criteria of being a diffeomorphism for smooth mappings of smooth manifolds. As an illustration, we apply these criteria to the problems arising in two- and three-dimensional grid generation.

2015-04-05abs ↗pdf ↗