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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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3569104138 · May 202619922001200920172026
48 results for strict relatives

Study complex hyperbolic lattices and their relation to strict hyperbolization.

problem Understanding the relationship between complex hyperbolic lattices and strict hyperbolization.
method Analyzing the fundamental groups of complex hyperbolic manifolds and spaces arising from strict hyperbolization.
result Uniform lattices in PU(n,1) cannot be fundamental groups of Charney-Davis strict hyperbolizations when n ≥ 2.

We show that the aspherical manifolds produced via the relative strict hyperbolization of polyhedra enjoy many group-theoretic and topological properties of open finite volume negatively pinched manifolds, including relative hyperbolicity, nonvanishing of simplicial volume, co-Hopf property, finiteness of outer automor…

2005-09-21abs ↗pdf ↗

Local minimality proven for stable free-boundary minimal hypersurfaces.

problem Proving local minimality for stable free-boundary minimal hypersurfaces.
method Using relative current setting and strict stability, proving local minimality among relative cycles.
result Local minimality of stable free-boundary minimal hypersurfaces in a small tubular neighborhood.

New methods help escape strict saddle points in nonsmooth optimization.

problem Escaping strict saddle points in nonsmooth optimization.
method An inexact stochastically perturbed gradient method applied to the Moreau envelope.
result A variety of algorithms for nonsmooth optimization can efficiently escape strict saddle points of the Moreau envelope.

This paper is a sequel to \cite{Berndtsson}. In that paper we studied the vector bundle associated to the direct image of the relative canonical bundle of a smooth Kähler morphism, twisted with a semipositive line bundle. We proved that the curvature of a such vector bundles is always semipositive (in the sense of Naka…

2010-02-25abs ↗pdf ↗

Lagrangian submanifolds in strict nearly Kähler 6-manifolds are related to special Lagrangian submanifolds in Calabi-Yau 6-manifolds and coassociative cones in G2G_2-manifolds. We prove that the mean curvature of a Lagrangian submanifold LL in a nearly Kähler manifold (M2n,J,g)(M^{2n}, J, g) is symplectically dual to the Mas…

2014-08-27abs ↗pdf ↗

The structure of nearly Kähler manifolds was studied by Gray in several papers. More recently, a relevant progress on the subject has been done by Nagy. Among other results, he proved that a strict and complete nearly Kähler manifold is locally a Riemannian product of homogeneous nearly Kähler spaces, twistor spaces ov…

2010-06-14abs ↗pdf ↗

The paper defines almost strict domination for representations and connects it to anti-de Sitter 3-manifolds.

problem Defining and characterizing representations with specific properties.
method Using variational problems and harmonic maps to prove almost strict domination and construct representations.
result An almost strictly dominating pair of representations is equivalent to an anti-de Sitter 3-manifold with specific properties.

Let N be a manifold (with boundary) of dimension at least 3, such that its interior admits a hyperbolic metric of finite volume. We discuss the possible limits arising from sequences of relative fundamental cycles approximating the simplicial volume. As applications, we extend results of Jungreis and Calegari from clos…

2000-07-01abs ↗pdf ↗

We show that general relativity can be viewed as a higher gauge theory involving a categorical group, or 2-group, called the teleparallel 2-group. On any semi-Riemannian manifold M, we first construct a principal 2-bundle with the Poincare 2-group as its structure 2-group. Any flat metric-preserving connection on M giv…

2012-04-19abs ↗pdf ↗

We study strict local martingales via h-transforms, a method which first appeared in Delbaen-Schachermayer. We show that strict local martingales arise whenever there is a consistent family of change of measures where the two measures are not equivalent to one another. Several old and new strict local martingales are i…

2007-11-07abs ↗pdf ↗

Identification and scoring functions are statistical tools to assess the calibration and the relative performance of risk measure estimates, e.g., in backtesting. A risk measures is called identifiable (elicitable) it it admits a strict identification function (strictly consistent scoring function). We consider measure…

2019-07-02abs ↗pdf ↗

We introduce a geometrically transparent strict saddle property for nonsmooth functions. This property guarantees that simple proximal algorithms on weakly convex problems converge only to local minimizers, when randomly initialized. We argue that the strict saddle property may be a realistic assumption in applications…

2019-12-16abs ↗pdf ↗

This study of properly or strictly convex real projective manifolds introduces notions of parabolic, horosphere and cusp. Results include a Margulis lemma and in the strictly convex case a thick-thin decomposition. Finite volume cusps are shown to be projectively equivalent to cusps of hyperbolic manifolds. This is pro…

2011-09-03abs ↗pdf ↗

AutoQuant addresses cryptocurrency backtesting fragility by modeling execution costs and improving strategy selection.

problem Fragile backtests of cryptocurrency perpetual futures ignoring microstructure frictions and execution costs.
method Execution-centric framework with Bayesian optimization, double screening, and strict T+1 semantics.
result Fee-only and zero-cost backtests overestimate returns, highlighting the importance of modeling execution costs.

We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an integral criterion and by non-uniqueness of an associated ordinary differential equat…

2014-05-12abs ↗pdf ↗

Proves strict inequality for minimizers of Willmore energy under isoperimetric constraints.

problem Minimizing the Willmore energy under isoperimetric constraints.
method Connected sum approach, building on previous work by Keller-Mondino-Rivière.
result Existence of minimizers for the isoperimetric constrained Willmore problem in every genus.

Let X be a norm curve in the SL(2,C)-character variety of a knot exterior M. Let t = || b || / || a || be the ratio of the Culler-Shalen norms of two distinct non-zero classes a, b in H_1(\partial M, Z). We demonstrate that either X has exactly two associated strict boundary slopes \pm t, or else there are strict bound…

2002-11-08abs ↗pdf ↗

We show the equivalence of the definitions of very strict CD(K,N)CD(K,N) -condition defined, on one hand, using (only) the entropy functionals, and on the other, the full displacement convexity class DCN\mathcal{DC}_N. In particular, we show that assuming the convexity inequalities for the critical exponent implies it for al…

2019-06-18abs ↗pdf ↗

We consider implied volatilities in asset pricing models, where the discounted underlying is a strict local martingale under the pricing measure. Our main result gives an asymptotic expansion of the right wing of the implied volatility smile and shows that the strict local martingale property can be determined from thi…

2015-08-18abs ↗pdf ↗

There are two parts of this paper. First, we discovered an explicit formula for the complex Hessian of the weighted log-Bergman kernel on a parallelogram domain, and utilised this formula to give a new proof about the strict convexity of the Mabuchi functional along a smooth geodesic. Second, when a C^{1,1}-geodesic co…

2017-11-27abs ↗pdf ↗

A strict local martingale is a local martingale which is not a martingale. There are few explicit examples of "naturally occurring" strict local martingales with jumps available in the literature. The purpose of this paper is to provide such examples, and to illustrate how they might arise via filtration shrinkage, a p…

2013-07-09abs ↗pdf ↗

We consider a simple instance of action up to homotopy. More precisely, we consider strict actions of DGLAs in degrees -1 and 0 on degree 1 NQ-manifolds. In a more conventional language this means: strict actions of Lie algebra crossed modules on Lie algebroids. When the action is strict, we show that it integrates to …

2010-12-02abs ↗pdf ↗

For d < 5, we describe an elementary construction of nonzero degree, strict contractions between closed, oriented hyperbolic d-oribifolds. Appealing to work of Gueritaud-Kassel and Tholozan, these examples determine exotic quotients of SO_0(d,1).

2016-06-08abs ↗pdf ↗