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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.

168,742 papers · 148 categories

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6381,2771,9152,553 · Jun 202019922001200920172026
48 results for super and sub-solution method

Paper solves Gauduchon scalar curvature problem on almost Hermitian manifolds.

problem Prescribed Gauduchon scalar curvature problem on almost Hermitian manifolds.
method Reduced to solving a semi-linear partial differential equation with exponential nonlinearity using super and sub-solution method.
result Existence of solution depends on the sign of a constant associated to Gauduchon degree.

Optimizes portfolio in volatile markets with jumps, providing accurate formulas.

problem Optimizing wealth in a volatile financial market with jumps.
method Analyzes an incomplete stochastic volatility model, derives closed-form portfolio formulas using HJB equation and super-solution/sub-solution.
result Proves accuracy of derived portfolio formulas for both small and finite time horizons.

We extend the stochastic Perron method to analyze the framework of stochastic target games, in which one player tries to find a strategy such that the state process almost surely reaches a given target no matter which action is chosen by the other player. Within this framework, our method produces a viscosity sub-solut…

2014-08-28abs ↗pdf ↗

In this paper, we adapt stochastic Perron's method to analyze a stochastic target problem with unbounded controls in a jump diffusion set-up. With this method, we construct a viscosity sub-solution and super-solution to the associated Hamiltonian-Jacobi-Bellman (HJB) equations. Under comparison principles, uniqueness o…

2016-04-13abs ↗pdf ↗

The paper presents a method for detecting jump sizes in crude oil prices.

problem Detecting jump sizes in crude oil price data.
method Sequential hypothesis testing using infinitesimal generators and super-solutions.
result The method improves the Barndorff-Nielsen and Shephard model for derivative and commodity market analysis.

The paper characterizes stochastic incompleteness in Riemannian manifolds.

problem Stochastic incompleteness of Riemannian manifolds and its characterization.
method Characterization through solutions to nonlinear parabolic equations.
result Stochastic incompleteness is equivalent to the nonuniqueness of bounded solutions to certain nonlinear parabolic equations.

Solves boundary Yamabe problem with minimal boundary scenario.

problem Existence of solutions to a conformal metric equation with constant scalar curvature.
method Iteration schemes and perturbation methods to construct sub-solutions and super-solutions.
result Complete solution for three cases based on the sign of the first eigenvalue of the conformal Laplacian.

Note on instabilities in super-time-stepping methods for Heston model.

problem Instabilities in super-time-stepping methods applied to Heston model.
method Exploration of explicit super-time-stepping schemes (RK-Chebyshev, RK-Legendre) for Heston model.
result Relevance of stability remarks beyond super-time-stepping schemes.

This paper proves Liouville theorems for conformally invariant fully nonlinear equations.

problem Positive entire solutions of certain fully nonlinear equations are unique.
method Derives necessary and sufficient conditions for Liouville-type theorems.
result Enhanced understanding of solutions near isolated singularities.

New method calculates super-hedging prices with transaction costs.

problem Super-hedging European contingent claims under proportional transaction costs.
method Explicit recursive scheme based on convex duality and Legendre-Fenchel transform.
result Computes super-hedging price and optimal strategy without martingale arguments.

Study super cluster algebras from super Plücker and Ptolemy relations.

problem Developing super cluster algebra structure in super Grassmannians.
method Analyzing super Plücker and Ptolemy relations, developing super cluster structure.
result New simple form of super Plücker relations for $\Gr_{r|1}(n|1)$.

Super-acceleration of gradient descent with momentum improves loss function minimization.

problem Minimizing loss functions in machine learning.
method Extending Nesterov acceleration by using gradients at multiple steps ahead.
result Super-acceleration of the momentum algorithm is beneficial for various loss landscapes and tasks.

The paper defines and analyzes curvature tensors on super twisted product spaces.

problem Investigating curvature tensors on super twisted product spaces.
method Defined W2W_2-curvature tensor, computed curvature tensors and Ricci tensors, and studied curvature flatness.
result Mixed Ricci-flat super twisted product semi-Riemannian manifolds can be expressed as super warped product manifolds.

With the usual definition of a super Hilbert space and a super unitary representation, it is easy to show that there are lots of super Lie groups for which the left-regular representation is not super unitary. I will argue that weakening the definition of a super Hilbert space (by allowing the super scalar product to b…

2017-11-01abs ↗pdf ↗

Super learner with Huber loss improves cost prediction and causal effect estimation in healthcare expenditure data.

problem Challenges in modeling healthcare expenditure distributions with standard super learning methods.
method Proposes a super learner using Huber loss, a robust loss function that down-weights outliers.
result Demonstrates appreciable finite-sample gains in cost prediction and causal effect estimation.

Mathematical theory of super fiber bundles and connections developed.

problem Modeling anticommuting fermionic fields in mathematical physics.
method Detailed introduction to super fiber bundles, relative supermanifolds, and connections; construction of parallel transport map.
result Construction and comparison of parallel transport map with other methods in the literature.

We establish a higher generalization of super L-infinity-algebraic T-duality of super WZW-terms for super p-branes. In particular, we demonstrate spherical T-duality of super M5-branes propagating on exceptional-geometric 11d super spacetime.

2018-03-15abs ↗pdf ↗

This paper evaluates heuristics and hyperparameters in weight-sharing NAS methods.

problem Improving the performance of weight-sharing NAS methods.
method Systematic evaluation of heuristics and hyperparameters in weight-sharing NAS algorithms.
result Some heuristics negatively impact super-net and stand-alone performance correlation.

Researchers create holographic super-embeddings for M5 and M2 branes.

problem No concrete examples of super-embeddings for M5 and M2 branes existed.
method Constructed explicit holographic super-embeddings of probe M5 and M2 branes into their super-AdS backgrounds.
result Explicit holographic super-embeddings of M5 and M2 branes were successfully constructed.

Develops Riemannian geometry for noncommutative super surfaces.

problem No specific problem stated; focuses on mathematical development.
method Introduces metric and connections on noncommutative super surfaces, showing compatibility and zero torsion under certain conditions.
result Noncommutative super surfaces have a well-defined Riemannian geometry with properties analogous to classical Riemannian geometry.

Defines super stable maps and proves quotient superorbifolds for genus zero.

problem Defines stable supercurves and super stable maps of genus zero.
method Uses labeled trees and slice theorem for super Lie groups.
result Proves moduli space of stable supercurves and super stable maps are quotient superorbifolds.

Defines semi-symmetric metric connection on super warped products.

problem Computing curvature and Ricci tensors on super warped products.
method Introduced semi-symmetric metric connection and conditions for Einstein spaces.
result Conditions for super warped product spaces to be Einstein with semi-symmetric metric connection.

Riemann surfaces are two-dimensional manifolds with a conformal class of metrics. It is well known that the harmonic action functional and harmonic maps are tools to study the moduli space of Riemann surfaces. Super Riemann surfaces are an analogue of Riemann surfaces in the world of super geometry. After a short intro…

2015-11-16abs ↗pdf ↗

The underlying even manifold of a super Riemann surface is a Riemann surface with a spinor valued differential form called gravitino. Consequently infinitesimal deformations of super Riemann surfaces are certain infinitesimal deformations of the Riemann surface and the gravitino. Furthermore the action functional of no…

2014-12-16abs ↗pdf ↗

The paper studies special warped products with a specific connection on super Riemannian manifolds.

problem Investigating curvature and Ricci tensors on super warped product spaces with a semi-symmetric non-metric connection.
method Defined a semi-symmetric non-metric connection, computed curvature and Ricci tensors, and introduced and analyzed two types of super warped product spaces.
result Conditions for two super warped product spaces with a semi-symmetric non-metric connection to be Einstein spaces are provided.

A new method uses conformal prediction to create reliable confidence masks for image super-resolution.

problem Uncertainty quantification in image super-resolution using generative models.
method Conformal prediction techniques applied to a confidence mask for reliable uncertainty communication.
result Strong theoretical guarantees and empirical solid performance in image super-resolution.

We derive the canonical forms of super Riemannian metrics and the local isometry groups of such metrics. For certain super metrics we also compute the simply connected covering groups of the local isometry groups and interpret these as local spin groups of the super metric. Using a generalization of a Theorem of Rogers…

2016-02-15abs ↗pdf ↗

A super Lie group is a group whose operations are GG^{\infty} mappings in the sense of Rogers. Thus the underlying supermanifold possesses an atlas whose transition functions are GG^{\infty} functions. Moreover the images of our charts are open subsets of a graded infinite-dimensional Banach space since our space of …

2006-10-24abs ↗pdf ↗

Study finds super-efficiency correlates more strongly with stock market valuation than ROA in Chinese banks.

problem Investigating the relationship between bank efficiency and stock market valuation.
method Employed a non-radial, non-oriented slack-based super-efficiency Data Envelopment Analysis (Super-SBM-UND-VRS) model, treating NPLs as undesired output.
result Super-efficiency is more strongly correlated with stock market valuation than ROA, as measured by Tobin's Q.

Let MM be a super Riemann surface with holomorphic distribution D\mathcal{D} and NN a symplectic manifold with compatible almost complex structure JJ. We call a map Φ ⁣:MNΦ\colon M\to N a super JJ-holomorphic curve if its differential maps the almost complex structure on D\mathcal{D} to JJ. Such a super JJ-holomorp…

2019-11-13abs ↗pdf ↗