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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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59117176234 · May 202619922001200920172026
48 results for technical assumptions

It is shown that mm disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with minimum Gaussian surface area must be (m1)(m-1)-dimensional. This follows from a second variation argument using infinitesimal translations. The special case m=3m=3 proves the Double Bubble problem for the Gaussian measure,…

2018-05-25abs ↗pdf ↗

In this survey, a short introduction in the recent discovery of log-normally distributed market-technical trend data will be given. The results of the statistical evaluation of typical market-technical trend variables will be presented. It will be shown that the log-normal assumption fits better to empirical trend data…

2016-05-11abs ↗pdf ↗

Study conformal product structures on reducible Riemannian manifolds.

problem Characterize conformal product structures on compact reducible Riemannian manifolds.
method Analyzing technical assumptions and properties of conformal product structures.
result Under suitable conditions, underlying manifolds are either conformally flat or triple products.

Paper presents a randomized algorithm for SPCA with high probability approximation.

problem Sparse Principal Component Analysis (SPCA) is NP-hard.
method Based on basic SDP relaxation, the algorithm constructs deterministic and randomized solutions.
result The algorithm achieves an approximation ratio of at most the sparsity constant with high probability.

We prove precompactness in an orbifold Cheeger-Gromov sense of complete gradient Ricci shrinkers with a lower bound on their entropy and a local integral Riemann bound. We do not need any pointwise curvature assumptions, volume or diameter bounds. In dimension four, under a technical assumption, we can replace the loca…

2010-05-18abs ↗pdf ↗

Study finds traditional technical indicators underperform in high-frequency trading, suggesting risk management over prediction.

problem Inadequately explored effectiveness of technical indicators in high-frequency trading, particularly at minute-level frequency.
method Evaluation of random forest models with traditional technical indicators on minute-level SPY data.
result In-sample performance is superior to out-of-sample, with risk-adjusted metrics not outperforming a simple buy-and-hold strategy.

Let (M,g)(M, g) be an nn-dimensional complete Riemannian manifold with Ric(M)(n1)QRic(M)\geq-(n-1)Q, where Q0Q\geq0 is a constant. We obtain an interior gradient bound for minimal graphs in M×RM\times R under some technical assumptions. For details, see Theorem 2.

2004-07-28abs ↗pdf ↗

This note removes technical assumptions and characterizes relatively dominated representations.

problem Geometrically finiteness and Anosov conditions in higher-rank settings.
method Characterization using eigenvalue gaps and limit maps.
result Relatively dominated representations are characterized using eigenvalue gaps and limit maps.

We solve the nn-marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability measures μ1,...,μnμ_1,...,μ_n which are in convex order and satisfy an additional technical assumption. Our construction is explicit and is a multiple marginal generalisation of the Azema and Yor (1979) soluti…

2013-04-01abs ↗pdf ↗

Inspired by recent work of S. K. Donaldson on constant scalar curvature metrics on toric complex surfaces, we study obstructions to the extension of the Calabi flow on a polarized toric variety. Under some technical assumptions, we prove that the Calabi flow can be extended for all time.

2011-01-04abs ↗pdf ↗

Away from the central axis, we prove the stability of the Positive Mass Theorem in the W1,pW^{1,p} sense for asymptotically flat axisymmetric manifolds with nonnegative scalar curvature satisfying some additional technical assumptions. We also derive estimates for the volumes of regions, the areas of axisymmetric surface…

2018-06-06abs ↗pdf ↗

We describe, under some additional technical assumptions, the Gromov boundary of the free product of several GiG_i's amalgamated wrt. HH, where GiG_i are hyperbolic groups with boundary homeomorphic to a densely punctured nn-sphere, and HH is their common subgroup corresponding to a peripheral sphere in each of the …

2016-01-31abs ↗pdf ↗

Paper converts quantiles to cumulative distribution functions to simplify risk measures.

problem Technical assumptions in risk measure calculations.
method Invention of converting integrated quantiles to integrated cumulative distribution functions.
result Avoids the need for probability density function existence.

These are lecture notes for the course "Analysis and X-ray tomography". The course is a broad overview of various tools in analysis that can be used to study X-ray tomography. The focus is on tools and ideas, not so much on technical details and minimal assumptions. Only very basic functional analysis is assumed as bac…

2017-11-15abs ↗pdf ↗

As an application of his entropy formula, Perelman proved that every compact shrinking breather is a shrinking gradient Ricci soliton. We give a proof for the complete noncompact case by using Perelman's L\mathcal{L}-geometry. Our proof follows the argument in Lu and Zheng of constructing an ancient solution, and remo…

2018-03-09abs ↗pdf ↗

We study the Yang-Mills flow on a holomorphic vector bundle E over a compact Kahler manifold X. We construct a natural barrier function along the flow, and introduce some techniques to study the blow-up of the curvature along the flow. Making some technical assumptions, we show how our techniques can be used to prove t…

2012-06-28abs ↗pdf ↗

Investor finds a fair outcome in complex financial markets.

problem Finding a fair outcome in complex financial markets.
method Recalled and proved the existence of personal equilibrium in a multistep, generically incomplete financial market model.
result Personal equilibrium exists in a multistep, generically incomplete financial market model under appropriate assumptions.

We prove (under some technical assumptions) that each surface in R3\mathbb R^3 containing two arcs of parabolas with axes parallel to OzOz through each point has a parametrization (P(u,v)R(u,v),Q(u,v)R(u,v),Z(u,v)R2(u,v))\left(\frac{P(u,v)}{R(u,v)},\frac{Q(u,v)}{R(u,v)},\frac{Z(u,v)}{R^2(u,v)}\right) for some P,Q,R,ZR[u,v]P,Q,R,Z\in\mathbb R[u,v] such that P,Q,RP,Q,R hav…

2020-02-03abs ↗pdf ↗

Order matching systems form the backbone of modern equity exchanges, used by millions of investors daily. Thus, their operation is strictly controlled through numerous regulatory directives to ensure that markets are fair and transparent. Despite these efforts, market manipulation remains an open problem. In this work,…

2019-03-29abs ↗pdf ↗

Let GG be a group with a finite balanced presentation PP. We associate a Heegaard Floer homology group HF^P(G)\widehat{HF}_P(G) with the pair (G,P)(G,P) based on some extra choices and technical assumptions. We show that HF^P(G)\widehat{HF}_P(G) is independent from these choices and also is invariant under stable Andrews-Curtis t…

2018-10-18abs ↗pdf ↗

We study power utility maximization for exponential Lévy models with portfolio constraints, where utility is obtained from consumption and/or terminal wealth. For convex constraints, an explicit solution in terms of the Lévy triplet is constructed under minimal assumptions by solving the Bellman equation. We use a nove…

2009-12-09abs ↗pdf ↗

We generalize the Weinstein-Moser theorem on the existence of nonlinear normal modes (i.e., periodic orbits) near an equilibrium in a Hamiltonian system to a theorem on the existence of relative periodic orbits near a relative equilibrium in a Hamiltonian system with continuous symmetries. More specifically we signific…

1999-06-01abs ↗pdf ↗

These are extended notes of the course given by the author at RIMS, Kyoto, in October 2016. The aim is to give a self-contained overview on the recently developed approach to differential calculus on metric measure spaces. The effort is directed into giving as many ideas as possible, without losing too much time in tec…

2017-03-20abs ↗pdf ↗

This article serves a few purposes. First of all, it reviews polyfold--Kuranishi correspondence I (http://arxiv.org/abs/1402.7008) and previews and samples some results from four papers I have been preparing. It is also a written-up and expanded version of a talk I gave at a symplectic conference in Chengdu on June 28,…

2015-10-23abs ↗pdf ↗

Improved Sobolev mappings in Carnot groups with weaker assumptions.

problem Improving Sobolev mappings in Carnot groups with weaker conditions.
method Using Buser-Karcher center-of-mass and polynomial expressions in moments.
result Rigidity and structural results hold under weaker Sobolev exponents.

The paper limits the profitability of technical trading rules and finds they are not better than random trading.

problem The profitability of technical trading rules in stock markets is controversial.
method Proves the upper bound of cumulative return and investigates the profitability of technical trading rules using bootstrap methodology.
result Technical trading rules are not better than random trading and less profitable than the market.

We consider the problem of Bayesian optimization (BO) in one dimension, under a Gaussian process prior and Gaussian sampling noise. We provide a theoretical analysis showing that, under fairly mild technical assumptions on the kernel, the best possible cumulative regret up to time TT behaves as Ω(T)Ω(\sqrt{T}) and $O(\s…

2018-05-30abs ↗pdf ↗

We extend the concept of genuine rigidity of submanifolds by allowing mild singularities, mainly to obtain new global rigidity results and unify the known ones. As one of the consequences, we simultaneously extend and unify Sacksteder and Dajczer-Gromoll theorems by showing that any compact nn-dimensional submanifold …

2018-03-16abs ↗pdf ↗

For i = 1,2, let Gamma_i be a lattice in a simply connected, solvable Lie group G_i, and let X_i be a connected Lie subgroup of G_i. The double cosets Gamma_igX_i provide a foliation F_i of the homogeneous space Gamma_i\G_i. Let f be a continuous map from Gamma_1\G_1 to Gamma_2\G_2 whose restriction to each leaf of F_1…

1998-02-10abs ↗pdf ↗

The paper suggests new topological lower bounds for the number of zeros of closed 1-forms within a given cohomology class. The main new technical tool is the deformation complex, which allows to pass to a singular limit and reduce the original problem with a closed 1-form to a traditional problem with a Morse function.…

1999-03-23abs ↗pdf ↗

A well known question of Gromov asks whether every one-ended hyperbolic group ΓΓ has a surface subgroup. We give a positive answer when ΓΓ is the fundamental group of a graph of free groups with cyclic edge groups. As a result, Gromov's question is reduced (modulo a technical assumption on 2-torsion) to the case when…

2017-01-10abs ↗pdf ↗

We study active learning where the labeler can not only return incorrect labels but also abstain from labeling. We consider different noise and abstention conditions of the labeler. We propose an algorithm which utilizes abstention responses, and analyze its statistical consistency and query complexity under fairly nat…

2016-10-30abs ↗pdf ↗

We study the generic invariant probability measures for the geodesic flow on connected complete nonpositively curved manifolds. Under a mild technical assumption, we prove that ergodicity is a generic property in the set of probability measures defined on the unit tangent bundle of the manifold and supported by traject…

2014-01-21abs ↗pdf ↗