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.
Chances of a gambler are always lower than chances of a casino in the case of an ideal, mathematically perfect roulette, if the capital of the gambler is limited and the minimum and maximum allowed bets are limited by the casino. However, a realistic roulette is not ideal: the probabilities of realisation of different …
We develop new algorithms for approximating extremal toric Kähler metrics. We focus on an extremal metric on CP2♯2CP2, which is conformal to an Einstein metric (the Chen-LeBrun-Weber metric). We compare our approximation to one given by Bunch and Donaldson and compute various g…
In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length δ, the so called refraction period. This prevents the optimal exercise times from bunching up together on top of the optimal stopping time for the one-exercise c…
Let X be a compact connected strongly pseudoconvex CR manifold of real dimension 2n−1 in CN. For n≥3, Yau solved the complex Plateau problem of hypersurface type by checking a bunch of Kohn-Rossi cohomology groups in 1981. In this paper, we generalize Yau's conjecture on some numerical invarian…
Financial institutions have massive computations to carry out overnight which are very demanding in terms of the consumed CPU. The challenge is to price many different products on a cluster-like architecture. We have used the Premia software to valuate the financial derivatives. In this work, we explain how Premia can …
We construct an unbounded representative for the shriek class associated to the embeddings of spheres into Euclidean space. We equip this unbounded Kasparov cycle with a connection and compute the unbounded Kasparov product with the Dirac operator on Rn+1. We find that the resulting spectral triple for the…
This memoir presents a systematic study of the utility maximization problem of an investor in a constrained and unbounded financial market. Building upon the work of Hu et al. (2005) [Ann. Appl. Probab., 15, 1691--1712] in a bounded framework, we extend our analysis to the more challenging unbounded case. Our methodolo…
It is shown that the compactly supported identity component of the diffeomorphism group of the 2-dimensional punctured torus Tp2 is an unbounded group. It follows that the fragmentation norm of Tp2 is unbounded.
Paper tackles online control of linear systems with unbounded noise.
problem Online control of linear systems under unbounded noise with unknown convex cost functions.
method Developed an algorithm achieving ildeO(T) high-probability regret under unbounded noise, and established O(mpoly(logT)) regret bound for strongly convex costs and sub-Gaussian noise.
result Achieved ildeO(T) high-probability regret under unbounded noise, and O(mpoly(logT)) regret bound for specific noise and cost conditions.
The paper provides gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
problem Gradient estimates for Neumann semigroups on manifolds with boundary under unbounded curvature conditions.
method Establishes Bismut-type formulas and gradient estimates for Feynman--Kac semigroups on Riemannian manifolds with boundary, under geometric conditions formulated in terms of Ricci curvature and second fundamental form.
result Derives pointwise gradient estimates for the Neumann semigroup under variable, possibly unbounded, lower curvature bounds.
In this paper, we provided conditions for an entire constant mean curvature Killing graph lying inside a possible unbounded region to be necessarily a slice.
We construct a complete, embedded minimal surface in euclidean 3-space which has unbounded Gaussian curvature. It has infinite genus, infinitely many catenoidal type ends and one limit end.
In this paper, we derive Li-Yau inequality for unbounded Laplacian on complete weighted graphs with the assumption of the curvature-dimension inequality CDE′(n,K), which can be regarded as a notion of curvature on graphs. Furthermore, we obtain some applications of Li-Yau inequality, including Harnack inequality, hea…
This paper addresses the identification of insurance models with multidimensional screening where insurees have private information about their risk and risk aversion. The model includes a random damage and the possibility of several claims. Screening of insurees relies on their certainty equivalence. The paper then in…
We consider the problem of minimizing the relative perimeter under a volume constraint in an unbounded convex body C⊂Rn+1, without assuming any further regularity on the boundary of C. Motivated by an example of an unbounded convex body with null isoperimetric profile, we introduce the concept of…
We give an explicit formula for singular surfaces of revolution with prescribed unbounded mean curvature. Using it, we give conditions for singularities of that surfaces. Periodicity of that surface is also discussed.
The CD equalities were introduced to imply the gradient estimate of laplace operator on graphs. This article is based on the unbounded Laplacians, and finally concludes some equivalent properties of the CD(K,∞)and CD(K,n).