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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.

168,695 papers · 148 categories

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25.0%50.0%75.0%100.0% · Dec 199219922001200920172026
48 results for valuative stability

Introduces valuative stability for polarised varieties, equivalent to K-stability.

problem Characterizing K-stability for polarised varieties.
method Introduces valuative stability, equivalent to K-stability for test configurations with integral central fibre.
result Equivalence of valuative stability and K-stability for polarised varieties.

This paper enhances stability selection by evaluating overall results robustness and identifying optimal regularization values.

problem Improving the robustness and reliability of high-dimensional variable selection.
method Developed a stability estimator to evaluate stability of stability selection results, calibrating key parameters.
result Identified optimal regularization value and improved stability of variable selection.

Boosting framework for vector-valued prediction with geometric stability.

problem Lack of a general theoretical understanding of aggregation for structured prediction.
method Identifies (α,β)(α,β)-stability property and proposes a boosting framework based on exponential reweighting and geometric-median aggregation.
result Obtains exponential decay of empirical divergence error under weak learner condition and (α,β)(α,β)-stability.

Projective varieties remain stable under close polarizations, extending to Kähler cones.

problem Maintaining stability of projective varieties under close polarizations.
method Uniformly valuative stability definition and extension to Kähler cones.
result Openness of uniformly valuative stability on the Kähler cone of projective manifolds.

We study partition functions of random Bergman metrics, with the actions defined by a class of geometric functionals known as `stability functions'. We introduce a new stability invariant - the critical value of the coupling constant - defined as the minimal coupling constant for which the partition function converges.…

2014-04-02abs ↗pdf ↗

Study how firm liquidation regimes affect shareholder value and stability.

problem Balancing shareholder value and financial stability during firm liquidation.
method Modelled forced liquidation in reduced form, solved singular stochastic control problem.
result Combining distress regions below and above ruin threshold improves both shareholder value and firm survival.

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…

2001-10-10abs ↗pdf ↗

The paper proves stability of Wulff shapes using anisotropic curvature functionals.

problem Stability of Wulff shapes under anisotropic curvature.
method Estimates distance to Wulff shape using LpL^{p}-norm of traceless FF-Hessian of a foliating function.
result Quantitative stability results for anisotropic inequalities and problems.

SIM-Shapley improves SV approximation efficiency and stability.

problem High computational costs of Shapley value methods in high-dimensional settings.
method Stochastic Iterative Momentum for Shapley Value Approximation (SIM-Shapley).
result Reduced computation time by up to 85% while maintaining feature attribution quality.

The study proves stability of quermassintegral inequalities in hyperbolic space.

problem Stability of quermassintegral inequalities for horospherically convex hypersurfaces in hyperbolic space.
method Using initial value independent curvature estimates for locally constrained flows of inverse type.
result Explicit exponent of the deficit in the quermassintegral inequality is given and does not depend on dimension.

Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or creditors. We model these assets from the perspective of asset flow equations developed …

2018-05-08abs ↗pdf ↗

Adaptive optimal control using value iteration (VI) initiated from a stabilizing policy is theoretically analyzed in various aspects including the continuity of the result, the stability of the system operated using any single/constant resulting control policy, the stability of the system operated using the evolving/ti…

2014-12-17abs ↗pdf ↗

Sharp stability of Möbius group among sphere-valued maps proved in arbitrary dimensions.

problem Proving a sharp quantitative form of Liouville's theorem for sphere-valued maps.
method New arguments and an inequality from Sobolev inequality proof.
result Sharp stability estimate for weakly conformal maps of arbitrary dimensions.

The paper analyzes stability of random matrix products with Markovian noise.

problem Analyzing stability of random matrix products with Markovian noise.
method Using a super-Lyapunov drift condition and controlled growth of matrix-valued functions, the paper provides an exponential stability result for the p-th moment of random matrix product.
result Finite-time p-th moment bounds for linear stochastic approximation and TD learning algorithms.

WAVE improves stability in reinforcement learning by adaptively weighting critic's loss.

problem Inherent instability in actor-critic reinforcement learning algorithms.
method Wasserstein adaptive value estimation with Sinkhorn approximation.
result Achieves $\mathcal{O}\left(\frac{1}{k} ight)$ convergence rate for critic's mean squared error.

Investigates stability of Epstein-Zin problem under market distortions.

problem Stability of Epstein-Zin problem in incomplete markets.
method Analyzes perturbations in returns and volatility, and interest rate; proves convergence of optimal solutions.
result Proves convergence of optimal consumption streams and value functions in the limit of model perturbations.

New technique stabilizes singular values in concatenated matrices.

problem How singular values of concatenated matrices relate to individual components.
method Developed perturbation technique extending classical results to concatenated matrices.
result Dominant singular values remain stable under small perturbations in submatrices.

Oil prices affect Russian banks' stability, with negative impacts from decreases.

problem The impact of international oil prices on Russian public banks' financial stability.
method Data from 17 Russian public banks (2008-2016), Pool Mean Group (PMG) estimator.
result An increase in international oil prices and price to book value ratio positively affects Russian public banks' stability in the long run, while negative shocks have the opposite effect.

It is known that the totally umbilical hypersurfaces in the (n+1)-dimensional spheres are characterized as the only hypersurfaces with weak stability index 0. That is, a compact hypersurface with constant mean curvature, cmc, in S^{n+1}, different from an Euclidean sphere, must have stability index greater than or equa…

2012-02-09abs ↗pdf ↗

Study stability of contingent claim solutions under probabilistic perturbations.

problem Stability of solutions to discrete-time contingent-claim problems under uncertainty.
method Use Rockafellian perturbations to analyze stability of solutions.
result Establishes convergence of dual problems and shadow prices.

PAC-Bayes bounds have been proposed to get risk estimates based on a training sample. In this paper the PAC-Bayes approach is combined with stability of the hypothesis learned by a Hilbert space valued algorithm. The PAC-Bayes setting is used with a Gaussian prior centered at the expected output. Thus a novelty of our …

2018-06-18abs ↗pdf ↗

Consider Least Squares Monte Carlo (LSM) algorithm, which is proposed by Longstaff and Schwartz (2001) for pricing American style securities. This algorithm is based on the projection of the value of continuation onto a certain set of basis functions via the least squares problem. We analyze the stability of the algori…

2011-02-16abs ↗pdf ↗

Stable solution found for manifold topology from boundary data.

problem Determining manifold properties from boundary data and eigenvalues.
method Quantitative stability estimates and unique continuation for the wave operator.
result Eigenvalues and boundary values determine a metric space close to the manifold.

The paper proves stability of eigenvalue inequalities on surfaces.

problem Stability of isoperimetric inequalities for Laplace eigenvalues on surfaces.
method Employing eigenvalues of measures and Sobolev space W1,2W^{-1,2}, the paper proves stability estimates for the first and second nonzero Laplace eigenvalues on surfaces.
result Metrics almost maximizing the normalized eigenvalue are W1,2W^{-1,2}-close to a maximal metric.

We study the stability properties of nonlinear multi-task regression in reproducing Hilbert spaces with operator-valued kernels. Such kernels, a.k.a. multi-task kernels, are appropriate for learning prob- lems with nonscalar outputs like multi-task learning and structured out- put prediction. We show that multi-task ke…

2013-06-17abs ↗pdf ↗

Efficient inference for adaptive data with directional stability condition.

problem Efficient inference on scalar targets after adaptive data collection.
method Introduces directional stability, a weaker condition than i.i.d. data, and shows asymptotic normality and efficiency of estimators.
result Estimators remain asymptotically normal and semiparametrically efficient under directional stability.

Study on stability of quaternion-Kähler manifolds using eigenvalue estimates.

problem Stability problem for positive quaternion-Kähler manifolds.
method Description of infinitesimal Einstein deformations and destabilising directions in terms of Laplace eigenfunctions and symmetric 2-tensors. Improved eigenvalue estimates for the Hodge-Laplacian on 2-forms.
result Sharp lower bound for the first non-zero eigenvalue on the parallel subbundle Sym^2 E of the 2-form bundle.

An nn dimensional minimal submanifold ΣΣ of Rn+m\R^{n+m} is called non-parametric if ΣΣ can be represented as the graph of a vector-valued function f:DRnRmf:D\subset \R^n \mapsto \R^m. This note provides a sufficient condition for the stability of such ΣΣ in terms of the norm of the differential dfdf.

2002-11-01abs ↗pdf ↗

New stability criteria for Fano varieties using generalized b-divisors.

problem Characterizing uniform KK-stability in Fano varieties.
method Introducing a new function ildeδ ildeδ and formalism for KK-stability, proving stability conditions for Kähler-Einstein metrics.
result Existence of a unique Kähler-Einstein metric implies uniform D\mathbf{D}-log KK-stability when ildeδ(D)>1 ildeδ(\mathbf{D}) > 1.

We introduce a new braid-theoretic framework with which to understand the Legendrian and transversal classification of knots, namely a Legendrian Markov Theorem without Stabilization which induces an associated transversal Markov Theorem without Stabilization. We establish the existence of a nontrivial knot-type specif…

2008-01-22abs ↗pdf ↗