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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.

168,657 papers · 148 categories

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306090120 · May 202619922001200920172026
48 results for weak decompositions

Study on Kähler manifolds proves weak decompositions and relates harmonic forms.

problem Analyzing harmonic forms on Kähler manifolds.
method Proves weak W1,2W^{1,2} Bott-Chern and Dolbeault decompositions.
result Strict relation between W1,2W^{1,2} Bott-Chern harmonic forms and the W1,2W^{1,2} Bott-Chern decomposition.

Develops a diagrammatic method for symplectic filling classifications.

problem Classifying exact/weak symplectic fillings of 3D contact manifolds.
method Symplectic JSJ decomposition applied to contact surgery diagrams.
result Recover symplectic fillings for certain lens spaces and torus bundles, and classify fillings for a large class of plumbed 3-manifolds.

Estimates CATEs for structured treatments using a new decomposition method.

problem Estimating conditional average treatment effects for complex data types.
method Generalized Robinson decomposition, isolating causal estimand, arbitrary model plugging, quasi-oracle convergence guarantee.
result Demonstrates superior performance in CATE estimation compared to prior work.

The aim of this paper is to provide some new tools to aid the study of decomposition complexity, a notion introduced by Guentner, Tessera and Yu. In this paper, three equivalent definitions for decomposition complexity are established. We prove that metric spaces with finite hyperbolic dimension have finite (weak) deco…

2015-09-22abs ↗pdf ↗

One approach to monitoring a dynamic system relies on decomposition of the system into weakly interacting subsystems. An earlier paper introduced a notion of weak interaction called separability, and showed that it leads to exact propagation of marginals for prediction. This paper addresses two questions left open by t…

2012-06-27abs ↗pdf ↗

In this note, I discuss in some detail the dual version of the ribbon graph decomposition of the moduli spaces of Riemann surfaces with boundary and marked points, which I introduced in math.AG/0402015, and used in math.QA/0412149 to construct open-closed topological conformal field theories. This dual version of the r…

2006-01-06abs ↗pdf ↗

The paper breaks down AUC into cluster-level components for better model diagnostics.

problem Global AUC masks weaknesses in specific subpopulations, leading to financial or operational risks.
method Formal decomposition of AUC into intra- and inter-cluster components, comparing with other performance metrics.
result Allows practitioners to evaluate and diagnose model performance within and across clusters.

We first introduce the concept of Yg,ξ\mathscr{Y}^{g,ξ}-submartingale systems, where the nonlinear operator Yg,ξ\mathscr{Y}^{g,ξ} corresponds to the first component of the solution of a reflected BSDE with generator gg and lower obstacle ξξ. We first show that, in the case of a left-limited right-continuous obstacle, any…

2017-08-20abs ↗pdf ↗

New method decomposes profits and losses continuously, avoiding discrete reporting issues.

problem Analyzing profits and losses at discrete dates ignores detailed paths.
method Constructs a large class of continuous-time decompositions using extended Itô's formula.
result Identifies a preferred decomposition from exactness, symmetry, and normalization axioms.

The weak regular coherence is a coarse property of a finitely generated group ΓΓ. It was introduced by G. Carlsson and this author to play the role of a weakening of Waldhausen's regular coherence as part of computation of the integral K-theoretic assembly map. A new class of metric spaces (sFDC) was introduced recent…

2013-07-19abs ↗pdf ↗

Paper relaxes symmetry conditions for universal feature selection in noisy data.

problem Feature selection in noisy data with weak symmetry.
method Developed a universal feature selection framework using singular value decomposition of canonical dependence matrix.
result Selected features achieve asymptotically optimal error exponents up to a residual term.

This paper studies the effect of discretizing the parametrization of a dictionary used for Matching Pursuit decompositions of signals. Our approach relies on viewing the continuously parametrized dictionary as an embedded manifold in the signal space on which the tools of differential (Riemannian) geometry can be appli…

2008-01-22abs ↗pdf ↗

Let GG be a usc decomposition of SnS^n, HGH_G denote the set of nondegenerate elements and ππ be the natural projection of SnS^n onto Sn/GS^n/G. Suppose that each point in the decomposition space has arbitrarily small neighborhoods with (n1n-1)-sphere frontiers or boundaries which miss π(HG)π(H_G). If all the arcs are tam…

2013-09-20abs ↗pdf ↗

This paper classifies symplectic and Stein fillings of contact 3-manifolds with spinal open book decompositions.

problem Classifying symplectic and Stein fillings of contact 3-manifolds with spinal open book decompositions.
method Using holomorphic curves and Lefschetz fibrations to classify fillings.
result Symplectic and Stein fillings of contact 3-manifolds with spinal open book decompositions can be classified up to deformation equivalence.

Researchers compute de Rham cohomology of geodesic flow foliations on hyperbolic surfaces.

problem Answering a problem posed by Haefliger and Li about geodesic flow foliations.
method Unitary representation theory of PSL(2, R) and Hodge decompositions of de Rham complexes.
result Computed de Rham cohomology of weak stable foliations for various coefficients.

Paper proves optimal decomposition for matrix fields, reducing convex integration steps.

problem Optimizing decomposition of symmetric matrix fields for convex integration.
method Algebraic geometry and topology applications to prove optimality.
result Optimal decomposition with fewer rank-one terms, improving Hölder regularity.

Paper decomposes C-index to analyze survival prediction model performance.

problem Evaluating the performance of survival prediction models.
method Decomposes C-index into two weighted quantities: ranking observed vs. other events and observed vs. censored cases.
result Deep learning models outperform classical models in ranking observed events, leading to better C-index stability.

The paper uses machine learning to compute rare event probabilities in stochastic systems.

problem Characterizing rare events in stochastic dynamical systems with weak noise.
method Developed a neural network framework for computing quasipotential, most probable paths, and prefactors.
result Demonstrated higher effectiveness and accuracy of the algorithm in calculating mean exit times.

New methods lift weak supervision to structured prediction, providing robustness guarantees.

problem Applying weak supervision techniques to structured prediction problems.
method Introducing pseudo-Euclidean embeddings, tensor decompositions, and invariants for consistent noise rate estimation.
result Generalization guarantees nearly identical to those for models trained on clean data.

Improved neural network verification using Lagrangian decomposition and parallel algorithms.

problem Formally proving input-output properties of neural networks efficiently.
method Novel bounding and branching algorithms based on Lagrangian Decomposition and activation-based heuristics.
result Significant reduction in verification times, up to 50x faster on adversarial robustness properties.

Graph classification has recently received a lot of attention from various fields of machine learning e.g. kernel methods, sequential modeling or graph embedding. All these approaches offer promising results with different respective strengths and weaknesses. However, most of them rely on complex mathematics and requir…

2018-10-22abs ↗pdf ↗

Let XX be an infinite Riemann surface equipped with its conformal hyperbolic metric such that the action of the covering group π1(X)π_1(X) on X~\tilde{X} is of the first kind-i.e., the surface XX is equal to its convex core. We first prove that any geodesic lamination on XX is nowhere dense. Given a fixed geodesic pant…

2019-02-09abs ↗pdf ↗

Study finds whitepaper narratives do not predict market factor structure.

problem Predicting market behavior from cryptocurrency whitepaper claims.
method Zero-shot NLP classification combined with CP tensor decomposition of market data.
result Weak alignment between whitepaper claims and market statistics and latent factors.

During times of extreme market turmoil, it is acknowledged that there is a tendency towards "flight to safety". A strong (weak) safe haven is defined as an asset that has a significant positive (negative) return in periods where another asset is in distress, while hedge has to be negatively correlated (uncorrelated) on…

2017-03-01abs ↗pdf ↗

Research has shown that widely used deep neural networks are vulnerable to carefully crafted adversarial perturbations. Moreover, these adversarial perturbations often transfer across models. We hypothesize that adversarial weakness is composed of three sources of bias: architecture, dataset, and random initialization.…

2018-12-04abs ↗pdf ↗

In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage property. We show that prices are coherent if and only if the set of pricing measure…

2014-10-23abs ↗pdf ↗

New framework assesses value of labeled vs unlabeled data in latent variable models.

problem Determining the optimal use of labeled and unlabeled data in latent variable models.
method Developed a bias-variance decomposition of the generalization error for method-of-moments latent variable estimation, and introduced a correction for misspecification.
result Labeled data is more valuable than unlabeled data when models are misspecified, but this value can be reduced with correction.

RaNNDy uses randomized neural networks to learn transfer operators efficiently.

problem Efficiently learning transfer operators from data.
method Randomized neural network approach with randomly initialized hidden layers and trained output layer.
result Significant reduction in training time and resources with improved stability.

In a model with no given probability measure, we consider asset pricing in the presence of frictions and other imperfections and characterize the property of coherent pricing, a notion related to (but much weaker than) the no arbitrage property. We show that prices are coherent if and only if the set of pricing measure…

2014-06-02abs ↗pdf ↗

We discuss general notions of metrics and of Finsler structures which we call weak metrics and weak Finsler structures. Any convex domain carries a canonical weak Finsler structure, which we call its tautological weak Finsler structure. We compute distances in the tautological weak Finsler structure of a domain and we …

2008-04-04abs ↗pdf ↗

Tests factor models by decomposing market into body and tail legs, revealing inconsistent results.

problem Inconsistency between factor models and market behavior.
method Decomposes market into body and tail legs, testing factor models at daily and monthly frequencies.
result q5 model shows inconsistent results, with negative body and positive tail alphas at all split ratios.

New statistics are introduced that maintain the Fisher metric structure closely, akin to sufficient statistics.

problem Maintaining the Fisher metric structure in statistical models.
method Characterizing statistics that maintain the Fisher metric structure bi-Lipschitz equivalently.
result Characterized statistics that preserve the Fisher metric structure closely.

CP-factorization for high-dimensional tensor time series and double projection iterations

problem Identifying and estimating factor loadings in CP decomposition for high-dimensional tensor time series
method One-pass estimation procedure using standard eigen-analysis for matrix constructed based on serial dependence
result Asymptotic properties established under general settings, adapt to sparsity, accommodates weak factors

We use geometric methods to show that given any 33-manifold MM, and gg a sufficiently large integer, the mapping class group Mod(Σg,1)\mathrm{Mod}(Σ_{g,1}) contains a coset of an abelian subgroup of rank g2,\lfloor \frac{g}{2}\rfloor, consisting of pseudo-Anosov monodromies of open-book decompositions in M.M. We prove a sim…

2020-01-13abs ↗pdf ↗