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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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110219329438 · Jun 202019922001200920172026
48 results for weighted means

Utilizing a weight matrix we study surfaces of prescribed weighted mean curvature which yield a natural generalisation to critical points of anisotropic surface energies. We first derive a differential equation for the normal of immersions with prescribed weighted mean curvature, generalising a result of Clarenz and vo…

2007-11-15abs ↗pdf ↗

The study examines constant weighted mean curvature hypersurfaces in shrinking Ricci solitons.

problem Characterizing constant weighted mean curvature hypersurfaces in shrinking Ricci solitons.
method Analyzing properties of hypersurfaces in specific ambient spaces (shrinking Ricci solitons).
result Conditions for a constant weighted mean curvature hypersurface to be a level set of the potential function.

The paper explores rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.

problem Rigidity of hypersurfaces with constant shifted curvature functions in hyperbolic space.
method Characterizations and rigidity investigations for hypersurfaces with constant weighted shifted mean curvatures or ratios.
result Rigidity results for hypersurfaces with constant linear combinations of weighted shifted mean curvatures and radially symmetric shifted mean curvatures.

The paper studies hypersurfaces with constant weighted mean curvature in Gaussian space.

problem Characterizing hypersurfaces with specific properties of their Gauss map.
method Analyzing the Gauss map and its image in the Gaussian space.
result Hypersurfaces with certain properties of their Gauss map are either hyperplanes or generalized cylinders.

New method constructs synthetic treatment groups without mean exchangeability assumption.

problem Violations of mean exchangeability assumption in randomized controlled trials.
method Weighted mixture of treatment groups from source populations, minimizing conditional maximum mean discrepancy.
result Asymptotic normality of synthetic treatment group estimator established.

The classical kk-means algorithm for partitioning nn points in Rd\mathbb{R}^d into kk clusters is one of the most popular and widely spread clustering methods. The need to respect prescribed lower bounds on the cluster sizes has been observed in many scientific and business applications. In this paper, we present an…

2013-08-19abs ↗pdf ↗

The paper proposes a method to improve forecast combination accuracy using portfolio theory.

problem Improving forecast accuracy by combining multiple forecasts.
method Generates forecast combinations using a portfolio analogy, allowing negative weights for hedging.
result Demonstrates improved performance in weighted random forest forecasts.

This paper extends liquidity returns in geometric mean markets to time-varying weights.

problem Understanding returns and no-arbitrage prices in geometric mean markets with time-varying weights.
method Extending known results for constant-weight G3Ms to the general case of G3Ms with time-varying and potentially stochastic weights.
result LP shares can replicate the payoffs of financial derivatives and various trading strategies.

Investigates portfolio optimization with and without gearing constraints.

problem Improving portfolio weights for better alignment with expected returns.
method Extends the alpha-weight angle bound to include gearing constraints and uses theoretical arguments and simulations.
result Equally weighted portfolios are not preferable to mean-variance portfolios even with poor forecast ability and a badly conditioned covariance matrix.

Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented by three distance functions and to identify the optimal distance function for c…

2013-03-11abs ↗pdf ↗

The paper proves inequalities for star-shaped and FF-mean convex hypersurfaces in Rn+1\mathbb{R}^{n+1}.

problem Proving geometric inequalities for specific types of hypersurfaces.
method Using anisotropic pp-momentum, perimeter, and volume, the paper derives inequalities for star-shaped and FF-mean convex hypersurfaces.
result The Wulff shape of FF is the unique minimizer of the corresponding functionals among all star-shaped and FF-mean convex sets.

Study of metrics on positive-definite matrices from power potential, linking to power means.

problem Understanding metrics on positive-definite matrices derived from power potential.
method Explicit expressions for geodesics and distance function derived from Hessian of power potential.
result Geodesics and distance function converge to weighted matrix geometric mean as β tends to zero.

Study introduces a new investment strategy model using lazy factor and probability weights.

problem Optimizing investment strategies in volatile markets with transaction costs.
method Combines Price Portfolio Forecasting and Mean-Variance Models with Transaction Costs, using probability weights as laziness factor coefficients.
result Model demonstrates adaptability and generalizability in transforming investment strategies.

The paper studies topological properties of Ricci shrinkers using weighted L2L^2 cohomology.

problem Proving topological results for smooth gradient Ricci shrinkers.
method Weighted L2L^2 cohomology and extensions to mean curvature flow self-shrinkers.
result Establishes upper bounds for Betti numbers, vanishing theorem for cohomology, and dichotomy for ends.

Many leading classification algorithms output a classifier that is a weighted average of kernel evaluations. Optimizing these weights is a nontrivial problem that still attracts much research effort. Furthermore, explaining these methods to the uninitiated is a difficult task. Letting all the weights be equal leads to …

2015-06-04abs ↗pdf ↗

The study proves topological rigidity for certain geometric shapes using Poincaré inequalities.

problem Proving topological rigidity for translators and self-expanders in mean curvature flow.
method Abstract structure theorem for weighted manifolds, Poincaré inequality, and topological control.
result Full topological control on translators and self-expanders under stability or curvature assumptions.

The paper proves a Harnack inequality for heat equations on Finsler metric measure manifolds.

problem Proving a Harnack inequality for positive solutions to heat equations on Finsler metric measure manifolds.
method Volume comparison theorem, weighted Poincaré inequality, local uniform Sobolev inequality, mean value inequalities.
result Derives a Harnack inequality for positive solutions to heat equations.

Solves constant mean curvature Dirichlet problem on catenoids with improved estimates.

problem Solving constant mean curvature Dirichlet problem on catenoidal necks.
method Found solutions in exponentially weighted Hölder spaces with non-integer weight.
result Improved estimate to γ=1 by comparing solutions with their limits on the disk.

A feature-weighted mean shift algorithm improves clustering in high-dimensional data.

problem Clustering high-dimensional data with traditional mean shift algorithms.
method Feature-weighted mean shift algorithm.
result The algorithm outperforms conventional mean shift and preserves computational simplicity.

The mean field algorithm is a widely used approximate inference algorithm for graphical models whose exact inference is intractable. In each iteration of mean field, the approximate marginals for each variable are updated by getting information from the neighbors. This process can be equivalently converted into a feedf…

2014-10-21abs ↗pdf ↗

Decentralized optimization on dynamic manifolds with improved regret bound.

problem Optimizing on nonstationary Riemannian manifolds in decentralized systems.
method Decentralized projected Riemannian gradient descent with weighted Frechet mean consensus.
result Achieved dynamic regret bound of O(T(1+PT)/(1σ2(W))){\cal O}(\sqrt{T(1+P_T)}/\sqrt{(1-σ_2(W))}).

The study characterizes hypersurfaces in weighted cylinders and generalizes confinement properties.

problem Characterizing hypersurfaces in weighted Riemannian products.
method Analyzing parabolic hypersurfaces with boundary in weighted cylinders.
result Generalized confinement properties of hypersurfaces in weighted cylinders.

As first noted in Korevaar, Kusner and Solomon ("KKS"), constant mean curvature implies a homological conservation law for hypersurfaces in ambient spaces with Killing fields.In Theorem 3.5 here, we generalize that law by relaxing the topological restrictions assumed in [KKS] and by allowing a weighted mean curvature f…

2013-02-13abs ↗pdf ↗

The paper proves rigidity results for self-shrinkers and surfaces with parallel weighted mean curvature.

problem Proving rigidity for self-shrinkers and surfaces with parallel weighted mean curvature.
method Using a new generalization of Cauchy's Theorem in complex analysis.
result Rigidity results for self-shrinkers and surfaces with parallel weighted mean curvature.

We study in this paper the consequences of using the Mean Absolute Percentage Error (MAPE) as a measure of quality for regression models. We prove the existence of an optimal MAPE model and we show the universal consistency of Empirical Risk Minimization based on the MAPE. We also show that finding the best model under…

2016-05-09abs ↗pdf ↗