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.
The paper is motivated by a problem concerning the monotonicity of insurance premiums with respect to their loading parameter: the larger the parameter, the larger the insurance premium is expected to be. This property, usually called loading monotonicity, is satisfied by premiums that appear in the literature. The inc…
The paper examines the unexpected losses and risk ratios for co-monotonic alternatives in large portfolios.
problem Understanding the unexpected losses and risk ratios for large portfolios with co-monotonic alternatives.
method Analyzes the asymptotic behavior of unexpected losses and risk ratios for co-monotonic alternatives using monotone cash-additive risk measures and Choquet insurance premia.
result Unexpected losses of large weighted portfolios are of order o(nλn), where λn is the average weight.
Let M be an n-dimensional closed Riemannian manifold with metric g, dμ=e−φ(x)dν be the weighted measure and Δp,φ be the weighted p-Laplacian. In this article we will investigate monotonicity for the first eigenvalue problem of the weighted p-Laplace operator acting on the space of functions along th…
We give a family of monotone quantities along smooth solutions to the inverse curvature flows in Euclidean spaces. We also derive a related geometric inequality for closed hypersurfaces with positive k-th mean curvature.
The paper addresses estimating long-term treatment effects with monotone missing data.
problem Estimating long-term treatment effects with missing data, especially monotone missing.
method The paper introduces the sequential missingness assumption for identification and proposes three novel estimation methods: inverse probability weighting, sequential regression imputation, and SeqMSM. It also introduces a balancing-enhanced approach, BalanceNet, to improve estimation accuracy.
result The proposed methods, including BalanceNet, effectively estimate long-term treatment effects with monotone missing data.
We find a new monotone increasing quantity along smooth solutions to the inverse mean curvature flow in Rn. As an application, we derive a sharp geometric inequality for mean convex, star-shaped hypersurfaces which relates the volume enclosed by a hypersurface to a weighted total mean curvature of the hypers…
By means of a space-time Wasserstein control, we show the monotonicity of the W-entropy functional in time along heat flows on possibly singular metric measure spaces with non-negative Ricci curvature and a finite upper bound of dimension in an appropriate sense. The associated rigidity result on the rate of dissipatio…
In the article, we generalize some recent results of Colding and Minicozzi on generic singularities of mean curvature flow to curved ambient spaces. To do so, we make use of a weighted monotonicity formula to derive an "almost monotonicity" for the entropy upon embedding into Rℓ. We are also lead to study the co…
Monotonic neural networks have recently been proposed as a way to define invertible transformations. These transformations can be combined into powerful autoregressive flows that have been shown to be universal approximators of continuous probability distributions. Architectures that ensure monotonicity typically enfor…
In this paper, we first introduce the weighted forward reduced volume of Ricci flow. The weighted forward reduced volume, which related to expanders of Ricci flow, is well-defined on noncompact manifolds and monotone non-increasing under Ricci flow. Moreover, we show that, just the same as the Perelman's reduced volume…
Efficient algorithms find optimal monotone transforms for calibration under strictly convex losses.
problem Calibrating estimations to improve performance with monotone transforms.
method Proposed linear-time and space algorithm for finding optimal monotone transforms for specific loss functions. Also proposed an anytime algorithm with linear space and pseudo-linearithmic time complexity.
result Optimal monotone transforms are unique and can be found efficiently for various strictly convex loss functions.
In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components …
Using the monotonicity formulas of Colding and Minicozzi, we prove that on any complete, non-parabolic Riemannian manifold (M3,g) with non-negative Ricci curvature, the asymptotic weighted scaling invariant integral of scalar curvature has an explicit bound in form of asymptotic volume ratio.
We study deep neural networks with polynomial activations, particularly their expressive power. For a fixed architecture and activation degree, a polynomial neural network defines an algebraic map from weights to polynomials. The image of this map is the functional space associated to the network, and it is an irreduci…
We consider two natural Lagrangian intersection problems in the context of symplectic toric manifolds: displaceability of torus orbits and of a torus orbit with the real part of the toric manifold. Our remarks address the fact that one can use simple cartesian product and symplectic reduction considerations to go from …
A mathematical analysis of the distribution of voting power in the Council of the European Union operating according to the Treaty of Lisbon is presented. We study the effects of Brexit on the voting power of the remaining members, measured by the Penrose--Banzhaf Index. We note that the effects in question are non-mon…
Submodular functions have many applications. Matchings have many applications. The bitext word alignment problem can be modeled as the problem of maximizing a nonnegative, monotone, submodular function constrained to matchings in a complete bipartite graph where each vertex corresponds to a word in the two input senten…
We present a fast and scalable algorithm to induce non-monotonic logic programs from statistical learning models. We reduce the problem of search for best clauses to instances of the High-Utility Itemset Mining (HUIM) problem. In the HUIM problem, feature values and their importance are treated as transactions and util…
As surrogate functions of L0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex l…
There is a growing body of literature showing that deep neural networks are vulnerable to adversarial input modification. Recently this work has been extended from image classification to malware classification over boolean features. In this paper we present several new methods for training restricted networks in this …