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.
Establish optimal Lipschitz lower bounds for functions on manifolds with negative curvature, revealing interplay between width, boundary area, and topology.
problem Width estimates and rigidity of manifolds with negative curvature
method Gromov's μ-bubble method
result Sharp lower bound for boundary area in hyperbolic bands
Inspired by Gromov's work on 'Metric inequalities with scalar curvature' we establish band width inequalities for Riemannian bands of the form (V=M×[0,1],g), where Mn−1 is a closed manifold. We introduce a new class of orientable manifolds we call filling enlargeable and prove: If M is filling enlargeable…
The study explores positive scalar curvature metrics on non-orientable manifolds and their covers.
problem Existence of positive scalar curvature metrics on non-orientable manifolds and their covers.
method Extends Schoen-Yau inductive descent approach to non-orientable manifolds.
result Examples of non-orientable manifolds with positive scalar curvature metrics on their orientation double covers but not on homotopy equivalent manifolds.
Develops a robust hedging valuation adjustment measure for dynamic hedging under liquidity-demand stress.
problem Dynamic hedging under liquidity-demand stress
method Define robust HVA as the worst-case expected loss over a relative-entropy neighborhood of the loss distribution generated by simulated rebalancing and maturity-unwind trades.
result Distinguishes fixed-radius convention from fixed benchmark-stress convention and shows wider no-trade bands lower rebalancing costs but raise hedge-error risk.
This work uses sampling theory to analyze smoothness and error bounds of finite neural networks.
problem Analyzing the function space of finite neural networks and providing error bounds.
method Applying sampling theory to finite neural networks with non-expansive activation functions, considering both deterministic and random sampling.
result Novel error bounds for univariate neural networks under band-limited input assumption, highlighting the advantage of deterministic uniform sampling.
In conventional chemisorption model, the d-band center theory (augmented sometimes with the upper edge of d-band for imporved accuarcy) plays a central role in predicting adsorption energies and catalytic activity as a function of d-band center of the solid surfaces, but it requires density functional calculations that…
Let M be a closed connected spin manifold such that its spinor Dirac operator has non-vanishing (Rosenberg) index. We prove that for any Riemannian metric on V=M×[−1,1] with scalar curvature bounded below by σ>0, the distance between the boundary components of V is at most Cn/σ, where $C_n = \…
Every link is shown to be presentable as a boundary of an unknotted flat banded surface. A (flat) banded link is defined as a boundary of an unknotted (flat) banded surface. A link's (flat) band index is defined as the minimum number of bands required to present the link as boundaries of an unknotted (flat) banded surf…
Consider the problem of a central bank that wants to manage the exchange rate between its domestic currency and a foreign one. The central bank can purchase and sell the foreign currency, and each intervention on the exchange market leads to a proportional cost whose instantaneous marginal value depends on the current …
The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…
In cellular systems, the user equipment (UE) can request a change in the frequency band when its rate drops below a threshold on the current band. The UE is then instructed by the base station (BS) to measure the quality of candidate bands, which requires a measurement gap in the data transmission, thus lowering the da…
We consider the problem of estimating a large rank-one tensor u⊗k∈(Rn)⊗k, k≥3 in Gaussian noise. Earlier work characterized a critical signal-to-noise ratio λBayes=O(1) above which an ideal estimator achieves strictly positive correlation with the unknown ve…
We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…
Many wireless networks, including 5G NR (New Radio) and future beyond 5G cellular systems, are expected to operate on multiple frequency bands. This paper considers the band assignment (BA) problem in dual-band systems, where the basestation (BS) chooses one of the two available frequency bands (centimeter-wave and mil…
Deep neural networks with convolutional layers usually process the entire spectrogram of an audio signal with the same time-frequency resolutions, number of filters, and dimensionality reduction scale. According to the constant-Q transform, good features can be extracted from audio signals if the low frequency bands ar…
Every classical knot is band-pass equivalent to the unknot or the trefoil. The band-pass class of a knot is a concordance invariant. Every ribbon knot, for example, is band-pass equivalent to the unknot. Here we introduce the long virtual knot concordance group VC. It is shown that for every concordance cla…
We explicitly classify all S1-invariant free boundary minimal annuli and Möbius bands in Bn. This classification is obtained from an analysis of the spectrum of the Dirichlet-to-Neumann map for S1-invariant metrics on the annulus and Möbius band. First, we determine the supremum of the k-th normaliz…
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded…