Tootfinder

This https://arxiv.org/abs/2505.20111 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Preference Disaggregation Analysis with Criteria Selection in a Regularization Framework
Limited by cognitive abilities, decision-makers (DMs) may struggle to evaluate decision alternatives based on all criteria in multiple criteria decision-making problems. This paper proposes an embedded criteria selection method derived from preference disaggregation technique and regularization theory. The method aims to infer the criteria and value functions used by the DM to evaluate decision alternatives. It measures the quality of criteria subsets by investigating both the empirical error (…

This https://arxiv.org/abs/2412.17556 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_grqc_…

Bekenstein bounds in maximally symmetric nonlinear electrodynamics
We explore dynamical features of the maximally symmetric nonlinear extension of classical electromagnetism, recently proposed in the literature as ``ModMax'' electrodynamics. This family of theories is the only one that preserves all the symmetries of Maxwell's theory, having applications in the study of regular black hole solutions and supersymmetry. The purpose of this article is three-fold. Firstly, we study the initial-value problem of ModMax and show, by means of a simple geometric criteri…

This https://arxiv.org/abs/2110.06506 has been replaced.
link: https://scholar.google.com/scholar?q=a

Network analysis using Forman curvature and Shapley values on hypergraphs
In recent years, network models have become more complex with the development of big data. Therefore, more advanced network analysis is required. In this paper, we introduce a new quantitative measure named combinatorial evaluation, which combines the discrete geometry concept of Forman Ricci curvature and the game theory concept of the Shapley value. We elucidated the characteristics of combinatorial evaluation by proving several properties of this indicator. Furthermore, we demonstrated the u…

This https://arxiv.org/abs/2505.14767 has been replaced.
initial toot: https://mastoxiv.page/@arX…

Ordering the topological order in the fractional quantum Hall effect
We discuss the possible topological order/topological quantum field theory of different quantum Hall systems. Given the value of the Hall conductivity, we constrain the global symmetry of the low-energy theory and its anomaly. Specifically, the one-form global symmetry and its anomaly are presented as the organizing principle of these systems. This information is powerful enough to lead to a unique minimal topological order (or a small number of minimal topological orders). Almost all of the kn…

This https://arxiv.org/abs/2505.24171 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_eco…

A note on the diversity Owen values
Béal et al. (Int J Game Theory 54, 2025) introduce the Diversity Owen value for TU-games with diversity constraints, and provide axiomatic characterizations using the axioms of fairness and balanced contributions. However, there exist logical flaws in the proofs of the uniqueness of these characterizations. In this note we provides the corrected proofs of the characterizations by introducing the null player for diversity games axiom. Also, we establish two alternative characterizations of the …

This https://arxiv.org/abs/2504.06481 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_hept…

Statistical Physics of the Polarised IKKT Matrix Model
The polarised IKKT matrix model is the worldpoint theory of $N$ D-instantons in a background three-form flux of magnitude $Ω$, and promises to be a highly tractable model of holography. The matrix integral can be viewed as a statistical physics partition function with inverse temperature $Ω^4$. At large $Ω$ the model is dominated by a matrix configuration corresponding to a 'polarised' spherical D1-brane. We show that at a critical value of $Ω^2 N$ the model undergoes a first order phase tr…

This https://arxiv.org/abs/2310.00407 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

On the limit theory of mean field optimal stopping with non-Markov dynamics and common noise
This paper focuses on a mean-field optimal stopping problem with non-Markov dynamics and common noise, inspired by Talbi, Touzi, and Zhang \cite{TalbiTouziZhang1,TalbiTouziZhang3}. The goal is to establish the limit theory and demonstrate the equivalence of the value functions between weak and strong formulations. The difference between the strong and weak formulations lies in the source of randomness determining the stopping time on a canonical space. In the strong formulation, the randomness …

This https://arxiv.org/abs/2505.06369 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_hept…

Yang-Lee Quantum Criticality in Various Dimensions
The Yang-Lee universality class arises when imaginary magnetic field is tuned to its critical value in the paramagnetic phase of the $d<6$ Ising model. In $d=2$, this non-unitary Conformal Field Theory (CFT) is exactly solvable via the $M(2,5)$ minimal model. As found long ago by von Gehlen using Exact Diagonalization, the corresponding real-time, quantum critical behavior arises in the periodic Ising spin chain when the imaginary longitudinal magnetic field is tuned to its critical value from …

A General Theory of Risk Sharing
Vasily Melnikov
https://arxiv.org/abs/2505.19276 https://arxiv.org/pdf/2505.19276

A General Theory of Risk Sharing
We introduce a new paradigm for risk sharing that generalizes earlier models based on discrete agents and extends them to allow for sharing risk within a continuum of agents. Agents are represented by points of a measure space and have potentially heterogeneous risk preferences modeled by risk measures. The existence of risk minimizing allocations is proved when constrained to satisfy economically convincing conditions. In the unconstrained case, we derive the dual representation of the value f…

This https://arxiv.org/abs/2505.22371 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_sta…

Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
A notoriously difficult challenge in extreme value theory is the choice of the number $k\ll n$, where $n$ is the total sample size, of extreme data points to consider for inference of tail quantities. Existing theoretical guarantees for adaptive methods typically require second-order assumptions or von Mises assumptions that are difficult to verify and often come with tuning parameters that are challenging to calibrate. This paper revisits the problem of adaptive selection of $k$ for the Hill…

This https://arxiv.org/abs/2502.17982 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_mat…

Kinetic variable-sample methods for stochastic optimization problems
We discuss kinetic-based particle optimization methods and variable-sample strategies for problems where the cost function represents the expected value of a random mapping. Kinetic-based optimization methods rely on a consensus mechanism targeting the global minimizer, and they exploit tools of kinetic theory to establish a rigorous framework for proving convergence to that minimizer. Variable-sample strategies replace the expected value by an approximation at each iteration of the optimizatio…

This https://arxiv.org/abs/2308.13717 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
This paper presents a synthesis of the theories of portfolio generating functions and option pricing. The theory of portfolio generation is extended to measure the value of portfolios generated by positive C^{2,1} functions of asset prices X_1,... , X_n directly, rather than with respect to a numeraire portfolio. If a portfolio generating function satisfies a specific partial differential equation, then the value of the portfolio generated by that function will replicate the value of the functi…

A note on the diversity Owen values
Songtao He, Erfang Shan, Xinyu Sun
https://arxiv.org/abs/2505.24171 https://arxiv.org/pdf/2505.24…

A note on the diversity Owen values
Béal et al. (Int J Game Theory 54, 2025) introduce the Diversity Owen value for TU-games with diversity constraints, and provide axiomatic characterizations using the axioms of fairness and balanced contributions. However, there exist logical flaws in the proofs of the uniqueness of these characterizations. In this note we provides the corrected proofs of the characterizations by introducing the null player for diversity games axiom. Also, we establish two alternative characterizations of the …

Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
Johannes Lederer, Anne Sabourin, Mahsa Taheri
https://arxiv.org/abs/2505.22371

Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
A notoriously difficult challenge in extreme value theory is the choice of the number $k\ll n$, where $n$ is the total sample size, of extreme data points to consider for inference of tail quantities. Existing theoretical guarantees for adaptive methods typically require second-order assumptions or von Mises assumptions that are difficult to verify and often come with tuning parameters that are challenging to calibrate. This paper revisits the problem of adaptive selection of $k$ for the Hill…

This https://arxiv.org/abs/2311.17270 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_qfi…

Exponential Utility Maximization in a Continuous Time Gaussian Framework
In this work we study the continuous time exponential utility maximization problem in the framework of an investor who is informed about the price changes with a delay. This leads to a non-Markovian stochastic control problem. In the case where the risky asset is given by a Gaussian process (with some additional properties) we establish a solution for the optimal control and the corresponding value. Our approach is purely probabilistic and is based on the theory for Radon-Nikodym derivatives of…