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 growth rate of real GDP per capita in the biggest OECD countries is represented as a sum of two components - a steadily decreasing trend and fluctuations related to the change in some specific age population. The long term trend in the growth rate is modelled by an inverse function of real GDP per capita with a con…
This study examines gender bias in Dutch newspapers from 1950-1990 using word embeddings.
Linear GDP growth explained by AI performance models.
There is an extensive historical dataset on real GDP per capita prepared by Angus Maddison. This dataset covers the period since 1870 with continuous annual estimates in developed countries. All time series for individual economies have a clear structural break between 1940 and 1950. The behavior before 1940 and after …
Thirty years after the birth of foliations in the 1950's, André Haefliger has introduced a special property satisfied by holonomy pseudogroups of foliations on compact manifolds, called compact generation. Up to now, this is the only general property known about holonomy on compact manifolds. In this article, we give a…
We provide a coordinate-free version of the local classification, due to A. G. Walker [Quart. J. Math. Oxford (2) 1, 69 (1950)], of null parallel distributions on pseudo-Riemannian manifolds. The underlying manifold is realized, locally, as the total space of a fibre bundle, each fibre of which is an affine principal b…
Joachimsthal integrals characterize conics in various geometries.
Paper constructs continuous families of topological Morse functions.
Study symmetric unions to find non-fibered knots without cosmetic changes.
We analyze the fluctuations in the gross domestic product (GDP) of 152 countries for the period 1950--1992. We find that (i) the distribution of annual growth rates for countries of a given GDP decays with ``fatter'' tails than for a Gaussian, and (ii) the width of the distribution scales as a power law of GDP with a s…
We investigate the role of networks of alliances in preventing (multilateral) interstate wars. We first show that, in the absence of international trade, no network of alliances is peaceful and stable. We then show that international trade induces peaceful and stable networks: trade increases the density of alliances s…
We reconcile between two classical models of edge-dislocations in solids. The first model, dating from the early 1900s models isolated edge-dislocations as line singularities in locally-Euclidean manifolds. The second model, dating from the 1950s, models continuously-distributed edge-dislocations as smooth manifolds en…
Weingarten transformations which, by definition, preserve the asymptotic lines on smooth surfaces have been studied extensively in classical differential geometry and also play an important role in connection with the modern geometric theory of integrable systems. Their natural discrete analogues have been investigated…
The subgroups of GL(n,R) that act irreducibly on R^n and that can occur as the holonomy of a torsion-free affine connection on an n-manifold are classified, thus completing the work on this subject begun by M. Berger in the 1950s. The methods employed include representation theory, the theory of hermitian symmetric spa…
Study real line subbundles on curves, extending classical work.
Minimal surfaces in a Riemannian manifold are surfaces which are stationary for area: the first variation of area vanishes. In this paper we focus on surfaces of the topological type of the real projective plane . We show that a minimal surface which has the smallest area, among those ma…
The quaternion twistor space of a hyperkähler manifold can carry both Kähler and non-Kähler structures.
Groupoids are mathematical structures able to describe symmetry properties more general than those described by groups. They were introduced (and named) by H. Brandt in 1926. Around 1950, Charles Ehresmann used groupoids with additional structures (topological and differentiable) as essential tools in topology and diff…
Recent research connects Hörmander's old work to modern boundary Laplacian analysis.
Link homotopy has been an active area of research for knot theorists since its introduction by Milnor in the 1950s. We introduce a new equivalence relation on spatial graphs called component homotopy, which reduces to link homotopy in the classical case. Unlike previous attempts at generalizing link homotopy to spatial…
New method solves nonseparable stochastic control problems.
HSBC grew from colonial China through wars, surviving unethical practices.
HSBC grew from Hong Kong to global dominance despite political upheavals.
We interpret Coxeter's truncated braid groups in terms of Platonic solids.
Analyzing real data on international trade covering the time interval 1950-2000, we show that in each year over the analyzed period the network is a typical representative of the ensemble of maximally random weighted networks, whose directed connections (bilateral trade volumes) are only characterized by the product of…
The paper analyzes how market prices respond to information processing and non-linear dynamics.
Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of real GDP per capita with a numerator potentially constant for the largest develo…
A Lorentzian manifold is defined here as a smooth pseudo-Riemannian manifold with a metric tensor of signature ((2n +1, 1)). A Robinson manifold is a Lorentzian manifold (M) of dimension (\geqslant 4) with a subbundle (N) of the complexification of (TM) such that the fibers of (N\to M) are maximal totally null (isotrop…
We present a time-dependent Langevin description of dynamics of stock prices. Based on a simple sliding-window algorithm, the fluctuation of stock prices is discussed in the view of a time-dependent linear restoring force which is the linear approximation of the drift parameter in Langevin equation estimated from the f…
It is common wisdom that no nation is an isolated economic island. All nations participate in the global economy and are linked together through trade and finance. Here we analyze international trade network (ITN), being the network of import-export relationships between countries. We show that in each year over the an…
The paper shows a 3D shape can't fit into certain compact spaces.
We present an empirical analysis of the network formed by the trade relationships between all world countries, or World Trade Web (WTW). Each (directed) link is weighted by the amount of wealth flowing between two countries, and each country is characterized by the value of its Gross Domestic Product (GDP). By analysin…
In self-organizing networks, topology and dynamics coevolve in a continuous feedback, without exogenous driving. The World Trade Network (WTN) is one of the few empirically well documented examples of self-organizing networks: its topology strongly depends on the GDP of world countries, which in turn depends on the str…
This thesis bridges Lie theory and sketch theory using tangent categories.
Time inconsistency leads to intra-personal conflict and reconciliation strategies.
In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi's entropy and the mean squared error analysis to discuss the conditions under whi…
The model of rational decision-making in most of economics and statistics is expected utility theory (EU) axiomatised by von Neumann and Morgenstern, Savage and others. This is less the case, however, in financial economics and mathematical finance, where investment decisions are commonly based on the methods of mean-v…
New method classifies knots and links uniquely based on bridge number.
Researchers reconstruct algebraic maps onto curves based on prescribed Reeb graphs.
The paper proposes a method to improve sales forecasts by selecting optimal reference classes.
This paper surveys RL for combinatorial optimization, focusing on TSP.
Paper extends Fenchel's conjecture to non-Euclidean crystallographic groups.
Novel geodesic results on affine and Lorentzian manifolds.
Study shows non-synchronous trading and portfolio effects explain market index behavior.
Notions of Darwinian selection have been implicit in economic theory for at least sixty years. Richard Nelson and Sidney Winter have argued that while evolutionary thinking was prevalent in prewar economics, the postwar Neoclassical school became almost entirely preoccupied with equilibrium conditions and their mathema…
The model predicts economic growth with high accuracy using physical principles.
Stochastic approximation extended to infinite dimensions, especially Banach spaces.
For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries through time, and that this can help us to anticipate the more distant future: global…