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.
This is a survey of our research on geometric structures of projective embeddings and includes some topics of our talks in several symposia during 1990-99. We clarify our main problem, which is to construct a kind of geometric composition series of projective embeddings. The concept of "geometric composition series" is…
We strongly develop the relationship between complex hyperbolic geometry and arithmetic counting or equidistribution applications, that arises from the action of arithmetic groups on complex hyperbolic spaces, especially in dimension 2. We prove a Mertens' formula for the integer points over a quadratic imaginary num…
We study the problem of "isotropically rounding" a polytope K⊂Rn, that is, computing a linear transformation which makes the uniform distribution on the polytope have roughly identity covariance matrix. We assume K is defined by m linear inequalities, with guarantee that rB⊂K⊂RB, w…
Modeling volatility with Chained Gamma Distributions for financial time series.
problem Volatility clustering in financial time series, especially in estimating temporal autocorrelation of logarithmic variance of returns.
method Dynamic Bayesian Network with conjugate prior relation of normal-gamma and gamma-gamma, using variational methods for quick approximate solutions.
result The model can express heavier tails than Gaussians, achieving positive excess kurtosis, and runs faster than Monte Carlo methods.
In this article, we investigate when the set of primitive geodesic lengths on a Riemannian manifold have arbitrarily long arithmetic progressions. We prove that in the space of negatively curved metrics, a metric having such arithmetic progressions is quite rare. We introduce almost arithmetic progressions, a coarsific…
In this article, we prove that every arithmetic locally symmetric orbifold of classical type without Euclidean or compact factors has arbitrarily long arithmetic progressions in its primitive length spectrum. Moreover, we show the stronger property that every primitive length occurs in arbitrarily long arithmetic progr…
We show that the non-arithmetic lattices in PO(n,1) of Belolipetsky and Thomson (2011), obtained as fundamental groups of closed hyperbolic manifolds with short systole, are quasi-arithmetic in the sense of Vinberg, and, by contrast, the well-known non-arithmetic lattices of Gromov and Piatetski-Shapiro are not quasi-a…
Define an arithmetic variety to be the quotient of a bounded symmetric domain by an arithmetic group. An arithmetic variety is algebraic, and the theorem in question states that when one applies an automorphism of the field of complex numbers to the coefficients of an arithmetic variety the resulting variety is again a…
We study the arithmeticity of the Couwenberg-Heckman-Looijenga lattices in PU(n,1), and show that they contain a non-arithmetic lattice in PU(3,1) which is not commensurable to the non-arithmetic Deligne-Mostow lattice in PU(3,1).
We explore hybrid subgroups of certain non-arithmetic lattices in PU(2,1). We show that all of Mostow's lattices are virtually hybrids; moreover, we show that some of these non-arithmetic lattices are hybrids of two non-commensurable arithmetic lattices in PU(1,1).
We apply G. Prasad's volume formula for the arithmetic quotients of semi-simple groups and Bruhat-Tits theory to study the covolumes of arithmetic subgroups of SO(1,n). As a result we prove that for any even dimension n there exists a unique compact arithmetic hyperbolic n-orbifold of the smallest volume. We give a for…
We prove that any arithmetic hyperbolic n-manifold of simplest type can either be geodesically embedded into an arithmetic hyperbolic (n+1)-manifold or its universal mod2 Abelian cover can.
We prove, under the assumption of the virtual fibration conjecture for arithmetic hyperbolic 3-manifolds, that all arithmetic lattices in O(n,1), n> 4, and different from 7, are non-coherent. We also establish noncoherence of uniform arithmetic lattices of the simplest type in SU(n,1), n> 1, and of uniform lattices in …
We extend the Faltings modular heights of abelian varieties to general arithmetic varieties and show direct relations with the Kahler-Einstein geometry, the Minimal Model Program, heights of Bost and Zhang, and give some applications. Along the way, we propose arithmetic Yau-Tian-Donaldson conjecture, an equivalence of…
The Siegel-Jacobi space is a non-symmetric homogeneous space which is very important geometrically and arithmetically. In this paper, we discuss the theory of the geometry and the arithmetic of the Siegel-Jacobi space.