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arXiv research

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.

168,695 papers · 148 categories

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48 results for Brown invariants

We construct an invariant of parametrized generic real algebraic surfaces in RP^3 which generalizes the Brown invariant of immersed surfaces from smooth topology. The invariant is constructed using the self intersection, which is a real algebraic curve with points of three local characters: the intersection of two real…

2011-08-07abs ↗pdf ↗

Green stocks show less factor exposure heterogeneity compared to brown stocks.

problem Exploring differences in factor exposure between green and brown stocks.
method Examined S&P 500 firms grouped by greenhouse gas emissions, analyzing factor exposure over 2014-2020.
result Green stocks have less factor exposure heterogeneity than brown stocks, except for the value factor.

Compact method proves Brown-York mass positivity and connects to major conjectures.

problem Proving positivity of Brown-York's mass and its connections to conjectures.
method Compact approach to proving mass positivity and exploring connections.
result Proved the positivity of Brown-York's mass and its relation to conjectures.

We construct Hodge filtered function spaces associated to infinite loop spaces. For Brown-Peterson cohomology, we show that the corresponding Hodge filtered spaces satisfy an analog of Wilson's unstable splitting. As a consequence, we obtain an analog of Quillen's theorem for Hodge filtered Brown-Peterson cohomology fo…

2016-10-25abs ↗pdf ↗

Study of Brown--York mass for four-dimensional asymptotically flat manifolds.

problem Calculating mass for hypersurfaces in four-dimensional asymptotically flat manifolds.
method Intrinsic definition of mean curvature, expansion analysis for large uniformly convex hypersurfaces.
result Shape-dependent correction to ADM mass for nearly round surfaces vanishes under certain conditions.

Suppose that a topological space XX is the union of an increasing sequence of open subsets each of which is homeomorphic to the Euclidean space RnR^n. Then XX itself is homeomorphic to RnR^n. This is an old theorem of Morton Brown. We observe that this theorem is an immediate consequence of other two theorems of Mort…

2004-04-20abs ↗pdf ↗

In this paper, we will study the limiting behavior of the Brown-York mass of the coordinate spheres in an asymptotically flat manifold. Limiting behaviors of volumes of regions related to coordinate spheres are also obtained, including a discussion on the isoperimetric mass introduced by Huisken \cite{Huisken}. We will…

2007-11-16abs ↗pdf ↗

In our book on cohomological methods in transformation groups the minimal Hirsch-Brown model was used to good effect. The construction there, however, was rather abstract. Here, for smooth compact connected Lie group actions on smooth closed manifolds, we give a much more explicit construction of the minmal Hirsch-Brow…

2004-08-14abs ↗pdf ↗

Extends ASRF model for green and brown loans, accounting for systematic and idiosyncratic risks.

problem Credit risk assessment for portfolios of green and brown loans.
method Two-factor copula structure, skewed distributions for systematic risk, Gaussian for idiosyncratic risk, non-uniform exposure setting.
result Portfolio loss convergence to a limit reflecting green and brown loan characteristics.

Compact proof for Brown-York mass positivity and rigidity in flat and spherical spaces.

problem Positivity of Brown-York mass and rigidity of manifolds with mean-convex boundaries.
method Spinorial proof and optimal lower bound for eigenvalues.
result Optimal lower bound for first non-null eigenvalue of Dirac operator.

We recall the definition of the quadratic helicity invariant and of the higher asymptotic ergodic MM-invariant. We present a simpler new proof (in part) that the MM-invariant is ergodic. The MM-invariant is a higher invariant, this means that for the magnetic field with closed magnetic lines the invariant is not a f…

2015-03-18abs ↗pdf ↗

We discuss some geometric problems related to the definitions of quasilocal mass proposed by Brown-York \cite{BYmass1} \cite{BYmass2} and Liu-Yau \cite{LY1} \cite{LY2}. Our discussion consists of three parts. In the first part, we propose a new variational problem on compact manifolds with boundary, which is motivated …

2009-06-30abs ↗pdf ↗

Proves well-posedness for Einstein equations with specific boundary data.

problem Proving well-posedness for Einstein equations with Dirichlet boundary data.
method Local-in-time well-posedness proof for vacuum Einstein equations with specific boundary conditions.
result Proves well-posedness for Einstein equations with Dirichlet boundary data under convexity-type assumptions.

We give some lower estimates of the ADM mass of an asymptotically flat (AF) Riemannian manifold without assuming that the scalar curvature of the manifold is nonnegative. Some sufficient conditions for an AF manifold to have nonnegative ADM mass are obtained. We also give some lower estimates of the Brown-York mass of …

2004-06-28abs ↗pdf ↗

Investment managers face harder choices in green stocks due to reduced performance variability.

problem Difficulty in deploying talent in green stocks due to reduced performance variability.
method Analysis of S&P 500 firms' greenhouse gas emission levels and peer performance ratios.
result Performance variability has decreased in green stocks, making it harder for managers to choose.

Study geometric inequalities and boundary estimates for Einstein-type manifolds with boundary.

problem Investigate geometric properties of Einstein-type manifolds with boundary.
method Investigate geometric inequalities and establish boundary estimates.
result Established boundary estimates in terms of eigenvalues and Brown-York mass.

We determine the optimal strategy for investing in a Black-Scholes market in order to maximize the probability that wealth at death meets a bequest goal bb, a type of goal-seeking problem, as pioneered by Dubins and Savage (1965, 1976). The individual consumes at a constant rate cc, so the level of wealth required fo…

2015-03-03abs ↗pdf ↗

Solves a problem related to classifying spaces for proper actions and Nielsen Realization.

problem Whether a cocompact proper topological Γ-manifold is equivariantly homotopy equivalent to the classifying space for proper actions.
method Using Poincaré models and assuming a zero-dimensional singular set, the problem is solved in the Poincaré category.
result New results about Brown's problem are obtained under certain conditions on the underlying group.

This thesis is concerned with the residues modulo 4 and 8 of the signature of a 4k-dimensional oriented geometric Poincare complex. The Z_8-valued Brown-Kervaire invariant of Z_4-valued quadratic forms is used to prove that if the signature is divisible by 4, the divisibility by 8 is detected by the Arf invariant of a …

2015-07-29abs ↗pdf ↗

This note will extend the research presented in Brown & Rogers (2009) to the case of CRRA agents. We consider the model outlined in that paper in which agents had diverse beliefs about the dividends produced by a risky asset. We now assume that the agents all have CRRA utility, with some integer coefficient of relative…

2009-07-28abs ↗pdf ↗

Study on quasi-Einstein manifolds with boundary estimates and inequalities.

problem Understanding the geometry of compact quasi-Einstein manifolds with boundary.
method Sharp boundary estimates and characterization theorems for quasi-Einstein manifolds.
result New geometric inequalities and boundary estimates for quasi-Einstein manifolds.

New groups can't be fundamental groups of symplectic Calabi-Yau manifolds.

problem Proving certain groups cannot be fundamental groups of symplectic Calabi-Yau manifolds.
method Using the method of Friedl and Vidussi, they showed these groups cannot be fundamental groups of SCY manifolds.
result The Lodha--Moore groups and their nn-adic generalizations cannot be fundamental groups of any SCY manifold.

Hougthon's groups H_n is a family of groups where each H_n consists of `translations at infinity' on n rays of discrete points emanating from the origin on the plane. Brown shows H_n has type FP_n-1 but not FP_n by constructing infinite dimensional cell complex on which H_n acts with certain conditions. We modify his i…

2012-12-02abs ↗pdf ↗

In 1983, Conway-Gordon showed that for every spatial complete graph on 6 vertices, the sum of the linking numbers over all of the constituent 2-component links is congruent to 1 modulo 2, and for every spatial complete graph on 7 vertices, the sum of the Arf invariants over all of the Hamiltonian knots is also congruen…

2009-07-01abs ↗pdf ↗

We compute the equivariant bordism of free oriented (Z/p)n(\mathbb{Z}/p)^n-manifolds as a module over ΩSOΩ_*^{SO}, when pp is an odd prime. We show, among others, that this module is canonically isomorphic to a direct sum of suspensions of multiple tensor products of ΩSO(BZ/p)Ω^{SO}_*(B \mathbb{Z}/p), and that it is generated by …

2015-03-16abs ↗pdf ↗

In his Inventiones paper, Ziller (Invent. Math: 1-22, 1977) computed the integral homology as a graded abelian group of the free loop space of compact, globally symmetric spaces of rank 1. Chas and Sullivan (String Topology, 1999)showed that the homology of the free loop space of a compact closed orientable manifold ca…

2011-04-27abs ↗pdf ↗

Study stationary measures and orbit closures for non-abelian actions on surfaces.

problem Classify stationary measures and orbit closures for non-abelian action on a surface.
method Use a finite verifiable average growth condition and results from Brown and Rodriguez Hertz.
result Show that under certain conditions, the only nonatomic stationary measure is the given smooth invariant measure, and every orbit closure is either finite or dense.

On asymptotically flat and asymptotically hyperbolic manifolds, by evaluating the total mass via the Ricci tensor, we show that the limits of certain Brown-York type and Hawking type quasi-local mass integrals equal the total mass of the manifold in all dimensions.

2015-10-27abs ↗pdf ↗

In this note we provide natural optimal geometric conditions for a Riemannian manifold suitably covered by two open metric balls to be homeomorphic to a sphere. This can be viewed as a geometric analogue of Brown's theorem in topology stating that a closed manifold covered by two topological balls is a sphere.

2016-10-26abs ↗pdf ↗