arXiv research

Forester has defined spaces of simplicial tree actions for a finitely generated group, called deformation spaces. Culler and Vogtmann's Outer space is an example of a deformation space. Using ideas from Skora's proof of the contractibility of Outer space, we show that under some mild hypotheses deformation spaces are c…

In an online contract selection problem there is a seller which offers a set of contracts to sequentially arriving buyers whose types are drawn from an unknown distribution. If there exists a profitable contract for the buyer in the offered set, i.e., a contract with payoff higher than the payoff of not accepting any c…

A reinsurance contract should address the conflicting interests of the insurer and reinsurer. Most of existing optimal reinsurance contracts only considers the interests of one party. This article combines the proportional and stop-loss reinsurance contracts and introduces a new reinsurance contract called proportional…

Paper solves stock loan pricing with finite maturity using integral equations.

We are interested in contractible n-manifolds M which "split" as M = A union B where A,B, and A intersect B are all homeomorphic to Euclidean n-space (such M are called open n-splitters) or A,B, and A intersect B are all homeomorphic to the n-dimensional unit ball (such M are called closed n-splitters). We introduce a …

Paper presents LLM-enhanced contract metadata extraction.

A triangulation of a surface is called $q$-equivelar if each of its vertices is incident with exactly $q$ triangles. In 1972 Altshuler had shown that an equivelar triangulation of torus has a Hamiltonian Circuit. Here we present a necessary and sufficient condition for existence of a contractible Hamiltonian Cycle in e…

Non-linear Hopf manifolds can be embedded into linear ones and admit LCK metrics.

As demonstrated by Croke and Kleiner, the visual boundary of a CAT(0) group is not well-defined since quasi-isometric CAT(0) spaces can have non-homeomorphic boundaries. We introduce a new type of boundary for a CAT(0) space, called the contracting boundary, made up rays satisfying one of five hyperbolic-like propertie…

Study uses put-call parity to estimate cost of funding in equity derivatives markets.

Improved security of smart contracts by classifying them into four categories.

Let $X$ be a proper CAT(0) space and let $G$ be a cocompact group of isometries of $X$ which acts properly discontinuously. Charney and Sultan constructed a quasi-isometry invariant boundary for proper CAT(0) spaces which they called the contracting boundary. The contracting boundary imitates the Gromov boundary for $δ…

We give a criterion under which a solution g(t) of the Kahler-Ricci flow contracts exceptional divisors on a compact manifold and can be uniquely continued on a new manifold. As t tends to the singular time T from each direction, we prove convergence of g(t) in the sense of Gromov-Hausdorff and smooth convergence away …

We investigate a special kind of contraction of symmetric spaces (respectively, of Lie triple systems), called homotopy. In this first part of a series of two papers we construct such contractions for classical symmetric spaces in an elementary way by using associative algebras with several involutions. This constructi…

This work studies the contraction coefficients of Schrödinger bridge problems in linear systems.

We prove that if $(X,\mathsf d,\mathfrak m)$ is an essentially non-branching metric measure space with $\mathfrak m(X)=1$, having Ricci curvature bounded from below by $K$ and dimension bounded from above by $N \in (1,\infty)$, understood as a synthetic condition called Measure-Contraction property, then a sharp isoper…

New method enhances graph neural networks using contractions and hourglass persistence.

Paper tackles which 3-spheres bound contractible 4-manifolds or homology 4-balls.

Ethereum smart contracts have recently drawn a considerable amount of attention from the media, the financial industry and academia. With the increase in popularity, malicious users found new opportunities to profit by deceiving newcomers. Consequently, attackers started luring other attackers into contracts that seem …

The paper prices and replicates various financial contracts on a risky asset with stochastic volatility and jumps.

Two-layer model studies reinsurance contracts and competition between insurer and reinsurers.

We prove a discrete Jordan-Brouwer-Schoenflies separation theorem telling that a (d-1)-sphere H embedded in a d-sphere G defines two different connected graphs A,B in G such a way that the intersection of A and B is H and the union is G and such that the complementary graphs A,B are both d-balls. The graph theoretic de…

We propose a new non-parametric framework for learning incrementally stable dynamical systems x' = f(x) from a set of sampled trajectories. We construct a rich family of smooth vector fields induced by certain classes of matrix-valued kernels, whose equilibria are placed exactly at a desired set of locations and whose …

There are two natural simplicial complexes associated to the noncrossing partition lattice: the order complex of the full lattice and the order complex of the lattice with its bounding elements removed. The latter is a complex that we call the noncrossing partition link because it is the link of an edge in the former. …

We introduce a two-agent problem which is inspired by price asymmetry arising from funding difference. When two parties have different funding rates, the two parties deduce different fair prices for derivative contracts even under the same pricing methodology and parameters. Thus, the two parties should enter the deriv…

New examples of Kirby-Ramanujam spheres found, leading to contractible 4-manifolds.

We study the solution's existence for a generalized Dynkin game of switching type which is shown to be the natural representation for general defaultable OTC contract with contingent CSA. This is a theoretical counterparty risk mitigation mechanism that allows the counterparty of a general OTC contract to switch from z…

Let H denote the standard one-point completion of a real Hilbert space. Given any non-trivial proper sub-set U of H one may define the so-called `Apollonian' metric d_U on U. When U \subset V \subset H are nested proper subsets we show that their associated Apollonian metrics satisfy the following uniform contraction p…

It is known that every exotic smooth structure on a simply connected closed 4-manifold is determined by a codimention zero compact contractible Stein submanifold and an involution on its boundary. Such a pair is called a cork. In this paper, we construct infinitely many knotted imbeddings of corks in 4-manifolds such t…

Three theorems about arbitrage bubbles in financial equations.

In this article we show the duality between tensor networks and undirected graphical models with discrete variables. We study tensor networks on hypergraphs, which we call tensor hypernetworks. We show that the tensor hypernetwork on a hypergraph exactly corresponds to the graphical model given by the dual hypergraph. …

Quantum crypto-economics models price risks in blockchain technology.

The paper solves an insurance problem using mean-variance and rank-dependent utility theory.

Given a genus two Heegaard splitting for a non-prime 3-manifold, we define a special subcomplex of the disk complex for one of the handlebodies of the splitting, and then show that it is contractible. As applications, first we show that the complex of Haken spheres for the splitting is contractible, which refines the r…

Study improves keyword forecasting in earnings-call prediction markets.

We consider an equity-linked contract whose payoff depends on the lifetime of policy holder and the stock price. We assume the limited capital for hedging and we provide with the best strategy for an insurance company in the meaning of so called succes factor $\IE^\IP\left[{\mathbf 1}_{\{V_T \geq D)}+{\mathbf 1}_{\{V_T…

The paper explores coalescent contractions in contractible spaces, providing criteria and examples.

Study pricing options on forward contracts using infinite-dimensional affine models.

Graph learning categorizes DeFi services into similar functionalities.

A triangulation of a surface with fixed topological type is called irreducible if no edge can be contracted to a vertex while remaining in the category of simplicial complexes and preserving the topology of the surface. A complete list of combinatorial structures of irreducible triangulations is made by hand for the on…

Given an $n$-gon, the poset of all collections of pairwise non-crossing diagonals is isomorphic to the face poset of some convex polytope called \textit{associahedron}. We replace in this setting the $n$-gon (viewed as a disc with $n$ marked points on the boundary) with an arbitrary oriented surface with a number of la…

We introduce the notions of a differentiable groupoid and a differentiable stratified groupoid, generalizations of Lie groupoids in which the spaces of objects and arrows have the structures of differentiable spaces, respectively differentiable stratified spaces, compatible with the groupoid structure. After studying b…

A version of indifference valuation of a European call option is proposed that includes statistical regularities of nonstochastic randomness. Classical relations (forward contract value and Black-Scholes formula) are obtained as particular cases. We show that in the general case of nonstochastic randomness the minimal …

Computable contracts simplify financial transactions and reduce legal costs.

The article classifies cubiquitous sublattices and applies them to branched covers.

Prediction markets and crypto options show persistent pricing gaps.

We consider the off-policy evaluation problem in Markov decision processes with function approximation. We propose a generalization of the recently introduced \emph{emphatic temporal differences} (ETD) algorithm \citep{SuttonMW15}, which encompasses the original ETD($λ$), as well as several other off-policy evaluation …

New method designs fairer transport plans with uncertainty.