Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

11223243 · Apr 202619922001200920172026
48 results for Economic Inertia

We study the topology of the inertia space of a smooth GG-manifold MM where GG is a compact Lie group. We construct an explicit Whitney stratification of the inertia space, demonstrating that the inertia space is a triangulable differentiable stratified space. In addition, we demonstrate a de Rham theorem for differ…

2012-07-03abs ↗pdf ↗

Model predicts time evolution of supply chain networks under varying costs.

problem Regulating downstream relationships for sustainable SMEs.
method Time varying SCN model based on Lagrangian mechanics, incorporating EDES cost kernels.
result Model predicts bankruptcy and break-even states under different cost scenarios.

For a complex projective space the inertia group, the homotopy inertia group and the concordance inertia group are isomorphic. In complex dimension 4n+1, these groups are related to computations in stable cohomotopy. Using stable homotopy theory, we make explicit computations to show that the inertia group is non-trivi…

2015-10-09abs ↗pdf ↗

In this paper, we investigate the attractive properties of the proximal gradient algorithm with inertia. Notably, we show that using alternated inertia yields monotonically decreasing functional values, which contrasts with usual accelerated proximal gradient methods. We also provide convergence rates for the algorithm…

2018-01-17abs ↗pdf ↗

One approach to the analysis of stochastic fluctuations in market prices is to model characteristics of investor behaviour and the complex interactions between market participants, with the aim of extracting consequences in the aggregate. This agent-based viewpoint in finance goes back at least to the work of Garman (1…

2007-03-28abs ↗pdf ↗

The paper computes inertia groups of certain high-dimensional manifolds.

problem Diffeomorphism classification of (n1)(n-1)-connected, smooth, closed, oriented 2n2n-manifolds.
method Surgery theory, modified surgery, and special cases of conjectures.
result Inertia groups always vanish for neq4,8,9n eq 4,8,9 and certain cases of nn.

This paper deals with certain results on the number of smooth structures on quaternionic projective spaces, obtained through the computation of inertia group and its analogues, which in turn are computed using techniques from stable homotopy theory. We show that the concordance inertia group is trivial in dimension 20,…

2017-08-22abs ↗pdf ↗

Study ramification in knot groups through finite covers and their quotients.

problem Understanding ramification in knot groups and their covers.
method Formalized ramification theory for knot groups, analyzed through finite quotients, profinite completions, and cohomology.
result Characterized ramification and inertia subgroups in knot groups and their covers.

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…

2012-11-13abs ↗pdf ↗

The paper classifies ruled surfaces in Lorentz-Minkowski space that are stationary for the moment of inertia.

problem Classifying ruled surfaces in Lorentz-Minkowski space that are stationary for the moment of inertia.
method Maximum principle applications, classification based on causal character of rulings.
result Planes are the only cylindrical stationary surfaces. For non-cylindrical surfaces, classification depends on the causal character of the rulings.

We show that if MM and NN have the same homotopy type of simply connected closed smooth mm-manifolds such that the integral and mod-22 cohomologies of MM vanish in odd degrees, then their homotopy inertia groups are equal. Let M2nM^{2n} be a closed (n1)(n-1)-connected 2n2n-dimensional smooth manifold. We show that, f…

2015-11-12abs ↗pdf ↗

Let M2nM^{2n} denote a closed (n1)(n-1)-connected smoothable topological 2n2n-manifold. We show that the group C(M2n)\mathcal{C}(M^{2n}) of concordance classes of smoothings of M2nM^{2n} is isomorphic to the group of smooth homotopy spheres Θ2n\overlineΘ_{2n} for n=4n=4 or 55, the concordance inertia group Ic(M2n)=0I_c(M^{2n})=0 for $…

2015-10-11abs ↗pdf ↗

The paper computes smooth structures on a specific product manifold.

problem Computing the number of smooth structures on a product manifold.
method Using known low-dimensional computations of stable homotopy groups of spheres, the paper determines the inertia group of the product manifold.
result The paper establishes a diffeomorphism classification of all smooth manifolds homeomorphic to CP3imesSk\mathbb{C}P^3 imes \mathbb{S}^k for 1k71 \leq k \leq 7.

The Wall surgery obstruction groups have two interesting geometrically defined subgroups, consisting of the surgery obstructions between closed manifolds, and the inertial elements. We show that the inertia group In+1(π,w)I_{n+1}(π,w) and the closed manifold subgroup Cn+1(π,w)C_{n+1}(π,w) are equal in dimensions n+16n+1\geq 6, for any…

2009-05-01abs ↗pdf ↗

Two classification results for stationary surfaces of least moment of inertia.

problem Classifying stationary surfaces in Euclidean space based on their energy.
method Analyzing ruled and foliated surfaces, using critical point theory.
result Classification of stationary surfaces including vector planes, elongated helicoids, and specific types of surfaces.

This paper explains why Adam generalizes worse than SGD by analyzing its components.

problem Understanding why Adam generalizes worse than Stochastic Gradient Descent (SGD).
method Diffusion theoretical framework to disentangle the effects of Adaptive Learning Rate and Momentum.
result Adaptive Learning Rate helps escape saddle points but not select flat minima, while Momentum provides a drift effect to help pass through saddle points.

Planes and spheres are the only stationary surfaces with constant Gauss curvature.

problem Finding surfaces with constant Gauss curvature that are stationary under a specific energy function.
method Proving the uniqueness of stationary surfaces by considering different curvature conditions.
result Planes and spheres are the only stationary surfaces with constant Gauss curvature.

We introduce and study a new class of homotopy spheres called Farrell-Jones spheres. Using Farrell-Jones sphere we construct examples of closed negatively curved manifolds M2nM^{2n}, where n=7n=7 or 88, which are homeomorphic but not diffeomorphic to complex hyperbolic manifolds, thereby giving a partial answer to a que…

2015-10-11abs ↗pdf ↗

In this paper we define and study the "ghost loop orbifold" of an orbifold XX consisting of those loops that remain constant in the coarse moduli space of XX. We construct a configuration space model for the ghost loop orbifold using an idea of G. Segal. From this we exhibit the relation between the Hochschild and cy…

2002-10-15abs ↗pdf ↗

We study the effect of investor inertia on stock price fluctuations with a market microstructure model comprising many small investors who are inactive most of the time. It turns out that semi-Markov processes are tailor made for modelling inert investors. With a suitable scaling, we show that when the price is driven …

2007-03-28abs ↗pdf ↗

Extends Euler's problem to Lorentz-Minkowski plane.

problem Finding critical points of moment of inertia in Lorentz-Minkowski space.
method Explicit solutions for stationary curves, symmetries, inversions, and energy maximization.
result Explicit solutions for stationary spacelike and timelike curves, and methods to transform between them.

The simplest non-collision solutions of the N-body problem are the "relative equilibria", in which each body follows a circular orbit around the centre of mass and the shape formed by the N bodies is constant. It is easy to see that the moment of inertia of such a solution is constant. In 1970, D. Saari conjectured tha…

2005-10-01abs ↗pdf ↗

The paper establishes a connection between minimal surfaces and a family of stationary surfaces via inversions.

problem The problem of finding minimal surfaces and their properties.
method Using inversions, the paper establishes a one-to-one correspondence between α\alpha-stationary surfaces and (α+4)-(\alpha+4)-stationary surfaces, focusing on 4-4-stationary surfaces which are minimal surfaces.
result The paper solves the Börling problem and provides results of uniqueness for 4-4-stationary surfaces.

Classical dynamical equations describing a certain version of the nonHamiltonian interaction of two rotators (Euler tops with completely degenerate inertia tensors) are considered. The simplest case is integrated. It is shown that the dynamics is almost periodic with periods depending on the initial data.

1994-09-23abs ↗pdf ↗

New Euler characteristics for groupoids generalize orbifold Euler characteristics.

problem Generalizing orbifold Euler characteristics to non-orbifold groupoids.
method Introducing two Euler characteristics for groupoids, using o-minimal structures, and relating them to orbifold Euler characteristics.
result The two new Euler characteristics coincide and generalize orbifold Euler characteristics.

The paper studies a natural nn-dimensional generalization of the classical nonholonomic Chaplygin sphere problem. We prove that for a specific choice of the inertia operator, the restriction of the generalized problem onto zero value of the SO(n-1)-momentum mapping becomes an integrable Hamiltonian system after an app…

2009-02-25abs ↗pdf ↗

Toda flow explained as a porous medium equation.

problem Understanding the Toda flow through the lens of porous medium equations.
method Analyzing the geometry and dynamics of the porous medium equation and comparing it to the Toda flow.
result The Toda flow can be represented as a specific porous medium equation, revealing its gradient and Hamiltonian nature.

The paper connects PSO and CBO methods using stochastic modeling and mean-field limits.

problem Global optimization problems with particle swarm optimization and consensus based optimization.
method Stochastic differential equations and mean-field approximation to derive macroscopic hydrodynamic equations.
result Derives mean-field approximation for PSO and links it to CBO methods.

This paper proposes non-stationary factor models for financial stress in the UK.

problem Managing financial vulnerabilities in the UK's complex financial system.
method Creation of non-stationary factor models to capture financial stress.
result Non-stationary factor models can better capture financial stress, especially tail events.

The study classifies normal subgroups of mapping class groups of surfaces with Cantor subsets.

problem Understanding the structure of normal subgroups in mapping class groups of surfaces with specific subsets.
method Proves two structure theorems: purity and inertia, characterizing normal subgroups.
result Characterizes finite-type normal subgroups of mapping class groups of surfaces with Cantor subsets.

The paper extends Euler's problem to hyperbolic and spherical planes.

problem Extending Euler's problem to hyperbolic and spherical planes.
method Characterizing critical points of moment of inertia energy in hyperbolic and spherical planes.
result Closed stationary curves in hyperbolic plane are circles centered at N.

We construct the hyperbolic plane with its geodesic flow as the scale plus symmetry reduction of a three-body problem in the Euclidean plane. The potential is I/Δ2-I/Δ^2 where II is the triangle's moment of inertia and ΔΔ its area. The reduction method uses the Jacobi-Maupertuis metric, following the author's earlier p…

2016-09-16abs ↗pdf ↗

Up to symmetries, the orbits of three equal masses under an inverse cube force with zero angular momentum and constant moment of inertia can be reparametrized as the geodesics of a complete, negatively curved metric on a pair of pants. The ends of the pants represent binary collisions. Here we will examine the visibili…

2019-08-28abs ↗pdf ↗

Markov random field (MRF) learning is intractable, and its approximation algorithms are computationally expensive. We target a small subset of MRF that is used frequently in computer vision. We characterize this subset with three concepts: Lattice, Homogeneity, and Inertia; and design a non-markov model as an alternati…

2015-12-23abs ↗pdf ↗

We consider coupled nonholonomic LR systems on the product of Lie groups. As examples, we study nn-dimensional variants of the spherical support system and the rubber Chaplygin sphere. For a special choice of the inertia operator, it is proved that the rubber Chaplygin sphere, after reduction and a time reparametrizat…

2009-02-10abs ↗pdf ↗