Study improves dividend discount model using VAR process.
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.
Trend · papers per month
Enhanced Gordon growth model for valuing financial products.
We show that (under mild assumptions) the generating function of log homology torsion of a knot exterior has a meromorphic continuation to the entire complex plane. As corollaries, this gives new proofs of (a) the Silver-Williams asymptotic, (b) Fried's theorem on reconstructing the Alexander polynomial (c) Gordon's th…
This chapter reviews various dividend discount models from deterministic to stochastic.
This paper develops a valuation model for private companies.
New solutions found for elliptic sinh-Gordon and sine-Gordon equations.
We study the small perturbations of the -dimensional Milne model for the Einstein-Klein-Gordon (EKG) system. We prove the nonlinear future stability, and show that the perturbed spacetimes are future causally geodesically complete. For the proof, we work within the constant mean curvature (CMC) gauge and focus on …
Formulae for Bäcklund transformations of hyperbolic and elliptic sine-Gordon/sinh-Gordon equations.
New harmonic maps to hyperbolic plane via Bäcklund transformation.
The sinh-Gordon equation is solved on finite, symmetric graphs.
We construct one-parameter families of solutions to the Einstein--Klein--Gordon equations bifurcating off the Kerr solution such that the underlying family of spacetimes are each an asymptotically flat, stationary, axisymmetric, black hole spacetime, and such that the corresponding scalar fields are non-zero and time-p…
Characterizes alternating links in thickened surfaces using Gordon-Litherland pairing.
Simplified proof for a theorem about graphs.
Gordon-Litherland pairing connects combinatorics and topology.
Guichard's transformations generate Voss surfaces from sine-Gordon solutions.
Study proves all free boundary CMC annuli are of finite type.
We show that Scharlemann-Thompson untelescoping of Heegaard splittings is finer than Casson-Gordon's by giving concrete examples.
We exhibit relations between van Kampen-Flores, Conway-Gordon-Sachs and Radon theorems, by presenting direct proofs of some implications between them. The key idea is an interesting relation between the van Kampen and the Conway-Gordon-Sachs numbers for restrictions of a map of -simplex to to the $…
Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.
A combinatorial proof of the Gordon Conjecture: The sum of two Heegaard splittings is stabilized if and only if one of the two summands is stabilized.
We formulate a generalization of the volume conjecture for planar graphs. Denoting by <G, c> the Kauffman bracket of the graph G whose edges are decorated by real "colors" c, the conjecture states that, under suitable conditions, certain evaluations of <G,kc> grow exponentially as k goes to infinity and the growth rate…
It is known that if any prime power branched cyclic cover of a knot in the 3-sphere is a homology sphere, then the knot has vanishing Casson-Gordon invariants. We construct infinitely many examples of (topologically) non-slice knots in the 3-sphere whose prime power branched cyclic covers are homology spheres. We show …
We show a few propositions in favour of relations between the phase space of 3D gravity, moduli of quasi-Fuchsian groups, global solutions of cosh-Gordon equations and minimal surfaces in hyperbolic spaces.
In this paper, we present two observations about static spherically symmetric solutions of the Einstein-Klein-Gordon equations. The first is a comment extending the well-known result of the existence of static states (i.e. standing wave solutions) of the Einstein-Klein-Gordon equations. The second more important observ…
Model for optimal cybersecurity investment considering clustered cyberattacks.
We present a unified method of construction of surfaces associated with Grassmannian sigma models, expressed in terms of an orthogonal projector. This description leads to compact formulae for structural equations of two-dimensional surfaces immersed in the su(N) algebra. In the special case of the CP^1 sigma model we …
Lower bound on stable 4-genus of knots using Casson-Gordon signatures.
In this paper we present explicit formulas for the fundamental solution to the Klein-Gordon operator on some higher dimensional generalizations of the Möbius strip and the Klein bottle with values in distinct pinor bundles. The fundamental solution is described in terms of generalizations of the Weierstraß -functi…
The eigenvalue problem for the square integrable solutions is studied usually for elliptic equations. In this note we consider such a problem for the hyperbolic Klein-Gordon equation on Lorentzian manifolds. The investigation could help to answer the question why elementary particles have a discrete mass spectrum. An i…
We study the space of periodic solutions of the elliptic -Gordon equation by means of spectral data consisting of a Riemann surface and a divisor and prove the existence of certain Darboux coordinates.
In this paper we present new proofs of the Conway-Gordon-Sachs and Sachs Theorems on the linked cycles in graphs embedded in . We reduce these theorems to certain property of graphs mapped to the plane.
Study finite-type solutions of elliptic sinh-Gordon equation with Durham boundary conditions.
In trying to provide explicit deformations of quadrics the starting point of our investigation is to use Bianchi's link between real deformations of totally real regions of real paraboloids and various totally real forms of the sine-Gordon equation coupled with Bianchi's simple observation that the vacuum soliton of th…
Conway-Gordon proved 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 congruent to 1 mo…
In this paper we describe the geometry of distributions by their symmetries, and present a simplified proof of the Frobenius theorem and some related corollaries. Then, we study the geometry of solutions of Gordon equation; A PDE which appears in differential geometry and relativistic field theory.
Dehn surgery homeomorphic pairs contradict a conjecture.
In this paper we prove that the Casson-Gordon invariants of the connected sum of two knots split when the Alexander polynomials of the knots are coprime. As one application, for any knot K, all but finitely many algebraically slice twisted doubles of K are linearly independent in the knot concordance group.
We use twisted Alexander polynomials to show that certain algebraically slice 2-bridge knots are not topologically slice, even though all prime power Casson-Gordon signatures vanish. We also provide some computations indicating the efficacy of Casson-Gordon signatures in obstructing the smooth sliceness of 2-bridge kno…
In 1983, Conway and Gordon proved that for every spatial complete graph on six vertices, the sum of the linking numbers over all of the constituent two-component links is odd, and that for every spatial complete graph on seven vertices, the sum of the Arf invariants over all of the Hamiltonian knots is odd. In 2009, th…
We initiate the study of the spherically symmetric Einstein-Klein-Gordon system in the presence of a negative cosmological constant, a model appearing frequently in the context of high-energy physics. Due to the lack of global hyperbolicity of the solutions, the natural formulation of dynamics is that of an initial bou…
It is shown that both the sinh--Gordon equation and the elliptic Tzitzeica equation can be interpreted as the Taubes equation for Abelian vortices on a CMC surface embedded in , or on a surface conformally related to a hyperbolic affine sphere in . In both cases the Higgs field and the U(1) vortex conn…
Extends Gordon-Litherland pairing to links in thickened surfaces, defining new invariants.
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…
We demonstrate a family of Strichartz estimates for the conformally invariant Klein-Gordon equation on a class of asymptotically de Sitter spaces with C^2 metrics by using well-known local Strichartz estimates and a rescaling argument. This class of metrics includes de Sitter space. We also give an application of the e…
This note summarizes results that were obtained by the author in his habilitation thesis (arXiv:1607.08792) concerning the development of a spectral theory for simply periodic, 2-dimensional, complex-valued solutions of the sinh-Gordon equation. Spectral data for such solutions are defined for periodic Cauchy data on a…
Study on surfaces in Heisenberg group with constant mean curvature.
Given a rational homology sphere which bounds rational homology balls, we investigate the complexity of these balls as measured by the number of 1-handles in a handle decomposition. We use Casson-Gordon invariants to obtain lower bounds which also lead to lower bounds on the fusion number of ribbon knots. We use Levine…
In this paper we construct a parametrix for the forward fundamental solution of the wave and Klein-Gordon equations on asymptotically de Sitter spaces without caustics. We use this parametrix to obtain asymptotic expansions for solutions of the inhomogeneous equation and to obtain a uniform L^p estimate for a family of…