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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.

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48 results for Growth rate

Abstract Coxeter groups have growth rates that are Perron numbers.

problem Understanding growth rates of Coxeter groups.
method Defined a class of Coxeter groups, \infty--spanned, and analyzed their growth rates.
result For \infty--spanned Coxeter groups, geodesic growth rate strictly dominates word growth rate and appears to be a Perron number.

Study growth rates of subgroups in groups with a constricting element.

problem Understanding growth rates of subgroups in groups with a constricting element.
method Examining the spectrum of relative and quotient exponential growth rates of quasi-convex subgroups.
result Determine when growth rates of subgroups are strictly smaller or coincide with the group's growth rate.

This paper analyzes the robust growth rate of leveraged ETFs under uncertain parameters.

problem Analyzing the robust long-term growth rate of leveraged ETFs with uncertain parameters.
method Derive worst-case parameters using comparison principle and martingale extraction method.
result Explicitly obtain robust long-term growth rates under various models.

Study confined subgroups in groups with contracting elements, showing their growth rate is strictly greater than half of the ambient growth rate.

problem Understanding the growth rate of confined subgroups in groups with contracting elements.
method Through boundary actions, analyzing the Hopf decomposition and quotient growth.
result Confined subgroups have a growth rate strictly greater than half of the ambient growth rate.

Growth rate of the world Growth Domestic Product (GDP) is analysed to determine possible pathways of the future economic growth. The analysis is based on using the latest data of the World Bank and it reveals that the growth rate between 1960 and 2014 was following a trajectory approaching asymptotically a constant val…

2015-10-26abs ↗pdf ↗

The paper explores growth rates and Perron numbers in Coxeter systems with low-dimensional Davis complexes.

problem Investigating growth rates and specific types of numbers in Coxeter systems with Davis complexes of low dimension.
method Examining Coxeter systems with Davis complexes of dimension at most 2, focusing on growth rates and specific types of numbers.
result The growth rate of Coxeter systems with Davis complexes of dimension at most 2 are either Salem or Pisot numbers, depending on the Euler characteristic.

Mathematical study of excess growth rate connects info theory with finance.

problem Understanding the excess growth rate in portfolio theory.
method Axiomatic characterization theorems of excess growth rate in terms of relative entropy, Jensen's inequality gap, and logarithmic divergence.
result Established rich connections between information theory and finance.

New infinite series of hyperbolic polytopes with special growth rates found.

problem Finding new infinite series of non-compact hyperbolic polytopes.
method Constructing infinite series of non-simple ideal hyperbolic Coxeter 4-polytopes.
result Growth rates of the constructed polytopes are Perron numbers.

New growth rate identified for quaternionic Heisenberg group filling functions.

problem Identifying the growth rate of quaternionic Heisenberg group filling functions.
method Analyzing the growth of filling volume functions in the quaternionic Heisenberg group up to dimension n+1.
result Strictly faster growth rate identified for dimension n+1 compared to Euclidean space.

Study on Monge-Ampère equations with polynomial growth rates.

problem Analyzing solutions to Monge-Ampère equations with polynomial right-hand sides.
method Utilizing polynomial growth analysis to study regularity and growth rates of solutions.
result Translators for sub-affine-critical curvature flows are smooth and convex with specific growth rates.

Investigates the relationship between US money supply and asset indices over 2001-2019.

problem Determining the relationship between US money supply and asset indices growth.
method Information entropy methodology applied to US asset indices (Property, Russell 2000, S&P 500, NASDAQ) over 2001-2019.
result Growth in US broad money supply is the main determinant of US asset indices growth, especially the NASDAQ and Russell 2000.

This paper calculates the stock price covariance with correlated growth rates.

problem Determining the covariance of stock prices with correlated growth rates.
method Developed a formula for the covariance of random stock prices with correlated growth rates of dividends.
result A formula for the covariance of stock prices with correlated growth rates of dividends.

Optimizes portfolio growth rate for a behavioral investor considering terminal relative growth rate.

problem Optimizing a behavioral investor's portfolio growth rate under relative growth criterion.
method Martingale method, concavification, and quantile optimization techniques.
result Derives closed-form optimal growth rate and finds significant impact of benchmark growth rate.

In [6], Kellerhals and Perren conjectured that the growth rates of the reflection groups given by hyperbolic Coxeter polyhedra are always Perron numbers. We prove that this conjecture is always true for the case of ideal Coxeter polyhedra in H3\mathbb{H}^3. We also find out the ideal Coxeter polyhedron in $\mathbb{H}^3…

2015-04-25abs ↗pdf ↗

The study examines how automorphism growth rates of a group can be deduced from its simpler decompositions.

problem Determine automorphism growth rates of a group from its simpler decompositions.
method Analyze group decompositions into simpler pieces (direct products, free products, graph of groups) and deduce growth rates.
result Information about automorphism growth rates of a group can be deduced from its simpler decompositions.

Study growth rates of harmonic functions on curved surfaces.

problem Understanding the growth rates of harmonic functions on curved surfaces.
method Gradient estimate and frequency analysis on complete surfaces and manifolds with non-negative curvature.
result Existence and properties of nonconstant polynomial growth harmonic functions on manifolds with maximal volume growth.

In a previous paper Kobayashi and Rieck defined the growth rate of the tunnel number of a knot KK, a knot invariant that measures the asymptotic behavior of the tunnel number under iterated connected sum of KK. We denote the growth rate by $\mbox{gr}_t(K)$. In this paper we construct, for any ε>0ε> 0, a hyperbolic kno…

2015-07-13abs ↗pdf ↗

In a previous paper the authors defined the growth rate of the tunnel number of knots, an invariant that measures that asymptotic behavior of the tunnel number under connected sum. In this paper we calculate the growth rate of the tunnel number of m-small knots in terms of their bridge indices.

2015-06-12abs ↗pdf ↗

Zipf's law states that the number of firms with size greater than S is inversely proportional to S. Most explanations start with Gibrat's rule of proportional growth but require additional constraints. We show that Gibrat's rule, at all firm levels, yields Zipf's law under a balance condition between the effective grow…

2010-12-01abs ↗pdf ↗

Analyzes long-term growth rate of leveraged ETFs using martingale extraction.

problem Determines long-term growth rate of leveraged ETFs under various models.
method Develops analytical approach using martingale extraction and eigenpair of infinitesimal generator.
result Derives explicit long-term growth rates for different reference asset models.

In this paper we consider the growth rates of 3-dimensional hyperbolic Coxeter polyhedra some of its dihedral angles are πm\fracπ{m} for m7m\geq{7}. By combining with the classical result by Parry \cite{Pa} and the main result of \cite{Y}, we prove that the growth rates of 3-dimensional hyperbolic Coxeter groups are Pe…

2016-03-16abs ↗pdf ↗

Revisits granular models explaining firm growth rates and sizes.

problem Understanding the relationship between firm size and growth rate statistics.
method Developed new theoretical insights linking firm size and growth rate statistics within granular models.
result Growth volatility distribution is size-independent but fat-tailed, challenging granular models.

Paper analyzes how interest rates and population growth affect housing prices in China.

problem Effects of interest rate and population growth shocks on housing prices in China.
method Developed a model integrating Lastrapes (2002) and Mankiw & Weil (1989) to simulate housing tax policies.
result Housing tax policies should be tailored to the type of shock affecting housing prices.

We introduce a simple agent-based model which allows us to analyze three stylized facts: a fat-tailed size distribution of companies, a `tent-shaped' growth rate distribution, the scaling relation of the growth rate variance with firm size, and the causality between them. This is achieved under the simple hypothesis th…

2013-04-16abs ↗pdf ↗

Enhanced Gordon growth model for valuing financial products.

problem Valuation of financial products with time-varying interest rates and dividends.
method Dynamic Gordon growth model with time-varying spot interest rate and dividends, risk-neutral valuation, locally risk-minimizing strategy.
result Pricing and hedging formulas for dividend-paying European options and equity-linked life insurance products.

We study the set G of growth rates of of ideal Coxeter groups in hyperbolic 3-space which consists of real algebraic integers greater than 1. We show that (1) G is unbounded above while it has the minimum, (2) any element of G is a Perron number, and (3) growth rates of of ideal Coxeter groups with nn generators are l…

2015-07-09abs ↗pdf ↗