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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 Householder reflectors

HD algorithm simulates dynamics on random matrix ensembles without generating full matrices.

problem Simulating dynamics on dense random matrix ensembles with high space and time complexity.
method Householder reflectors for adaptive and recursive construction, deferring decisions.
result Significant reductions in runtime and memory footprint for practical TnT \ll n.

This paper continues the study of a class of compact convex hypersurfaces in Euclidean space Rn+1, n1R^{n+1}, ~n \geq 1, which are boundaries of compact convex bodies obtained by taking the intersection of (solid) confocal paraboloids of revolution. Such hypersurfaces are called reflectors. In R3R^3 reflectors arise naturall…

2006-12-26abs ↗pdf ↗

Study geometric structures on twistor and reflector spaces of paraquaternionic contact manifolds.

problem Geometric structures on paraquaternionic contact manifolds.
method Investigate fiber bundles (twistor and reflector spaces) over paraquaternionic contact manifolds.
result Intrinsic geometric structures on twistor and reflector spaces are always integrable.

We investigate the integrability of natural almost complex structures on the twistor space of an almost para-quaternionic manifold as well as the integrability of natural almost paracomplex structures on the reflector space of an almost para-quaternionic manifold constructed with the help of a para-quaternionic connect…

2005-11-27abs ↗pdf ↗

For a congruence of straight lines defined by a hypersurface in Rn+1,n1,R^{n+1}, n \geq 1, and a field of reflected directions created by a point source we define the notion of intensity in a tangent direction and introduce elementary symmetric functions Sm,m=1,2,...,n,S_m, m=1, 2,...,n, of {\it principal intensities}. The problem of exi…

2009-01-16abs ↗pdf ↗

Study on Spanish households' investment choices in housing, deposits, and stocks.

problem Investment decisions of Spanish households in housing, deposits, and stocks.
method Theoretical model considering indivisible and illiquid housing assets, financial constraints, and actual choices compared.
result Households underinvest in stocks and deposits compared to optimal choices, but mortgage investments are efficient.

We study a regular closure operator in the category of quandles. We show that the regular closure operator and the pullback closure operator corresponding to the reflector from the category of quandles to its full subcategory of trivial quandles coincide, we give a simple description of this closure operator, and analy…

2014-12-30abs ↗pdf ↗

Credit expansion led to stronger household leverage cycles during the U.S. business cycle.

problem Understanding the role of credit supply in the U.S. business cycle.
method Causal evidence from 1999-2010 U.S. business cycle data.
result Credit expansion, particularly in private-label mortgages, caused stronger household leverage cycles.

Investment herding can reduce household consumption, a phenomenon called crowding-out effect.

problem Investment herding's impact on household consumption.
method Optimal control theory to model and solve for household investment and consumption decisions.
result Existence of crowding-out effect due to investment herding.

Financial planners helped preserve and increase household net financial assets during the Great Recession.

problem Impact of financial planners on household net financial assets during the Great Recession.
method Utilized 2007-2009 Survey of Consumer Finances (SCF) panel dataset, analyzed 3,862 respondents.
result Starting to use a financial planner during the Great Recession had a positive impact on preserving and increasing household net financial assets.

In this article we present an alternative model for the distribution of household incomes in the United States. We provide arguments from two differing perspectives which both yield the proposed income distribution curve, and then fit this curve to empirical data on household income distribution obtained from the Unite…

2016-02-19abs ↗pdf ↗

The 1/3 Financial Rule helps prevent household bankruptcy through balanced spending, savings, and debt repayment.

problem Reducing household bankruptcy risk through effective financial planning.
method Mathematical modeling, game theory, behavioral finance, and technological analysis.
result The 1/3 Financial Rule emerges as a robust solution for supporting household financial stability.

Develops a two-layer model to design mortgage assistance products.

problem Designing effective mortgage assistance products to improve household resilience.
method Two-layer approach: simulation and optimization.
result Shows how the approach can design and evaluate mortgage assistance products.

A database of objects discovered in houses in the Roman city of Pompeii provides a unique view of ordinary life in an ancient city. Experts have used this collection to study the structure of Roman households, exploring the distribution and variability of tasks in architectural spaces, but such approaches are necessari…

2012-02-14abs ↗pdf ↗

Study analyzes household capital risk and poverty trapping, deriving a new function for capital deficit distribution.

problem Analyzing the risk of household capital falling into poverty.
method Introduced a new Gerber-Shiu function to model trapping time and capital deficit distribution.
result Derived a model for capital deficit distribution at trapping using GB distributions.

Enhanced deep learning model forecasts household leverage series accurately.

problem Forecasting household leverage series due to complex temporal-spatial dynamics.
method TSEN model with multiple RNN-based layers and an attention layer.
result Captures temporal-spatial dynamics and provides more accurate predictions.

We found a unified formula for description of the household incomes of all society classes, for instance, of those of the European Union in year 2007. This formula is a stationary solution of the threshold Fokker-Planck equation (derived from the threshold nonlinear Langevin one). The formula is more general than the w…

2013-01-28abs ↗pdf ↗

Study on stock portfolio concentration among Finnish households and investors.

problem Understanding the concentration of stock portfolios owned by Finnish households and investors.
method Analysis of stock portfolios using Herfindahl-Hirschman index over 20 years.
result High portfolio concentration observed in Finnish retail investors, similar to institutional investors.

Model shows how confidence feedback can lead to different crisis outcomes.

problem Characterizing the impact of economic recessions on different social strata.
method A self-reflexive DSGE model with heterogeneous households, varying parameters to analyze crisis typologies.
result Crisis propagation can be confined to high or low income households, depending on social network structure and income inequality.

Examines how extending home loan durations affects French households financially.

problem Financial implications for households with extended home loan durations.
method Analysis of French and international home loan systems, including bullet loans and Japanese home loans.
result Extending home loan durations can reduce monthly payments but raises financial risks.

The paper develops a method for forecasting power consumption at various levels of aggregation.

problem Forecasting power consumption at different levels of household aggregation.
method Three-step process: feature generation, aggregation, and projection.
result The method provides theoretical guarantees on prediction error and performs well on real data.

Study optimal portfolio for households with two goals: random and fixed deadlines.

problem Optimal portfolio choice for households managing random and fixed deadlines.
method Maximizes weighted sum of probabilities of funding both goals in a Black-Scholes market.
result Non-monotonic value function due to interaction between goals under forced funding.

We investigate the distribution function and the cumulative probability for Korean household incomes, i.e., the current, labor, and property incomes. For our case, the distribution functions are consistent with a power law. It is also showed that the probability density of income growth rates almost has the form of a e…

2004-03-05abs ↗pdf ↗

News on inflation and monetary policy impacts US household inflation expectations.

problem Understanding how news affects inflation expectations.
method Monthly disaggregated US data from 1978 to 2016, controlling for various factors.
result News on rising inflation and easier monetary policy has a stronger impact on inflation expectations.

We investigate a multi-household DSGE model in which past aggregate consumption impacts the confidence, and therefore consumption propensity, of individual households. We find that such a minimal setup is extremely rich, and leads to a variety of realistic output dynamics: high output with no crises; high output with i…

2019-07-17abs ↗pdf ↗

We determine the optimal amount of life insurance for a household of two wage earners. We consider the simple case of exponential utility, thereby removing wealth as a factor in buying life insurance, while retaining the relationship among life insurance, income, and the probability of dying and thus losing that income…

2012-05-27abs ↗pdf ↗

This paper reports on our analysis of the 2011 CAMRa Challenge dataset (Track 2) for context-aware movie recommendation systems. The train dataset comprises 4,536,891 ratings provided by 171,670 users on 23,974$ movies, as well as the household groupings of a subset of the users. The test dataset comprises 5,450 rating…

2012-07-26abs ↗pdf ↗

Smart grid uses deep learning to optimize household energy use.

problem Optimizing household energy use under real-time pricing schemes.
method Multi-agent deep actor-critic learning for decentralized agents with partial observability.
result Deep reinforcement learning reduces peak-to-average energy consumption and costs.

Subsidized insurance reduces poverty by providing social benefits and lowering government costs.

problem Reducing poverty through effective social protection mechanisms.
method Modeling household capital dynamics under four insurance frameworks (uninsured, insured, insured with subsidies, insured with flexible premiums) to assess poverty reduction and governmental costs.
result Subsidized insurance schemes provide maximum social benefits while reducing governmental costs, effectively reducing poverty.

We study a parabolic equation for finding solutions to the optimal transport problem on compact Riemannian manifolds with general cost functions. We show that if the cost satisfies the strong MTW condition and the stay-away singularity property, then the solution to the parabolic flow with any appropriate initial condi…

2010-08-23abs ↗pdf ↗

Recent studies using data on social media and stock markets have mainly focused on predicting stock returns. Instead of predicting stock price movements, we examine the relation between Facebook data and investors' decision making in stock markets with a unique data on investors' transactions on Nokia. We find that the…

2017-09-21abs ↗pdf ↗

We provide a general criteria for the integrability of the almost para-quaternionic structure of an almost para-quaternionic manifold (M,P) of dimension bigger or equal to eight, in terms of the integrability of two or three sections of the defining rank three vector bundle P. We relate it with the integrability of the…

2008-08-07abs ↗pdf ↗

Model explains capital allocation and wealth distribution dynamics in a frictional economy.

problem Understanding capital allocation and wealth distribution dynamics in a frictional economy.
method Mean-field game approach to model interactions between expert and household groups.
result Experts accumulate capital during booms and quickly reverse behavior in busts, even without macro-shocks.