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.
We educe a perspective on how best to regulate the bank of tomorrow in frames of debate launched by the International Centre for Financial Regulation and Financial Times. Our goal is to create a conceptual framework for policymakers and regulators to shape the international financial system in century of globalization …
New algorithm for learning causal structures with disjoint cycles in linear non-Gaussian models.
problem Learning causal structures with cycles in linear non-Gaussian models.
method Characterizing when graphs determine the same model, using quadratic and cubic polynomial relations, and a strategy of decorrelating cycles and multivariate regression.
result Consistent and computationally efficient algorithm for learning causal structures with disjoint cycles.
In the current article we study complex cycles of higher multiplicity in a specific polynomial family of holomorphic foliations in the complex plane. The family in question is a perturbation of an exact polynomial one-form giving rise to a foliation by Riemann surfaces. In this setting, a complex cycle is defined as a …
Using Kontsevich's identification of the homology of the Lie algebra l_infty with the cohomology of Out(F_r), Morita defined a sequence of 4k-dimensional classes mu_k in the unstable rational homology of Out(F_{2k+2}). He showed by a computer calculation that the first of these is non-trivial, so coincides with the uni…
We introduce a notion of vanishing Maslov index for lagrangian varifolds and lagrangian integral cycles in a Calabi-Yau manifold. We construct mass-decreasing flows of lagrangian varifolds and lagrangian cycles which satisfy this condition. The flow of cycles converges, at infinite time, to a sum of special lagrangian …
Study examines cash conversion cycle in manufacturing firms, finding negative relationships with profitability and size.
problem Understanding cash conversion cycle in manufacturing firms and its impact on profitability and size.
method Empirical study of 30 manufacturing firms in Dhaka Stock Exchanges, categorizing them into six industries, analyzing industry averages and relationships with size and profitability.
result Negative relationship between cash conversion cycle and profitability, especially ROE; negative relationship with firm size in terms of net sales.
By generalizing the measurements on the game experiments of mixed strategy Nash equilibrium, we study the dynamical pattern in a representative dynamic stochastic general equilibrium (DSGE). The DSGE model describes the entanglements of the three variables (output gap [y], inflation [π] and nominal interest rate [$…
We present a necessary and sufficient condition for existence of a contractible, non-separating and noncontractible separating Hamiltonian cycle in the edge graph of polyhedral maps on surfaces. In particular, we show the existence of contractible Hamiltonian cycle in equivelar triangulated maps. We also present an alg…
Dual decomposition provides a tractable framework for designing algorithms for finding the most probable (MAP) configuration in graphical models. However, for many real-world inference problems, the typical decomposition has a large integrality gap, due to frustrated cycles. One way to tighten the relaxation is to intr…
The current article studies certain problems related to complex cycles of holomorphic foliations with singularities in the complex plane. We focus on the case when polynomial differential one-form gives rise to a foliation by Riemann surfaces. In this setting, a complex cycle is defined as a nontrivial element of the f…
Let M be a closed Riemannian surface of genus g. We construct a family of 1-cycles on M that represents a non-trivial element of the k'th homology group of the space of cycles and such that the mass of each cycle is bounded above by Cmax{k,g}Area(M). This result is optimal up to a mul…
Special Legendrian Integral Cycles in S5 are the links of the tangent cones to Special Lagrangian integer multiplicity rectifiable currents in Calabi-Yau 3-folds. We show that such Special Legendrian Cycles are smooth except possibly at isolated points.
We present a necessary and sufficient condition for existence of a contractible Hamiltonian Cycle in the edge graph of equivelar maps on surfaces. We also present an algorithm to construct such cycles. This is further generalized and shown to hold for more general maps.
To a tropical p-cycle VT in Rn, we naturally associate a normal closed and (p,p)-dimensional current on (C∗)n denoted by Tnp(VT). Such a "tropical current" Tnp(VT) will not be an integration current along any analytic set, si…