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 propose a new class of transforms that we call {\it Lehmer Transform} which is motivated by the {\it Lehmer mean function}. The proposed {\it Lehmer transform} decomposes a function of a sample into their constituting statistical moments. Theoretical properties of the proposed transform are presented. This transform…
SmartDCA improves investment returns by adjusting purchases based on prices.
problem Inefficiency of Dollar-Cost Averaging (DCA) in volatile markets.
method Developed SmartDCA, a more efficient investment strategy that adjusts purchases based on price levels, and analyzed its performance using mathematical inequalities and mean definitions.
result SmartDCA outperforms DCA in long-term investments, with higher performance gains for higher power values of ρ.
Lehmer's question is equivalent to one about generalized growth rates of Lefschetz numbers of iterated pseudo-Anosov surface homeomorphisms. One need consider only homeomorphisms that arise as monodromies of fibered knots in lens spaces L(n,1), n>0. Lehmer's question for Perron polynomials is equivalent to one about ge…
In this report I discuss the relations between systoles and volumes of hyperbolic manifolds and a conjecture of Lehmer about the Mahler measure of non-cyclotomic polynomials.
This paper addresses a long standing open problem due to Lehmer in which the triple 2,3,7 plays a notable role. Lehmer's problem asks whether there is a gap between 1 and the next smallest algebraic integer with respect to Mahler measure. The question has been studied in a wide range of contexts including number theory…
From a simple observation about a construction of Thurston, we derive several interesting facts about subgroups of the mapping class group generated by two positive multi-twists. In particular, we identify all configurations of curves for which the corresponding groups fail to be free, and show that a subset of these d…
We reformulate Lehmer's question from 1933 and a question due to Schinzel and Zassenhaus from 1965 in terms of a comparison of the Mahler measures and the houses, respectively, of monic integer reciprocal and skew-reciprocal polynomials of the same degree. This entails that understanding the difference between orientat…
Lueck expressed the Gromov norm of a knot complement in terms of an infinite series that can be computed from a presentation of the fundamental group of the knot complement. In this note we show that Lueck's formula, applied to torus knots, yields surprising power series expansions for the logarithm function. This gene…
This paper presents a construction of fibered links (K,Σ) out of chord diagrams $\sL$. Let Γ be the incidence graph of $\sL$. Under certain conditions on $\sL$ the symmetrized Seifert matrix of (K,Σ) equals the bilinear form of the simply-laced Coxeter system (W,S) associated to Γ; and the monodromy of $(K,Σ)…
In this paper we prove that there is a direct relationship between Salem numbers and translation lengths of hyperbolic elements of arithmetic hyperbolic groups that are determined by a quadratic form over a totally real number field. As an application we determine a sharp lower bound for the length of a closed geodesic…
The (torsion) complexity of a finite edge-weighted graph is defined to be the order of the torsion subgroup of the abelian group presented by its Laplacian matrix. When G is d-periodic (i.e., G has a free action of the rank-d free abelian group by graph automorphisms, with finite quotient) the Mahler measure of its Lap…
Diffusion means converge to extrinsic means for long times on spheres.
problem Understanding the long-time behavior of diffusion means on manifolds.
method Introduced diffusion means as a parameterized family of location statistics on manifolds, and analyzed their convergence to extrinsic means for long times.
result For real projective spaces and connected compact symmetric spaces, the long-time limit of diffusion means is conjectured to be the extrinsic mean in the isometric embedding.
One of the most fundamental concepts in statistics is the concept of sample mean. Properties of the sample mean that are well-defined in Euclidean spaces become unwieldy or even unclear in graph spaces. Open problems related to the sample mean of graphs include: non-existence, non-uniqueness, statistical inconsistency,…
Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented by three distance functions and to identify the optimal distance function for c…
We study the provenance of singularity formation under mean curvature flow and volume preserving mean curvature flow in an axially symmetric setting. We prove that if the mean curvature is uniformly bounded on any finite time interval, then no singularities can develop during that time under both mean curvature flow an…
In this note we announce results on the mean curvature flow of mean convex sets in 3-dimensions. Loosely speaking, our results justify the naive picture of mean curvature flow where the only singularities are neck pinches, and components which collapse to asymptotically round spheres.
In this note we establish that finite-time singularities of the mean curvature flow of compact Riemannian submanifolds are characterised by the blow up of the mean curvature.
Study explores optimal strategies in games with multiple players and mean-field interactions.
problem Optimal strategies in games with multiple players and mean-field interactions.
method Exploration of three different notions of optimality, including mean-field control solution, mean-field coarse correlated equilibria, and mean-field Nash equilibria.
result Approximation of cooperative and competitive equilibria in large N-player games by mean-field control and mean-field equilibria.
Finding the optimal k-means clustering is NP-hard in general and many heuristics have been designed for minimizing monotonically the k-means objective. We first show how to extend Lloyd's batched relocation heuristic and Hartigan's single-point relocation heuristic to take into account empty-cluster and single-poin…