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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.

168,742 papers · 148 categories

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3672108144 · Jun 202619922001200920172026
48 results for Malmquist Productivity Index

Study compares three performance metrics of Bangladeshi banks.

problem Comparing different performance metrics of commercial banks.
method Empirical framework using MPI, ROA, TSR over 2011-2015.
result Productivity growth was recorded, but profitability and stock performance were negative.

FinTech negatively impacts Chinese banks' financial sustainability.

problem Impact of FinTech on financial sustainability of Chinese commercial banks.
method Three-stage network DEA-Malmquist model and two-way fixed effects model.
result FinTech primarily undermines financial sustainability by eroding loan efficiency and profitability.

Minimal submanifolds in spheres can be produced via Clifford type minimal products, and their Morse indices and nullities are calculated.

problem Understanding the properties of minimal submanifolds in spheres via Clifford products.
method Analyzing the first eigenfunctions and Morse indices of minimal products of minimal submanifolds.
result The Morse index and nullity of the minimal product are calculated and shown for specific cases.

We study differential operators, whose coefficients define noncommutative algebras. As algebra of coefficients, we consider crossed products, corresponding to action of a discrete group on a smooth manifold. We give index formulas for Euler, signature and Dirac operators twisted by projections over the crossed product.…

2009-06-19abs ↗pdf ↗

In this short article, we find an explicit formula for Maslov index of Whitney n-gons joining intersections points of n half-dimensional tori in the symmetric product of a surface. The method also yields a formula for the intersection number of such an n-gon with the fat diagonal in the symmetric product.

2006-09-25abs ↗pdf ↗

A compact polyhedron XX is said to have the Bounded Index Property for Homotopy Equivalence (BIPHE) if there is a finite bound B\mathcal{B} such that for any homotopy equivalence f:XXf:X\rightarrow X and any fixed point class F\mathbf{F} of ff, the index ind(f,F)B|\mathrm{ind}(f,\mathbf{F})|\leq \mathcal{B}. In this note, w…

2019-06-20abs ↗pdf ↗

Introduces generalized products for pseudodifferential operators on manifolds with corners.

problem Developing a new algebraic structure for pseudodifferential operators.
method Introduces generalized products and shows their implications for pseudodifferential operators.
result Generalized products imply the existence of an algebra of pseudodifferential operators.

Paper models demand and solvency for index insurance, combining traditional and measurable index-based coverage.

problem Reducing protection gaps for emerging risks.
method Develops a model for demand and solvency conditions, combining traditional and index-based insurance.
result Deduces a product that benefits from both traditional and index-based insurance approaches.

We show the Chas-Sullivan product (on the homology of the free loop space of a Riemannian manifold) is related to the Morse index of its closed geodesics. We construct related products in the cohomology of the free loop space and of the based loop space, and show they are nontrivial.

2007-07-24abs ↗pdf ↗

Using the Arthur-Selberg trace formula we express the index of a Dirac operator on an arithmetic quotient over a totally real field with at least two real embeddings as the integral over the index form plus a sum of orbital integrals. For the Euler operator these orbital integrals are shown to vanish for products of ra…

1995-12-01abs ↗pdf ↗

New curvature K(x) measures manifold properties without integrals.

problem Understanding curvature on compact Riemannian manifolds.
method Developed index expectation curvature K(x) for 2D manifolds, constructed as a product of sectional index expectation curvatures.
result For small 2D manifolds with boundary, definite sign index expectation curvature K(x) exists and satisfies Gauss-Bonnet relation.

Contrary to conventional economic growth theory, which reduces a country's output to one aggregate variable (GDP), product diversity is central to economic development, as recent 'economic complexity' research suggests. A country's product diversity reflects its diversity of knowhow or 'capabilities'. Researchers propo…

2016-01-19abs ↗pdf ↗

The study examines how formal index insurance compares to informal risk sharing in managing natural disasters.

problem The challenges of natural disasters and the effectiveness of index insurance in risk management.
method A three-strategy evolutionary game model to analyze the competitive relationship between formal index insurance, informal risk sharing, and non-insurance.
result Basis risk and loss ratio significantly impact the adoption rate of index insurance, with different strategies preferred under varying conditions.

We give a framework of localization for the index of a Dirac-type operator on an open manifold. Suppose the open manifold has a compact subset whose complement is covered by a family of finitely many open subsets, each of which has a structure of the total space of a torus bundle. Under an acyclic condition we define t…

2009-10-02abs ↗pdf ↗

We prove the index theorem for elliptic operators acting on sections of bundles where fiber is equal to a projective module over a C*-algebra, in the situation of action of a compact Lie group on this algebra as well as on the total space commuting with symbol. As an application the equivariant index theorem for famili…

1999-04-01abs ↗pdf ↗

Let M be a complete n-dimensional Riemannian spin manifold, partitioned by q two-sided hypersurfaces which have a compact transverse intersection N and which in addition satisfy a certain coarse transversality condition. Let E be a Hermitean bundle with connection on M. We define a coarse multi-partitioned index of the…

2013-08-03abs ↗pdf ↗

Given a finite simplicial complex L and a collection of pairs of spaces indexed by its vertex set, one can define their polyhedral product. We record a simple formula for its Euler characteristic. In special cases the formula simplifies further to one involving the h-polynomial of L.

2011-03-15abs ↗pdf ↗

Proposes a network framework for forecasting futures with different expirations.

problem Forecasting E-mini S\&P 500 and CBOE Volatility Index futures with different expirations.
method A novel data-driven network framework using GCN-LSTM, visualizing correlation structures, and enhancing LSTM's predictive power.
result Enhanced predictive power of future forecasts through a multi-channel Graph Convolutional Network.

If G1,...,GnG_1,...,G_n are limit groups and SG1×...×GnS\subset G_1\times...\times G_n is of type $\FP_n(\mathbb Q)$ then SS contains a subgroup of finite index that is itself a direct product of at most nn limit groups. This settles a question of Sela.

2007-04-30abs ↗pdf ↗

Investigates nearly Kähler and parallel G2 manifolds using Hitchin functionals.

problem Stability analysis of nearly Kähler and parallel G2 manifolds.
method Gradient flow of Hitchin functionals, spectral decomposition of Hessians, Hitchin index.
result Hitchin index provides a lower bound for the Einstein co-index.

Federated learning calibrates insurance indices from renewable energy producers' data.

problem Calibrating parametric insurance indices under heterogeneous renewable energy production losses.
method Federated learning framework using Tweedie GLMs and distributed optimization.
result Federated learning recovers comparable index coefficients under moderate heterogeneity.

Process capability index (PCI) is a commonly used statistic to measure ability of a process to operate within the given specifications or to produce products which meet the required quality specifications. PCI can be univariate or multivariate depending upon the number of process specifications or quality characteristi…

2018-11-13abs ↗pdf ↗

Sentiment analysis of DAX40 stocks improves performance by 5.38% annually.

problem Creating a more responsive stock market index using sentiment analysis.
method Extract sentiment from news articles, adjust index weights based on sentiment, compare performance to existing indices.
result Sentiment index outperforms DAX40 by 7.51% annually, adjusted for costs.

The notion of a local line bundle on a manifold, classified by 2-cohomology with real coefficients, is introduced. The twisting of pseudodifferential operators by such a line bundle leads to an algebroid with elliptic elements with real-valued index, given by a twisted variant of the Atiyah-Singer index formula. Using …

2007-12-30abs ↗pdf ↗

In various classes of infinite groups, we identify groups that are presentable by products, i.e. groups having finite index subgroups which are quotients of products of two commuting infinite subgroups. The classes we discuss here include groups of small virtual cohomological dimension and irreducible Zariski dense sub…

2014-09-25abs ↗pdf ↗

We study the index theory of a class of perturbed Dirac operators on non-compact manifolds of the form D+ic(X)\mathsf{D}+\mathrm{i}\mathsf{c}(X), where c(X)\mathsf{c}(X) is a Clifford multiplication operator by an orbital vector field with respect to the action of a compact Lie group. Our main result is that the index class o…

2019-07-14abs ↗pdf ↗

We discuss superstatistics theory of labour productivity. Productivity distribution across workers, firms and industrial sectors are studied empirically and found to obey power-distributions, in sharp contrast to the equilibrium theories of mainstream economics. The Pareto index is found to decrease with the level of a…

2008-09-21abs ↗pdf ↗