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.
New latent variable model improves inflation forecasting accuracy.
Dual labor market model explains low inflation despite low unemployment.
The evolution of the rate of price inflation and unemployment in Japan has been modeled within the Phillips curve framework. As an extension to the Phillips curve, we represent both variables as linear functions of the change rate of labor force. All models were first estimated in 2005 for the period between 1980 and 2…
A new neural network model predicts inflation and output gap more accurately.
Develops ML tool for macroeconomic forecasting with clear interpretations.
There is by now a large consensus in modern monetary policy. This consensus has been built upon a dynamic general equilibrium model of optimal monetary policy as developed by, e.g., Goodfriend and King (1997), Clarida et al. (1999), Svensson (1999) and Woodford (2003). In this paper we extend the standard optimal monet…
We model the rate of inflation and unemployment in Austria since the early 1960s within the Phillips/Fisher framework. The change in labour force is the driving force representing economic activity in the Phillips curve. For Austria, this macroeconomic variable was first tested as a predictor of inflation and unemploym…
Relation between generalized Weierstrass representation for conformal immersion of generic surfaces into three-dimensional space and Lax-Phillips scattering theory for automorphic functions is considered.
A quantitative model is presented linking the rate of inflation and unemployment to the change in the level of labor force. The link between the involved variables is a linear one with all coefficients of individual and generalized models obtained empirically. To achieve the best fit between measured and predicted time…
The paper proposes a test to assess rater accuracy while accounting for rater covariates.
Let Σbe a compact surface of type (g, n), n > 0, obtained by removing n disjoint disks from a closed surface of genus g. Assuming χ(Σ)<0, we show that on Σ, the set of flat metrics which have the same Laplacian spectrum of Dirichlet boundary condition is compact in the C^\infty topology. This isospectral compactness ex…
We re-estimate statistical properties and predictive power of a set of Phillips curves, which are expressed as linear and lagged relationships between the rates of inflation, unemployment, and change in labour force. For France, several relationships were estimated eight years ago. The change rate of labour force was u…
Defines W-volume for planar domains with circular boundaries, relating to Laplacian determinant and Schottky uniformization.
Answering a question asked by Agol and Wise, we show that a desired stronger form of Wise's malnormal special quotient theorem does not hold. The counterexamples are generalizations of triangle groups, built using the Ramanujan graphs constructed by Lubotzky--Phillips--Sarnak.
In 1969 M. Gromov in his PhD thesis greatly generalized Smale-Hirsch-Phillips immersion-submersion theory by proving what is now called the h-principle for invariant open differential relations over open manifolds. Gromov extracted the original geometric idea of Smale and put it to work in the maximal possible generali…
For decades, the sphere eversion has been a classic subject for mathematical visualization. The 1998 video "The Optiverse" shows geometrically optimal eversions created by minimizing elastic bending energy. We contrast these minimax eversions with earlier ones, including those by Morin, Phillips, Max, and Thurston. The…
The Lucas critique has exposed the problem of the trade-off between changes in monetary policy and structural breaks in economic time series. The search for and characterisation of such breaks has been a major econometric task ever since. We have developed an integral technique similar to CUSUM using an empirical model…
The evolution of inflation, p(t), and unemployment, UE(t), in Japan has been modeled. Both variables were represented as linear functions of the change rate of labor force, dLF/LF. These models provide an accurate description of disinflation in the 1990s and a deflationary period in the 2000s. In Japan, there exists a …
We introduce a notion of relative isospectrality for surfaces with boundary having possibly non-compact ends either conformally compact or asymptotic to cusps. We obtain a compactness result for such families via a conformal surgery that allows us to reduce to the case of surfaces hyperbolic near infinity recently stud…
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…
The correctness of Harrods model in the differential form is studied. The inadequacy of exponential growth of economy is shown; an alternative result is obtained. By example of Phillips model, an approach to correction of macroeconomic models (in terms of initial prerequisites) is generalized. A methodology based on ba…
Due to spectral obstructions, a scattering theory in the Lax-Phillips sense for the wave equation for differential p-forms on H^{n+1} cannot be developed. As a consequence, Huygens' principle for the wave equation in this context does not hold. If we restrict the class of forms and we consider the case of coclosed p-fo…
We explain the topology of the space, so called, Fredholm-Lagrangian-Grassmannain and the quantity ``Maslov index'' for paths in this space based on the standard theory of Functional Analysis. Our standing point is to define the Maslov index for arbitrary paths in terms of the fundamental spectral property of the Fredh…
We consider the Dirac operator on globally hyperbolic manifolds with timelike boundary and show well-posedness of the Cauchy initial-boundary value problem coupled to MIT-boundary conditions. This is achieved by transforming the problem locally into a symmetric positive hyperbolic system, proving existence and uniquene…
Study initiates homology theory for Bol-Moufang quasigroups.
The paper calculates self-intersections on a pair of pants using Bowen and Series' coding.
We study prismatics sets analogously to simplical sets except that realization involves prisms, i.e., products of simplices rather than just simplices. Particular examples are the prismatic subdivision of a simplicial set S and the prismatic star of S. Both have the same homotopy type as S and in particular the latter …
In this article we extend the classical definitions of equivariant cohomotopy theory to the setting of proper actions of Lie groups. We combine methods originally developed in the analysis of nonlinear differential equations, mainly in connection with Leray-Schauder theory, and on the other hand from developments of eq…
On compact surfaces with or without boundary, Osgood, Phillips and Sarnak proved that the maximum of the determinant of the Laplacian within a conformal class of metrics with fixed area occurs at a metric of constant curvature and, for negative Euler characteristic, exhibited a flow from a given metric to a constant cu…
The paper constructs a hyperbolic 4-manifold with rational homology sphere cusp sections.
The Kazdan-Warner problem is solved for Riemann surfaces with smooth boundaries.
Study discrete analog of zeta-determinant maximization on triangulated surfaces.
Compactness proven for isospectral Birkhoff billiard tables.
Counting spheres in hyperbolic space with effective methods.
In this paper, we consider a framework adapting the notion of cointegration when two asset prices are generated by a driftless Itô-semimartingale featuring jumps with infinite activity, observed regularly and synchronously at high frequency. We develop a regression based estimation of the cointegrated relations method …
The purpose of this study is to estimate the production function and examine the structure of production in the mining sector of Iran. Several studies have already been conducted in estimating production functions of various economic sectors; however, less attention has been paid to mining sectors. After examining the …
We prove the existence of positive lower bounds on the Cheeger constants of manifolds of the form where is a contractible Riemannian manifold and $Γ<\Isom(X)$ is a discrete subgroup, typically with infinite co-volume. The existence depends on the -Betti numbers of , its subgroups and of a uniform latt…
Product diversity of large US firms has declined steadily since 1997.
Optimal sampling bounds for various classification losses under different regularization terms.
The paper presents instructive interdisciplinary applications of constrained mechanics calculus in economics on a level appropriate for the undergraduate physics education. The aim of the paper is: 1. to meet the demand for illustrative examples suitable for presenting the background of the highly expanding research fi…
This is a revised version of our short note [arxiv.math.DG/0403065] where we discuss the monotonicity of the eigen-values of the Laplacian operator to the Ricci-Hamilton flow on a compact or a complete non-compact Riemannian manifold. We show that the eigenvalue of the Lapacian operator on a compact domain associated w…
The Hodrick-Prescott (HP) filter is one of the most widely used econometric methods in applied macroeconomic research. Like all nonparametric methods, the HP filter depends critically on a tuning parameter that controls the degree of smoothing. Yet in contrast to modern nonparametric methods and applied work with these…
We invoke a Gaussian mixture model (GMM) to jointly analyse two traditional emission-line classification schemes of galaxy ionization sources: the Baldwin-Phillips-Terlevich (BPT) and vs. [NII]/H (WHAN) diagrams, using spectroscopic data from the Sloan Digital Sky Survey Data Release 7 and SEAGal/STARLI…
We present an advance bubble detection methodology based on the Log Periodic Power Law Singularity (LPPLS) confidence indicator for the early causal identification of positive and negative bubbles in the Chinese stock market using the daily data on the Shanghai Shenzhen CSI 300 stock market index from January 2002 thro…
The study explores Bertrand and Mannheim curves in 4D Euclidean space for framed curves.
The study examines Bertrand Legendre curves in the unit tangent bundle over Euclidean plane.
Method for generating new curves from plane curves on cylinders.
In this study, we introduce a new approach to curve pairs by using integral curves. We consider the direction curve and donor curve to study curve couples such as involute-evolute curves, Mannheim partner curves and Bertrand partner curves. We obtain new methods to construct partner curves of a unit speed curve and giv…