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.
Novel method for estimating SIRD model parameters and forecasting COVID-19 deaths in Poland.
In this study we consider relations between companies in Poland taking into account common branches they belong to. It is clear that companies belonging to the same branch compete for similar customers, so the market induces correlations between them. On the other hand two branches can be related by companies acting in…
This survey was compiled from lectures and problem sessions at the International Conference on Geometric Topology at the Mathematical Research and Conference Center in Bedlewo, Poland in July 2005.
This is the written version of a talk given on 1 July 2009 at the XXV Max Born Symposium: the Planck Scale, held in Wroclaw, Poland. I review the possible transverse geometries to supersymmetric M2-brane configurations and discuss the representation-theoretic description of their conjectured dual superconformal Chern-S…
These notes partly touch the topic of the talk given by the author at the XXXVIII Workshop on Geometric Methods in Physics, hold in June-July 2019 in Białowieża, Poland. They consist of a short and self-contained introduction to the isomonodromic approach to quantum cohomology, and Dubrovin's conjecture. An overview of…
Invited lecture at the XIV-th workshop on geometric methods in physics, Bialowieza, Poland, July 9-15, 1995. In this lecture results are reviewed obtained by the author together with Martin Bordemann and Eckhard Meinrenken on the Berezin-Toeplitz quantization of compact Kaehler manifolds. Using global Toeplitz operator…
We show how random matrix theory can be applied to develop new algorithms to extract dynamic factors from macroeconomic time series. In particular, we consider a limit where the number of random variables N and the number of consecutive time measurements T are large but the ratio N / T is fixed. In this regime the unde…
Study evaluates sustainability of European banks using a new model.
For phase-space manifolds which are compact Kaehler manifolds relations between the Berezin-Toeplitz quantization and the quantization with the help of Berezin's coherent states and symbols are studied. First the results on the Berezin-Toeplitz quantization of arbitrary compact Kaehler manifolds due to Bordemann, Meinr…
The correlation coefficient between stocks depends on price history and includes information on hierarchical structure in financial markets. It is useful for portfolio selection and estimation of risk. I introduce the Life Time of Correlation between stocks prices to know how far we should investigate the price history…
The aim of this contribution is to derive a general matrix formula for the net period premium paid in more than one state. For this purpose we propose to combine actuarial technics with the graph optimization methodology. The obtained result is useful for example to more advanced models of dread disease insurances allo…
In this paper, we pay our attention to geometric parameters and their applications in economics and finance. We discuss the multiplicative models in which a geometric mean and a geometric standard deviation are more natural than arithmetic ones. We give two examples from Warsaw Stock Exchange in 1995--2009 and from a b…
Poisson and symplectic structures discussed in lecture notes.
In this paper we introduce two models of opinion dynamics in oligopoly markets and apply them to a situation, where a new entrant challenges two incumbents of the same size. The models differ in the way the two forces influencing consumer choice -- (local) social interactions and (global) advertising -- interact. We st…
We describe in this talk three methods of constructing different links with the same Jones type invariant. All three can be thought as generalizations of mutation. The first combines the satellite construction with mutation. The second uses the notion of rotant, taken from the graph theory, the third, invented by Jones…
P.W. Anderson proposed the concept of complexity in order to describe the emergence and growth of macroscopic collective patterns out of the simple interactions of many microscopic agents. In the physical sciences this paradigm was implemented systematically and confirmed repeatedly by successful confrontation with rea…
Orchestrating the Twin Transition in GBS: A Socio-Technical Framework
Study analyzes GDP growth of CEE countries using time-varying coefficients.
Inside the EU, the commercial integration of the CEE countries has gained remarkable momentum before the crisis appearance, but it has slightly slowed down afterwards. Consequently, the interest in identifying the factors supporting the commercial integration process is high. Recent findings in the new trade theory sug…
Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial ecosystem. Corporations do not fail instantaneously; objective measures and rigor…