arXiv research

Extends SABR model for pricing RFR caplets.

In recent years, the RFRS condition has been used to analyze virtual fibering in 3-manifold topology. Agol's work shows that any 3-manifold with zero Euler characteristic satisfying the RFRS condition on its fundamental group virtually fibers over the circle. In this note we will show that a finitely generated nilpoten…

We describe a criterion for a real or complex hyperbolic lattice to admit a RFRS tower that consists entirely of congruence subgroups. We use this to show that certain Bianchi groups $\mathrm{PSL}(\mathcal{O}_d)$ are virtually fibered on congruence subgroups, and also exhibit the first examples of RFRS Kähler groups th…

Simpler proof for Kielak's virtual fibering criterion.

Optimal AFs minimize RFR test error and sensitivity.

Study affine models for alternative risk-free rates and derive caplet pricing formulas.

In this article we develop the theory of residually finite rationally $p$ (RFR$p$) groups, where $p$ is a prime. We first prove a series of results about the structure of finitely generated RFR$p$ groups (either for a single prime $p$, or for infinitely many primes), including torsion-freeness, a Tits alternative, and …

New method optimizes hyperparameters for randomized algorithms like random feature regression.

Derives PDEs for pricing RFR derivatives under a new FMM model.

Profinite rigidity studied for algebraic fibring of groups.

Survey on fibring in manifolds and groups, focusing on recent developments and conjectures.

In 2007 Agol showed that if N is an aspherical compact 3-manifold with empty or toroidal boundary such that its fundamental group is virtually RFRS, then $N$ is virtually fibered. We give a largely self-contained proof of Agol's theorem using complexities of sutured manifolds.

Paper examines pricing and hedging for cross-currency swaps referencing backward-looking rates.

SRFRN accelerates image super-resolution using shallow residual units.

We show that a finitely generated residually finite rationally solvable (or RFRS) group $G$ is virtually fibred, in the sense that it admits a virtual surjection to $\mathbb{Z}$ with a finitely generated kernel, if and only if the first $L^2$-Betti number of $G$ vanishes. This generalises (and gives a new proof of) the…

We prove that an irreducible 3-manifold whose fundamental group satisfies a certain group-theoretic property called RFRS is virtually fibered. As a corollary, we show that 3-dimensional reflection orbifolds and arithmetic hyperbolic orbifolds defined by a quadratic form virtually fiber. These include the Seifert Weber …

New method models complex dynamics using a base variable.

Surface mount technology (SMT) is an enhanced method in electronic packaging in which electronic components are placed directly on soldered printing circuit board (PCB) and are permanently attached on PCB with the aim of reflow soldering process. During reflow process, once deposited solder pastes start melting, electr…

In surface mount technology (SMT), mounted components on soldered pads are subject to move during reflow process. This capability is known as self-alignment and is the result of fluid dynamic behaviour of molten solder paste. This capability is critical in SMT because inaccurate self-alignment causes defects such as ov…

New groups found that don't virtually algebraically fiber, related to mapping class group orbits.

Improved model for SOFR, SONIA, and ESTR caplets pricing.

Non-coherence proven for certain groups with specific mapping tori.

This paper stems from the observation (arising from work of T. Delzant) that "most" Kähler groups virtually algebraically fiber, i.e. admit a finite index subgroup that maps onto $\Bbb{Z}$ with finitely generated kernel. For the remaining ones, the Albanese dimension of all finite index subgroups is at most one, i.e. t…

This paper models short rates with jumps using PDEs.

Study on collateral currency impact in differential swaps valuation.

Study uses SAR data to estimate forest vegetation indices, improving monitoring of temperate forests.