arXiv research

SL(n) covariant valuations on Orlicz spaces are represented and characterized.

Classification of SL(n) covariant valuations on Orlicz spaces.

Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.

Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.

New proof of Alesker's Irreducibility Theorem using localization techniques.

Recently Berman and Perry constructed a four-dimensional M-theory effective action which manifests SL(5) U-duality. Here we propose an underlying differential geometry of it, under the name `SL(5) U-geometry' which generalizes the ordinary Riemannian geometry in an SL(5) compatible manner. We introduce a `semi-covarian…

The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…

We show that the algebraic automorphism group of the SL(2,C) character variety of a closed orientable surface with negative Euler characteristic is a finite extension of its mapping class group. Along the way, we provide a simple characterization of the valuations on the character algebra coming from measured laminatio…

Valuations constitute a class of functionals on convex bodies which include the Euler-characteristic, the surface area, the Lebesgue-measure, and many more classical functionals. Curvature measures may be regarded as "localised`` versions of valuations which yield local information about the geometry of a body's bounda…

We construct a duality manifest gravitational theory for the special linear group, ${\mathbf{SL}(N)}$ with $N{\neq 4}$. The spacetime is formally extended, to have the dimension $\textstyle{\frac{1}{2}} N(N-1)$, yet is `gauged'. Consequently the theory is subject to a section condition. We introduce a semi-covariant de…

A complete classification is obtained of continuous, translation invariant, Minkowski valuations on an m-dimensional complex vector space which are covariant under the complex special linear group.

The classical Rankin-Cohen brackets are bi-differential operators from $C^\infty(\mathbb R)\times C^\infty(\mathbb R)$ into $C^\infty(\mathbb R)$. They are covariant for the (diagonal) action of ${\rm SL}(2,\mathbb R)$ through principal series representations. We construct generalizations of these operators, replacing…

We give an example of a subgroup of SL(2,C) which is a strictly ascending HNN extension of a non-abelian finitely generated free group F. In particular, we exhibit a free group F in SL(2,C) of rank 6 which is conjugate to a proper subgroup of itself. This answers positively a question of Drutu and Sapir. The main ingre…

Following the point of view of Gray and Hervella, we derive detailed conditions which characterize each one of the classes of almost quaternion-Hermitian $4n$-manifolds, $n>1$. Previously, by completing a basic result of A. Swann, we give explicit descriptions of the tensors contained in the space of covariant derivati…

Inspired by the Bruhat-Tits building of SL$_n$($\mathbb Q_p$), we construct a complete metric space X with an action of the tame automorphism group of the affine space Tame($K^n$). The points in X are certain monomial valuations, and X admits a natural structure of Euclidean CW-complex of dimension n-1. When n = 3, and…

In this paper we give an interpretation to the boundary points of the compactification of the parameter space of convex projective structures on an n-manifold M. These spaces are closed semi-algebraic subsets of the variety of characters of representations of the fundamental group of M in SL_{n+1}(R). The boundary was …

We find a unique torsion free Riemannian spin connection for the natural Killing metric on the quantum group $C_q[SL_2]$, using a recent frame bundle formulation. We find that its covariant Ricci curvature is essentially proportional to the metric (i.e. an Einstein space). We compute the Dirac operator and find for $q$…

Motivated by the application of real-time pricing in e-commerce platforms, we consider the problem of revenue-maximization in a setting where the seller can leverage contextual information describing the customer's history and the product's type to predict her valuation of the product. However, her true valuation is un…

KOOW method provides optimal covariate balance for continuous treatments.

Modeling counterparty risk is computationally challenging because it requires the simultaneous evaluation of all the trades with each counterparty under both market and credit risk. We present a multi-Gaussian process regression approach, which is well suited for OTC derivative portfolio valuation involved in CVA compu…

TabPFN models achieve state-of-the-art performance on tabular data tasks.

In the present article, we combine some techniques in the harmonic analysis together with the geometric approach given by modules over sheaves of rings of twisted differential operators ($\mathcal{D}$-modules), and reformulate the composition series and branching problems for objects in the Bernstein-Gelfand-Gelfand pa…

Paper introduces new actuarial-consistent valuations for insurance liabilities.

This paper extends SLS controllers to two stocks, proving the RPE property with cross-coupling.

The group lasso is a penalized regression method, used in regression problems where the covariates are partitioned into groups to promote sparsity at the group level. Existing methods for finding the group lasso estimator either use gradient projection methods to update the entire coefficient vector simultaneously at e…

Paper recovers uncertainty from dynamic valuation rules.

A flag area measure on an $n$-dimensional euclidean vector space is a continuous translation-invariant valuation with values in the space of signed measures on the flag manifold consisting of a unit vector $v$ and a $(p+1)$-dimensional linear subspace containing $v$ with $0 \leq p \leq n-1$. Using local parallel sets, …

Study convolution of invariant valuations on Lie groups.

In this article, we propose a new numerical approach to high-dimensional partial differential equations (PDEs) arising in the valuation of exotic derivative securities. The proposed method is extended from Reisinger and Wittum (2007) and uses principal component analysis (PCA) of the underlying process in combination w…

Market valuation duration is 175 years, but drops to 46 years during crises.

Paper simplifies default process modeling and credit valuation.

Business cycles affect startup valuations, both directly and indirectly.

In this paper we show how to describe the general theory of a linear metric compatible connection with the theory of Clifford valued differential forms. This is done by realizing that for each spacetime point the algebra of Clifford bivectors is isomorphic to the Lie algebra of Sl(2,C). In that way the pullback of the …

We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…

Let $\mathrm{SO}^+(p,q)$ denote the identity connected component of the real orthogonal group with signature $(p,q)$. We give a complete description of the spaces of continuous and generalized translation- and $\mathrm{SO}^+(p,q)$-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…

Study evaluates valuation models for UK companies using case studies.

This paper proposes a paradigm shift in the valuation of long term annuities, away from classical no-arbitrage valuation towards valuation under the real world probability measure. Furthermore, we apply this valuation method to two examples of annuity products, one having annual payments linked to a mortality index and…

This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …

Computes tube formulas for valuations in complex space forms.

This paper addresses credit valuation adjustment with a new closeout convention.

Existence of smooth valuations on subspaces is shown for certain conditions.

Develops a new method to study algebraic tangent cones of sheaves using valuations.

We study the properties of the multiplicative structure on valuations on convex sets. We prove a new version of the hard Lefschetz theorem for even translation invariant continuous valuations, and discuss related problems of integral geometry. Then we formulate a conjectural analogue of this result for odd valuations.

We give an explicit classification of translation-invariant, Lorentz-invariant continuous valuations on convex sets. We also classify the Lorentz-invariant even generalized valuations.

Fair market valuations ignore future worker profits in employee-owned firms.

A description of continuous rigid motion compatible Minkowski valuations is established. As an application, we present a Brunn-Minkowski type inequality for intrinsic volumes of these valuations.

We introduce the new notion of convolution of a (smooth or generalized) valuation on a group $G$ and a valuation on a manifold $M$ acted upon by the group. In the case of a transitive group action, we prove that the spaces of smooth and generalized valuations on $M$ are modules over the algebra of compactly supported g…

Enhances data valuation by integrating global and local statistical properties.