arXiv research

This paper describes Simpson's paradox, and explains its serious implications for randomised control trials. In particular, we show that for any number of variables we can simulate the result of a controlled trial which uniformly points to one conclusion (such as 'drug is effective') for every possible combination of t…

The paper identifies conditions for trend reversal in classification tasks.

Study analyzes neural network models to understand generalization performance.

We extend path analysis by showing that, for a singly-connected path diagram, the partial covariance of two random variables factorizes over the nodes and edges in the path between the variables. This result allows us to determine the contribution of each node and edge to the partial covariance. It also allows us to sh…

Statistical tests for fairness in admissions data reveal hidden patterns.

Benchmark assesses LLMs' causal inference skills, revealing significant limitations.

Study improves Simpson's estimate for cyclic harmonic bundles.

Study on acceptable bundles on a punctured disk.

The Hitchin-Simpson equations are first-order non-linear equations for a pair consisting of a connection and a Higgs field. In this paper, we study the behavior of sequences of solutions to the Hitchin-Simpson equations on closed Kähler manifolds with unbounded $L^2$ norms of the Higgs fields. We prove a compactness re…

Following Simpson we consider the integrable system structure on the moduli spaces of Higgs bundles on a compact Kähler manifold $X$. We propose a description of the corresponding spectral cover of $X$ as the fiberwise projective dual to a hypersurface in the projectivization $\mathbb{P}(\mathcal{T}_{X} \oplus \mathcal…

The famous Banach-Tarski paradox claims that the three dimensional rotation group acts on the two dimensional sphere paradoxically. In this paper, we generalize their result to show that the classical group acts on the flag manifold paradoxically.

Solves Deligne-Simpson problem for special connections on Gm.

We extend the Donaldson-Corlette-Hitchin-Simpson correspondence between Higgs bundles and flat connections on compact Kähler manifolds to compact quasi-regular Sasakian manifolds. A particular consequence is the translation of restrictions on Kähler groups proved using the Donaldson-Corlette-Hitchin-Simpson corresponde…

Studies acceptable bundles on a partially punctured polydisk.

Proves Simpson's conjecture about Higgs bundles and moduli spaces.

Uniformizes compact Sasakian manifolds into circle bundles.

Paper revisits five IF paradoxes using differential geometry.

Karl Menger's 1934 paper on the St. Petersburg paradox contains mathematical errors that invalidate his conclusion that unbounded utility functions, specifically Bernoulli's logarithmic utility, fail to resolve modified versions of the St. Petersburg paradox.

The notion of flat $λ$-connections as the interpolation of usual flat connections and Higgs fields was suggested by Deligne and further studied by Simpson. Mochizuki established the Kobayashi--Hitchin-type theorem for $λ$-flat bundles ($λ\neq 0$), which is called the Mochizuki correspondence. In this paper, on the one …

This paper develops a cohomological hierarchy for bistable visual paradoxes.

We study the problem of offline learning in automated decision systems under the contextual bandits model. We are given logged historical data consisting of contexts, (randomized) actions, and (nonnegative) rewards. A common goal is to evaluate what would happen if different actions were taken in the same contexts, so …

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

The St. Petersburg Paradox, an important topic in probability theory, has not been solved in the last 280 years. Since Nicolaus Bernoulli proposed the St. Petersburg Paradox in 1738, many people had tried to solve it and had proposed various explanations, but all were not satisfactory. In this paper we propose a new pr…

In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people sitting at a table separated by a black sheet so that they cannot see each other and …

The Allais and Ellsberg paradoxes show that the expected utility hypothesis and Savage's Sure-Thing Principle are violated in real life decisions. The popular explanation in terms of 'ambiguity aversion' is not completely accepted. On the other hand, we have recently introduced a notion of 'contextual risk' to mathemat…

Thompson Sampling shows polynomial regret for combinatorial semi-bandits with subgaussian rewards.

Mastering the dynamics of social influence requires separating, in a database of information propagation traces, the genuine causal processes from temporal correlation, i.e., homophily and other spurious causes. However, most studies to characterize social influence, and, in general, most data-science analyses focus on…

A resolution of the St. Petersburg paradox is presented. In contrast to the standard resolution, utility is not required. Instead, the time-average performance of the lottery is computed. The final result can be phrased mathematically identically to Daniel Bernoulli's resolution, which uses logarithmic utility, but is …

The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.

A mathematical paradox shows secant planes don't always form a tangent plane, but some analogies hold with a specific vector product.

New algorithm for Coxeter connections with maximally ramified singularities.

We consider strategies of investments into options and diffusion market model. It is shown that there exists a correct proportion between "put" and "call" in the portfolio such that the average gain is almost always positive for a generic Black and Scholes model. This gain is zero if and only if the market price of ris…

We prove a Hitchin-Kobayashi correspondence for extensions of Higgs bundles. The results generalize known results for extensions of holomorphic bundles. Using Simpson's methods, we construct moduli spaces of stable objects. In an appendix we construct Bott-Chern forms for Higgs bundles

New methods resolve conflicting treatment effect estimates in health tech assessments.

Buying or selling assets leads to transaction costs for the investor. On one hand, it is well know to all market practionaires that the transaction costs are positive on average and present therefore systematic loss. On the other hand, for every trade, there is a buy side and a sell side, the total amount of asset and …

We consider the Toda systems of VHS type with singular sources and provide a criterion for the existence of solutions with prescribed asymptotic behaviour near singularities. We also prove the uniqueness of solution. Our approach uses Simpson's theory of constructing Higgs-Hermitian-Yang-Mills metrics from stability.

We describe the moduli spaces of meromorphic connections on trivial holomorphic vector bundles over the Riemann sphere with at most one (unramified) irregular singularity and arbitrary number of simple poles as Nakajima's quiver varieties. This result enables us to solve partially the additive irregular Deligne-Simpson…

Researchers solved a geometry paradox for creased tubes.

Constant and symmetric price impact functions, most commonly used in agent-based market modelling, are shown to give rise to paradoxical and inconsistent outcomes in the simplest case of arbitrage exploitation when open-hold-close actions are considered. The solution of the paradox lies in the non-constant nature of re…

This paper concerns the relationship between locally homogeneous geometric structures on topological surfaces and the moduli of polystable Higgs bundles on Riemann surfaces, due to Hitchin and Simpson. In particular we discuss the uniformization of Riemann surfaces by hyperbolic geometry from this viewpoint, and survey…

In this article we will propose a completely new point of view for solving one of the most important paradoxes concerning game theory. The solution develop shifts the focus from the result to the strategy s ability to operate in a cognitive way by exploiting useful information about the system. In order to determine fr…

We study the holomorphic sections of the Deligne-Hitchin moduli space of a compact Riemann surface that are invariant under the natural anti-holomorphic involutions of the moduli space. Their relationships with the harmonic maps are established. As a bi-product, a question of Simpson on such sections, posed in \cite{Si…

GenAI adoption paradoxically lowers ROE for U.S. banks, with spillovers but systemic risk concerns.

Prior work finds a diversity paradox: diversity breeds innovation, and yet, underrepresented groups that diversify organizations have less successful careers within them. Does the diversity paradox hold for scientists as well? We study this by utilizing a near-population of ~1.2 million US doctoral recipients from 1977…

Proposes a method to quantify and decompose disparity in ML models, separating exempt and non-exempt components.

We attack a conjecture of J. Rogawski: any cocompact lattice in $S U (2, 1)$ for which the ball quotient $X = B^2 / Γ$ satisfies $b_1 (X) = 0$ and $H^{1, 1} (X) \cap H^2 (X, \bbq) \approx \bbq$ is arithmetic. We prove the Archimedian suprerigidity for representation of $Γ$ is $S L (3, \bbc)$.

This paper highlights the role of risk neutral investors in generating endogenous bubbles in derivatives markets. We find that a market for derivatives, which has all the features of a perfect market except completeness and has some risk neutral investors, can exhibit extreme price movements which represent a violation…

We briefly review our recent studies on stochastic processes modelling internet on-line trading. We present a way to evaluate the average waiting time between the observation of the price in financial markets and the next price change, especially in an on-line foreign exchange trading service for individual customers v…