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.
In this paper we study the financial repercussions of the destruction of two fully armed and operational moon-sized battle stations ("Death Stars") in a 4-year period and the dissolution of the galactic government in Star Wars. The emphasis of this work is to calibrate and simulate a model of the banking and financial …
We investigate the role of networks of alliances in preventing (multilateral) interstate wars. We first show that, in the absence of international trade, no network of alliances is peaceful and stable. We then show that international trade induces peaceful and stable networks: trade increases the density of alliances s…
Territorial control is a key aspect shaping the dynamics of civil war. Despite its importance, we lack data on territorial control that are fine-grained enough to account for subnational spatio-temporal variation and that cover a large set of conflicts. To resolve this issue, we propose a theoretical model of the relat…
We perform detrending moving average analysis (DMA) and detrended fluctuation analysis (DFA) of the WTI crude oil futures prices (1983-2012) to investigate its efficiency. We further put forward a strict statistical test in the spirit of bootstrapping to verify the weak-form market efficiency hypothesis by employing th…
We present a new, efficient method for automatically detecting severe conflicts `edit wars' in Wikipedia and evaluate this method on six different language WPs. We discuss how the number of edits, reverts, the length of discussions, the burstiness of edits and reverts deviate in such pages from those following the gene…
This paper examines how the U.S.--China trade war affects stock markets, finding evidence of financial contagion and changes in risk channels.
problem The impact of the U.S.--China trade war on stock markets and financial contagion.
method Developed a novel jump-diffusion process to account for risk contagion, using high-frequency financial data and quasi-maximum likelihood estimator.
result Evidence of financial contagion from the U.S. to China, with changes in risk contagion channels.
Noisy labels often occur in vision datasets, especially when they are obtained from crowdsourcing or Web scraping. We propose a new regularization method, which enables learning robust classifiers in presence of noisy data. To achieve this goal, we propose a new adversarial regularization scheme based on the Wasserstei…
It is demonstrated that the US economy has on the long-term in reality been governed by the Keynesian approach to economics independent of the current official economical policy. This is done by calculating the two-point correlation function between the fluctuations of the DJIA and the US public debt. We find that the …
Just as war is sometimes fallaciously represented as a zero sum game -- when in fact war is a negative sum game - stock market trading, a positive sum game over time, is often erroneously represented as a zero sum game. This is called the "zero sum fallacy" -- the erroneous belief that one trader in a stock market exch…
We develop an option pricing model based on a tug-of-war game. This two-player zero-sum stochastic differential game is formulated in the context of a multi-dimensional financial market. The issuer and the holder try to manipulate asset price processes in order to minimize and maximize the expected discounted reward. W…
We consider a stochastic game of contribution to the common good in which the players have continuous control over the degree of contribution, and we examine the gradualism arising from the free rider effect. This game belongs to the class of variable concession games which generalize wars of attrition. Previously know…
Are expansions and recessions more likely to end as their magnitude increases? In this paper we apply parametric hazard models to investigate this issue in a sample of 16 countries from 1881 to 2000. For the total sample we find evidence of positive magnitude dependence for recessions, while for expansions we are not a…
We consider the problem of high-level strategy selection in the adversarial setting of real-time strategy games from a reinforcement learning perspective, where taking an action corresponds to switching to the respective strategy. Here, a good strategy successfully counters the opponent's current and possible future st…
In this article, we introduce the notion of star-Ricci tensors in the real hypersurfaces of complex quadric Qm. It is proved that there exist no Hopf hypersurfaces in Qm,m≥3, with commuting star-Ricci tensor or parallel star-Ricci tensor. As a generalization of star-Einstein metric, star-Ricci solitons on M …
Study finds varying market efficiency in prewar and wartime Japanese stock market.
problem Measuring market efficiency in prewar and wartime Japanese stock market.
method Using a new market capitalization-weighted stock price index, the study examines market efficiency over time and historical events.
result The adaptive market hypothesis is supported in the prewar and wartime Japanese stock market, with efficiency varying over time and with historical events.
We compare the star surgery operations introduced in [KS] to the generalized rational blow-down. We show that star surgery shares the properties that make rational blow-down useful for constructions of small exotic symplectic 4-manifolds. Then we show that star surgery operations provide a strictly more general class o…
We derive a closed formula for a star-product on complex projective space and on the domain SU(n+1)/S(U(1)×U(n)) using a completely elementary construction: Starting from the standard star-product of Wick type on Cn+1∖{0} and performing a quantum analogue of Marsden-Weinstein reduction, we ca…
The paper finds at least four prime closed characteristics on star-shaped hypersurfaces in 8D space.
problem Finding prime closed characteristics on compact star-shaped hypersurfaces in 8D space.
method Proved existence of at least four prime closed characteristics for non-degenerate C3 compact star-shaped hypersurfaces in R8 without prime closed characteristics of Maslov-type index -1.
result Existence of at least four prime closed characteristics on compact star-shaped hypersurfaces in R8.
We define the notion of a formal connection for a smooth family of star products with fixed underlying symplectic structure. Such a formal connection allows one to relate star products at different points in the family. This generalizes the formal Hitchin connection introduced by the first author. We establish a necess…