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.
Study analyzes financial distributions and inequality in professional cycling teams.
This short note is intended as a "Letter to the Editor" Perspective in order that it serves as a contribution, in view of reaching the physics community caring about rare events and scaling laws and unexpected findings, on a domain of wide interest: sport and money. It is apparent from the data reported and discussed b…
This paper analyzes Libor interest rates for seven different maturities and referred to operations in British Pounds, Euro, Swiss Francs and Japanese Yen, during the period years 2001 to 2015. The analysis is performed by means of two quantifiers derived from Information Theory: the permutation Shannon entropy and the …
Crooked planes were defined by Drumm to bound fundamental polyhedra in Minkowski space for Margulis spacetimes. They were extended by Frances to closed polyhedral surfaces in the conformal compactification of Minkowski space (Einstein space) which we call crooked surfaces. The conformal model of anti-de Sitter space is…
In a crisis of public finances, France bases all its hopes on the "evaluation of performance" to moderate the effects of a complex crisis. Under the banner of "modernization of the State", a new "financial constitution" called the Organic Law on finance laws (LOLF) became the main lever of reform of public management. …
Simulates patient pathways to detect delayed rare disease diagnoses.
In view of A. Andreotti and H. Grauert's vanishing theorem for q-complete domains in C^n, (Théorème de finitude pour la cohomologie des espaces complexes, Bull. Soc. Math. France 90 (1962), 193--259,) we re-prove a vanishing result by J.-P. Sha, (p-convex Riemannian manifolds, Invent. Math. 83 (1986), no. 3, 437--447,)…
A linear and lagged relationship between inflation, unemployment and labor force change rate, p(t)=A0UE(t-t0)+A1dLF(t-t1)/LF(t-t1)+ A2, where A0, A1, and A2 are empirical country-specific coefficients, was found for developed economies. The relationship obtained for France is characterized by A0=-1, A1=4, A2=0.095, t0=…
Study on women entrepreneurs' access to finance in France.
This is a survey on the recent theory on minimizing the normalized volume function attached to any klt singularities.
In what follows we give a quick tour through the field of minimal submanifolds, starting at the definition and the classical results and ending up with current areas of research.
Symmetric TSP is structurally equivalent to a constrained Group Steiner Tree Problem.
Survey explores interactions between convex and complex geometry.
We survey Mirzakhani's work relating to Riemann surfaces, which spans about 20 papers. We target the discussion at a broad audience of non-experts.
Study finds ESG investments more resilient than traditional equity indices during market turmoil.
Classifies multiply-transitive (2,3,5)-distributions using modern Cartan geometry.
Hermitian symmetric manifolds are Hermitian manifolds which are homogeneous and such that every point has a symmetry preserving the Hermitian structure. The aim of these notes is to present an introduction to this important class of manifolds, trying to survey the several different perspectives from which Hermitian sym…
We re-estimate statistical properties and predictive power of a set of Phillips curves, which are expressed as linear and lagged relationships between the rates of inflation, unemployment, and change in labour force. For France, several relationships were estimated eight years ago. The change rate of labour force was u…
Recent developments link Steklov eigenvalues to manifold geometry.
Study builds dataset and benchmarks ML models for accurate solar and wind power forecasting in France.
Using the theory of Weyl structures, we give a natural generalization of the notion of essential conformal structures and conformal Killing fields to arbitrary parabolic geometries. We show that a parabolic structure is inessential whenever the automorphism group acts properly on the base space. As a corollary of the g…
The study examines Euclid's Book I, focusing on area applications and construction methods.
These are largely expanded notes from lectures on Higgs moduli and abelianisation given in Angers, France (2014) and Guaruja, Brazil (2015). Dedicated to Ugo Bruzzo on his 60-th birthday. Version 2: minor corrections.
Study of public and private VC relationships in France using qualitative methods.
SVM methods improve tack coat classification in French pavements.
This paper surveys the evolution of industrial concentration of the Brazilian automotive market as well as its positioning in the worldmarket. Data available by OICA (International Organization of Motor Vehicle Manufacturers) were used to better understand the characteristics of the Brazilian market on the world stage.…
Deep learning improves solar energy forecasting using physical and data-driven models.
We give a quick tour through many of the classical results in the field of minimal submanifolds, starting at the definition. The field of minimal submanifolds remains extremely active and has very recently seen major developments that have solved many longstanding open problems and conjectures; for more on this, see th…
The Oseledets Multiplicative Ergodic theorem is a basic result with numerous applications throughout dynamical systems. These notes provide an introduction to this theorem, as well as subsequent generalizations. They are based on lectures at summer schools in Brazil, France, and Russia.
Rainfall ensemble forecasts have to be skillful for both low precipitation and extreme events. We present statistical post-processing methods based on Quantile Regression Forests (QRF) and Gradient Forests (GF) with a parametric extension for heavy-tailed distributions. Our goal is to improve ensemble quality for all t…
New method converts LVAs into linear projections for better understanding of complex models.
This paper examines quantile dependence between international stock markets and evaluates its use for improving volatility forecasting. First, we analyze quantile dependence and directional predictability between the US stock market and stock markets in the UK, Germany, France and Japan. We use the cross-quantilogram, …
In his lectures at College de France, P.L. Lions introduced the concept of Master equation, see [5] for Mean Field Games. It is introduced in a heuristic fashion, from the system of partial differential equations, associated to a Nash equilibrium for a large, but finite, number of players. The method, also explained in…
We show that the objective function of conventional k-means clustering can be expressed as the Frobenius norm of the difference of a data matrix and a low rank approximation of that data matrix. In short, we show that k-means clustering is a matrix factorization problem. These notes are meant as a reference and intende…
Heegaard Floer theory is a kind of topological quantum field theory, assigning graded groups to closed, connected, oriented 3-manifolds and group homomorphisms to smooth, oriented 4-dimensional cobordisms. Bordered Heegaard Floer homology is an extension of Heegaard Floer homology to 3-manifolds with boundary, with ext…
This paper is a comment on the survey paper by Biau and Scornet (2016) about random forests. We focus on the problem of quantifying the impact of each ingredient of random forests on their performance. We show that such a quantification is possible for a simple pure forest , leading to conclusions that could apply more…
For the last few years, the amount of data has significantly increased in the companies. It is the reason why data analysis methods have to evolve to meet new demands. In this article, we introduce a practical analysis of a large database from a telecommunication operator. The problem is to segment a territory and char…
Explains how knots relate to 4D shapes.
First I will explain my motivation to introduce the -invariants for Riemannian manifolds. I will also recall the notions of ideal immersions and best ways of living. Then I will present a few of the many applications of -invariants to several areas in mathematics. Finally, I will present two optimal inequalities …
Article explores Thurston's circle packing theorem in 3-manifold geometry.
Two DRL policies collaborate to solve NP-hard routing problems.
Labor productivity in Turkey, Spain, Belgium, Austria, Switzerland, and New Zealand has been analyzed and modeled. These counties extend the previously analyzed set of the US, UK, Japan, France, Italy, and Canada. Modelling is based on the link between the rate of labor participation and real GDP per capita. New result…
Foreign exchange markets show that currency units (= accounting or nominal price units) are variables. Technical and economic progress evidence that the consumer baskets (= purchasing power units or real price units) are also variables. In contrast, all physical measurement units are constants and either defined in the…
We point out a simple equities trading strategy that allows a sufficiently large, market-neutral, quantitative hedge fund to achieve outsized returns while simultaneously contributing significantly to increasing global wealth inequality. Overnight and intraday return distributions in major equity indices in the United …
A new method predicts precipitation distributions from ensemble forecasts.
This is a guided tour through some selected topics in geometric analysis. We have chosen to illustrate many of the basic ideas as they apply to the theory of minimal surfaces. This is, in part, because minimal surfaces is, if not the oldest, then certainly one of the oldest areas of geometric analysis dating back to Eu…
Investment behavior in wine industry influenced by profitability and capitalization.
Study uses satellite and lidar data to map forest height and biomass in France.