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.
These notes represent a much expanded and updated version of the \textquotedblleft mini course\textquotedblright that the author gave at the ETH (Zürich) and the University of Zürich in February of 1995. The purpose of these notes is to first provide some basic background to Riemannian geometry and stochastic calculus …
This study maps cycling risks and discomfort in Zurich, offering personalized route recommendations.
This is a set of expository lecture notes created originally for a graduate course on holomorphic curves taught at ETH Zurich and the Humboldt University Berlin in 2009/2010. The notes are still incomplete, but due to recent requests from readers, I've decided to make a presentable half-finished version available here.…
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experime…
This lecture notes are an expanded version of the course given at the ERC-School on Geometric Measure Theory and Real Analysis, held in Pisa, September 30th - October 30th 2013. The lectures aim to explain the main steps of a new proof of the partial regularity of area minimizing integer rectifiable currents in higher …
These notes were inspired by the course ''Quantum Field Theory from a Functional Integral Point of View'' given at the University of Zurich in Spring 2017 by Santosh Kandel. We describe Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view, where the mai…
Study shows local governments smooth fiscal shocks from property tax revenues.
We consider the gradient flow for the Willmore functional in Riemannian manifolds of bounded geometry. In the euclidean case E.\;Kuwert and R.\;Schätzle [\textsl{Gradient flow for the Willmore functional,} Comm. Anal. Geom., 10: 307-339, 2002] established a lower bound of a smooth solution of such a flow, which d…
Efficient model for foggy scene understanding in vehicles.
Lectures on symplectic and Poisson geometry, quantization, and quantum field theory.
We present ease.ml, a declarative machine learning service platform we built to support more than ten research groups outside the computer science departments at ETH Zurich for their machine learning needs. With ease.ml, a user defines the high-level schema of a machine learning application and submits the task via a W…
These lecture notes, based on a course given at the Zurich Clay Summer School (June 23-July 18, 2008), review our current mathematical understanding of the global behaviour of waves on black hole exterior backgrounds. Interest in this problem stems from its relationship to the non-linear stability of the black hole spa…
We define a financial bubble as a period of unsustainable growth, when the price of an asset increases ever more quickly, in a series of accelerating phases of corrections and rebounds. More technically, during a bubble phase, the price follows a faster-than-exponential power law growth process, often accompanied by lo…