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.
Extended flatness approach for discrete-time systems considers forward and backward shifts.
We characterize the contractions that are similar to the backward shift in the Hardy space . This characterization is given in terms of the geometry of the eigenvector bundles of the operators.
Fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) arises in modeling of financial time series. FIGARCH is essentially governed by a system of nonlinear stochastic difference equations = $(1-\sum\limits_{j=1}^q β_j L^j)σ_{t}^2 = ω+(1-\sum\limits_{j=1}^q β_j L^j -…
Develops noncommutative Cowen-Douglas theory for noncommuting operators.