Research
On-device research index

arXiv research

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.

168,932 papers · 148 categories

Trend · papers per month

3570105140 · Jun 202019922001200920172026
48 results for expression growth

Formula derived for spherical growth series of specific groups.

problem Calculating the spherical growth series of specific groups.
method Developed a formula and derived a rational function expression for the spherical growth series.
result Explicit rational function expressions for the spherical growth series of specific groups.

Introduced by Gromov in the nineties, the systolic growth of a Lie group gives the smallest possible covolume of a lattice with a given systole. In a simply connected nilpotent Lie group, this function has polynomial growth, but can grow faster than the volume growth. We express this systolic growth function in terms o…

2016-12-02abs ↗pdf ↗

This article derives prognostic expressions for the evolution of globally aggregated economic wealth, productivity, inflation, technological change, innovation and growth. The approach is to treat civilization as an open, non-equilibrium thermodynamic system that dissipates energy and diffuses matter in order to sustai…

2013-06-15abs ↗pdf ↗

Let GG be a finitely generated group with a finite generating set SS. For gGg\in G, let lS(g)l_S(g) be the length of the shortest word over SS representing gg. The growth series of GG with respect to SS is the series A(t)=n=0antnA(t) = \sum_{n=0}^\infty a_n t^n, where ana_n is the number of elements of GG with lS(g)=nl_S(g)=n. If…

2014-01-15abs ↗pdf ↗

We prove a conjecture of K. Schmidt in algebraic dynamical system theory on the growth of the number of components of fixed point sets. We also generalize a result of Silver and Williams on the growth of homology torsions of finite abelian covering of link complements. In both cases, the growth is expressed by the Mahl…

2010-10-20abs ↗pdf ↗

We consider a stochastic model of investment on an asset of a stock market for a prudent investor. She decides to buy permanent goods with a fraction $\a$ of the maximum amount of money owned in her life in order that her economic level never decreases. The optimal strategy is obtained by maximizing the exponential gro…

1998-04-28abs ↗pdf ↗

We present a preferential attachment growth model to obtain the distribution P(K)P(K) of number of units KK in the classes which may represent business firms or other socio-economic entities. We found that P(K)P(K) is described in its central part by a power law with an exponent φ=2+b/(1b)φ=2+b/(1-b) which depends on the probabil…

2006-09-04abs ↗pdf ↗

There are many industrial situations where rods are used to stir a fluid, or where rods repeatedly stretch a material such as bread dough or taffy. The goal in these applications is to stretch either material lines (in a fluid) or the material itself (for dough or taffy) as rapidly as possible. The growth rate of mater…

2010-04-05abs ↗pdf ↗

This work presents a general unified theory for coupled nonlinear elastic and inelastic deformations of curved thin shells. The coupling is based on a multiplicative decomposition of the surface deformation gradient. The kinematics of this decomposition is examined in detail. In particular, the dependency of various ki…

2018-10-23abs ↗pdf ↗

Study on colored Jones polynomial of figure-eight knot for complex parameters.

problem Asymptotic behavior of colored Jones polynomial for figure-eight knot.
method Analyzing the asymptotic growth rate of the polynomial for complex parameters with small imaginary part.
result Growth rate of polynomial is related to the Chern-Simons invariant for large real part of the parameter and to the reciprocal of Alexander polynomial for small real part.

This paper solves the problem of optimal dynamic consumption, investment, and healthcare spending with isoelastic utility, when natural mortality grows exponentially to reflect Gompertz' law and investment opportunities are constant. Healthcare slows the natural growth of mortality, indirectly increasing utility from c…

2019-01-02abs ↗pdf ↗

Study optimal portfolio choice with risk control for log-returns.

problem Optimal portfolio choice with risk management in continuous-time markets.
method Characterized optimal terminal wealth using concave envelope, derived analytical expressions for optimal wealth and policy, found efficient frontier.
result Efficient frontier is concave curve connecting minimum-risk to growth-optimal portfolios, not a vertical line.

We study modular fibers of elliptic differentials, which are roughly spaces of torus-coverings over a fixed base torus. For genus 2 torus covers with fixed degree we show, that the modular fibers F_d(1,1) are itself connected torus covers with Veech group SL_2(Z). Using results of Eskin, Masur and Schmoll we calculate …

2006-02-17abs ↗pdf ↗

Paper tackles robust control of SDEs with ambiguity, proving value function existence and applying to investment problems.

problem Robust control of SDEs with ambiguity parameters and non-Lipschitz coefficients.
method Existence and uniqueness of value function established through BSDEs with non-linear growth conditions.
result Existence and uniqueness of value function in proper space, verified through BSDEs.

This paper demonstrates the usefulness and importance of the concept of honest times to financial modeling. It studies a financial market with asset prices that follow jump-diffusions with negative jumps. The central building block of the market model is its growth optimal portfolio (GOP), which maximizes the growth ra…

2008-08-21abs ↗pdf ↗

Study on the complexity of 1D ReLU neural networks, proving growth in linear regions.

problem Understanding the complexity and expressivity of 1D ReLU neural networks.
method Analyzing the number of linear regions in randomly initialized, fully connected 1D ReLU networks in the infinite-width limit.
result The expected number of linear regions grows as a function of the number of neurons in each layer.

A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One parameter expresses the growth capacity of the agents and the other describes the local…

2007-01-09abs ↗pdf ↗

Study improves cancer classification using gene selection and projection methods.

problem Overfitting in high-dimensional microarray datasets for cancer classification.
method FSWOR technique, random projection, Kendall test, ensemble classifiers, LDA projection, Naïve Bayes.
result Achieved a test score of 96%, significantly outperforming existing methods.

Abstract Coxeter groups have growth rates that are Perron numbers.

problem Understanding growth rates of Coxeter groups.
method Defined a class of Coxeter groups, \infty--spanned, and analyzed their growth rates.
result For \infty--spanned Coxeter groups, geodesic growth rate strictly dominates word growth rate and appears to be a Perron number.

Historical economic growth in Asia (excluding Japan) is analysed. It is shown that Unified Growth Theory is contradicted by the data, which were used (but not analysed) during the formulation of this theory. Unified Growth Theory does not explain the mechanism of economic growth. It explains the mechanism of Malthusian…

2015-12-16abs ↗pdf ↗

Study confined subgroups in groups with contracting elements, showing their growth rate is strictly greater than half of the ambient growth rate.

problem Understanding the growth rate of confined subgroups in groups with contracting elements.
method Through boundary actions, analyzing the Hopf decomposition and quotient growth.
result Confined subgroups have a growth rate strictly greater than half of the ambient growth rate.

An intrinsic definition in terms of conformal capacity is proposed for the conformal type of a Carnot--Carathéodory space (parabolic or hyperbolic). Geometric criteria of conformal type are presented. They are closely related to the asymptotic geometry of the space at infinity and expressed in terms of the isoperimetri…

1996-09-17abs ↗pdf ↗

Growth rate of the world Growth Domestic Product (GDP) is analysed to determine possible pathways of the future economic growth. The analysis is based on using the latest data of the World Bank and it reveals that the growth rate between 1960 and 2014 was following a trajectory approaching asymptotically a constant val…

2015-10-26abs ↗pdf ↗

Data describing historical economic growth are analysed. Included in the analysis is the world and regional economic growth. The analysis demonstrates that historical economic growth had a natural tendency to follow hyperbolic distributions. Parameters describing hyperbolic distributions have been determined. A search …

2015-09-09abs ↗pdf ↗

The study provides volume growth estimates for specific types of manifolds.

problem Estimating volume growth for Ricci solitons and quasi-Einstein manifolds.
method Similar to classical results, the study proves volume growth estimates for gradient Ricci solitons and quasi-Einstein manifolds.
result Sharp volume growth estimates for gradient shrinking Ricci solitons and upper bound volume growth estimates for quasi-Einstein manifolds.

Study growth rates of subgroups in groups with a constricting element.

problem Understanding growth rates of subgroups in groups with a constricting element.
method Examining the spectrum of relative and quotient exponential growth rates of quasi-convex subgroups.
result Determine when growth rates of subgroups are strictly smaller or coincide with the group's growth rate.

In many European countries the growth of the real GDP per capita has been linear since 1950. An explanation for this linearity is still missing. We propose that in artificial intelligence we may find models for a linear growth of performance. We also discuss possible consequences of the fact that in systems with linear…

2015-08-18abs ↗pdf ↗