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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.

168,657 papers · 148 categories

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21416282 · Jun 202019922001200920172026
48 results for founding

A connection is made between the Krammer representation and the Birman-Murakami-Wenzl algebra. Inspired by a dimension argument, a basis is found for a certain irrep of the algebra, and relations which generate the matrices are found. Following a rescaling and change of parameters, the matrices are found to be identica…

2000-02-16abs ↗pdf ↗

This paper computes Kakimizu complexes for all 11 crossing prime alternating knots.

problem Computing Kakimizu complexes for prime, alternating knots with 11 crossings.
method Used known algorithms and Murasugi sums with sutured manifold theory.
result Explicitly described Kakimizu complexes for all 11 crossing prime alternating knots.

We obtain all possible solutions of a 1/4 Bogomol'nyi-Prasad-Sommerfield equation exactly, containing configurations made of walls, vortices and monopoles in the Higgs phase. We use supersymmetric U(N_C) gauge theories with eight supercharges with N_F fundamental hypermultiplets in the strong coupling limit. The moduli…

2004-05-14abs ↗pdf ↗

We describe financial systems as condensates, similar to Bose-Einstein condensates, and calculate statistical distributions following from the model. The calculated distributions of investments into speculated financial assets are found equivalent to a Pareto distribution, and the calculated distributions of the price …

2003-03-14abs ↗pdf ↗

By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found significant asymmetry between PMG and PML. PML significantly contributed to forecasting PMG but not vice versa. We furt…

2019-01-07abs ↗pdf ↗

This article surveys many aspects of the theory of quandles which algebraically encode the Reidemeister moves. In addition to knot theory, quandles have found applications in other areas which are only mentioned in passing here. The main purpose is to give a short introduction to the subject and a guide to the applicat…

2010-02-23abs ↗pdf ↗

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time distribution, and, for smaller data sets, it is found to be preferable over the …

2019-10-15abs ↗pdf ↗

We consider a market with fractional Brownian motion with stochastic integrals generated by the Riemann sums. We found that this market is arbitrage free if admissible strategies that are using observations with an arbitrarily small delay. Moreover, we found that this approach eliminates the discontinuity of the stocha…

2015-09-22abs ↗pdf ↗

The aim of the present paper is to establish a global theory of conformal changes in Finsler geometry. Under this change, we obtain the relationships between the most important geometric objects associated to (M,L)(M,L) and the corresponding objects associated to (M,L~)(M,\tilde{L}), L~=eσ(x)L\widetilde{L}=e^{σ(x)} L being the Finsl…

2006-10-01abs ↗pdf ↗

We discuss superstatistics theory of labour productivity. Productivity distribution across workers, firms and industrial sectors are studied empirically and found to obey power-distributions, in sharp contrast to the equilibrium theories of mainstream economics. The Pareto index is found to decrease with the level of a…

2008-09-21abs ↗pdf ↗

A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are found before crashes in several financial indices. The same is found in sand pile avalanches on Sierpinski gaskets. A discussion pertains to the…

2001-04-07abs ↗pdf ↗

Symmetry operators of twistor spinors and harmonic spinors can be constructed from conformal Killing-Yano forms. Transformation operators relating twistors to harmonic spinors are found in terms of potential forms. These constructions are generalized to gauged twistor spinors and gauged harmonic spinors. The operators …

2017-04-16abs ↗pdf ↗

The Wasserstein distance received a lot of attention recently in the community of machine learning, especially for its principled way of comparing distributions. It has found numerous applications in several hard problems, such as domain adaptation, dimensionality reduction or generative models. However, its use is sti…

2017-10-20abs ↗pdf ↗

I show that solutions of the SU(infinity) Toda field equation generating a fixed Einstein-Weyl space are governed by a linear equation on the Einstein-Weyl space. From this, obstructions to the existence of Toda solutions generating a given Einstein-Weyl space are found. I also give a classification of Einstein-Weyl sp…

1999-08-30abs ↗pdf ↗

New Sasaki-Einstein 7-manifolds found, including rational homology 7-spheres and connected sums.

problem Finding new Sasaki-Einstein 7-manifolds and understanding their properties.
method Calculating homology groups of specific 7-manifolds using Thom-Sebastiani sums and quasi-regular metrics.
result 52 new Sasaki-Einstein rational homology 7-spheres and 124 new 2-connected 7-manifolds homeomorphic to S3imesS4S^{3} imes S^{4} were found.

In this study, we establish a network structure of the Korean stock market, one of the emerging markets, with its minimum spanning tree through the correlation matrix. Base on this analysis, it is found that the Korean stock market doesn't form the clusters of the business sectors or of the industry categories. When th…

2005-04-01abs ↗pdf ↗

An explicit representation formula for all positive ancient solutions of the heat equation in the Euclidean case is found. In the Riemannian case with nonnegative Ricci curvature, a similar but less explicit formula is also found. Here it is proven that any positive ancient solution is the standard Laplace transform of…

2017-12-12abs ↗pdf ↗

We investigated the network structures of the Japanese stock market through the minimum spanning tree. We defined grouping coefficient to test the validity of conventional grouping by industrial categories, and found a decreasing in trend for the coefficient. This phenomenon supports the increasing external influences …

2007-08-03abs ↗pdf ↗

Researchers found the Z^\hat{Z}-invariant for SU(N)/ZmSU(N)/\mathbb{Z}_m is constant regardless of mm.

problem Exploring the Z^\hat{Z}-invariant for quotient groups SU(N)/ZmSU(N)/\mathbb{Z}_m.
method Analyzing the Z^\hat{Z}-invariant for SO(3)SO(3) and extending to SU(N)/ZmSU(N)/\mathbb{Z}_m.
result The Z^\hat{Z}-invariant for SU(N)/ZmSU(N)/\mathbb{Z}_m is independent of mm.

This study provides an independent, outside-in estimate of the cost and schedule risks of nuclear waste storage projects. Based on a reference class of 216 past, comparable projects, risk of cost overrun was found to be 202% or less, with 80% certainty, i.e., 20% risk of an overrun above 202%. Based on a reference clas…

2019-01-13abs ↗pdf ↗

New invariants found for mappings between non-symmetric affine spaces.

problem Finding new invariants for mappings between non-symmetric affine spaces.
method Obtained invariants using factored deformation tensor and novel Weyl type invariants.
result Novel Weyl type invariants for mappings between non-symmetric affine spaces.

Riemannian stochastic gradient descent converges faster with increasing batch size.

problem Improving convergence rate of Riemannian stochastic gradient descent.
method Theoretical analysis and numerical investigation of increasing batch size effects.
result Riemannian stochastic gradient descent converges faster with increasing batch size.

E. Gutkin found a remarkable class of convex billiard tables in the plane which have a constant angle invariant curve. In this paper we prove that in dimension 3 only round sphere has such a property. For dimension greater than 3 it must be either a sphere or to have a very special geometric properties. In 2-dimensiona…

2017-10-09abs ↗pdf ↗