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.
Strict concavity proven for growth indicator function of certain groups.
Investigates the relationship between US money supply and asset indices over 2001-2019.
We introduce a new statistical test of the hypothesis that a balanced panel of firms have the same growth rate distribution or, more generally, that they share the same functional form of growth rate distribution. We applied the test to European Union and US publicly quoted manufacturing firms data, considering functio…
The paper bounds growth indicator functions for discrete subgroups in algebraic groups.
We propose a new class of mappings, called Dynamic Limit Growth Indices, that are designed to measure the long-run performance of a financial portfolio in discrete time setup. We study various important properties for this new class of measures, and in particular, we provide necessary and sufficient condition for a Dyn…
Anosov subgroups' deformations affect limit cones and growth indicators continuously.
The paper uses CPI growth rates to improve LGD predictions for CRE loans.
In a previous paper the authors defined the growth rate of the tunnel number of knots, an invariant that measures that asymptotic behavior of the tunnel number under connected sum. In this paper we calculate the growth rate of the tunnel number of m-small knots in terms of their bridge indices.
The Unified Growth Theory is a puzzling collection of myths based on illusions created by hyperbolic distributions. Some of these myths are discussed. The examination of data shows that the three stages of growth (Malthusian Regime, Post-Malthusian Regime and Modern Growth Regime) did not exist and that Industrial Revo…
The paper studies proper discontinuity of actions on Weyl chamber flow spaces.
Research examines coamenable subgroups in higher rank groups.
Analyzing historical data of price indices we find an extraordinary growth phenomenon in several examples of hyper-inflation in which price changes are approximated nicely by double-exponential functions of time. In order to explain such behavior we introduce the general coarse-graining technique in physics, the Monte …
This paper presents a simple model to measure the relative economic growth of economic systems. The model considers S-Shaped patterns of economic growth that, represented with a linear model, measure how an economic system grows in comparison with another one. In particular, this model introduces an approach which indi…
The purpose of this study is to measure the Total Factor Productivity (TFP) growth and determine the share of each of the economic growth sources in the mining sector of Iran. The time period of this study is 1355-1385 of the Solar Hijri calendar (roughly overlaying with the time period of 1976-2006 of the Gregorian ca…
Investors in stock market are usually greedy during bull markets and scared during bear markets. The greed or fear spreads across investors quickly. This is known as the herding effect, and often leads to a fast movement of stock prices. During such market regimes, stock prices change at a super-exponential rate and ar…
From the stock markets of six countries with high GDP, we study the stock indices, S&P 500 (NYSE, USA), SSE Composite (SSE, China), Nikkei (TSE, Japan), DAX (FSE, Germany), FTSE 100 (LSE, Britain) and NIFTY (NSE, India). The daily mean growth of the stock values is exponential. The daily price fluctuations about the me…
We report quantitative relations between corruption level and economic factors, such as country wealth and foreign investment per capita, which are characterized by a power law spanning multiple scales of wealth and investments per capita. These relations hold for diverse countries, and also remain stable over differen…
Study finds nighttime lights correlate with Indian GDP growth.
Analyzes Indian commercial dynamism using time series data.
Mathematical properties of the historical GDP/cap distributions are discussed and explained. These distributions are frequently incorrectly interpreted and the Unified Growth Theory is an outstanding example of such common misconceptions. It is shown here that the fundamental postulates of this theory are contradicted …
Signature portfolios approximate optimal wealth in non-Markovian markets.
This paper investigates the relationship between private and public investment in R&D, while taking into account the effect of several instruments policies such as subsidies and taxes. We design a new look of knowledge spillovers and R&D cooperation to explain the contribution of public and private R&D on growth. We pr…
Study shows GDP and CPI predict CCC funding, highlighting need for economic forecasting.
Payments data and machine learning improve nowcasting accuracy for macroeconomic indicators.
New subgroup found in Lie groups with unusual properties.
We determine the distribution of size and growthrates of German business firms in 1987-1997. We find a log-normal size distribution. The distribution of growth rates has fat tails. It can be fitted to an exponential in a narrow central region and is dominated by finite-sample-size effects far in its wings. We study the…
Study examines how BRICS nations' economies respond to COVID-19.
A four-pronged approach to dealing with Social Science Phenomenon is outlined. This methodology is applied to Financial Services, Economic Growth and Well-Being. The four prongs are like the four directions for an army general looking for victory. Just like the four directions, we need to be aware that there is a degre…
For any manifold with polynomial volume growth, we show: The dimension of the space of ancient caloric functions with polynomial growth is bounded by the degree of growth times the dimension of harmonic functions with the same growth. As a consequence, we get a sharp bound for the dimension of ancient caloric functions…
Study on polynomial growth functions and forms on gradient Ricci solitons.
Growth rate of real GDP per capita is represented as a sum of two components -- a monotonically decreasing economic trend and fluctuations related to a specific age population change. The economic trend is modeled by an inverse function of real GDP per capita with a numerator potentially constant for the largest develo…
Quantifying the improvement in human living standard, as well as the city growth in developing countries, is a challenging problem due to the lack of reliable economic data. Therefore, there is a fundamental need for alternate, largely unsupervised, computational methods that can estimate the economic conditions in the…
The professional services sector is at a turning point, with some industries showing growth opportunities.
Classifies polynomial growth solutions to drift-harmonic equations on asymptotically paraboloidal manifolds.
Study polynomial growth harmonic functions on infinite penny graphs.
In this pedagogical study, carried out by adopting standard mathematical methods of nonlinear dynamics, we have presented some simple analytical models to understand terminal behaviour in industrial growth. This issue has also been addressed from a dynamical systems perspective, with especial emphasis on the concept of…
The analysis of dollar inflation performed by the authors through the approximation of empirical data for 1913-2012 with a power-law function with an accelerating log-periodic oscillation superimposed over it has made it possible to detect a quasi-singularity point around the 17th of December, 2012. It is demonstrated …
We study the growth rate of harmonic functions in two aspects: gradient estimate and frequency. We obtain the sharp gradient estimate of positive harmonic function in geodesic ball of complete surface with nonnegative curvature. On complete Riemannian manifolds with non-negative Ricci curvature and maximal volume growt…
We study ancient solutions of polynomial growth to heat equations on graphs, and extend Colding and Minicozzi's theorem [CM19] on manifolds to graphs: For a graph of polynomial volume growth, the dimension of the space of ancient solutions of polynomial growth is bounded by the product of the growth degree and the dime…
Study shows long-term debt impacts financial growth of non-financial firms listed at Nairobi Securities Exchange.
Study assesses short-term debt's impact on non-financial firms' financial growth.
This study assesses how share capital affects financial growth of non-financial firms listed at NSE.
The true probability of a European call option to achieve positive return is investigated under the Black-Scholes model. It is found that the probability is determined by those market factors appearing in the BS formula, besides the growth rate of stock price. Our numerical investigations indicate that the biases of BS…
In this paper, we study harmonic and caloric functions of polynomial growth on a complete non-compact gradient shrinking Ricci soliton. On one hand, when the scalar curvature satisfies at least quadratic decay, we prove that the space of harmonic functions with fixed polynomial growth degree is finite dimensional. We a…
Study harmonic functions on submanifolds and their cones.
Study harmonic function growth on curved spaces, proving inequalities.
Sharp heat kernel and Green's function estimates on Euclidean volume growth manifolds.
In this article we have studied some properties of subharmonic functions in a strongly symmetric Riemannian manifold with a pole. As a generalization of polynomial growth of a function we have introduced the notion of polynomial growth of some degree of a function with respect to a real function and proved that any non…