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.
We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or, equivalently, to maximize profits. In equilibrium, however, rational agents who maxim…
The average portfolio structure of institutional investors is shown to have properties which account for transaction costs in an optimal way. This implies that financial institutions unknowingly display collective rationality, or Wisdom of the Crowd. Individual deviations from the rational benchmark are ample, which il…
Social media reduces individual investors' disposition effect through negative information.
Unified approach to aggregating models and preferences.
The study shows conditions for Kähler manifolds to have rational cohomology.
Study models human investors' sub-rational behavior in financial markets.
We show that for the Kauffman bracket skein module over the field of rational functions in variable A, the module of a connected sum of 3-manifolds is the tensor product of modules of the individual manifolds.
In this paper the introduction of notion of reference vector paves the way for a combination of classical and social approaches in the framework of referential preferences given by matrix groups. It is shown that individual demand issue from rational decision does not depend on that reference.
Information-theoretic bounded rationality describes utility-optimizing decision-makers whose limited information-processing capabilities are formalized by information constraints. One of the consequences of bounded rationality is that resource-limited decision-makers can join together to solve decision-making problems …
Paper proposes decentralized annuities for better retirement security.
The paper interprets financial markets as crowds during booms and busts.
Paper shows faster core identification in matching markets.
We show that there are links whose individual components are concordant to the unknot, but which are not concordant to any link with unknotted components. We give examples in the topological category, and examples in the smooth category which are topologically slice. We also give generalizations regarding components of…
We propose a novel concept of a Systemic Optimal Risk Transfer Equilibrium (SORTE), which is inspired by the Bühlmann's classical notion of an Equilibrium Risk Exchange. We provide sufficient general assumptions that guarantee existence, uniqueness, and Pareto optimality of such a SORTE. In both the Bühlmann and the SO…
Mechanism designs for unknown agent values in stochastic bandit settings.
This work presents a game-theoretic method for AVs that handles imperfect communication and individual rewards.
Attempts to build a discrete theory for rational maps on the sphere via circle packing have foundered on discretization effects in locating branch points. The authors remove this impediment by introducing generalized branch points. A generalized branch point need no longer be attached to an individual circle, but with …
Soliton spheres are immersed 2-spheres in the conformal 4-sphere S^4=HP^1 that allow rational, conformal parametrizations f:CP^1->HP^1 obtained via twistor projection and dualization from rational curves in CP^{2n+1}. Soliton spheres can be characterized as the case of equality in the quaternionic Pluecker estimate. A …
Travel decisions tend to exhibit sensitivity to uncertainty and information processing constraints. These behavioural conditions can be characterized by a generative learning process. We propose a data-driven generative model version of rational inattention theory to emulate these behavioural representations. We outlin…
A new mechanism optimizes data marketplace pricing efficiently.
Human behavioural patterns exhibit selfish or competitive, as well as selfless or altruistic tendencies, both of which have demonstrable effects on human social and economic activity. In behavioural economics, such effects have traditionally been illustrated experimentally via simple games like the dictator and ultimat…
LLMs in financial markets show diverse behaviors, from stable to speculative, challenging rational expectations.
Consequential decision-making incentivizes individuals to strategically adapt their behavior to the specifics of the decision rule. While a long line of work has viewed strategic adaptation as gaming and attempted to mitigate its effects, recent work has instead sought to design classifiers that incentivize individuals…
Study shows cooperation can improve everyone's market efficiency.
New tree structure for pseudo-Anosovs from interval maps.
Paper presents a probabilistic model to improve LLM cascade performance.
This paper solves aggregation of Pareto optimal models by using Bayesian priors and weighted averaging.
This paper describes an agent-based model of interacting firms, in which interacting firm agents rationally invest capital and labor in order to maximize payoff. Both transactions and production are taken into account in this model. First, the performance of individual firms on a real transaction network was simulated.…
Study uses FDA to analyze discount functions of different temperaments.
The paper constructs new rational homology 3-spheres bounding rational homology 4-balls.
BIND removes background noise from binary matrices, improving detection accuracy and fairness.
Survey finds LLMs match human economic expectations closely.
The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…
Classifies real rational knots and curves in a specific quadric space.
New method for simplifying knots with specific properties.
The study calculates the average genus of rational knots and links.
We note that a rational -tangle diagram is obtained from a combination of four generators. There is an algorithm to distinguish two rational -tangle diagrams up to isotopy. However, there is no perfect classification about rational -tangle diagrams such as the classification of rational -tangle diagrams cor…
New rational band moves simplify knot classification.
Classifies surgeries on torus knots and cables that bound rational homology balls.
Jones polynomial coincidences explored for rational knots.
Lower bounds on rational slice genus using Heegaard Floer invariants.
This paper gives two new combinatorial topological proofs of the classification of rational tangles. Each proof rests on an elegant lemma showing that rational tangles are isotopic to canonical alternating rational tangles. The first proof defines the tangle fraction from the canonical form and uses flyping to prove in…
Study connects taffy pulling, fractions, and rational tangles.
New knots show linear independence in slice concordance.
The paper proves that rational concordance of double twist knots is reciprocal.
In this paper, we introduce a rational invariant for rationally null-homologous knots in contact 3-manifolds with nontrivial Ozsváth-Szabó contact invariants. Such an invariant is an upper bound for the sum of rational Thurston-Bennequin invariant and the rational rotation number of the Legendrian representatives o…
This paper is an introduction to rational tangles, rational knots and links and their applications to DNA. The paper can be read as an introduction to our more technical papers on rational tangles (math.GT/0311499) and on rational knots (math.GT/0212011). The present paper includes a self-contained account of the tangl…
New findings on knots that are both topologically and rationally slice.