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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.

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48 results for inequality indices

Socio-economic inequality is characterized from data using various indices. The Gini (gg) index, giving the overall inequality is the most common one, while the recently introduced Kolkata (kk) index gives a measure of 1k1-k fraction of population who possess top kk fraction of wealth in the society. Here, we show t…

2016-06-10abs ↗pdf ↗

Socio-economic inequality is measured using various indices. The Gini (gg) index, giving the overall inequality is the most commonly used, while the recently introduced Kolkata (kk) index gives a measure of 1k1-k fraction of population who possess top kk fraction of wealth in the society. This article reviews the ch…

2016-11-02abs ↗pdf ↗

Study analyzes financial distributions and inequality in professional cycling teams.

problem Financial inequality and concentration among cycling teams.
method Rank-size law and various inequality indices applied to Tour de France data.
result Financial gains distribution is hyperbolic with a decay exponent of about -1, contrary to Pareto principle.

We prove the existence of a knot whose braid index the Morton-Franks-Williams inequality fails to detect but a related inequality (KR-MFW inequality), which uses new information of Khovanov-Rozansky homology, detects. We also prove, by examples, that there exists infinitely many knots for which the KR-MFW inequality fa…

2007-07-08abs ↗pdf ↗

In this paper, we study the inequality indices for some models of wealth exchange. We calculated Gini index and newly introduced k-index and compare the results with reported empirical data available for different countries. We have found lower and upper bounds for the indices and discuss the efficiencies of the models…

2015-09-09abs ↗pdf ↗

Paper proves inequality linking capillary surfaces to Finsler geometry.

problem Proving a Heintze-Karcher inequality for capillary hypersurfaces.
method Introduced a Finsler metric for geodesic flow and studied the hypersurface properties.
result Established a new inequality relating capillary surfaces to Finsler geometry.

We point out a simple equities trading strategy that allows a sufficiently large, market-neutral, quantitative hedge fund to achieve outsized returns while simultaneously contributing significantly to increasing global wealth inequality. Overnight and intraday return distributions in major equity indices in the United …

2018-11-12abs ↗pdf ↗

The paper contains a short review of techniques examining regional wealth inequalities based on recently published research work but is also presenting unpublished features. The data pertains to Italy (IT), over the period 2007-2011: the number of cities in regions, the number of inhabitants in cities and in regions, a…

2016-02-17abs ↗pdf ↗

Study shows cryptocurrency price fluctuations become more similar to national currencies over time.

problem Understanding the volatility and inequality in cryptocurrency prices.
method Calculated inequality measures (Gini, Kolkata indices, QQ factor) for cryptocurrency and national currency price fluctuations over 10 years.
result Cryptocurrency price fluctuations become more similar to national currencies over time.

Develops virtual Morse-Bott indices for four-manifolds, proving inequalities.

problem Proving inequalities for four-manifolds of Seiberg-Witten simple type.
method Uses virtual Morse-Bott indices and Hirzebruch-Riemann-Roch Theorem.
result Proves positivity of virtual Morse-Bott indices, leading to inequalities.

We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income that indicates how much the incomes below the uth^{th} quantile fall short of the…

2006-10-27abs ↗pdf ↗

Let PtP_t be the diffusion semigroup generated by L:=Δ+VL:=Δ+\nabla V on a complete connected Riemannian manifold with Ric(σ2ρo2+c)\operatorname {Ric}\ge-(σ^2ρ_o^2+c) for some constants σ,c>0σ, c>0 and ρoρ_o the Riemannian distance to a fixed point. It is shown that PtP_t is hypercontractive, or the log-Sobolev inequality holds for the…

2007-12-19abs ↗pdf ↗

We investigate the Brazilian personal income distribution using data from National Household Sample Survey (PNAD), an annual research available by the Brazilian Institute of Geography and Statistics (IBGE). It provides general characteristics of the country's population. Using PNAD data background we also confirm the e…

2017-09-19abs ↗pdf ↗

Twists agrarian and 2\ell^2-Betti numbers for locally indicable groups.

problem Understanding 2\ell^2-Betti numbers of locally indicable groups.
method Using generalised agrarian invariants and twisted Alexander-Thurston norms.
result Twisted 2\ell^2-Betti numbers are equal to usual 2\ell^2-Betti numbers rescaled by the dimension of the twisting representation.

The paper proves stability of eigenvalue inequalities on surfaces.

problem Stability of isoperimetric inequalities for Laplace eigenvalues on surfaces.
method Employing eigenvalues of measures and Sobolev space W1,2W^{-1,2}, the paper proves stability estimates for the first and second nonzero Laplace eigenvalues on surfaces.
result Metrics almost maximizing the normalized eigenvalue are W1,2W^{-1,2}-close to a maximal metric.

A society or country with income equally distributed among its people is truly a fiction! The phenomena of socioeconomic inequalities have been plaguing mankind from times immemorial. We are interested in gaining an insight about the co-evolution of the countries in the inequality space, from a data science perspective…

2017-12-31abs ↗pdf ↗

The counting function on the natural numbers defines a discrete Morse-Smale complex with a cohomology for which topological quantities like Morse indices, Betti numbers or counting functions for critical points of Morse index are explicitly given in number theoretical terms. The Euler characteristic of the Morse filtra…

2016-08-22abs ↗pdf ↗

Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is bett…

2016-03-08abs ↗pdf ↗

Geometric tempering fails for Langevin dynamics, proving convergence limits.

problem Proving convergence and limitations of geometric tempering for Langevin dynamics.
method Theoretical investigation of geometric tempering using Langevin dynamics.
result Geometric tempering can lead to exponential time convergence and poor functional inequalities.

Gradient-enhanced GSA uses Poincaré chaos expansions for accurate sensitivity analysis.

problem Accurately estimating Sobol' indices with limited data.
method Integrates sparse, gradient-enhanced regression with Poincaré chaos expansions for derivative-based sensitivity analysis.
result Accurately estimated Sobol' indices using limited data.

Proposes counterfactual explainability for causal attribution, extending variance analysis methods.

problem Lack of mechanistic understanding in existing tools for explaining complex models.
method Extends global sensitivity analysis methods to causal explanations using directed acyclic graphs.
result Developed methods to estimate counterfactual explainability and applied to income inequality analysis.

In this article, we thoroughly investigate the stability inequality for Ricci-flat cones. Perhaps most importantly, we prove that the Ricci-flat cone over CP^2 is stable, showing that the first stable non-flat Ricci-flat cone occurs in the smallest possible dimension. On the other hand, we prove that many other example…

2011-11-21abs ↗pdf ↗

Bounds neural network output distribution to Gaussian for random initialization.

problem Quantifying the distribution of randomly initialized deep neural networks.
method Quantitative Gaussian approximation using quadratic Wasserstein distance.
result Explicit inequalities show how network sizes affect Gaussian behavior.

The paper establishes a continuous embedding between two types of Barron spaces in neural networks.

problem Understanding the relationship between two types of Barron spaces in neural networks.
method Introduced a continuous embedding inequality between Barron and spectral Barron spaces.
result The embedding inequality holds for any function in the spaces, with constants independent of the input dimension.

The paper proves properties of Renyi entropy power on Riemannian manifolds.

problem Properties of Renyi entropy power on Riemannian manifolds.
method Proof of concavity, rigidity models, Aronson-Benilan estimates, NIW formula, entropy isoperimetric inequality.
result Rigidity models and intrinsic relationships for Renyi entropy power.

New set class preserves Fourier series terms for planar ovals, leading to isoperimetric inequalities.

problem Investigate geometric properties of kkth Order Preserving Sets and ovals.
method Introduce and analyze kkth Order Preserving Sets and Midpoint Sets; study geometric properties and isoperimetric inequalities.
result Established an isoperimetric-type inequality relating perimeter and area of ovals and their associated sets.

The dynamic time warping (dtw) distance fails to satisfy the triangle inequality and the identity of indiscernibles. As a consequence, the dtw-distance is not warping-invariant, which in turn results in peculiarities in data mining applications. This article converts the dtw-distance to a semi-metric and shows that its…

2018-08-29abs ↗pdf ↗

The paper bounds growth indicator functions for discrete subgroups in algebraic groups.

problem Bounding growth indicator functions for discrete subgroups in algebraic groups.
method Pointwise bound and equality conditions for growth indicator functions.
result Strict inequalities and equality conditions for growth indicator functions.

We study the global probability distribution of energy consumption per capita around the world using data from the U.S. Energy Information Administration (EIA) for 1980-2010. We find that the Lorenz curves have moved up during this time period, and the Gini coefficient G has decreased from 0.66 in 1980 to 0.55 in 2010,…

2013-12-22abs ↗pdf ↗

This research proves a topological inequality for symplectic four-manifolds using non-Abelian monopoles.

problem Proving the Bogomolov-Miyaoka-Yau inequality for symplectic four-manifolds.
method Using Morse theory on the moduli space of non-Abelian monopoles, focusing on the square of the L2L^2 norm of coupled spinors.
result Existence of a projectively anti-self-dual connection on a rank-two Hermitian vector bundle over a blow-up of the four-manifold.

New statistical test for change-point detection using relative entropy.

problem Offline change-point detection using divergence metrics.
method Study of empirical relative entropy distributions, derivation of approximations, introduction of new Berry-Esseen bounds.
result Theoretical and practical validation of relative entropy for change-point detection.

The paper introduces a penalized matrix estimation procedure aiming at solutions which are sparse and low-rank at the same time. Such structures arise in the context of social networks or protein interactions where underlying graphs have adjacency matrices which are block-diagonal in the appropriate basis. We introduce…

2012-06-27abs ↗pdf ↗

Unified framework for risk-aware policy learning in contextual bandits.

problem Optimizing decision rules in high-stakes domains with adverse outcomes.
method Distributional framework for Lipschitz-continuous risk functionals, with novel empirical concentration inequalities.
result Data-dependent suboptimality bounds with an ildeO(1/n) ilde{\mathcal{O}}(1/\sqrt{n}) rate, matching risk-neutral offline policy optimization.

New sampling bounds improve uniform coverage verification in machine learning.

problem Conservative bounds in classical coverage analyses at small failure probabilities.
method Variance-based analysis of uniform random sampling on a dd-dimensional unit hypercube.
result Sample complexity bound with logarithmic dependence on failure probability.

This article establishes the performance of stochastic blockmodels in addressing the co-clustering problem of partitioning a binary array into subsets, assuming only that the data are generated by a nonparametric process satisfying the condition of separate exchangeability. We provide oracle inequalities with rate of c…

2012-12-17abs ↗pdf ↗