The paper explains how to predict returns based on firm characteristics.
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.
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In this paper we prove a conjecture of Bryant, Griffiths, and Yang concerning the characteristic variety for the determined isometric embedding system. In particular, we show that the characteristic variety is not smooth for any dimension greater than 4. This is accomplished by introducing a smaller yet equivalent line…
We consider linear groups which do not contain unipotent elements of infinite order, which includes all linear groups in positive characteristic, and show that this class of groups has good properties which resemble those held by groups of non positive curvature and which do not hold for arbitrary characteristic zero l…
Conservation laws vanishing along characteristic directions of a given system of PDEs are known as characteristic conservation laws, or characteristic integrals. In 2D, they play an important role in the theory of Darboux-integrable equations. In this paper we discuss characteristic integrals in 3D and demonstrate that…
Solves Einstein vacuum equations gluing problem for close Minkowski data.
Paper glues characteristic data to Kerr spacetime, proving spacelike gluing.
For an orientable surface of finite topological type having genus at least 3 (possibly closed or possibly with any number of punctures or boundary components), we show that the mapping class group has no faithful linear representation in any dimension over any field of positive characteristic.
Algorithm finds characteristic maps over complex shapes.
This paper improves fund net value prediction using ARIMA-LSTM hybrid model.
Everyone knows that the Euler characteristic of a combinatorial manifold is given by the alternating sum of its numbers of simplices. It is shown that there are other linear combinations of the numbers of simplices which are combinatorial invariants, but that all such invariants are multiples of the Euler characteristi…
The paper extends gluing theorems for linearized gravitational fields in static spacetimes with cosmological constant.
New classifiers ensure fairness by adjusting a base classifier's operating characteristics.
The Chern-Simons forms for R-linear connections on Lie algebroids are considered. A generalized Chern-Simons formula for such R-linear connections is obtained. We it apply to define Chern character and secondary characteristic classes for R-linear connections of Lie algebroids.
Study finds key investing characteristics for success in equity markets.
Paper presents characteristic function of Tsallis q-Gaussian and its applications.
In this paper we will explore a way to prove the hundred years old Gronwall's conjecture: if two plane linear 3-webs with non-zero curvature are locally isomorphic, then the isomorphism is a homography. Using recent results of S. I. Agafonov, we exhibit an invariant, the {\sl characteristic}, attached to each generic p…
We use some basic properties of binomial and Stirling numbers to prove that the Euler characteristic is, essentially, the unique numerical topological invariant for compact polyhedra which can be expressed as a linear combination of the numbers of faces of triangulations. We obtain this result converting it into an eig…
Paper solves Einstein vacuum equations gluing problem with applications.
A rational linear combination of Chern numbers is an oriented diffeomorphism invariant of smooth complex projective varieties if and only if it is a linear combination of the Euler and Pontryagin numbers. In dimension at least three only multiples of the top Chern number, which is the Euler characteristic, are invarian…
The paper extends macroscopic market making to stochastic games, revealing properties and solving equations.
Each loop in the group of Hamiltonian diffeomorphisms of a symplectic manifold determines a fibration on , whose coupling class \cite{G-L-S} is denoted by . If is the vertical tangent bundle of , we relate the characteristic number with the Maslov index …
Compositional data have two unique characteristics compared to typical multivariate data: the observed values are nonnegative and their summand is exactly one. To reflect these characteristics, a specific regularized regression model with linear constraints is commonly used. However, linear constraints incur additional…
We study higher-order conservation laws of the non-linearizable elliptic Poisson equation as elements of the characteristic cohomology of the associated exterior differential system. The theory of characteristic cohomology determines a normal form for diffe…
Linear bound on Betti numbers of negatively curved orbifolds.
We propose a novel classifier accuracy metric: the Bayesian Area Under the Receiver Operating Characteristic Curve (CBAUC). The method estimates the area under the ROC curve and is related to the recently proposed Bayesian Error Estimator. The metric can assess the quality of a classifier using only the training datase…
We introduce new symplectic cut-and-paste operations that generalize the rational blowdown. In particular, we will define -replaceable plumbings to be those that, heuristically, can be symplectically replaced by Euler characteristic 4-manifolds. We will then classify 2-replaceable linear plumbings, construct 2-r…
A celebrated theorem of Hadwiger states that the Euler-Poincaré characteristic is the the unique invariant and continuous valuation on the distributive lattice of compact polyhedra in R^n that assigns value one to each convex non-empty such polyhedron. This paper provides an analogue of Hadwiger's result for finitely p…
Graphical notation simplifies complex polynomial constraints in linear models.
We prove a uniform version of the Tits alternative. As a consequence, we obtain uniform lower bounds for the Cheeger constant of Cayley grahs of finitely generated non virtually solvable linear groups in arbitrary characteristic. Also we show that the algebraic entropy of discrete subgroups of a given Lie group is unif…
Wavelet analysis reveals non-linear dynamics in cryptocurrency prices.
We present two results about the relationship between fundamental groups of quasiprojective manifolds and linear systems on a projectivization. We prove the existence of a plane curve with non-abelian fundamental group of the complement which does not admit a mapping onto an orbifold with non-abelian fundamental group.…
This expository monograph cuts a short path from the common, elementary background in geometry (linear algebra, vector bundles, and algebraic ideals) to the most advanced theorems about involutive exterior differential systems: (1) The incidence correspondence of the characteristic variety, (2) Guillemin normal form an…
Let be a compact Riemannian manifold, be the universal covering and be a smooth -form on with cohomologous to zero. Suppose the fundamental group satisfies certain radial quadratic (resp. linear) isoperimetric inequality, we show that there exists a smooth $…
In this paper, we prove that we can recover the genus of a closed compact surface in from the restriction to a generic line of the Fourier transform of the canonical measure carried by . We also show that the restriction on some line in Minkowski space of the solution of a linear wave equation who…
Let be a connected orientable manifold with the Euler characteristic . Denote by the unique subgroup of index two in the automorphism group of a free group. Then any group action of (and thus the special linear group $\mathrm{SL…
Classifies 3D non-degenerate left-symmetric algebras.
In mathematical finance and other applications of stochastic processes, it is frequently the case that the characteristic function may be known but explicit forms for density functions are not available. The simulation of any distribution is greatly facilitated by a knowledge of the quantile function, by which uniforml…
The paper proves a conjecture about the positivity of the Euler characteristic for complex projective manifolds.
A ML model accurately replicates chaotic dynamics across various parameters.
INGB improves oversampling for noisy imbalanced datasets.
New invariant simplifies computing geometric invariants of recursive group orbits.
Lin et al. (Reports, 7 September 2018, p. 1004) reported a remarkable proposal that employs a passive, strictly linear optical setup to perform pattern classifications. But interpreting the multilayer diffractive setup as a deep neural network and advocating it as an all-optical deep learning framework are not well jus…
We prove that a rational linear combination of Chern numbers is an oriented diffeomorphism invariant of smooth complex projective varieties if and only if it is a linear combination of the Euler and Pontryagin numbers. In dimension at least three we prove that only multiples of the top Chern number, which is the Euler …
We show that a Bott-Morse foliation in dimension 3 admits a linear, singular, Poisson structure of rank 2 with Bott-Morse singularities. We provide the Poisson bivectors for each type of singular component, and compute the symplectic forms of the characteristic distribution.
New Shapley values reveal non-linear feature dependencies.
We describe two nonconventional algorithms for linear regression, called GAME and CLASH. The salient characteristics of these approaches is that they exploit the convex -ball and non-convex -sparsity constraints jointly in sparse recovery. To establish the theoretical approximation guarantees of GAME an…
DPLS improves asset pricing by capturing non-linear risk factor structures.
Study analyzes stock market dynamics using Tsallis statistics and GHE, revealing pre-bubble and post-bubble market characteristics.