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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.

169,341 papers · 148 categories

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48 results for local growth rate

New theory accelerates stochastic optimization by leveraging local growth rate.

problem First-order stochastic convex optimization convergence rate.
method Developed two accelerated stochastic subgradient methods.
result Optimal iteration complexity of O(1/ε2(1θ))O(1/ε^{2(1-θ)}) for achieving εε-optimal solution.

Enhanced Gordon growth model for valuing financial products.

problem Valuation of financial products with time-varying interest rates and dividends.
method Dynamic Gordon growth model with time-varying spot interest rate and dividends, risk-neutral valuation, locally risk-minimizing strategy.
result Pricing and hedging formulas for dividend-paying European options and equity-linked life insurance products.

In an evolutionary system in which the rules of mutation are local in nature, the number of possible outcomes after mm mutations is an exponential function of mm but with a rate that depends only on the set of rules and not the size of the original object. We apply this principle to find a uniform upper bound for the…

2014-07-24abs ↗pdf ↗

New algorithms optimize private convex optimization with faster rates for functions with κ-growth.

problem Optimizing private convex functions with varying difficulty and growth conditions.
method Adapts inverse sensitivity mechanism and localization techniques to achieve faster rates without knowing growth constant.
result Achieves faster privacy rates (d/nε)fracκκ1({\sqrt{d}}/{n\varepsilon})^{ fracκ{κ- 1}} for functions with κ-growth.

Abstract Coxeter groups have growth rates that are Perron numbers.

problem Understanding growth rates of Coxeter groups.
method Defined a class of Coxeter groups, \infty--spanned, and analyzed their growth rates.
result For \infty--spanned Coxeter groups, geodesic growth rate strictly dominates word growth rate and appears to be a Perron number.

We investigate the ergodic problem of growth-rate maximization under a class of risk constraints in the context of incomplete, Itô-process models of financial markets with random ergodic coefficients. Including {\em value-at-risk} (VaR), {\em tail-value-at-risk} (TVaR), and {\em limited expected loss} (LEL), these cons…

2007-06-04abs ↗pdf ↗

Study growth rates of subgroups in groups with a constricting element.

problem Understanding growth rates of subgroups in groups with a constricting element.
method Examining the spectrum of relative and quotient exponential growth rates of quasi-convex subgroups.
result Determine when growth rates of subgroups are strictly smaller or coincide with the group's growth rate.

This paper analyzes the robust growth rate of leveraged ETFs under uncertain parameters.

problem Analyzing the robust long-term growth rate of leveraged ETFs with uncertain parameters.
method Derive worst-case parameters using comparison principle and martingale extraction method.
result Explicitly obtain robust long-term growth rates under various models.

Study projection in acylindrically hyperbolic groups, proving sublinear tracking and growth bounds.

problem Projection phenomena in acylindrically hyperbolic groups.
method Analyzing shortest projections in word metrics and hyperbolic spaces.
result Sublinear tracking of shortest projections and effective growth bounds.

Study confined subgroups in groups with contracting elements, showing their growth rate is strictly greater than half of the ambient growth rate.

problem Understanding the growth rate of confined subgroups in groups with contracting elements.
method Through boundary actions, analyzing the Hopf decomposition and quotient growth.
result Confined subgroups have a growth rate strictly greater than half of the ambient growth rate.

The US GDP per capita growth alternates between high and low rates, with an average growth rate of 1.6% since 1800.

problem Understanding the fluctuations and stability of US GDP growth rates over time.
method Wavelet transform analysis of US GDP per capita data from 1800 to 2010.
result The growth rate of US GDP per capita is bimodal, alternating between high and low rates with an average of 1.6% since 1800.

Study growth rates of specific hyperbolic Coxeter groups with fixed dihedral angles.

problem Arithmetic properties of growth rates in hyperbolic Coxeter groups.
method Analyzing arithmetic properties of growth rates for specific Coxeter groups with fixed dihedral angles.
result Growth rates are always Perron numbers.

The paper explores growth rates and Perron numbers in Coxeter systems with low-dimensional Davis complexes.

problem Investigating growth rates and specific types of numbers in Coxeter systems with Davis complexes of low dimension.
method Examining Coxeter systems with Davis complexes of dimension at most 2, focusing on growth rates and specific types of numbers.
result The growth rate of Coxeter systems with Davis complexes of dimension at most 2 are either Salem or Pisot numbers, depending on the Euler characteristic.

Mathematical study of excess growth rate connects info theory with finance.

problem Understanding the excess growth rate in portfolio theory.
method Axiomatic characterization theorems of excess growth rate in terms of relative entropy, Jensen's inequality gap, and logarithmic divergence.
result Established rich connections between information theory and finance.

New infinite series of hyperbolic polytopes with special growth rates found.

problem Finding new infinite series of non-compact hyperbolic polytopes.
method Constructing infinite series of non-simple ideal hyperbolic Coxeter 4-polytopes.
result Growth rates of the constructed polytopes are Perron numbers.

New growth rate identified for quaternionic Heisenberg group filling functions.

problem Identifying the growth rate of quaternionic Heisenberg group filling functions.
method Analyzing the growth of filling volume functions in the quaternionic Heisenberg group up to dimension n+1.
result Strictly faster growth rate identified for dimension n+1 compared to Euclidean space.

Study on Monge-Ampère equations with polynomial growth rates.

problem Analyzing solutions to Monge-Ampère equations with polynomial right-hand sides.
method Utilizing polynomial growth analysis to study regularity and growth rates of solutions.
result Translators for sub-affine-critical curvature flows are smooth and convex with specific growth rates.

Early warning signs of Greece's economic crisis were present in GDP growth rate instability.

problem Identifying early warning signs of economic crises in other countries.
method Analysis of GDP growth rate stability and long-term trends.
result GDP growth rate instability predicted the economic collapse in Greece.

Investigates the relationship between US money supply and asset indices over 2001-2019.

problem Determining the relationship between US money supply and asset indices growth.
method Information entropy methodology applied to US asset indices (Property, Russell 2000, S&P 500, NASDAQ) over 2001-2019.
result Growth in US broad money supply is the main determinant of US asset indices growth, especially the NASDAQ and Russell 2000.

This paper calculates the stock price covariance with correlated growth rates.

problem Determining the covariance of stock prices with correlated growth rates.
method Developed a formula for the covariance of random stock prices with correlated growth rates of dividends.
result A formula for the covariance of stock prices with correlated growth rates of dividends.

Optimizes portfolio growth rate for a behavioral investor considering terminal relative growth rate.

problem Optimizing a behavioral investor's portfolio growth rate under relative growth criterion.
method Martingale method, concavification, and quantile optimization techniques.
result Derives closed-form optimal growth rate and finds significant impact of benchmark growth rate.

Galor's mysterious income growth rate is debunked, revealing data manipulation.

problem Mysterious sudden spurt in income per capita growth rate.
method Mathematical analysis of historical world economic growth data.
result The sudden spurt in income per capita growth rate is an artifact of data presentation.

We give a survey of the approaches to classifying foliations, starting with the Haefliger classifying spaces and the various results and examples about the secondary classes of foliations. Various dynamical properties of foliations are introduced and discussed, including expansion rate, local entropy, and orbit growth …

2008-04-08abs ↗pdf ↗

In [6], Kellerhals and Perren conjectured that the growth rates of the reflection groups given by hyperbolic Coxeter polyhedra are always Perron numbers. We prove that this conjecture is always true for the case of ideal Coxeter polyhedra in H3\mathbb{H}^3. We also find out the ideal Coxeter polyhedron in $\mathbb{H}^3…

2015-04-25abs ↗pdf ↗

The study examines how automorphism growth rates of a group can be deduced from its simpler decompositions.

problem Determine automorphism growth rates of a group from its simpler decompositions.
method Analyze group decompositions into simpler pieces (direct products, free products, graph of groups) and deduce growth rates.
result Information about automorphism growth rates of a group can be deduced from its simpler decompositions.

Study growth rates of harmonic functions on curved surfaces.

problem Understanding the growth rates of harmonic functions on curved surfaces.
method Gradient estimate and frequency analysis on complete surfaces and manifolds with non-negative curvature.
result Existence and properties of nonconstant polynomial growth harmonic functions on manifolds with maximal volume growth.

In a previous paper Kobayashi and Rieck defined the growth rate of the tunnel number of a knot KK, a knot invariant that measures the asymptotic behavior of the tunnel number under iterated connected sum of KK. We denote the growth rate by $\mbox{gr}_t(K)$. In this paper we construct, for any ε>0ε> 0, a hyperbolic kno…

2015-07-13abs ↗pdf ↗

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.

2015-06-12abs ↗pdf ↗

Zipf's law states that the number of firms with size greater than S is inversely proportional to S. Most explanations start with Gibrat's rule of proportional growth but require additional constraints. We show that Gibrat's rule, at all firm levels, yields Zipf's law under a balance condition between the effective grow…

2010-12-01abs ↗pdf ↗

Analyzes long-term growth rate of leveraged ETFs using martingale extraction.

problem Determines long-term growth rate of leveraged ETFs under various models.
method Develops analytical approach using martingale extraction and eigenpair of infinitesimal generator.
result Derives explicit long-term growth rates for different reference asset models.