arXiv research

Directly proves logarithmic systolic growth for all hyperbolic surfaces.

Paper approximates Kelly betting for wealth growth.

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

Geodesics grow infinitely in certain Finsler manifolds.

Consider the one-parameter generalizations of the logarithmic and exponential functions which are obtained from the integration of non-symmetrical hyperboles. These generalizations coincide to the one obtained in the context of non-extensive thermostatistics. We show that these functions are suitable to describe and un…

Random surfaces' diameter grows logarithmically with size.

Study shows Reeb orbits on starshaped hypersurfaces grow logarithmically with period.

The Kelly Criterion is applied to prediction markets to analyze risk and return.

Study growth of systoles in arithmetic manifolds, focusing on $k$-dimensional cases.

In this paper we study the systole growth of arithmetic locally symmetric spaces up congruence covers and show that this growth is at least logarithmic in volume. This generalizes previous work of Buser and Sarnak as well as Katz, Schaps and Vishne where the case of compact hyperbolic 2- and 3-manifolds was considered.

We study the growth of the order of torsion subgroups of the homology in a tower of finite abelian coverings. In particular, we prove that it is exponential for when the tower converges to the maximal free abelian cover of a link complement when the first nonzero Alexander polynomial has positive logarithmic Mahler mea…

Given for instance a finite volume negatively curved Riemannian manifold $M$, we give a precise relation between the logarithmic growth rates of the excursions into cusps neighborhoods of the strong unstable leaves of negatively recurrent unit vectors of $M$ and their linear divergence rates under the geodesic flow. As…

There are many industrial situations where rods are used to stir a fluid, or where rods repeatedly stretch a material such as bread dough or taffy. The goal in these applications is to stretch either material lines (in a fluid) or the material itself (for dough or taffy) as rapidly as possible. The growth rate of mater…

Study shows exponential growth of Laplacian determinant on random hyperbolic surfaces.

Minimal hyperbolic surface diameter grows logarithmically with genus.

Paper connects Fenchel-Willmore and Sobolev inequalities for submanifolds in curved spaces.

Random surfaces with long systoles created from graph theory ideas.

Let l be a link of d components. For every finite-index lattice in Z^d there is an associated finite abelian cover of S^3 branched over l. We show that the order of the torsion subgroup of the first homology of these covers has exponential growth rate equal to the logarithmic Mahler measure of the Alexander polynomial …

Study 2-complexes' homology properties and torsion growth.

Logarithmic regret for continuous-time reinforcement learning.

We consider a game-theoretic model of a market where investors compete for payoffs yielded by several assets. The main result consists in a proof of the existence and uniqueness of a strategy, called relative growth optimal, such that the logarithm of the share of its wealth in the total wealth of the market is a subma…

This paper explores using nonlinear control for robust logarithmic growth in coin flipping games.

Study growth of LP wealth in G3Ms affected by trading fees and arbitrage.

Kelly investing improved with options to reduce estimation risk.

We establish parabolicity and quadratic area growth for minimal surfaces-with-boundary contained in regions of R^3 which are within a sub-logarithmic factor of the exterior of a cone. Unlike previous work showing that these two properties hold for minimal surfaces-with-boundary contained between two catenoids, we do no…

Minimal geodesics on hyperbolic surfaces are long.

Study shows how many crossings arise in curves on surfaces.

The length of shortest non-simple geodesics grows logarithmically with surface genus.

The paper is concerned with the problem of existence of solutions for the Heath-Jarrow-Morton equation with linear volatility. Necessary conditions and sufficient conditions for the existence of weak solutions and strong solutions are provided. It is shown that the key role is played by the logarithmic growth condition…

The complexity of a finite connected graph is its number of spanning trees; for a non-connected graph it is the product of complexities of its connected components. If $G$ is an infinite graph with cofinite free ${\mathbb Z}^d$-symmetry, then the logarithmic Mahler measure $m(Δ)$ of its Laplacian polynomial $Δ$ is the …

In the preceding paper we presented empirical results describing the growth of publicly-traded United States manufacturing firms within the years 1974--1993. Our results suggest that the data can be described by a scaling approach. Here, we propose models that may lead to some insight into these phenomena. First, we st…

We study an optimal consumption and investment problem in a possibly incomplete market with general, not necessarily convex, stochastic constraints. We give explicit solutions for investors with exponential, logarithmic and power utility. Our approach is based on martingale methods which rely on recent results on the e…

Method calculates systolic length of modular curves.

We introduce a stochastic price model where, together with a random component, a moving average of logarithmic prices contributes to the price formation. Our model is tested against financial datasets, showing an extremely good agreement with them. It suggests how to construct trading strategies which imply a capital g…

We show that gradient shrinking, expanding or steady Ricci solitons have potentials leading to suitable reference probability measures on the manifold. For shrinking solitons, as well as expanding soltions with nonnegative Ricci curvature, these reference measures satisfy sharp logarithmic Sobolev inequalities with low…

We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction o…

We are interested in the maximum value achieved by the systole function over all complete finite area hyperbolic surfaces of a given signature $(g,n)$. This maximum is shown to be strictly increasing in terms of the number of cusps for small values of $n$. We also show that this function is greater than a function that…

The main theme of this paper is to study for a symplectomorphism of a compact surface, the asymptotic invariant which is defined to be the growth rate of the sequence of the total dimensions of symplectic Floer homologies of the iterates of the symplectomorphism. We prove that the asymptotic invariant coincides with as…

Minimal submanifolds confined in space are highly restricted.

In a stock market, the numeraire portfolio, if it exists, is the portfolio with the highest expected logarithmic growth rate at all times. A numeraire market is a stock market for which the market portfolio is the numeraire portfolio. We study open markets, markets comprising the higher capitalization stocks within a b…

We present a simple dynamical model of stock index returns which is grounded on the ability of the Cyclically Adjusted Price Earning (CAPE) valuation ratio devised by Robert Shiller to predict long-horizon performances of the market. More precisely, we discuss a discrete time dynamics in which the return growth depends…

We address the question of the growth of firm size. To this end, we analyze the Compustat data base comprising all publicly-traded United States manufacturing firms within the years 1974-1993. We find that the distribution of firm sizes remains stable for the 20 years we study, i.e., the mean value and standard deviati…

New bounds on homological eigenvalues relate to Weil-Petersson length.

We consider the problem of optimizing the expected logarithmic utility of the value of a portfolio in a binomial model with proportional transaction costs with a long time horizon. By duality methods, we can find expressions for the boundaries of the no-trade-region and the asymptotic optimal growth rate, which can be …

The paper uses CPI growth rates to improve LGD predictions for CRE loans.

Model optimal growth strategy in a market with short-lived assets.

Paper proposes a method to solve log-optimal portfolios under ambiguous return distributions.

Inspired by results of Eskin and Mirzakhani counting closed geodesics of length $\le L$ in the moduli space of a fixed closed surface, we consider a similar question in the $Out(F_r)$ setting. The Eskin-Mirzakhani result can be equivalently stated in terms of counting the number of conjugacy classes (within the mapping…