Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

127253380506 · Jun 202019922001200920172026
48 results for minimal growth rate

New groups found in hyperbolic 4D and 5D space have minimal growth rate.

problem Finding minimal growth rates in hyperbolic Coxeter groups.
method Combinatorial properties of hyperbolic Coxeter polyhedra, partial classification results, monotonicity properties of growth rates.
result Coxeter groups G4G_4 and G5G_5 in H4\mathbb{H}^4 and H5\mathbb{H}^5 have the smallest growth rate.

Study shows convergence rate for empirical minimizer of unbounded functions with fast growth.

problem Convergence rate of empirical minimizer for unbounded functions with fast growth.
method Analyzes L1L^1-distance convergence rate of the empiric minimizer for coercive functions sampled with noise.
result Convergence rate is bounded above by ann1/qa_n n^{-1/q}, where qq is the dimension and an=o(nε)a_n = o(n^\varepsilon) for every ε>0\varepsilon > 0.

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.

We consider the problem of robustly maximizing the growth rate of investor wealth in the presence of model uncertainty. Possible models are all those under which the assets' region EE and instantaneous covariation cc are known, and where additionally the assets are stable in that their occupancy time measures converg…

2018-01-19abs ↗pdf ↗

This survey reviews portfolio selection problem for long-term horizon. We consider two objectives: (i) maximize the probability for outperforming a target growth rate of wealth process (ii) minimize the probability of falling below a target growth rate. We study the asymptotic behavior of these criteria formulated as l…

2014-08-27abs ↗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.

We define a large class of abstract Coxeter groups, that we call \infty--spanned, and for which the word growth rate and the geodesic growth rate appear to be Perron numbers. This class contains a fair amount of Coxeter groups acting on hyperbolic spaces, thus corroborating a conjecture by Kellerhals and Perren. We a…

2019-12-11abs ↗pdf ↗

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.

Growth rate of the world Growth Domestic Product (GDP) is analysed to determine possible pathways of the future economic growth. The analysis is based on using the latest data of the World Bank and it reveals that the growth rate between 1960 and 2014 was following a trajectory approaching asymptotically a constant val…

2015-10-26abs ↗pdf ↗

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.

Cooperation is a persistent behavioral pattern of entities pooling and sharing resources. Its ubiquity in nature poses a conundrum. Whenever two entities cooperate, one must willingly relinquish something of value to the other. Why is this apparent altruism favored in evolution? Classical solutions assume a net fitness…

2015-06-10abs ↗pdf ↗

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.

In this paper, asymptotic results in a long-term growth rate portfolio optimization model under both fixed and proportional transaction costs are obtained. More precisely, the convergence of the model when the fixed costs tend to zero is investigated. A suitable limit model with purely proportional costs is introduced …

2016-11-04abs ↗pdf ↗

Direct proof shows adaptive gradient descent converges near-linearly for convex functions.

problem Proving near-linear convergence of adaptive gradient descent for convex functions.
method Direct Lyapunov-based argument for convex functions with unique minimizer.
result Direct proof of near-linear convergence for convex functions.

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.

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.

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.

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.

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 ↗

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 ↗

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 ↗

In this paper we consider the growth rates of 3-dimensional hyperbolic Coxeter polyhedra some of its dihedral angles are πm\fracπ{m} for m7m\geq{7}. By combining with the classical result by Parry \cite{Pa} and the main result of \cite{Y}, we prove that the growth rates of 3-dimensional hyperbolic Coxeter groups are Pe…

2016-03-16abs ↗pdf ↗