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.
In this paper, we compute the index form of the multiply twisted products. We study the Killing vector fields on the multiply twisted product manifolds and determine the Killing vector fields in some cases. We compute the curvature of the multiply twisted products with a semi-symmetric metric connection and show that t…
The statistical properties of the multipliers of the absolute returns are investigated using one-minute high-frequency data of financial time series. The multiplier distribution is found to be independent of the box size s when s is larger than some crossover scale, providing direct evidence of the existence of sca…
Robust sparse reduced rank regression for high-dimensional data with heavy-tailed noise.
problem Analyzing large, complex high-dimensional data with heavy-tailed random noise.
method Convex relaxation of a rank- and sparsity-constrained non-convex optimization problem solved using the alternating direction method of multipliers.
result Established non-asymptotic estimation error bounds under Frobenius and nuclear norms, quantifying the tradeoff between heavy-tailedness and statistical bias.
Defines a map linking quandle homology to Schur multiplier.
problem Understanding the relationship between quandle homology and Schur multiplier.
method Defined a map from second quandle homology to Schur multiplier and expressed second homology of Alexander quandles in terms of exterior algebras.
result Expressed the second homology of Alexander quandles in terms of exterior algebras.
Historically, the banking multiplier has been in a range of 4 to 100, with 25% to 1% reserve ratios at most layers of the banking system encompassing the majority of its range in recent centuries. Here it is shown that multipliers over 1 000 can occur from a new mechanism in banking. This new multiplier uses a default …
We extend Nadel's results on some conditions for the multiplier ideal sheaves to satisfy which are described in terms of an obstruction defined by the first author. Applying our extension we can determine the multiplier ideal sheaves on toric del Pezzo surfaces which do not admit Kähler-Einstein metrics. We also show t…
The study uses historical revenue data to forecast music catalog cashflows and multipliers.
problem Valuation of music catalogs based on historical revenue data.
method Risk-neutral approach using discounted cashflows formula.
result Ask prices are close to multipliers justified by median song cashflows, while best bids are near multipliers justified by bottom decile cashflows.
We present an elementary analysis of the dynamical aspects of the GDP / government surplus multiplier with relevance to the assessment of a country's debt repayment policy. We show the (at first) counter intuitive result that in order to reduce the Debt/GDP ratio, countries with high Debt to GDP should go into further …
In this paper, we define a semi-symmetric metric Killing vector field, then study semi-symmetric metric Killing vector fields on warped and multiply warped products with a semi-symmetric metric connection. We also study Killing and 2-Killing vector fields on multiply warped products.
We present an efficient alternating direction method of multipliers (ADMM) algorithm for segmenting a multivariate non-stationary time series with structural breaks into stationary regions. We draw from recent work where the series is assumed to follow a vector autoregressive model within segments and a convex estimati…
The goal of this paper is to study the theory of last multipliers in the framework of complex manifolds with a fixed holomorphic volume form. The motivation of our study is based on the equivalence between a holomorphic ODE system and an associated real ODE system and we are interested how we can relate holomorphic las…
In this paper, we study the Einstein multiply warped products with a semi-symmetric non-metric connection and the multiply warped products with a semi-symmetric non-metric connection with constant scalar curvature, we apply our results to generalized Robertson-Walker spacetimes with a semi-symmetric non-metric connecti…
In this expository article we first give an overview on multiplier ideal sheaves and geometric problems in Kählerian and Sasakian geometries. Then we review our recent results on the relationship between the support of the subschemes cut out by multiplier ideal sheaves and the invariant whose non-vanishing obstructs th…
In this paper, we study the Einstein warped products and multiply warped products with a quarter-symmetric connection. We also study warped products and multiply warped products with a quarter-symmetric connection with constant scalar curvature. Then apply our results to generalized Robertson-Walker spacetimes with a q…
The theory of the last multipliers as solutions of the Liouville's transport equation, previously developed for vector fields, is extended here to general multivectors. Characterizations in terms of Witten and Marsden differentials are reobtained as well as the algebraic structure of the set of multivectors with a comm…
The paper extends affine connection results to singular warped and twisted products.
problem Generalizing affine connections to singular warped and twisted products.
method Study of singular multiply warped products and singular twisted products with semi-symmetric metric and non-metric connections, discussing Koszul forms and curvature.
result Theoretical results on curvature and Koszul forms for singular multiply warped and twisted products.
Researchers use Gaussian processes to approximate Lagrange multipliers for Maximum-Entropy distributions.
problem Finding Lagrange multipliers for Maximum-Entropy distributions is computationally challenging.
method Employed Gaussian processes to approximate the Lagrange multipliers as a map of moments. Optimized hyperparameters by maximizing log-likelihood.
result Data-driven Maximum-Entropy closure performs well in approximating non-equilibrium distributions.