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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

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23477093 · Jun 202019922001200920172026
48 results for new-capital productivity

Derives equations for capital deepening in a competitive economy without assuming a production function.

problem Understanding capital deepening and firm survival in a competitive economy.
method Derives equations of motion from accounting identities, without assuming a production function. Uses four coupled relaxation equations to govern capital productivity, labor share, and new investment productivity.
result A 1% improvement in new-capital productivity nearly doubles the aggregate growth rate within one capital lifetime.

Model shows how capital accumulation can lead to poverty traps and well-being states.

problem Capital accumulation and its effects on poverty and well-being.
method Stochastic Solow growth model with sigmoidal saving fraction and bimodal steady state distribution.
result Existence of poverty trap with fluctuation-driven transitions between poverty and well-being states.

Basel III introduces new capital charges for CVA. These charges, and the Basel 2.5 default capital charge can be mitigated by CDS. Therefore, to price in the capital relief that CDS contracts provide, we introduce a CDS pricing model with three legs: premium; default protection; and capital relief. If markets are compl…

2012-11-23abs ↗pdf ↗

New method allocates capital based on tail central moments for financial risk assessment.

problem Inability of CTE-based capital allocation to reflect tail behavior of losses.
method Developed TCM-based capital allocation for normal mean-variance mixture distributions.
result TCM-based method captures tail risk contributions not detected by CTE.

On June 26th, 2004, Central bank governors and the heads of bank supervisory authorities in the Group of Ten (G10) countries issued a press release and endorsed the publication of "International Convergence of Capital Measurement and Capital Standards: a Revised Framework", the new capital adequacy framework commonly k…

2005-01-13abs ↗pdf ↗

This paper elaborates on the validation requirements for rating systems and probabilities of default (PDs) which were introduced with the New Capital Standards (Basel II). We start in Section 2 with some introductory remarks on the topics and approaches that will be discussed later on. Then we have a view on the develo…

2006-06-07abs ↗pdf ↗

The paper studies a new type of submanifolds in product spaces.

problem Characterizing and understanding warped product pointwise bi-slant submanifolds.
method Introduced and studied warped product pointwise bi-slant submanifolds of locally product Riemannian manifolds.
result Characterization results and non-trivial examples of these submanifolds.

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.

Productivity and credit limits affect aggregate production in non-monotonic ways.

problem Understanding how aggregate production is influenced by individual characteristics and financial constraints.
method Analytical proof of non-monotonic effects of productivity and credit limits on aggregate production in a general equilibrium model.
result Equilibrium aggregate production can be non-monotonic in both individual productivity and credit limit.

We refine the intersection product in homology to an equivariant setting, which unifies several known constructions. As an application, we give a common generalisation of the Chas-Sullivan string product on a manifold and the Chataur-Menichi string product on the classifying space by defining a string product on the Bo…

2015-06-01abs ↗pdf ↗

The paper examines Einstein doubly warped product manifolds with a semi-symmetric metric connection.

problem Characterizing Einstein doubly warped product manifolds with a semi-symmetric metric connection.
method Deriving curvature formulas and proving necessary and sufficient conditions for a manifold to be a warped product.
result Obtained results for Einstein doubly warped product manifolds and Einstein-like doubly warped product manifolds.

The paper explores geometric properties of Riemannian warped product maps and their curvature.

problem Investigating the geometric properties of Riemannian warped product maps.
method The approach involves establishing conditions for geodesics, deriving curvature tensors, and examining various types of maps.
result Derivation of integral formula for scalar curvature of conformal Riemannian warped product maps.

In this article we obtain classification results on the quasi-product production functions in terms of the geometry of their associated graph hypersurfaces, generalizing in a new setting some recent results concerning basic production models. In particular, we obtain several results on the geometry of Spillman-Mitscher…

2015-12-16abs ↗pdf ↗

The paper defines and analyzes curvature tensors on super twisted product spaces.

problem Investigating curvature tensors on super twisted product spaces.
method Defined W2W_2-curvature tensor, computed curvature tensors and Ricci tensors, and studied curvature flatness.
result Mixed Ricci-flat super twisted product semi-Riemannian manifolds can be expressed as super warped product manifolds.

The study examines Einstein-Finsler spaces using Minkowskian products.

problem Characterizing Einstein-Finsler spaces through Minkowskian products.
method Proving conditions for Einstein-Finsler spaces in terms of Minkowskian products.
result If a Minkowskian product Finsler manifold is Einstein, then either the product manifold is Ricci flat or both quotient manifolds are Einstein with same scalar functions.

In this paper, we completely classify homogeneous production functions with an arbitrary number of inputs whose production hypersurfaces are flat. As an immediate consequence, we obtain a complete classification of homogeneous production functions with two inputs whose production surfaces are developable.

2013-09-14abs ↗pdf ↗

Study on warped product Yamabe solitons with constant fiber curvature.

problem Characterizing nontrivial warped product Yamabe gradient solitons.
method Investigation of warped product manifolds, derivation of scalar curvature estimates.
result Nontrivial warped product Yamabe gradient solitons have constant scalar curvature in the fiber.

A Riemannian almost product manifold with integrable almost product structure is called a Riemannian product manifold. In the present paper the natural connections on such manifolds are studied, i.e. the linear connections preserving the almost product structure and the Riemannian metric.

2011-01-31abs ↗pdf ↗

Economies grow by upgrading the type of products they produce and export. The technology, capital, institutions and skills needed to make such new products are more easily adapted from some products than others. We study the network of relatedness between products, or product space, finding that most upscale products a…

2007-08-15abs ↗pdf ↗

A new method for analyzing product competition using low-dimensional embeddings.

problem Computational challenges in studying product-level competition for millions of products.
method Product2Vec, a method based on representation learning algorithm Word2Vec.
result The method produces more accurate demand forecasts and price elasticities compared to state-of-the-art models.

The study characterizes submanifolds in product spaces.

problem Limited studies on pseudo-umbilical submanifolds.
method Using projections from product structure, conditions for submanifolds to be invariant, anti-invariant, or semi-invariant are derived.
result Necessary and sufficient conditions for pseudo-umbilical submanifolds in locally product Riemannian manifolds.

The warped product N1×fN2N_1\times_f N_2 of two Riemannian manifolds (N1,g1)(N_1,g_1) and (N2,g2)(N_2,g_2) is the product manifold N1×N2N_1\times N_2 equipped with the warped product metric g=g1+f2g2g=g_1+f^2 g_2, where ff is a positive function on N1N_1. Warped products play very important roles in differential geometry as well as in physic…

2018-06-27abs ↗pdf ↗

Paper reinterprets marginal productivity theory using vectorial products, challenging traditional ethical interpretations.

problem Challenges traditional ethical interpretations of marginal productivity theory.
method Formulates marginal productivity theory using vectorial marginal products, contrasting with traditional scalar approach.
result Vectorial marginal products conflict with traditional distributive shares picture of property.

We introduce polar metrics on a product manifold, which have product and warped product metrics as special cases. We prove a de Rham-type theorem characterizing Riemannian manifolds that can be locally decomposed as a product manifold endowed with a polar metric. For a product manifold endowed with a polar metric, our …

2013-06-14abs ↗pdf ↗

Complementary products recommendation is an important problem in e-commerce. Such recommendations increase the average order price and the number of products in baskets. Complementary products are typically inferred from basket data. In this study, we propose the BB2vec model. The BB2vec model learns vector representat…

2018-09-25abs ↗pdf ↗

Study describes conformal product structures on compact Kähler manifolds.

problem Characterizing compact Kähler manifolds with conformal product structures.
method Geometric description of conformal product structures on compact Kähler manifolds.
result Geometric characterization of compact Kähler manifolds with conformal product structures.

The study restricts stable minimal immersions in product spaces to specific configurations.

problem Prohibiting stable minimal immersions in certain product spaces.
method Analyzing stable minimal immersions in products of complex, quaternionic, and octonionic projective spaces.
result The only stable compact minimal immersions in the product of a quaternionic projective space with any other Riemannian manifold are the products of quaternionic projective subspaces with compact stable minimal immersions of the second manifold.

Isoperimetric regions in scaled product manifolds are products of regions in each factor.

problem Characterizing isoperimetric regions in anisotropically scaled product manifolds.
method Analyzing regions with smooth boundaries in scaled product manifolds.
result Isoperimetric regions in scaled product manifolds are products of regions in each factor.

OMBA learns product and user representations for better online market basket analysis.

problem Limited ability to uncover rarely occurring and temporal associations in MBA.
method Jointly learns product and user representations, captures temporal dynamics, scalable online method.
result OMBA outperforms state-of-the-art methods by 21% on real-world datasets.

The paper studies conformal Ricci solitons in warped product spaces.

problem Characterizing conformal Ricci solitons in warped product manifolds.
method Analyzes properties of conformal Ricci solitons in warped product spaces, proving conditions for solitons and characterizing them in terms of vector fields.
result A warped product manifold admitting a conformal Ricci soliton with a concurrent potential vector field is Ricci flat.

We prove that the Hilbert geometry of a product of convex sets is bi-lipschitz equivalent the direct product of their respective Hilbert geometries. We also prove that the volume entropy is additive with respect to product and that amenability of a product is equivalent to the amenability of each terms.

2011-09-01abs ↗pdf ↗

We consider in a market model the cooperative emergence of value due to a positive feedback between perception of needs and demand. Here we consider also a negative feedback from production of the traded products, and find that this cooperativity is robust, provided that the production rate is slow. Cooperativity is fo…

2003-09-24abs ↗pdf ↗

The paper explores warped-like product metrics with exceptional holonomy groups.

problem Exploring new metrics with exceptional holonomy groups.
method Presented a general ansatz of warped-like product metric and studied specific examples.
result Explicit examples of (3+3+2)(3+3+2) and (3+3+1)(3+3+1) warped-like product manifolds with Spin(7)Spin(7) and G2G_2 holonomy, respectively.