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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.

168,695 papers · 148 categories

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11233445 · May 202619922001200920172026
48 results for payback period

Paper defines the payback period for nonconventional cash flows using axioms.

problem Defining the payback period for nonconventional cash flows is challenging.
method Used axiomatic approach to define the payback period.
result The last break-even point of the project balance is the only definition consistent with axioms.

The purpose of this paper is to introduce a new growth adjusted price-earnings measure (GA-P/E) and assess its efficacy as measure of value and predictor of future stock returns. Taking inspiration from the interpretation of the traditional price-earnings ratio as a period of time, the new measure computes the requisit…

2020-01-22abs ↗pdf ↗

CTS machines improve screen development in printing industries, reducing costs and increasing profitability.

problem Inefficient screen development process in heat transfer printing and labeling.
method Implementation of CTS (computer-to-screen) technology for screen development.
result Reduction in material and operational costs, leading to profitability.

The paper addresses optimal control in modern tontines with bequest preferences, showing a linear investment strategy.

problem Optimal controls and decreasing allocation in modern tontines with bequest preferences.
method Dual approach to solve optimal control problems with power utilities, modeling bequest preferences.
result Investment strategy almost linearly adjusts from 0% to 100% over time.

Recent studies on fairness in automated decision making systems have both investigated the potential future impact of these decisions on the population at large, and emphasized that imposing ''typical'' fairness constraints such as demographic parity or equality of opportunity does not guarantee a benefit to disadvanta…

2019-11-15abs ↗pdf ↗

Paper evaluates whether AI is a bubble or a productivity revolution.

problem Determining if AI investments are a bubble or a sustainable technology.
method Hybrid review and diagnostic framework combining asset pricing foundations and modern econometric methods.
result AI investments show both genuine fundamentals and bubble-like fragilities.

Paper proposes a robust framework for detecting multiple periodic components in time series.

problem Detecting multiple periodic components in time series with interlaced patterns and external noise.
method Applying maximal overlap discrete wavelet transform to isolate periodic components, ranking them by wavelet variance, and detecting single periodicity robustly.
result The proposed algorithm outperforms other methods for both single and multiple periodicity detection.

Enhances financial time series forecasting with a multi-period learning framework.

problem Accurate financial time series forecasting requires considering both short-term and long-term trends.
method Proposes a Multi-period Learning Framework (MLF) with three modules: Inter-period Redundancy Filtering, Learnable Weighted-average Integration, and Multi-period self-Adaptive Patching.
result Improves financial time series forecasting accuracy and efficiency.

Nonorientable spanning surfaces of periodic knots can have arbitrarily high first Betti number.

problem Periodic knots do not always have nonorientable spanning surfaces of high genus.
method Examples and calculations of nonorientable spanning surfaces of periodic knots.
result The first Betti number of nonorientable spanning surfaces can be arbitrarily large.

We derive new obstructions to periodicity of classical knots by employing the Heegaard Floer correction terms of the finite cyclic branched covers of the knots. Applying our results to two fold covers, we demonstrate through numerous examples that our obstructions are successful where many existing periodicity obstruct…

2013-07-19abs ↗pdf ↗

Study on periodic knots, proving limitations on their Alexander polynomials.

problem Understanding Alexander polynomials of periodic knots.
method Polynomial factorization, number theory interpretation, computational methods.
result Alexander polynomials of freely periodic knots are restricted to products of cyclotomic polynomials.

Derives an index formula for families of end-periodic Dirac operators.

problem Calculating the index of families of end-periodic Dirac operators.
method Using the renormalized Chern character and Fourier-Laplace transform of the Bismut superconnection.
result Establishes an index formula involving a new end-periodic eta form.

In this paper, we give a classification of orientation reversing periodic maps on closed surfaces which generalizes the theory of Nielsen for the orientation preserving periodic maps. On one hand, we give a group of data for each orientation reversing periodic map such that two periodic maps with the same data must be …

2016-03-01abs ↗pdf ↗

DEPTS learns to forecast periodic time series with improved accuracy.

problem Forecasting periodic time series is challenging due to complex dependencies and diverse periods.
method DEPTS uses a decoupled formulation with an expansion module and a periodicity module to handle these challenges.
result DEPTS significantly improves forecasting accuracy, reducing errors by up to 20%.

Study periodic geodesics on contact 3D manifolds, proving existence and precise properties.

problem Existence and properties of periodic geodesics in contact sub-Riemannian metrics.
method Develops two independent subjects: existence of spiraling geodesics and precise study of geodesics on quotient of SL2(R).
result Proves existence and precise properties of periodic geodesics.

This paper is devoted to prove the existence of qq-periodic alternating projections of prime alternating qq-periodic knots. The main tool is the Menasco-Thistlethwaite's Flyping theorem. Let KK be an oriented prime alternating knot that is qq-periodic with q3q\geq 3, i.e. KK admits a symmetry that is a rotation of…

2019-05-31abs ↗pdf ↗

Paper introduces dynamic strategies for multi-period investment models.

problem Optimizing investment strategies over multiple periods with risk and return considerations.
method Developed a Bellman principle for discrete time multi-period mean-variance models, leading to dynamic optimal strategies and efficient frontiers.
result Dynamic optimal strategies can achieve higher returns with lower risk compared to the 1/n strategy.

The aim of this paper is to compare statistical properties of a bubble period with those of the anti-bubble period in stock markets. We investigate the statistical properties of daily data for the Nikkei 225 index in the 28-year period from January 1975 to April 2003, corresponded to the periods of bubbles and anti-bub…

2004-01-09abs ↗pdf ↗

It is an interesting question whether a given equation of motion has a periodic solution or not, and in the positive case to describe them. We investigate periodic magnetic curves in elliptic Sasakian space forms and we obtain a quantization principle for periodic magnetic flowlines on Berger spheres. We give a criteri…

2013-10-10abs ↗pdf ↗

Study shows non-equivariant and equivariant non-orientable 4-genus of periodic knots can differ.

problem Exploring differences in non-orientable 4-genus for periodic knots.
method Analyzed p-periodic knots, showing differences in equivariant and non-equivariant non-orientable 4-genus.
result Differences exist in non-equivariant and equivariant non-orientable 4-genus for periodic knots.

We construct prime amphicheiral knots that have free period 2. This settles an open question raised by the second named author, who proved that amphicheiral hyperbolic knots cannot admit free periods and that prime amphicheiral knots cannot admit free periods of order >2.

2018-04-09abs ↗pdf ↗

We show that every periodic virtual knot can be realized as the closure of a periodic virtual braid and use this to study the Alexander invariants of periodic virtual knots. If KK is a qq-periodic and almost classical knot, we show that its quotient knot KK_* is also almost classical, and in the case q=prq=p^r is a pr…

2017-06-08abs ↗pdf ↗

New method glues Scherk surfaces into minimal surfaces, limiting possible outcomes.

problem Limiting the outcomes of gluing Scherk surfaces into minimal surfaces.
method Constructing minimal surfaces by stacking and gluing doubly periodic Scherk surfaces.
result Except for special cases, gluing more Scherk surfaces results in known minimal surfaces.

This paper studies periodic and free periodic knots in alternating projections.

problem Understanding periodic and free periodic knots in alternating projections.
method Analyzing the essential Conway decomposition and Murasugi decomposition of alternating knots.
result Conditions for an alternating knot to be freely periodic are identified.

Study of discrete period matrices on embedded graphs, relating to Riemann surfaces.

problem Understanding discrete conformal structures on surfaces via period matrices.
method Combinatorial interpretation of period matrices, using homological quasi-trees and Laplacian determinants.
result Derived a combinatorial analogue of the Weil-Petersson potential and related it to homological quasi-trees.

Study describes how to realize periods of meromorphic differentials with specific properties.

problem Realizing meromorphic differentials with given zeros, poles, and topological constraints.
method Complete description of period representations for specified conditions on Riemann surfaces.
result A comprehensive method for realizing meromorphic differentials with prescribed characteristics.

Entangled embedded periodic nets and crystal frameworks are defined, along with their dimension type, homogeneity type, adjacency depth and periodic isotopy type. We obtain periodic isotopy classifications for various families of embedded nets with small quotient graphs. We enumerate the 25 periodic isotopy classes of …

2019-10-17abs ↗pdf ↗

New methods assess topological entanglement in periodic systems.

problem Assessing topological entanglement in systems with periodic boundary conditions.
method Introducing Periodic Jones polynomial and Cell Jones polynomial.
result Periodic Jones polynomial is a recurring factor of Jones polynomial of finite cutoffs.