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.
We consider a firm that sells a large number of products to its customers in an online fashion. Each product is described by a high dimensional feature vector, and the market value of a product is assumed to be linear in the values of its features. Parameters of the valuation model are unknown and can change over time.…
We study an infinite-horizon optimal investment, consumption and insurance problem for an economic agent who consumes a perishable and a durable good. The agent trades in a risk-free asset, a risky asset, and a durable good whose price follows a correlated diffusion, while the stock of the durable good depreciates dete…
Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new algorithm sequentially updates the control policies in each time period using Mo…
Standard micro-economics concentrate on the description of markets but is seldom interested in production. Several economists discussed the concept of a firm, as opposed to an open labour market where entrepreneurs would recrute workers on the occasion of each business opportunity. Coase \cite{Coase} is one of them, wh…
In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically short. Hence, viewed as a tradable asset, information shares the characteristics…
Most sales applications are characterized by competition and limited demand information. For successful pricing strategies, frequent price adjustments as well as anticipation of market dynamics are crucial. Both effects are challenging as competitive markets are complex and computations of optimized pricing adjustments…
Approximate linear programs (ALPs) are well-known models based on value function approximations (VFAs) to obtain policies and lower bounds on the optimal policy cost of discounted-cost Markov decision processes (MDPs). Formulating an ALP requires (i) basis functions, the linear combination of which defines the VFA, and…
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.
Defines products for fibered corners manifolds, generalizing resolutions.
problem Resolving fibered corners manifolds.
method Introduces a category of fibered corners manifolds with products and transverse fiber products, defining the 'ordered product' for wedge metrics.
result The 'ordered product' is a natural product for wedge metrics.
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…
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…
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.
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.
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…
The warped product N1×fN2 of two Riemannian manifolds (N1,g1) and (N2,g2) is the product manifold N1×N2 equipped with the warped product metric g=g1+f2g2, where f is a positive function on N1. Warped products play very important roles in differential geometry as well as in physic…
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 …
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…
A production function is a mathematical formalization in economics which denotes the relations between the output generated by a firm, an industry or an economy and the inputs that have been used in obtaining it. In this paper, we study the product production functions of 2 variables in terms of the geometry of their a…
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.