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 note we derive enumerative formulas for several types of labelled acyclic directed graphs by slight modifications of the familiar recursive formula for simple acyclic digraphs. These considerations are motivated by, and based upon, recent combinatorial results in geometric topology obtained by S.Choi, who estab…
Study financial contagion and risk in sparse networks with directed edges.
problem Analyzing systemic risk in sparse financial networks with balance-sheet interactions.
method Linear fraction of institutions with zero out-degree, sender-truncated subgraph G_sh, adversarial and random systemic events, explicit fan-in accumulation bound.
result Maximal forward reachability in G_sh is O(log n) with high probability in the subcritical regime, and multi-hit defaults are negligible in the supercritical regime.
Directed acyclic graphs are the basic representation of the structure underlying Bayesian networks, which represent multivariate probability distributions. In many practical applications, such as the reverse engineering of gene regulatory networks, not only the estimation of model parameters but the reconstruction of t…
We give a geometric proof of the following result of Juhasz. \emph{Let ag be the leading coefficient of the Alexander polynomial of an alternating knot K. If ∣ag∣<4 then K has a unique minimal genus Seifert surface.} In doing so, we are able to generalise the result, replacing `minimal genus' with `incompress…
A graph (digraph) G=(V,E) with a set T⊆V of terminals is called inner Eulerian if each nonterminal node v has even degree (resp. the numbers of edges entering and leaving v are equal). Cherkassky and Lovász showed that the maximum number of pairwise edge-disjoint T-paths in an inner Eulerian graph $G…
In the present paper we find a bijection between the set of small covers over an n-cube and the set of acyclic digraphs with n labeled nodes. Using this, we give a formula of the number of small covers over an n-cube (generally, a product of simplices) up to Davis-Januszkiewicz equivalence classes and $\mathbf{Z}…
We represent an exchange economy in terms of statistical ensembles for complex networks by introducing the concept of market configuration. This is defined as a sequence of nonnegative discrete random variables {wij} describing the flow of a given commodity from agent i to agent j. This sequence can be arran…
We prove an explicit formula of the Berezin star product on Kaehler manifolds. The formula is expressed as a summation over certain strongly connected digraphs. The proof relies on a combinatorial interpretation of Englis' work on the asymptotic expansion of the Laplace integral.
Group lattices (Cayley digraphs) of a discrete group are in natural correspondence with differential calculi on the group. On such a differential calculus geometric structures can be introduced following general recipes of noncommutative differential geometry. Despite of the non-commutativity between functions and (gen…
Acyclic digraphs are the underlying representation of Bayesian networks, a widely used class of probabilistic graphical models. Learning the underlying graph from data is a way of gaining insights about the structural properties of a domain. Structure learning forms one of the inference challenges of statistical graphi…
It has been known since 1981 that if one fixes an orientable surface S of genus g, then there is a real number λmin,g>1 that is the dilatation of a pA diffeomorphism of S, and every other pA diffeomorphism of S has dilatation ≥λmin,g. We will show how a little-known theorem about digraphs gives …
It has been known since 1981 that if one fixes an orientable surface S of genus g, then there is a real number λmin,g>1 that is the dilatation of a pA diffeomorphism of S, and every other pA diffeomorphism of S has dilatation ≥λmin,g. We will show how a little-known theorem about digraphs gives …
J. Przytycki has established a connection between the Hochschild homology of an algebra A and the chromatic graph homology of a polygon graph with coefficients in A. In general the chromatic graph homology is not defined in the case where the coefficient ring is a non-commutative algebra. In this paper we define a …
Let D be an oriented classical or virtual link diagram with directed universe U. Let C denote a set of directed Euler circuits, one in each connected component of U. There is then an associated looped interlacement graph L(D,C) whose construction involves very little geometric information about the way …
Let $φ\in \mbox{Out}(F_n)$ be a free group outer automorphism that can be represented by an expanding, irreducible train-track map. The automorphism φ determines a free-by-cyclic group Γ=Fn⋊φZ, and a homomorphism α∈H1(Γ;Z). By work of Neumann, Bieri-Neumann-Strebel and Dowdall-Kapovi…
The ellipticity graph of a free group F was defined by I. Kapovich and M. Lustig in order to study the outer automorphism group of F, which acts on this graph. The graph was constructed to be analogous to the curve complex of a surface. It is a bipartite graph, whose vertices are conjugacy classes of nontrivial ele…
In this paper we offer a novel type of network model which can capture the precise structure of a financial market based, for example, on empirical findings. With the attached stochastic framework it is further possible to study how an arbitrary network structure and its expected counterparty credit risk are analytical…
The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent α lyi…