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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.

168,657 papers · 148 categories

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3557091,0641,418 · Jun 202019922001200920172026
48 results for rational models

The present paper attempts to show an alternative approach with regards to rational Pythagorean-hodograph (PH) curves and especially more natural approach for rational PH helices (i.e. rational helices). It exploits geometric features of rational helices to obtain a simpler construction of these curves and apply this t…

2013-06-16abs ↗pdf ↗

This paper provides a rational model for fiberwise THH transfer using A-infinity algebras.

problem Rational models for fiberwise THH transfer of fibrations over a base space.
method Explicit description of Hochschild homology transfer in terms of A-infinity algebras.
result Rational models for Becker-Gottlieb transfer and fiberwise THH-simple structures.

Study models human investors' sub-rational behavior in financial markets.

problem Lack of a comprehensive model for human sub-rationality in financial markets.
method Flexible reinforcement learning model incorporating five human sub-rational aspects.
result Model accurately reproduces human behavior and reveals insights into market dynamics.

We develop a model to study the role of rationality in economics and biology. The model's agents differ continuously in their ability to make rational choices. The agents' objective is to ensure their individual survival over time or, equivalently, to maximize profits. In equilibrium, however, rational agents who maxim…

2015-07-14abs ↗pdf ↗

A new approach to rationalization identifies true rationales by considering causal relationships.

problem Existing rationalization methods struggle with spuriousness, where snippets with similar contributions are hard to distinguish.
method The method leverages causal inference to identify non-spurious rationales, defining probabilities of causation based on a structural causal model.
result The proposed causal rationalization outperforms existing methods on real-world datasets.

We show that a finite type duality group of dimension d>2d>2 is the fundamental group of a (d+3)(d+3)-manifold with rationally acyclic universal cover. We use this to find closed manifolds with rationally acyclic universal cover and some nonvanishing L2L^2-Betti numbers outside the middle dimension, which contradicts a rat…

2015-06-20abs ↗pdf ↗

The paper constructs new rational homology 3-spheres bounding rational homology 4-balls.

problem Constructing rational homology 3-spheres that bound rational homology 4-balls.
method Exploring plumbed 3-manifolds and using rational homology circles.
result Infinite families of rational homology 3-spheres that bound rational homology 4-balls.

Revisits behavioral finance option pricing model to align with rational asset pricing theory.

problem Inconsistency between behavioral finance and rational asset pricing models in option pricing.
method Introduces arbitrage transaction costs to modify the behavioral finance option pricing formula.
result Modifies behavioral finance option pricing formula to be consistent with rational asset pricing theory.

We consider groups G which have a cocompact, 3-manifold model for the classifying space \underline{E}G. We provide an algorithm for computing the rationalized equivariant K-homology of \underline{E}G. Under the additional hypothesis that the quotient 3-orbifold \underline{E}G/G is geometrizable, the rationalized K-homo…

2011-12-19abs ↗pdf ↗

We use the GARCH model with a fat-tailed error distribution described by a rational function and apply it for the stock price data on the Tokyo Stock Exchange. To determine the model parameters we perform the Bayesian inference to the model. The Bayesian inference is implemented by the Metropolis-Hastings algorithm wit…

2013-12-26abs ↗pdf ↗

Paper introduces rational Gaussian wavelets for efficient signal approximation.

problem Efficiently approximating complex signals with few coefficients.
method Continuous wavelet transform using rational Gaussian wavelets with adjustable parameters.
result Proposed rational Gaussian wavelets provide accurate signal approximations.

Classifies real rational knots and curves in a specific quadric space.

problem Classifying real rational knots and curves in a quadric space of signature (3,2)(3,2).
method Classification through a study of real rational curves of low degree in the quadric.
result Provides representatives of all real rational knots of degree 5\leq 5 in the quadric.

Rational loops played a central role in Uhlenbeck's construction of harmonic maps into U(n) (chiral model in physics), and they are generated by simple elements with one pole and one zero constructed from Hermitian projections. It has been believed for long time that nilpotent loops should be added to generate rational…

2018-12-03abs ↗pdf ↗

New model for rational tropical points using sp4\mathfrak{sp}_4-webs and measures.

problem Understanding rational tropical points of Fock-Goncharov moduli space.
method Introducing rational bounded sp4\mathfrak{sp}_4-laminations and defining tropical coordinate systems.
result Established a bijection between rational tropical points and sp4\mathfrak{sp}_4-webs.

We note that a rational 33-tangle diagram is obtained from a combination of four generators. There is an algorithm to distinguish two rational 33-tangle diagrams up to isotopy. However, there is no perfect classification about rational 33-tangle diagrams such as the classification of rational 22-tangle diagrams cor…

2015-02-19abs ↗pdf ↗

Study proposes a new model for joint survival annuity valuation.

problem Valuation of joint survival annuities and options.
method Linear-rational Wishart mortality model based on stochastic matrix affine process.
result Derives closed-form expression for joint survival annuity and option.

Lower bounds on rational slice genus using Heegaard Floer invariants.

problem Measuring complexity of homology classes in 4-manifolds.
method Introducing rational slice genus, bounding Heegaard Floer τ invariants, using satellite links and closed braids.
result Lower bounds on rational slice genus in terms of Heegaard Floer τ invariants.

This paper gives two new combinatorial topological proofs of the classification of rational tangles. Each proof rests on an elegant lemma showing that rational tangles are isotopic to canonical alternating rational tangles. The first proof defines the tangle fraction from the canonical form and uses flyping to prove in…

2003-11-27abs ↗pdf ↗

The paper proves that rational concordance of double twist knots is reciprocal.

problem Determining when double twist knots are rationally slice.
method Using Donaldson's diagonalization theorem, the paper constructs rational ball obstructions for non-rational sliceness.
result Infinitely many prime power-fold cyclic branched covers do not bound a rational ball, proving the converse of rational concordance.

In this paper, we introduce a rational ττ invariant for rationally null-homologous knots in contact 3-manifolds with nontrivial Ozsváth-Szabó contact invariants. Such an invariant is an upper bound for the sum of rational Thurston-Bennequin invariant and the rational rotation number of the Legendrian representatives o…

2017-05-26abs ↗pdf ↗

This paper is an introduction to rational tangles, rational knots and links and their applications to DNA. The paper can be read as an introduction to our more technical papers on rational tangles (math.GT/0311499) and on rational knots (math.GT/0212011). The present paper includes a self-contained account of the tangl…

2003-11-27abs ↗pdf ↗

The study explores pinwheels in symplectic surfaces and non-squeezing of rational homology balls.

problem Understanding when Lagrangian pinwheels embed in symplectic rational and ruled surfaces.
method Almost toric fibrations and symplectic rational blow-up.
result A rational homology ball embeds into a rational homology cylinder if and only if the parameter is greater than or equal to 1.

Classifies torus bundles bounding 4-manifolds with rational homology.

problem Classifying torus bundles over the circle that bound 4-manifolds with rational homology.
method Completely classified torus bundles over the circle that bound 4-manifolds with rational homology.
result Completely classified torus bundles over the circle that bound 4-manifolds with rational homology.

In this paper, We introduce an invariant of rational n-tangles which is obtained from the Kauffman bracket. It forms a vector with Laurent polynomial entries. We prove that the invariant classifies the rational 2-tangles and the reduced alternating rational 3-tangles. We conjecture that it classifies the rational 3-tan…

2014-01-28abs ↗pdf ↗

New 3-manifolds bound rational 4-balls through specific operations.

problem Finding rational homology 3-spheres that bound rational homology 4-balls.
method Two operations that preserve lattice embedding obstruction to bounding rational homology balls.
result Explicit examples of rational surgeries on torus knots that bound rational homology balls.

This work explains crises in markets without external news using bounded rational agents.

problem Inability to model out-of-equilibrium dynamics in economic markets.
method Modeling bounded rational strategic reasoning in multi-agent market games.
result Bounded rational strategic reasoning can lead to endogenously emerging crises.