Related papers: Financial Lie groups
Let $G$ be a connected exponential Lie group and $R$ be the solvable radical of $G$. We describe a condition on $G/R$ under which one can then conclude that $R$ is an exponential Lie group. The condition holds in particular when $G$ is a…
In these notes we review and further explore the Lie enveloping algebra of a post-Lie algebra. From a Hopf algebra point of view, one of the central results, which will be recalled in detail, is the existence of a second Hopf algebra…
New families of $E$-functions are described in the context of the compact simple Lie groups O(5) and G(2). These functions of two real variables generalize the common exponential functions and for each group, only one family is currently…
In this article, I introduce a group-theoretical method to prove positivity of certain linear combinations (with coefficients generally lying in $\mathbb{C}$) of exponential functions under a set of semidefinite linear constraints. The…
Discretization methods for ordinary differential equations based on the use of matrix exponentials have been known for decades. This set of ideas has come off age and acquired greater urgency recently, within the context of geometric…
Since 1870s, scientists have been taking deep insight into Lie groups and Lie algebras. With the development of Lie theory, Lie groups have got profound significance in many branches of mathematics and physics. In Lie theory, exponential…
We apply the knockoff procedure to factor selection in finance. By building fake but realistic factors, this procedure makes it possible to control the fraction of false discovery in a given set of factors. To show its versatility, we apply…
Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group…
The domination number $\gamma(G)$ of a graph $G$, its exponential domination number $\gamma_e(G)$, and its porous exponential domination number $\gamma_e^*(G)$ satisfy $\gamma_e^*(G)\leq \gamma_e(G)\leq \gamma(G)$. We contribute results…
We propose a mathematical framework for the study of a family of random fields--called forward performances--which arise as numerical representation of certain rational preference relations in mathematical finance. Their spatial structure…
In this work we introduce a concept of expansiveness for actions of connected Lie groups. We study some of its properties and investigate some implications of expansiveness. We study the centralizer of expansive actions and introduce…
Factor models characterize the joint behavior of large sets of financial assets through a smaller number of underlying drivers. We develop a network-based framework in which factors emerge naturally from the structure of interactions among…
Event factuality prediction (EFP) is the task of assessing the degree to which an event mentioned in a sentence has happened. For this task, both syntactic and semantic information are crucial to identify the important context words. The…
We introduce a factor analysis model that summarizes the dependencies between observed variable groups, instead of dependencies between individual variables as standard factor analysis does. A group may correspond to one view of the same…
We develop and describe continuous and discrete transforms of class functions on compact simple Lie group $G$ as their expansions into series of uncommon special functions, called here $\E$-functions in recognition of the fact that the…
We develop and describe continuous and discrete transforms of class functions on a compact semisimple, but not simple, Lie group $G$ as their expansions into series of special functions that are invariant under the action of the even…
Let $G$ be a group, $F$ a field of prime characteristic $p$ and $V$ a finite-dimensional $FG$-module. Let $L(V)$ denote the free Lie algebra on $V$, regarded as an $FG$-module, and, for each positive integer $r$, let $L^r(V)$ be the $r$th…
In this paper we study the relation between the category of real Lie groups and that of groups definable in o-minimal expansions of the real field, which we will refer to as ``definable groups''. With this terminology, it is known…
We study the LEF growth function of a finitely generated LEF group $\Gamma$, which measures the orders of finite groups admitting local embeddings of balls in a word metric on $\Gamma$. We prove that any sufficiently smooth increasing…
Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group…