Related papers: Financial Lie groups

A pro-Lie group is a projective limit of a family of finite-dimensional Lie groups. In this note we show that a pro-Lie group $G$ is a Lie group in the sense that its topology is compatible with a smooth manifold structure for which the…

Let $G$ be a real connected Lie group with a left invariant metric $d$, $\mathfrak{g}$ its Lie algebra. In this paper we present a set of interesting upper and lower bounds for $|d\exp_{x}(y)|,\ x,y \in \mathfrak{g}$. If $\textrm{ad}_x$ is…

The notion of a symmetrically factorizable Lie group is introduced. It is shown that each symmetrically factorizable Lie group is related to a set-theoretical solution of the pentagon equation. Each simple Lie group (after a certain Abelian…

A phenomenon of the financial log-periodicity is discussed and the characteristics that amplify its predictive potential are elaborated. The principal one is self-similarity that obeys across all the time scales. Furthermore the same…

In this paper we prove that in the context of varieties with Right Existentially Definable Factor Congruences, definability of the property "e and f are complementary central elements", stability by complements and coextensivity of its…

We generalize the classical construction principles of infinite-dimensional real (and complex) Lie groups to the case of Lie groups over non-discrete topological fields. In particular, we discuss linear Lie groups, mapping groups, test…

We argue that the $\kappa$-deformation is related to a factorization of a Lie group, therefore {\em an approproate version of $\kappa$-Poincar\'{e} does exist on the $C^*$-algebraic level}. The explict form of this factorization is computed…

We conjecture that if $G$ is a simple compact Lie group with trivial center, then every $d$-variable non-constant word map with coefficients in $G$ defines a non-constant function on $G^d$. We prove the conjecture for $A_r$, $B_r$, $E_6$,…

In data transmission networks, the availability of data transmission is equivalent to the existence of the fractional factor of the corresponding graph which is generated by the network. Research on the existence of fractional factors under…

As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation and opinions spreading. In this model, agents congregate to form some clusters, which…

Counterfactual explanations assess unfairness by revealing how inputs must change to achieve a desired outcome. This paper introduces the first graph-based framework for generating group counterfactual explanations to audit group fairness,…

We give a constructive account of the fundamental ingredients of Poisson Lie theory as the basis for a description of the classical double group $D$. The double of a group $G$ has a pointwise decomposition $D\sim G\times G^*$, where $G$ and…

This paper deals essentially with affine or projective transformations of Lie groups endowed with a flat left invariant affine or projective structure. These groups are called flat affine or flat projective Lie groups. Our main results…

We consider linear groups and Lie groups over a non-Archimedean local field $\mathbb F$ for which the power map $x\mapsto x^k$ has a dense image or it is surjective. We prove that the group of $\mathbb F$-points of such algebraic groups is…

An element $g$ of a group is called reversible if it is conjugate in the group to its inverse. An element is an involution if it is equal to its inverse. This paper is about factoring elements as products of reversibles in the group…

For two matrices $A$ and $B$, and large $n$, we show that most products of $n$ factors of $e^{A/n}$ and $n$ factors of $e^{B/n}$ are close to $e^{A + B}$. This extends the Lie-Trotter formula. The elementary proof is based on the relation…

Let $G$ be a group containing a nilpotent normal subgroup $N$ with central series $\{N_j\}$, such that each $N_j/N_{j+1}$ is a $\mathbb{F}$-vector space over a field $\mathbb{F}$ and the action of $G$ on $N_j/N_{j+1}$ induced by the…

We consider stochastic differential systems driven by continuous semimartingales and governed by non-commuting vector fields. We prove that the logarithm of the flowmap is an exponential Lie series. This relies on a natural change of basis…

An element w in the free group on r letters defines a map f from G^r to G for each group G. In this note, we show that whenever w is non-trivial and G is a semisimple algebraic group, f is dominant. When G is a finite simple group, the…

We prove the exponential law $\mathcal A(E \times F, G) \cong \mathcal A(E,\mathcal A(F,G))$ (bornological isomorphism) for the following classes $\mathcal A$ of test functions: $\mathcal B$ (globally bounded derivatives), $W^{\infty,p}$…