Related papers: Financial Lie groups
In this article we define the twisted product of groups as the generalization of the semidirect product of groups. We will find the necessary and sufficient condition in order that the twisted product of groups to be a group. In particular,…
A fully irreducible outer automorphism phi of the free group F_n of rank n has an expansion factor which often differs from the expansion factor of the inverse of phi. Nevertheless, we prove that the ratio between the logarithms of the…
Three types of numerical data are provided for compact simple Lie groups $G$ of classical types and of any rank. This data is indispensable for Fourier-like expansions of multidimensional digital data into finite series of $E-$functions on…
Let $k$ be an algebraically closed field of positive characteristic $p$ and let $\mathbb{G}_a$ denote the additive group of $k$. Let $n \geq 1$ and let ${\rm Mat}(n, k[T])^E$ denote the set of all exponential matrices of ${\rm Mat}(n,…
We study the structure of the Lie algebra $\mathfrak{s}(n,\mathbb R)$ corresponding to the so-called stochastic Lie group $\mathcal{S} (n,\mathbb R)$. We obtain the Levi decomposition of the Lie algebra, classify Levi factor and classify…
Let $H$ be a group and $E$ a set such that $H \subseteq E$. We shall describe and classify up to an isomorphism of groups that stabilizes $H$ the set of all group structures that can be defined on $E$ such that $H$ is a subgroup of $E$. A…
A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly…
A financial market comprising of a certain number of distinct companies is considered, and the following statement is proved: either a specific agent will surely beat the whole market unconditionally in the long run, or (and this "or" is…
Financial event studies, ubiquitous in finance research, typically use linear factor models with known factors to estimate abnormal returns and identify causal effects of information events. This paper demonstrates that when factor models…
Let L be a Lie group and Lambda a lattice in L. Suppose G is a non-compact simple Lie group realized as a Lie subgroup of L, and the image of G on L/Lambda is dense. Let c be a diagonalizable element of G not contained in a compact…
We study the property of a normal scheme, that the complement of every hypersurface is an affine scheme. To this end we introduce the affine class group. It is a factor group of the divisor class group and measures the deviation from this…
Let $M$ be a compact, real analytic manifold and $G$ be the Lie group of all real-analytic diffeomorphisms of $M$, which is modelled on the space ${\mathfrak g}$ of real-analytic vector fields on $M$. We study flows of time-dependent…
Killing forms on finite groups arise as examples of braided Killing forms on braided Lie algebras. For a finite group $G$ and a $G$-stable subset $\mathcal{C}$, the Killing form associated with $\mathbb{C}[\mathcal{C}]$ is given by…
In this paper we study modular extendability and equimodularity of endomorphisms and E$_0$-semigroups on factors with respect to f.n.s. weights. We show that modular extendability is a property that does not depend on the choice of weights,…
We show that for a large class of finite groups G, the number of Galois extensions E/Q of group G and discriminant $|d_E|\leq y$ grows like a power of $y$ (for some specified exponent). The groups G are the regular Galois groups over Q and…
We consider a possible framework to categorify the exponential map exp(-f) given the categorification of a generator f of $\frak{sl}_2$ by Lauda. In this setup the Taylor expansions of exp(-f) and exp(f) turn into complexes built out of…
We prove that the semigroup operation of a topological semigroup $S$ extends to a continuous semigroup operation on its the Stone-\v{C}ech compactification $\beta S$ provided $S$ is a pseudocompact openly factorizable space, which means…
In [16], under mild conditions, a Wiener-Hopf type factorization is derived for the exponential functional of proper L\'evy processes. In this paper, we extend this factorization by relaxing a finite moment assumption as well as by…
Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and simplistic assumptions, fail to capture these ripple…
We show that random Cayley graphs of finite simple (or semisimple) groups of Lie type of fixed rank are expanders. The proofs are based on the Bourgain-Gamburd method and on the main result of our companion paper, establishing strongly…