Related papers: Financial Lie groups

Let $\mathcal{C}$ be a conjugacy class of involutions in a group $G$. We study the graph $\Gamma(\mathcal{C})$ whose vertices are elements of $\mathcal{C}$ with $g,h\in\mathcal{C}$ connected by an edge if and only if $gh\in\mathcal{C}$. For…

Let $S$ be a noetherian scheme, and let $E$ be a coherent sheaf on it. We define a group-valued contravariant functor $GL_E$ on $S$-schemes by associating to any $S$-scheme $T$ the group $GL_E(T)$ of all linear automorphisms of the pullback…

We study the exponential maps induced by Sobolev type right-invariant (weak) Riemannian metrics of order $k\ge1$ on the Lie group of smooth, orientation preserving diffeomorphisms of the circle. We prove that each of them defines an {\em…

Every Lie group $G$ carries a distinguished algebra of particularly well-behaved real-analytic mappings: The entire functions $\mathcal{E}(G)$. They were introduced for the purposes of strict deformation quantization. This paper establishes…

Fr\"olicher spaces form a cartesian closed category which contains the category of smooth manifolds as a full subcategory. Therefore, mapping groups such as C^\infty(M,G) or \Diff(M), but also projective limits of Lie groups are in a…

We develop the foundations of logarithmic structures beyond the standard finiteness conditions. The motivation is the study of semistable models over general valuation rings. The key new notion is that of a morphism of finite presentation…

We produce a connected real Lie group that, as a first order structure in the group language, interprets the real field expanded with a predicate for the integers. Moreover, the domain of our interpretation is definable in the group.

A particularly easy, even if for long overlooked way is presented for defining globally arbitrary Lie group actions on smooth functions on Euclidean domains. This way is based on the appropriate use of the usual parametric representation of…

We show that any element of the special linear group $SL_2(R)$ is a product of two exponentials if the ring $R$ is either the ring of holomorphic functions on an open Riemann surface or the disc algebra. This is sharp: one exponential…

Let $X$ be a smooth scheme with an action of an algebraic group $G$. We establish an equivalence of two categories related to the corresponding moment map $\mu : T^*X \to Lie(G)^*$ - the derived category of G-equivariant coherent sheaves on…

Extraction of financial and economic events from text has previously been done mostly using rule-based methods, with more recent works employing machine learning techniques. This work is in line with this latter approach, leveraging…

Why does Zipf's law give a good description of data from seemingly completely unrelated phenomena? Here it is argued that the reason is that they can all be described as outcomes of a ubiquitous random group division: the elements can be…

It is proved that each of compact linear groups of one special type admits a polynomial factorization map onto a real vector space. More exactly, the group is supposed to be non-commutative one-dimensional and to have two connected…

The semidirect product $\mathbb{G}=\mathbb{L}\rtimes \mathbb{K}$ attached to a compact-group action on a connected, simply-connected solvable Lie group has a dense set of compact elements precisely when the $s\in \mathbb{K}$ operating on…

Let $(X,\bullet )$ be a groupoid (binary algebra) and $Bin(X\dot{)}$ denote the collection of all groupoids defined on $X$. We introduce two methods of factorization for this binary system under the binary groupoid product \textquotedblleft…

Let $q$ be a prime power and let $G$ be an absolutely irreducible subgroup of $GL_d(F)$, where $F$ is a finite field of the same characteristic as $\F_q$, the field of $q$ elements. Assume that $G \cong G(q)$, a quasisimple group of…

We establish an exponential error term for the renewal theorem in the context of products of random matrices, which is surprising compared with classical abelian cases. A key tool is the Fourier decay of the Furstenberg measures on the…

The growth of the exhange-traded fund (ETF) industry has given rise to the trading of options written on ETFs and their leveraged counterparts {(LETFs)}. We study the relationship between the ETF and LETF implied volatility surfaces when…

We continue our exploration of various approaches to integration of representations from a Lie algebra $\mbox{Lie} (G)$ to an algebraic group $G$ in positive characteristic. In the present paper we concentrate on an approach exploiting…

By a proper cover of a finite group G we mean an extension of a nontrivial finite group by G. Our purpose is to show that a proper cover of a finite simple group L of Lie type always contains an element whose order differs from the element…