Related papers: On a Generalization of Markowitz Preference Relati…
A graph is well-dominated if all its minimal dominating sets have the same cardinality. In this paper we prove that at least one factor of every connected, well-dominated Cartesian product is a complete graph, which then allows us to give a…
Given an algebraic variety X defined over an algebraically closed field, we study the space RZ(X,x) consisting of all the valuations of the function field of X which are centered in a closed point x of X. We concentrate on its homeomorphism…
In this paper we focus our efforts on studying how a preorder and topology can be made compatible. Thus we provide a characterization of those that are continuous-compatible. Such a characterization states that such topologies must be finer…
We show that if $T$ is a dependent theory then so is its Keisler randomisation $T^R$. In order to do this we generalise the notion of a Vapnik-Chervonenkis class to families of $[0,1]$-valued functions (a \emph{continuous}…
We introduce a new covering property, defined in terms of order types of sequences of open sets, rather than in terms of cardinalities of families. The most general form of this compactness notion depends on two ordinal parameters. In the…
Markowitz's optimal portfolio relies on the accurate estimation of correlations between asset returns, a difficult problem when the number of observations is not much larger than the number of assets. Using powerful results from random…
In this paper, it is shown that a topological space $X$ is compact iff every maximal ideal of the power set ring $\mathcal{P}(X)$ converges to exactly one point of $X$. Then as an application, simple and ring-theoretic proofs are provided…
Every topological group $G$ has some natural compactifications which can be a useful tool of studying $G$. We discuss the following constructions: (1) the greatest ambit $S(G)$ is the compactification corresponding to the algebra of all…
Let $(X,\tau)$ be a Hausdorff space, where $X$ is an infinite set. The compact complement topology $\tau^{\star}$ on $X$ is defined by: $\tau^{\star}=\{\emptyset\} \cup \{X\setminus M, \text{where $M$ is compact in $(X,\tau)$}\}$. In this…
In problems involving the allocation of a single non-disposable commodity, we study rules defined on a general domain of preferences requiring only that each preference exhibit a unique global maximum. Our focus is on rules that satisfy a…
Anosov representations give a higher-rank analogue of convex cocompactness in a rank-one Lie group which shares many of its good geometric and dynamical properties; geometric finiteness in rank one may be seen as a controlled weakening of…
Majorization is a partial order on real vectors which plays an important role in a variety of subjects, ranging from algebra and combinatorics to probability and statistics. In this paper, we consider a generalized notion of majorization…
For any connected component $H_0$ of the space of real meromorphic functions we build a compactification $N(H_0)$ of the space $H_0$. Then we express the Euler characteristics of the spaces $H_0$ and $N(H_0)$ in terms of topological…
Let X and Y be CW-complexes, U be an abelian group, and f:[X,Y]->U be a map (a homotopy invariant). We say that f has order at most r if the characteristic function of the r'th Cartesian power of the graph of a continuous map a:X->Y…
One tuple of probability vectors is more informative than another tuple when there exists a single stochastic matrix transforming the probability vectors of the first tuple into the probability vectors of the other. This is called matrix…
Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This…
We propose a theoretical framework under which preference profiles can be meaningfully compared. Specifically, given a finite set of feasible allocations and a preference profile, we first define a ranking vector of an allocation as the…
The reduced ring order (rr-order) is a natural partial order on a reduced ring $R$ given by $r\le_{\text{rr}} s$ if $r^2=rs$. It can be studied algebraically or topologically in rings of the form $\text{C}(X)$. The focus here is on those…
In this paper we apply a heuristic method based on artificial neural networks in order to trace out the efficient frontier associated to the portfolio selection problem. We consider a generalization of the standard Markowitz mean-variance…
Given a dynamical system, we say that a performance function has property P if its time averages along orbits are maximized at a periodic orbit. It is conjectured by several authors that for sufficiently hyperbolic dynamical systems,…