Related papers: Quantitative Geometric Market Structuralism: A Fra…
Classical asset pricing relies on the risk-neutral measure $Q$ for valuation, yet its economic interpretation is typically anchored in a physical measure $P$. This creates an inherent asymmetry: pricing is governed by $Q$, while meaning…
Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations, understanding, identifying and forecasting trends and…
Geometric arbitrage theory reformulates a generic asset model possibly allowing for arbitrage by packaging all asset and their forward dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes…
We propose a novel QTGNN framework for detecting fraudulent transactions in large-scale financial networks. By integrating quantum embedding, variational graph convolutions, and topological data analysis, QTGNN captures complex transaction…
The relationship between micro-structure and macro-structure of complex systems using information geometry has been dealt by several authors. From this perspective, we are going to apply it as a geometrical structure connecting both…
The advent of Unified Multimodal Models (UMMs) signals a paradigm shift in artificial intelligence, moving from passive perception to active, cross-modal generation. Despite their unprecedented ability to synthesize information, a critical…
This paper introduces a transformative framework for managing path-dependent financial risk by shifting from traditional distribution-centric models to a geometry-based approach. We propose the SigSwap as a new regulatory instrument that…
We introduce a Geometry Informed Model for financial forecasting by embedding high dimensional market data onto constant curvature 2manifolds. Guided by the uniformization theorem, we model market dynamics as Brownian motion on spherical…
The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…
Designing automated market makers (AMMs) for prediction markets on combinatorial securities over large outcome spaces poses significant computational challenges. Prior research has primarily focused on combinatorial prediction markets…
We propose a simple non-equilibrium model of a financial market as an open system with a possible exchange of money with an outside world and market frictions (trade impacts) incorporated into asset price dynamics via a feedback mechanism.…
This study introduces geometric algebra to decompose credit system relationships into their projective (correlation-like) and rotational (feedback-spiral) components. We represent economic states as multi-vectors in Clifford algebra, where…
Isogeometric analysis is a recently developed computational approach that integrates finite element analysis directly into design described by non-uniform rational B-splines (NURBS). In this paper we show that price surfaces that occur in…
We propose two types of Quantile Graphical Models (QGMs) --- Conditional Independence Quantile Graphical Models (CIQGMs) and Prediction Quantile Graphical Models (PQGMs). CIQGMs characterize the conditional independence of distributions by…
Herding -- where agents align their behaviors and act collectively -- is a central driver of market fragility and systemic risk. Existing approaches to quantify herding rely on price-correlation statistics, which inherently lag because they…
We propose a sequential monitoring scheme to find structural breaks in real estate markets. The changes in the real estate prices are modeled by a combination of linear and autoregressive terms. The monitoring scheme is based on a detector…
Dynamic geometry systems (DGS) have become basic tools in many areas of geometry as, for example, in education. Geometry Automated Theorem Provers (GATP) are an active area of research and are considered as being basic tools in future…
We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we introduce the complexity gap, defined as the difference…
Experimental sciences have come to depend heavily on our ability to organize and interpret high-dimensional datasets. Natural laws, conservation principles, and inter-dependencies among observed variables yield geometric structure, with…
The programmable and composable nature of smart contract protocols has enabled the emergence of novel market structures and asset classes that are architecturally frictional to implement in traditional financial paradigms. This fluidity has…