相关论文: Fibrations of financial events
We classify fibrations by integral plane projective rational quartic curves whose generic fibre is regular but admits a non-smooth point that is a canonical divisor. These fibrations can only exist in characteristic two. The geometric…
We consider fibrations by affine lines on smooth affine surfaces obtained as complements of smooth rational curves $B$ in smooth projective surfaces $X$ defined over an algebraically closed field of characteristic zero. We observe that…
In a fibre bundle, natural derivatives of a section are defined as tangent vector fields on the image of a section of the fibre bundle. A local extension to vector fields in the tangent bundle leads to a direct proof of the formula…
We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the…
In this paper we start by pointing out that Yoneda's notion of a regular span $S \colon \mathcal{X} \to \mathcal{A} \times \mathcal{B}$ can be interpreted as a special kind of morphism, that we call fiberwise opfibration, in the 2-category…
When f : R power n to R power p, is a surjective real analytic map with isolated critical value, we prove that the (m)-regularity condition (in a sense we define) ensures that f ||f|| is a fibration on small spheres, f induces a fibration…
Factor models characterize the joint behavior of large sets of financial assets through a smaller number of underlying drivers. We develop a network-based framework in which factors emerge naturally from the structure of interactions among…
The basis of arbitrage methods depends on the circulation of information within the framework of the financial market. Following the work of Modigliani and Miller, it has become a vital part of discussions related to the study of financial…
We study fibrations arising from indexed categories of the following form: fix two categories $\mathcal{A},\mathcal{X}$ and a functor $F : \mathcal{A} \times \mathcal{X} \longrightarrow\mathcal{X} $, so that to each $F_A=F(A,-)$ one can…
Latent fibrations are an adaptation, appropriate for categories of partial maps (as presented by restriction categories), of the usual notion of fibration. The paper initiates the development of the basic theory of latent fibrations and…
The purpose of this paper relies on the study of long term affine yield curves modeling. It is inspired by the Ramsey rule of the economic literature, that links discount rate and marginal utility of aggregate optimal consumption. For such…
This paper defines double fibrations (fibrations of double categories) and describes their key examples and properties. In particular, it shows how double fibrations relate to existing fibrational notions such as monoidal fibrations and…
We consider a financial market where the asset price follows a fractional Brownian motion. We introduce a family of investment strategies, and quantify profit possibilities for both persistent and antipersistant markets.
We consider log deformations of affine surfaces with fibrations by the affine lines. Such a fibration is of affine type (resp. of complete type) if the base curve of the fibration is an affine curve (resp. a complete curve). The case of…
Let $A$ be an abelian variety and $G$ a finite group of automorphisms of $A$ fixing the origin such that $A/G$ is smooth. The quotient $A/G$ can be seen as a fibration over an abelian variety whose fibers are isomorphic to a product of…
Given a semistable fibration $f\colon X\to B$ we introduce a correspondence between foliations $\mathcal{F}$ on $X$ and local systems $\mathbb{L}$ on $B$. Building up on this correspondence we find conditions that give maximal rationally…
We develop a framework especially suited to the autocorrelation properties observed in financial times series, by borrowing from the physical picture of turbulence. The success of our approach as applied to high frequency foreign exchange…
Fiberboids are active filaments trapped at the interface of two phases, able of harnessing energy (and matter) fluxes across the interface in order to produce a rolling-like self-propulsion. We discuss several table-top examples and develop…
In this paper we define alternating Kauffman states of links and we characterize when the induced state surface is a fiber. In addition, we give a different proof of a similar theorem of Futer, Kalfagianni and Purcell on homogeneous states.
In this note we define fibrations of topological stacks and establish their main properties. We prove various standard results about fibrations (fiber homotopy exact sequence, Leray-Serre and Eilenberg-Moore spectral sequences, etc.). We…