相关论文: On Markowitz Geometry

Since their inception perfectoid spaces have catalyzed a revolution in p-adic geometry. We redevelop the foundations of perfectoid spaces from the point of view of Berkovich Spaces, where the underlying topological space of an affinoid…

We study the problem of unlikely intersections for automorphisms of Markov surfaces of positive entropy. We show for certain parameters that two automorphisms with positive entropy share a Zariski dense set of periodic points if and only if…

Diversities are an extension of the concept of a metric space which assign a non-negative value to every finite set of points, rather than just pairs. A general theory of diversities has been developed which exhibits many deep analogies to…

The Grassmannian of affine subspaces is a natural generalization of both the Euclidean space, points being zero-dimensional affine subspaces, and the usual Grassmannian, linear subspaces being special cases of affine subspaces. We show…

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…

We review part of the classical theory of curves and surfaces in $3$-dimensional Lorentz-Minkowski space. We focus in spacelike surfaces with constant mean curvature pointing the differences and similarities with the Euclidean space.

The purpose of this paper is to provide a new account of multiplicity for finite morphisms between smooth projective varieties. Traditionally, this has been defined using commutative algebra in terms of the length of integral ring…

We study uniform and coarse embeddings between Banach spaces and topological groups. A particular focus is put on equivariant embeddings, i.e., continuous cocycles associated to continuous affine isometric actions of topological groups on…

We establish an arithmetic intersection theory in the framework of Arakelov geometry over adelic curves. To each projective scheme over an adelic curve, we associate a multi-homogenous form on the group of adelic Cartier divisors, which can…

Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a computational point of view. However, it also has one well-established failing…

We briefly review the approach to optimization of portfolios according to the theory of Markowitz and propose a further modification that can improve the outcome of the optimization process. The modification takes account of the entropic…

The paper deals with a comprehensive theory of mappings, whose local behavior can be described by means of linear subspaces, contained in the graphs of two (primal and dual) generalized derivatives. This class of mappings includes the…

This is the first part of a series of articles where we are going to develop theory of valuations on manifolds generalizing the classical theory of continuous valuations on convex subsets of a linear space. In this article we still work…

In the 1980s, M. J. Markowitz introduced a conformally invariant pseudodistance on pseudo-Riemannian manifolds, inspired by the Kobayashi metric in projective geometry. This construction relies on a distinguished class of parametrized…

When joined the unified gauge picture of fundamental interactions, the gravitation theory leads to geometry of a space-time which is far from simplicity of pseudo-Riemannian geometry of Einstein's General Relativity. This is geometry of the…

The physical consistency of the match of piecewise-$C^0$ metrics is discussed. The mathematical theory of gravitational discontinuity hypersurfaces is generalized to cover the match of regularly discontinuous metrics. The mean-value…

Congruences, or $2$-parameter families of lines in $3$-space are of interest in many situations, in particular in geometric optics. In this paper we consider elements of their geometry which are invariant under affine changes of…

We study the geometry of fanning curves in the Grassmann manifold of n-dimensional subspaces of $\mathbb{R}^{kn}$; we construct a complete system of invariants which solve the congruence problem. The geometry of the invariants themselves…

In this paper we discuss about properties of lattices and its application in theoretical and algorithmic number theory. This result of Minkowski regarding the lattices initiated the subject of Geometry of Numbers, which uses geometry to…

We explain connections among several, a priori unrelated, areas of mathematics: combinatorics, algebraic statistics, topology and enumerative algebraic geometry. Our focus is on discrete invariants, strongly related to the theory of…