相关论文: Gauge theory of Finance?

A distributional route to Gaussianity, associated with the concept of Conservative Mixing Transformations in ensembles of random vector-valued variables, is proposed. This route is completely different from the additive mechanism…

Systems of coupled rate equations are ubiquitous in many areas of science, for example in the description of electronic transport through quantum dots and molecules. They can be understood as a continuity equation expressing the…

Three of the four fundamental forces in nature are described by so-called gauge theories, which include the effects of both relativity and quantum mechanics. Gravity, on the other hand, is described by General Relativity, and the lack of a…

For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…

This notebook tutorial demonstrates a method for sampling Boltzmann distributions of lattice field theories using a class of machine learning models known as normalizing flows. The ideas and approaches proposed in arXiv:1904.12072,…

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

The gradient flow bears a close resemblance to the coarse graining, the guiding principle of the renormalization group (RG). In the case of scalar field theory, a precise connection has been made between the gradient flow and the RG flow of…

We present a few charge distributions for which the application of Gauss' law in its integral form, as typically outlined in standard textbooks, results in a contradiction. We identify the root cause of such contradictions and put forward a…

This paper presents relevant modern mathematical formulations for (classical) gauge field theories, namely, ordinary differential geometry, noncommutative geometry, and transitive Lie algebroids. They provide rigorous frameworks to describe…

Volatility is the canonical measure of financial risk, a role largely inherited from Modern Portfolio Theory. Yet, its universality rests on restrictive efficiency assumptions that render volatility, at best, an incomplete proxy for true…

In the past decade we have witnessed remarkable developments in the gauge-gravity duality, which suggested a new approach to superstring theory and quantum space-time. In this context it is important to study supersymmetric large-N gauge…

Teleparallel gravity can be seen as a gauge theory for the translation group. As such, its fundamental field is neither the tetrad nor the metric, but a gauge potential assuming values in the Lie algebra of the translation group. This gauge…

The analytical continuation of correlation functions from imaginary to real time is a crucial step in lattice gauge theories, and it challenges our ability to derive non-perturbative predictions from lattice simulations. We review aspects…

We study the properties of a non-abelian gauge theory subjected to a gauge invariant constraint given by the classical equations of motion. The constraint is not imposed by hand, but appears naturally when we study a particular type of…

We present two-dimensional gauged Lifshitz scalar field theories by considering the duality relation between the source current and the Noether current. Requiring the duality partially, we obtain a gauged model which recovers the bosonized…

We establish fundamental connections between utility theories of wealth from the economic sciences and information-theoretic quantities. In particular, we introduce operational tasks based on betting where both gambler and bookmaker have…

Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We…

General Lagrangian theory of even and odd fields on an arbitrary smooth manifold is considered. Its non-trivial reducible gauge symmetries and their algebra are defined in this very general setting by means of the inverse second Noether…

Fluctuation theorems show how coarse graining transforms microscopic symmetry into observable irreversibility. Here we ask whether an analogous symmetrybased diagnostic can be constructed for financial markets. At the microscopic level,…

The majority of the statisticians concluded many decades ago that fiducial inference was nonsensical to them. Hannig et al. (2016) and others have, however, contributed to a renewed interest and focus. Fiducial inference is similar to…