Relative Arbitrage Opportunities with Interactions among N Investors
June 26, 2020
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Quantitative Finance
Mathematics
Mathematical Finance
Probability
The relative arbitrage portfolio outperforms a benchmark portfolio over a
given time-horizon with probability one. With market price of risk processes
depending on the market portfolio and investors, this paper analyzes the
multi-agent opti...
Sheaf quantization from exact WKB analysis
June 26, 2020
Mathematics
Physics
Symplectic Geometry
High Energy Physics - Theory
Algebraic Geometry
Quantum Algebra
A sheaf quantization is a sheaf associated to a Lagrangian brane. By using
the results of exact WKB analysis, we sheaf-quantize spectral curves over the
Novikov ring under some assumptions on the behavior of Stokes curves. For
Schr\"odinger...
Revealing Choice Bracketing
June 26, 2020
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Economics
Theoretical Economics
Experiments suggest that people fail to take into account interdependencies
between their choices -- they do not broadly bracket. Researchers often instead
assume that people narrowly bracket, but existing designs do not test it. We
design ...
Uniform estimates for the canonical solution to the
∂ˉ-equation on product domains
June 25, 2020
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Mathematics
Complex Variables
Analysis of PDEs
Complex Variables
Analysis of PDEs
We obtain uniform estimates for the canonical solution to ∂ˉu=f
on the Cartesian product of bounded planar domains with C2 boundaries, when
f is continuous up to the boundary. This generalizes Landucci's result for
the bid...
Iwasawa theory for quadratic Hilbert modular forms
June 25, 2020
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Mathematics
Number Theory
Number Theory
We study the Iwasawa main conjecture for quadratic Hilbert modular forms over
the p-cyclotomic tower. Using an Euler system in the cohomology of Siegel
modular varieties, we prove the "Kato divisibility" of the Iwasawa main
conjecture under...
Splits with forbidden subgraphs
June 25, 2020
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Mathematics
Combinatorics
Combinatorics
In this note, we fix a graph H and ask into how many vertices can each
vertex of a clique of size n can be "split" such that the resulting graph is
H-free. Formally: A graph is an (n,k)-graph if its vertex sets is a
pairwise disjoin...
Co-Designing Statistical MIMO Radar and In-band Full-Duplex Multi-User
MIMO Communications -- Part I: Signal Processing
June 25, 2020
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Electrical Engineering and Systems Science
Computer Science
Signal Processing
Information Retrieval
We consider a spectral sharing problem in which a statistical (or widely
distributed) multiple-input multiple-output (MIMO) radar and an in-band
full-duplex (IBFD) multi-user MIMO (MU-MIMO) communications system concurrently
operate within ...
Epoch-evolving Gaussian Process Guided Learning
June 25, 2020
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Computer Science
Statistics
Machine Learning
Computer Vision and Pattern Recognition
Machine Learning
In this paper, we propose a novel learning scheme called epoch-evolving
Gaussian Process Guided Learning (GPGL), which aims at characterizing the
correlation information between the batch-level distribution and the global
data distribution....
Emergent Symmetry and Valley Chern Insulator in Twisted Double-Bilayer
Graphene
June 24, 2020
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Physics
Mesoscale and Nanoscale Physics
Strongly Correlated Electrons
Mesoscale and Nanoscale Physics
Strongly Correlated Electrons
Theoretical calculations show that twisted double bilayer graphene (TDBG)
under a transverse electric field develops a valley Chern number 2 at charge
neutrality. Using thermodynamic and thermal activation measurements we report
the experim...
The Spectrum of the Singular Values of Z-Shaped Graph Matrices
June 24, 2020
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Mathematics
Computer Science
Combinatorics
Discrete Mathematics
Graph matrices are a type of matrix which has played a crucial role in
analyzing the sum of squares hierarchy on average case problems. However,
except for rough norm bounds, little is known about graph matrices. In this
paper, we take a st...