Scholar iON
Academic Synthesis
This collection of scholarly papers from the "math.QA" domain highlights diverse applications and theoretical advancements in mathematics and its intersections with physics and finance. Ruskai's paper builds on the work of Lieb and Seiringer, illustrating the utility of relative entropy's monotonicity to derive stronger entropy subadditivity results, which have implications for quantum information theory. Franzosi and colleagues explore the critical role of topology in phase transitions, proposing a theorem that underscores topology's influence across various physical systems, thereby enriching the theoretical understanding of phase transitions. Aghapour and collaborators innovate in financial mathematics by leveraging score-based diffusion models to address dynamic portfolio selection, demonstrating the efficacy of generative models in outperforming traditional benchmarks like the Markowitz portfolio. Hazewinkel emphasizes the necessity of Mathematical Knowledge Management (MKM) for efficient information storage and retrieval, highlighting its importance for advancing mathematical research and collaboration. Collectively, these works underscore the interdisciplinary nature of mathematical research and its impact on both theoretical and applied domains.
We show how recent results of Lieb and Seiringer [math-ph/0412009; Phys. Rev. A 71, 062329 (2005)] can be obtained from repeated use of the monotonicity of relative entropy under partial traces, and explain how to use their approach to obtain tighter bounds in many situations.
An emended and improved version of the present paper has been archived in math-ph/0505057, and a preliminary account of its content has been published in Phys.Rev.Lett. 92, 60601, (2004). Moreover, in order to prove the relevance of topology for phase transition phenomena in a broad domain of physically interesting cases, we have proved another theorem which is reported in math-ph/0505058 and which is crucially based on the result of the paper archived in math-ph/0505057.
In this paper, we tackle the dynamic mean-variance portfolio selection problem in a {\it model-free} manner, based on (generative) diffusion models. We propose using data sampled from the real model $\mathbb P$ (which is unknown) with limited size to train a generative model $\mathbb Q$ (from which we can easily and adequately sample). With adaptive training and sampling methods that are tailor-made for time series data, we obtain quantification bounds between $\mathbb P$ and $\mathbb Q$ in terms of the adapted Wasserstein metric $\mathcal A W_2$. Importantly, the proposed adapted sampling method also facilitates {\it conditional sampling}. In the second part of this paper, we provide the stability of the mean-variance portfolio optimization problems in $\mathcal A W _2$. Then, combined with the error bounds and the stability result, we propose a policy gradient algorithm based on the generative environment, in which our innovative adapted sampling method provides approximate scenario generators. We illustrate the performance of our algorithm on both simulated and real data. For real data, the algorithm based on the generative environment produces portfolios that beat several important baselines, including the Markowitz portfolio, the equal weight (naive) portfolio, and S\&P 500.
In this lecture I discuss some aspects of MKM, Mathematical Knowledge Management, with particuar emphasis on information storage and information retrieval.
We comment on the validity of Noether's theorem and on the conclusions of [J. Math. Phys. 61 (2020), no. 11, 113502].
We define a general mathematical framework for studying post-translational
modification processes under the assumption of mass action kinetics.
This work aims at showing the relevance and the applications possibilities of the Fibonacci sequence, and also its q-deformed or quantum extension, in the study of the genetic code(s). First, after the presentation of a new formula, an indexed double Fibonacci sequence, comprising the first six Fibonacci numbers, is shown to describe the 20 amino acids multiplets and their degeneracy as well as a characteristic pattern for the 61 meaningful codons. Next, the twenty amino acids, classified according to their increasing atom-number (carbon, nitrogen, oxygen and sulfur), exhibit several Fibonacci sequence patterns. Several mathematical relations are given, describing various atom-number patterns. Finally, a q-Fibonacci simple phenomenological model, with q a real deformation parameter, is used to describe, in a unified way, not only the standard genetic code, when q=1, but also all known slight variations of this latter, when q~1, as well as the case of the 21st amino acid (Selenocysteine) and the 22nd one (Pyrrolysine), also when q~1. As a by-product of this elementary model, we also show that, in the limit q=0, the number of amino acids reaches the value 6, in good agreement with old and still persistent claims stating that life, in its early development, could have used only a small number of amino acids.
In this addendum we strengthen the results of math-ph/0002010 in the case of polynomial phases. We prove that Cesaro means of the pair correlation functions of certain integrable quantum maps on the 2-sphere at level N tend almost always to the Poisson (uniform limit). The quantum maps are exponentials of Hamiltonians which have the form a p(I) + b I, where I is the action, where p is a polynomial and where a,b are two real numbers. We prove that for any such family and for almost all a,b, the pair correlation tends to Poisson on average in N. The results involve Weyl estimates on exponential sums and new metric results on continued fractions. They were motivated by a comparison of the results of math-ph/0002010 with some independent results on pair correlation of fractional parts of polynomials by Rudnick-Sarnak.
The mathematical model describing the stationary natural pH-gradient arising under the action of an electric field in an aqueous solution of ampholytes (amino acids) is constructed and investigated. The model is a part of a more general model of the isoelectrofocusing process. Investigation is based on the approximation of a weak solution by the piecewise continuous non-smooth functions. The method can be used for solving classes of problems for ODEs with a small parameter at higher derivatives and the turning points.
In this paper we provide a pricing-hedging duality for the model-independent superhedging price with respect to a prediction set $Ξ\subseteq C[0,T]$, where the superhedging property needs to hold pathwise, but only for paths lying in $Ξ$. For any Borel measurable claim $ΞΎ$ which is bounded from below, the superhedging price coincides with the supremum over all pricing functionals $\mathbb{E}_{\mathbb{Q}}[ΞΎ]$ with respect to martingale measures $\mathbb{Q}$ concentrated on the prediction set $Ξ$. This allows to include beliefs in future paths of the price process expressed by the set $Ξ$, while eliminating all those which are seen as impossible. Moreover, we provide several examples to justify our setup.