Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit Article Swipe
Related Concepts
Quadratic equation
Reproducing kernel Hilbert space
Mathematics
Kernel (algebra)
Profit (economics)
Hilbert space
Pure mathematics
Mathematical economics
Economics
Microeconomics
Geometry
Geoffrey Hutinet
,
J. E. Pascoe
·
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2412.18201
· OA: W4405783935
YOU?
·
· 2024
· Open Access
·
· DOI: https://doi.org/10.48550/arxiv.2412.18201
· OA: W4405783935
We give an abstract perspective on quadratic programming with an eye toward long portfolio theory geared toward explaining sparsity via maximum principles. Specifically, in optimal allocation problems, we see that support of an optimal distribution lies in a variety intersect a kind of distinguished boundary of a compact subspace to be allocated over. We demonstrate some of its intelligence by using it to solve mazes and interpret such behavior as the underlying space trying to understand some hypothetical platonic index for which the capital asset pricing model holds.
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