Simone Farinelli
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View article: Normalizing flows as approximations of optimal transport maps via linear-control neural ODEs
Normalizing flows as approximations of optimal transport maps via linear-control neural ODEs Open
View article: The Dirac-Dolbeault Operator Approach to the Hodge Conjecture
The Dirac-Dolbeault Operator Approach to the Hodge Conjecture Open
The Dirac-Dolbeault operator for a compact Kähler manifold is a special case of Dirac operator. The Green function for the Dirac Laplacian over a Riemannian manifold with boundary allows the expression of the values of the sections of the …
View article: Four Dimensional Quantum Yang-Mills Theory for Weak Coupling Strength: Mass Gap Implies Quark Confinement
Four Dimensional Quantum Yang-Mills Theory for Weak Coupling Strength: Mass Gap Implies Quark Confinement Open
For the quantized Yang-Mills $3+1$ dimensional problem we introduce the Wilson loop, prove an extension of Elitzur's theorem and shown quark confinement for sufficiently small values of the bare coupling constant, provided the existence of…
View article: Geometric Arbitrage Theory: A New Conceptual Structure in Financial Mathematics
Geometric Arbitrage Theory: A New Conceptual Structure in Financial Mathematics Open
View article: Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk
Geometry and Spectral Theory Applied to Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk Open
We apply Geometric Arbitrage Theory (GAT) to obtain results in mathematical finance for credit markets, which do not need stochastic differential geometry in their formulation. The remarkable aspect of the GAT is the gauge symmetry, which …
View article: Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory
Can You Hear the Shape of a Market? Geometric Arbitrage and Spectral Theory Open
Utilizing gauge symmetries, the Geometric Arbitrage Theory reformulates any asset model, allowing for arbitrage by means of a stochastic principal fibre bundle with a connection whose curvature measures the “instantaneous arbitrage capabil…
View article: The Dirac-Dolbeault Operator Approach to the Hodge Conjecture
The Dirac-Dolbeault Operator Approach to the Hodge Conjecture Open
The Dirac-Dolbeault operator for a compact Kähler manifold is a special case of a Dirac operator. The Green function for the Dirac Laplacian over a Riemannian manifold with boundary allows to express the values of the sections of the Dirac…
View article: When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage\n Markets in a Quantum Mechanical View
When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage\n Markets in a Quantum Mechanical View Open
Geometric arbitrage theory reformulates a generic asset model possibly\nallowing for arbitrage by packaging all asset and their forward dynamics into a\nstochastic principal fibre bundle, with a connection whose parallel transport\nencodes…
View article: When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View
When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View Open
Geometric arbitrage theory reformulates a generic asset model possibly allowing for arbitrage by packaging all asset and their forward dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes di…
View article: The Black-Scholes Equation in Presence of Arbitrage
The Black-Scholes Equation in Presence of Arbitrage Open
We apply Geometric Arbitrage Theory to obtain results in Mathematical Finance, which do not need stochastic differential geometry in their formulation. First, for a generic market dynamics given by a multidimensional Itô's process we speci…
View article: When Risks and Uncertainties Collide: Quantum Mechanical Formulation of Mathematical Finance for Arbitrage Markets
When Risks and Uncertainties Collide: Quantum Mechanical Formulation of Mathematical Finance for Arbitrage Markets Open
View article: Hydroassets portfolio management for intraday electricity trading from a discrete time stochastic optimization perspective
Hydroassets portfolio management for intraday electricity trading from a discrete time stochastic optimization perspective Open
View article: Financial leverage for multi-period levered investments
Financial leverage for multi-period levered investments Open
Return on Equity (ROE) is one of the most popular performance metric related to equity involved in one-period investment.According to the Modigliani and Miller leverage formula, that applies to one-period levered investments, if the rate o…
View article: Financial Leverage in Multi-Period Appraisal: Do ROE and APV Move in the Same Direction?
Financial Leverage in Multi-Period Appraisal: Do ROE and APV Move in the Same Direction? Open
View article: Generalized performance ratios and risk optimization
Generalized performance ratios and risk optimization Open
In this paper, we generalize the notion of the performance measure by using a variety of coherent risk measures.We prove that these classes of coherent risk measures assure the properties of the acceptability indexes.In separate sections c…
View article: The Black-Scholes Equation in Presence of Arbitrage
The Black-Scholes Equation in Presence of Arbitrage Open
View article: Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory
Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory Open
Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes …
View article: Geometric Arbitrage and Spectral Theory
Geometric Arbitrage and Spectral Theory Open
Geometric Arbitrage Theory reformulates a generic asset model possibly allowing for arbitrage by packaging all assets and their forwards dynamics into a stochastic principal fibre bundle, with a connection whose parallel transport encodes …
View article: Hydroassets Portfolio Management for Intraday Electricity Trading from a\n Discrete Time Stochastic Optimization Perspective
Hydroassets Portfolio Management for Intraday Electricity Trading from a\n Discrete Time Stochastic Optimization Perspective Open
Hydro storage system optimization is becoming one of the most challenging\ntasks in Energy Finance. While currently the state-of-the-art of the commercial\nsoftware in the industry implements mainly linear models, we would like to\nintrodu…
View article: Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets Open
Hydro storage system optimization is becoming one of the most challenging task in Energy Finance. Following the Blomvall and Lindberg (2002) interior point model, we set up a stochastic multiperiod optimization procedure by means of a bush…
View article: Geometric Arbitrage and Spectral Theory
Geometric Arbitrage and Spectral Theory Open
View article: Geometric arbitrage theory and market dynamics
Geometric arbitrage theory and market dynamics Open
We have embedded the classical theory of stochastic finance into a differential geometric framework called Geometric Arbitrage Theory and show that it is possible to:
--Write arbitrage as curvature of a principal fibre bundle.
--Parame…
View article: Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets
Portfolio Management and Stochastic Optimization in Discrete Time: An Application to Intraday Electricity Trading and Water Values for Hydroassets Open