Modeling systemic risks in financial markets
We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.
arXiv subjects
Publications and source records attributed to Abhijnan Rej.
We survey systemic risks to financial markets and present a high-level description of an algorithm that measures systemic risk in terms of coupled networks.
We prove that the problem of determination of factor gauge groups given the rank of the gauge group at any given vacuum in the Landscape is in the computational complexity class NPC. This extends a result of Denef and Douglas on the computational complexity of determination of the value of the cosmological constant in the Landscape.
I argue that consistent geometrical descriptions of the universe are far from unique even as low-energy limits and that an abstract "atomic" description of spacetime and gauge-theoretic geometry in terms of K-theories of algebraic and analytic cycles has the promise to restore uniqueness to our description.
We survey certain accessible aspects of Grothendieck's theory of motives in arithmetic algebraic geometry for mathematical physicists, focussing on areas that have recently found applications in quantum field theory. An appendix (by Matilde Marcolli) sketches further connections between motivic theory and theoretical physics.
I argue that questions of algorithmic decidability, computability and complexity should play a larger role in deciding the "ultimate" theoretical description of the Landscape of string vacua. More specifically, I examine the notion of the average rank of the (unification) gauge group in the Landscape, the explicit construction of Ricci-flat metrics on Calabi-Yau manifolds as well as the computability of fundamental periods to show that undecidability questions are far more pervasive than that described in the work of Denef and Douglas.
We generalize the computation of Feynman integrals of log divergent graphs in terms of the Kirchhoff polynomial to the case of graphs with both fermionic and bosonic edges, to which we assign a set of ordinary and Grassmann variables. This procedure gives a computation of the Feynman integrals in terms of a period on a supermanifold, for graphs admitting a basis of the first homology satisfying a condition generalizing the log divergence in this context. The analog in this setting of the graph hypersurfaces is a graph supermanifold given by the divisor of zeros and poles of the Berezinian of a matrix associated to the graph, inside a superprojective space. We introduce a Grothendieck group for supermanifolds and we identify the subgroup generated by the graph supermanifolds. This can be seen as a general procedure to construct interesting classes of supermanifolds with associated periods.
I review a number of cognate issues that, taken together, pertain to the creation of a non-reductionistic theory of multiscale coordination and present one candidate theory based on the principle of dynamical similarity.