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Mariano Zeron-Medina Laris

Publications and source records attributed to Mariano Zeron-Medina Laris.

6 recordsLinked to original sources
arXiv2020

Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique

In this paper we introduce a new technique based on high-dimensional Chebyshev Tensors that we call \emph{Orthogonal Chebyshev Sliding Technique}. We implemented this technique inside the systems of a tier-one bank, and used it to approximate Front Office pricing functions in order to reduce the substantial computational burden associated with the capital calculation as specified by FRTB IMA. In all cases, the computational burden reductions obtained were of more than $90\%$, while keeping high degrees of accuracy, the latter obtained as a result of the mathematical properties enjoyed by Chebyshev Tensors.

q-fin.RM↗
arXiv2016

Transversals as generating sets in finitely generated groups

We explore transversals of finite index subgroups of finitely generated groups. We show that when $H$ is a subgroup of a rank $n$ group $G$ and $H$ has index at least $n$ in $G$ then we can construct a left transversal for $H$ which contains a generating set of size $n$ for $G$, and that the construction is algorithmic when $G$ is finitely presented. We also show that, in the case where $G$ has rank $n \leq3$, there is a simultaneous left-right transversal for $H$ which contains a generating set of size $n$ for $G$. We finish by showing that if $H$ is a subgroup of a rank $n$ group $G$ with index less than $3 \cdot 2^{n-1}$, and $H$ contains no primitive elements of $G$, then $H$ is normal in $G$ and $G/H \cong C_{2}^{n}$.

math.GR↗
arXiv2013

Residual Deficiency

We introduce a new real valued invariant for finitely presented groups called residual deficiency. Its main property is the following. Let G be a finitely presented group. If the residual deficiency of G is greater than one, then G has a finite index subgroup with deficiency greater than one. The latter property is strong. For instance, such a group is large, has positive rank gradient and positive first L^2-Betti number, among other properties. We also compute the residual deficiency of some well known families of presentations, prove that residual deficiency minus one is supermultiplicative with respect to finite index normal subgroups and find lower bounds for the residual deficiency of quotients.

math.GR↗
arXiv2013

Positive rank gradient and p-largeness for groups defined by presentations with p-deficiency less than or equal to one

It is an immediate consequence of the results by Yiftach and Schlage-Puchta that a presentation with p-deficiency greater than one defines a group with positive rank gradient. By results of Button and Thillaisundaram, a finite presentation with p-deficiency greater than one defines a p-large group. Both Yiftach/Schlage-Puchta and Thillaisundaram extended these results to the p-deficiency one case. In this paper we consider the case when the presentation has p-deficiency less than or equal to one.

math.GR↗