Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit

Geoffrey Hutinet; J. E Pascoe

doi:10.48550/arxiv.2412.18201

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Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit

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Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit

Geoffrey Hutinet and J. E Pascoe

IACAPAP ArXiv (Online)

24 Dec 2024

DOI: https://doi.org/10.48550/arxiv.2412.18201

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https://arxiv.org/abs/2412.18201View

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Abstract

Mathematics - Complex Variables

Mathematics - Functional Analysis

Mathematics - Optimization and Control

Quantitative Finance - Portfolio Management

Quantitative Finance - Pricing of Securities

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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Title: Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit
Creators: Geoffrey Hutinet
J. E Pascoe
Publication Details: IACAPAP ArXiv (Online)
Resource Type: Preprint
Language: English
Academic Unit: Mathematics
Other Identifier: 991022006297604721

Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit

Files and links (1)

Abstract

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