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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2024
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2412.18201 |
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| _version_ | 1866929646192295936 |
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| author | Hutinet, Geoffrey Pascoe, J. E. |
| author_facet | Hutinet, Geoffrey Pascoe, J. E. |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2412_18201 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit Hutinet, Geoffrey Pascoe, J. E. Optimization and Control Complex Variables Functional Analysis Portfolio Management Pricing of Securities 30C15, 30C80, 47B32, 46E22, 91G10, 90C20 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. |
| title | Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit |
| topic | Optimization and Control Complex Variables Functional Analysis Portfolio Management Pricing of Securities 30C15, 30C80, 47B32, 46E22, 91G10, 90C20 |
| url | https://arxiv.org/abs/2412.18201 |