Cover Image

Information geometry of Lévy processes and financial models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Choi, Jaehyung
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Information Theory Differential Geometry Probability Mathematical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Information geometry of tempered stable processes
by: Choi, Jaehyung
Published: (2025)

The Fisher metric as a metric on the cotangent bundle
by: Nagaoka, Hiroshi
Published: (2023)

Kähler information manifolds of signal processing filters in weighted Hardy spaces
by: Choi, Jaehyung
Published: (2021)

Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
by: Liu, Chenguang, et al.
Published: (2026)

Information geometry on groupoids: the case of singular metrics
by: Grabowska, Katarzyna, et al.
Published: (2020)

Refining Cramér-Rao Bound With Multivariate Parameters: An Extrinsic Geometry Perspective
by: Krishnan, Sunder Ram
Published: (2025)

Geometric Interpretation of Brownian Motion on Riemannian Manifolds
by: Lee, Taeyoung, et al.
Published: (2025)

Improving Cramér-Rao Bound And Its Variants: An Extrinsic Geometry Perspective
by: Krishnan, Sunder Ram
Published: (2025)

On statistics which are almost sufficient from the viewpoint of the Fisher metrics
by: Yamaguchi, Kaori, et al.
Published: (2023)

Riemannian Geometry of Optimal Rebalancing in Dynamic Weight Automated Market Makers
by: Willetts, Matthew
Published: (2026)

Almost sure null bankruptcy of testing-by-betting strategies
by: Wang, Hongjian, et al.
Published: (2026)

Gordon Growth Model with Vector Autoregressive Process
by: Gankhuu, Battulga
Published: (2024)

Determinantal point processes associated with the Bochner-Schrödinger operator
by: Kordyukov, Yuri A.
Published: (2026)

Two-Sample Tests for Optimal Lifts, Manifold Stability and Reverse Labeling Reflection Shap
by: Van, Do Tran, et al.
Published: (2025)

Multi-period static hedging of European options
by: Banerjee, Purba, et al.
Published: (2023)

Testing by Betting while Borrowing and Bargaining
by: Wang, Hongjian, et al.
Published: (2024)

On Closed-Form Expressions for the Fisher-Rao Distance
by: Miyamoto, Henrique K., et al.
Published: (2023)

Geometric Gaussian Approximations of Probability Distributions
by: Da Costa, Nathaël, et al.
Published: (2025)

From Technical Feasibility to Substitutability: A Geometric Theory of Differentiation
by: Labarthe, Aldric, et al.
Published: (2025)

Group Testing: An Information Theory Perspective
by: Aldridge, Matthew, et al.
Published: (2019)

Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
by: Jang, Jiwook, et al.
Published: (2025)

Generalized Orlicz premia
by: Aygün, Mücahit, et al.
Published: (2025)

Optimal nonparametric estimation of the expected shortfall risk
by: Bartl, Daniel, et al.
Published: (2024)

An Information-Theoretic Route to Isoperimetric Inequalities via Heat Flow and Entropy Dissipation
by: Sangha, Amandip
Published: (2025)

Cartan meets Cramér-Rao
by: Krishnan, Sunder Ram
Published: (2025)

Exact Thresholds for Noisy Non-Adaptive Group Testing
by: Chen, Junren, et al.
Published: (2024)

Geometry-Aware Langevin Sampling for Matrix-Valued Graph Learning
by: Dey, Papri
Published: (2026)

Forecast collapse of transformer-based models under squared loss in financial time series
by: Andreoletti, Pierre
Published: (2026)

Estimating the Convex Hull of the Image of a Set with Smooth Boundary: Error Bounds and Applications
by: Lew, Thomas, et al.
Published: (2023)

Weyl's law in Liouville quantum gravity
by: Berestycki, Nathanaël, et al.
Published: (2023)

The Fundamental Limits of Recovering Planted Subgraphs
by: Lee, Daniel, et al.
Published: (2025)

Signature-based validation of real-world economic scenarios
by: Andrès, Hervé, et al.
Published: (2022)

Sequential Portfolio Selection under Latent Side Information-Dependence Structure: Optimality and Universal Learning Algorithms
by: Lam, Duy Khanh
Published: (2025)

Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)

Diffusion on the circle and a stochastic correlation model
by: Majumdar, Sourav, et al.
Published: (2024)

Exploring information geometry: Recent Advances and Connections to Topological Field Theory
by: Combe, Noémie C., et al.
Published: (2025)

BPS Skyrme models and contact geometry
by: Slobodeanu, Radu, et al.
Published: (2024)

When Frictions are Fractional: Rough Noise in High-Frequency Data
by: Chong, Carsten H., et al.
Published: (2021)

Short-time expansion of characteristic functions in a rough volatility setting with applications
by: Chong, Carsten H., et al.
Published: (2022)

A sharp lower bound on the small eigenvalues of surfaces
by: Gross, Renan, et al.
Published: (2024)