James Pascoe: Indices for kernel embeddings

Abstract:

We will begin with some discussion of kernel embeddings and obstructions to Herglotz representations in several variables. We give an abstract perspective on quadratic programming with an eye toward long portfolio theory geared toward explaining sparseness via maximum principles. 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.