A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Golden age of mathematical finance in the late 20th century.
This paper gives an overview of several key innovations in the 19th century which led to complex geometry in the 20th century. This includes the creation of the complex plane, the work of Abel on addition theorems for generalized elliptic integrals, the theory of elliptic functions, holomorphic functions, and the creat…
We survey the 19th century development of the signature of a quadratic form, and the applications in the 20th and 21st century to the topology of manifolds and dynamical systems. Version 2 is an expanded and corrected version of Version 1, including an Appendix by the second named author "Algebraic L-theory of rings wi…
This overview paper is intended as a quick introduction to Lie algebras of vector fields. Originally introduced in the late 19th century by Sophus Lie to capture symmetries of ordinary differential equations, these algebras, or infinitesimal groups, are a recurring theme in 20th-century research on Lie algebras. I will…
We give a brief review of a research made in the field of differential geometry in Estonia in the period from the beginning of the 19th century to the present time. The biographic data of mathematicians who made a valuable contribution to the development of differential geometry in Estonia in mentioned period are prese…
Schwartz functions smoothly extend to real projective spaces.
Markov chain Monte Carlo (MCMC) is widely regarded as one of the most important algorithms of the 20th century. Its guarantees of asymptotic convergence, stability, and estimator-variance bounds using only unnormalized probability functions make it indispensable to probabilistic programming. In this paper, we introduce…
These lecture notes in the De Rham-Hodge theory are designed for a 1-semester undergraduate course (in mathematics, physics, engineering, chemistry or biology). This landmark theory of the 20th Century mathematics gives a rigorous foundation to modern field and gauge theories in physics, engineering and physiology. The…
These lecture notes in Lie Groups are designed for a 1--semester third year or graduate course in mathematics, physics, engineering, chemistry or biology. This landmark theory of the 20th Century mathematics and physics gives a rigorous foundation to modern dynamics, as well as field and gauge theories in physics, engi…
First the title could be also understood as ``3-manifolds related by non-zero degree maps" or "Degrees of maps between 3-manifolds" for some aspects in this survey talk. The topology of surfaces was completely understood at the end of 19th century, but maps between surfaces kept to be an active topic in the 20th centur…
A brief historical perspective is first given concerning financial crashes, - from the 17th till the 20th century. In modern times, it seems that log periodic oscillations are found before crashes in several financial indices. The same is found in sand pile avalanches on Sierpinski gaskets. A discussion pertains to the…
Revisits the Gauss-Bonnet formula using double forms.
We present a systematic algorithm testing for the existence of collective self-organization in the behavior of agents in social systems, with a concrete empirical implementation on the Dow Jones Industrial Average index (DJIA) over the 20th century and on Hong Kong Hang Seng composite index (HSI) since 1969. The algori…
This paper investigates end-to-end learnable models for attributing composers to musical scores. We introduce several pooled, convolutional architectures for this task and draw connections between our approach and classical learning approaches based on global and n-gram features. We evaluate models on a corpus of 2,500…
Trend following in cryptocurrencies yields high returns, similar to commodities.
Automatic continuity of polynomial maps and cocycles proved.
The team predicts foreign exchange rates using clustering and attention models.
We show social events can be accurately predicted, but often undesirably.
New solutions for soft materials' nonlinear behavior in growing spheroidal inclusions.
Classifies Morse functions on 3-manifolds made from simple building blocks.
Invariants for 3D manifolds with boundaries using crossed modules.
The abstract investigates how volume ratios relate to curvature in geometric surfaces.
In 3-d the average projected area of a convex solid is 1/4 the surface area, as Cauchy showed in the 19th century. In general, the ratio in n dimensions may be obtained from Cauchy's surface area formula, which is in turn a special case of Kubota's theorem. However, while these latter results are well-known to those wo…
Numerous studies have been carried out to measure wind pressures around circular cylinders since the early 20th century due to its engineering significance. Consequently, a large amount of wind pressure data sets have accumulated, which presents an excellent opportunity for using machine learning (ML) techniques to tra…
Paper reviews algebraic research in machine learning theory.
This paper describes several key discoveries in the 19th century that led to the modern theory of manifolds in the twentieth century: intrinsic differential geometry, projective geometry and higher dimensional manifolds and Riemannian geometry.
The dynamics of generalized Lotka-Volterra systems is studied by theoretical techniques and computer simulations. These systems describe the time evolution of the wealth distribution of individuals in a society, as well as of the market values of firms in the stock market. The individual wealths or market values are gi…
Recent years have witnessed a trend that advanced mathematical tools, such as algebraic topology, differential geometry, graph theory, and partial differential equations, have been developed for describing biological macromolecules. These tools have considerably strengthened our ability to understand the molecular mech…
This paper describes the evolution of aspects of differential and algebraic gometry from the mid 17th century till the end of the 18th century.
The major study by Bordo and Helbing (2003) analyses the business cycle in Western economies 1881-2001. They examine four distinct periods in economic history, and conclude that there is a secular trend towards greater synchronisation for much of the 20th century. Their analysis, in common with the standard economic li…
Study uses LSTM models to detect Wyckoff patterns in currency trading.
Capital usually leads to income, and income is more accurately and easily measured. Thus we summarize income distributions in USA, Germany, etc.
The twentieth century was a period of outstanding economic growth together with an unequal income distribution. This paper analyses the international distribution of growth rates and its dynamics during the twentieth century. We show that the whole century is characterized by a high heterogeneity in the distribution of…
Network analysis techniques remain rarely used for understanding international management strategies. Our paper highlights their value as research tool in this field of social science using a large set of micro-data (20,000) to investigate the presence of networks of subsidiaries overseas. The research question is the …
Delisle's projection explained by Euler in 18th century.
Osborne's paradox explained via Bayesian inference and superstatistics.
Lagrange's map construction ideas influenced later mathematicians.
The origin of quasiconformal mappings, like that of conformal mappings, can be traced back to old cartography where the basic problem was the search for mappings from the sphere onto the plane with minimal deviation from conformality, subject to certain conditions which were made precise. In this paper, we survey the d…
We apply fixed-point techniques to compute the coefficient ring of semifree geometric circle-equivariant complex cobordism with isolated fixed points, recovering a 2004 result of Sinha through 19th-century methods.
H. Weyl's proposal of 1918 for generalizing Riemannian geometry by local scale gauge (later called {\em Weyl geometry}) was motivated by mathematical, philosophical and physical considerations. It was the starting point of his unified field theory of electromagnetism and gravity. After getting disillusioned with this r…
Explains Conway's tangle trick and its mathematical origins.
Study refines trend-following strategy to improve adaptability.
Confocal quadrics capture (encode) and geometrize spectral properties of symmetric operators. Certain metric-projective properties of confocal quadrics (most of them established in the first half of the XIX century) {\it carry out} (stick and transfer) by rolling to and influence surfaces {\it applicabl…
This paper is a review of the book "Knots" by Alexei Sossinsky. The review includes a short personal history of knot theory at the end of the twentieth century.
We use equivariant surgery to classify all involutions on closed surfaces, up to isomorphism. Work on this problem is classical, dating back to the nineteenth century, but some questions seem to have been left unanswered. We give a modern treatment that leads to a complete classification.
It has been shown that the long term evolution of the Gross Product of the World after World War II can be well portrayed by the exponential function with the crossover at the year 1973, cinsiding with the Oil Crisis onset. For the the Standard and Poor 500 index the single exponential behavior extends down to at least…
Mathematical analysis shows Delisle-Euler map methods are optimal.
Modern excavations yielded a distribution of the house areas in the ancient Egyptian city Akhetaten, which was populated for a short period during the 14th century BC. Assuming that the house area is a measure of the wealth of its inhabitants allows us to make a comparison of the wealth distributions in ancient and mod…