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.
Carter tensor analysis aids wave equation on Kerr-Newman spacetime.
Paper uses neural networks to calibrate Lee-Carter models for multiple populations.
In this work we will focus on the causal character of Carter Spacetime (see B. Carter, Causal structure in space-time, Gen. Rel. Grav. 1 4 337-406, 1971). The importance of this spacetime is the following: for the causally best well behaved spacetimes (the globally hyperbolic ones), there are several characterizations …
This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to outperform the popular Lee-Carter model.
Let (M,g) be an arbitrary pseudo-Riemannian manifold of dimension at least 3. We determine the form of all the conformal symmetries of the conformal (or Yamabe) Laplacian on (M,g), which are given by differential operators of second order. They are constructed from conformal Killing 2-tensors satisfying a natural and c…
The Lee Carter modelling framework is widely used because of its simplicity and robustness despite its inability to model specific cohort effects. A large number of extensions have been proposed that model cohort effects but there is no consensus. It is difficult to simultaneously account for cohort effects and age-adj…
We present a marked analogue of Carter and Saito's movie theorem. Our definition of marking was chosen to coincide with the markings that arise in link Floer homology. In order to deal with complications arising from certain isotopies, we define three equivalence relations for marked surfaces and work over an equivalen…
The aim of this paper is to study the construction of prospective mortality tables from a low number of persons subjected to risk. The presented models are the Lee-Carter and log-Poisson methods respectively. The low number of people subjected to risk, particularly noticed for the persons who are getting on, implies th…
Paper introduces skew-symmetric matrices for virtual doodle classification.
In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality forecasting or pricing of longevity derivatives, while the full implications and methods …
The study examines how different interpolation methods affect the decomposition of life insurance surplus.
We introduce a new cohomology-theoretic method for classifying generic immersed curves in closed compact surfaces by using Gauss codes. This subsumes a result of J.S. Carter on classifying immersed curves in oriented compact surfaces, and provides a criterion for when an immersion is two-colorable. We note an applicati…
We introduce a new homology theory of quandles, called simplicial quandle homology, which is quite different from quandle homology developed by Carter et al. We construct a homomorphism from a quandle homology group to a simplicial quandle homology group. As an application, we obtain a method for computing the complex …
A new classification theorem for links by the authors and Roger Fenn leads to computable link invariants. As an illustration we distinguish the left and right trefoils and recover the result of Carter et al that the 2-twist-spun trefoil is not isotopic to its orientation reverse. We sketch the proof the classification …
New definitions of rack and quandle modules are introduced, and shown to generalise the definitions previously studied by Andruskiewitsch, Etingof and Grana. This new construct is shown to coincide with Beck's general definition of a module in an arbitrary category. A theory of Abelian extensions of racks and quandles …
Extends Khovanov homology to surfaces with singularities.
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the rand…
For proper subsets U of {1,2,...,31} we define and construct U-regular isotopy invariants of the Carter-Rieger-Saito movies (representing knotted surfaces) and use these to show that there are ambient isotopic knotted surfaces represented by movies M1 and M2 for which movie-moves of type 31 are required to get from M1 …
Study finds actuarial unfairness in China's pension system, proposing income-dependent annuitization rules.
Clarifies sign ambiguity in Khovanov homology functoriality.
The aim of this paper is to propose a realistic and operational model to quantify the systematic risk of mortality included in an engagement of retirement. The model presented is built on the basis of model of Lee-Carter. The stochastic prospective tables thus built make it possible to project the evolution of the rand…
We introduce the notion of a quandle with a good involution and its homology groups. Carter et al. defined quandle cocycle invariants for oriented links and oriented surface-links. By use of good involutions, quandle cocyle invariants can be defined for links and surface-links which are not necessarily oriented or orie…
Paper develops a two-population model to assess longevity basis risk.
We prove that Morrison and Nieh's categorification of the su(3) quantum knot invariant is functorial with respect to tangle cobordisms. This is in contrast to the categorified su(2) theory, which was not functorial as originally defined. We use methods of Bar-Natan to construct explicit chain maps for each variation of…
In the present paper, we construct a simple invariant which provides a sliceness obstruction for {\em free knots}. This obstruction provides a new point of view to the problem of studying cobordisms of curves immersed in 2-surfaces, a problem previously studied by Carter, Turaev, Orr, and others. The obstruction to sli…
We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…
We define a generalization of virtual links to arbitrary dimensions by extending the geometric definition due to Carter et al. We show that many homotopy type invariants for classical links extend to invariants of virtual links. We also define generalizations of virtual link diagrams and Gauss codes to represent virtua…
A Carter like constant for the geodesic motion in the Einstein-Sasaki geometries is presented. This constant is functionally independent with respect to the five known constants for the geometry. Since the geometry is five dimensional and the number of independent constants of motion is at least six, the geode…
W. Rump showed that there exists a one-to-one correspondence between involutive right non-degenerate solutions of the Yang-Baxter equation and Rump right quasigroups. J. S. Carter, M. Elhamdadi, and M. Saito, meanwhile, introduced a homology theory of set-theoretic solutions of the Yang-Baxter equation in order to defi…
We study first and second order conformal symmetries of the Yamabe Laplacian on a general pseudo-Riemannian manifold and of the Paneitz operator on Einstein spaces. We show that first order conformal symmetries of the Yamabe operator induce second order conformal symmetries. We show that on an Einstein space every conf…
In 2004, Carter, Elhamdadi and Saito defined a homology theory for set-theoretic Yang-Baxter operators(we will call it the "algebraic" version in this article). In 2012, Przytycki defined another homology theory for pre-Yang-Baxter operators which has a nice graphic visualization(we will call it the "graphic" version i…
Locally symplectic structure found on Kerr space-time.
Using an extended version of the credit risk model CreditRisk+, we develop a flexible framework with numerous applications amongst which we find stochastic mortality modelling, forecasting of death causes as well as profit and loss modelling of life insurance and annuity portfolios which can be used in (partial) intern…
Fox coloring provides a combinatorial framework for studying dihedral representations of the knot group. The less well-known concept of Dehn coloring captures the same data. Recent work of Carter-Silver-Williams clarifies the relationship between the two focusing on how one transitions between Fox and Dehn colorings. I…
In this paper, we introduce the (co)homology group of a multiple conjugation biquandle. It is the (co)homology group of the prismatic chain complex, which is related to the homology of foams introduced by J. S. Carter, modulo a certain subchain complex. We construct invariants for -oriented handlebody-links using …
In this paper we use theory of embedded graphs on oriented and compact -surfaces to construct minimal realizations of signed Gauss paragraphs. We prove that the genus of the ambient surface of these minimal realizations can be seen as a function of the maximum number of Carter's circles. For the case of signed Gaus…
Khovanov homology ist a new link invariant, discovered by M. Khovanov, and used by J. Rasmussen to give a combinatorial proof of the Milnor conjecture. In this thesis, we give examples of mutant links with different Khovanov homology. We prove that Khovanov's chain complex retracts to a subcomplex, whose generators are…
Biracks and biquandles, which are useful for studying the knot theory, are special families of solutions of the set-theoretic Yang-Baxter equation. A homology theory for the set-theoretic Yang-Baxter equation was developed by Carter, Elhamdadi, and Saito in order to construct knot invariants. In this paper, we construc…
We propose the use of statistical emulators for the purpose of valuing mortality-linked contracts in stochastic mortality models. Such models typically require (nested) evaluation of expected values of nonlinear functionals of multi-dimensional stochastic processes. Except in the simplest cases, no closed-form expressi…
The one-term distributive homology was introduced by J.H.Przytycki as an atomic replacement of rack and quandle homology, which was first introduced and developed by R.Fenn, C.Rourke and B.Sanderson, and J.S.Carter, S.Kamada and M.Saito. This homology was initially suspected to be torsion-free, but we show in this pape…
Study of equivariant movie moves for involutive links.
A singular Riemannian foliation on a complete Riemannian manifold is called a polar foliation if, for each regular point , there is an immersed submanifold , called section, that passes through and that meets all the leaves and always perpendicularly. A typical example of a polar foliation is the part…
Study of twisted Alexander matrices for certain quandles and their invariants.
We define a generalization of virtual links to arbitrary dimensions by extending the geometric definition due to Carter et al. We show that many homotopy type invariants for classical links extend to invariants of virtual links. We also define generalizations of virtual link diagrams and Gauss codes to represent virtua…
The paper proposes a dynamic risk measure approach for evaluating defined-contribution pension funds.
Carter, Jelsovsky, Kamada, Langford and Saito have defined an invariant of classical links associated to each element of the second cohomology of a finite quandle. We study these invariants for Alexander quandles of the form Z[t,t^{-1}]/(p, t^2 + kappa t + 1), where p is a prime number and t^2 + kappa t + 1 is irreduci…
Study uses zero-shot models to forecast mortality rates globally.
Quantum invariant derived from ternary cohomology of self-distributive structures.