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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.

168,742 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for Cochrane model

We show that Tim Cochran's invariants βi(L)β^i(L) of a 22-component link LL in the 33--sphere can be computed as intersection invariants of certain 2-complexes in the 44--ball with boundary LL. These 2-complexes are special types of twisted Whitney towers, which we call {\em Cochran towers}, and which exhibit a new p…

2016-07-06abs ↗pdf ↗

Given a finitely presented group G and an epimorphism G to the group of integers Cochran and Harvey defined a sequence of integral invariants, which can be viewed as the degrees of higher--order Alexander polynomials. Cochran and Harvey showed that (up to a minor modification) this is a never decreasing sequence of num…

2005-10-21abs ↗pdf ↗

Recently twisted and higher order Alexander polynomials were used by Cochran, Harvey, Friedl--Kim and Turaev to give lower bounds on the Thurston norm. We first show how Reidemeister torsion relates to these Alexander polynomials. We then give lower bounds on the Thurston norm in terms of the Reidemeister torsion which…

2005-08-31abs ↗pdf ↗

We submit a new way to detect pairs of non-cobordant surface-links. We find a new example of a pair of non-cobordant surface-links with the following properties: Orr invariant, Cochran sequence, Sato-Levine invariant, the alinking number and one of Stallings's theorems cannot distinguish them. However our new way can d…

2016-05-23abs ↗pdf ↗

We introduce a new technique for showing classical knots and links are not slice. As one application we resolve a long-standing question as to whether certain natural families of knots contain topologically slice knots. We also present a simpler proof of the result of Cochran-Teichner that the successive quotients of t…

2007-05-28abs ↗pdf ↗

For each sequence of polynomials, P=(p_1(t),p_2(t),...), we define a characteristic series of groups, called the derived series localized at P. Given a knot K in S^3, such a sequence of polynomials arises naturally as the orders of certain submodules of the sequence of higher-order Alexander modules of K. These group s…

2009-06-07abs ↗pdf ↗

New obstructions show links with vanishing Milnor invariants may not be concordant to homology boundary links.

problem Understanding links with vanishing Milnor invariants and their concordance properties.
method Developing new obstructions and examples within the solvable filtration framework.
result Existence of links with vanishing Milnor invariants that are not concordant to homology boundary links.

We give a sufficient condition under which vanishing property of Cochran-Orr-Teichner knot concordance obstructions splits under connected sum. The condition is described in terms of self-annihilating submodules with respect to higher-order Blanchfield linking forms. This extends results of Levine and the authors on di…

2013-04-10abs ↗pdf ↗

We note that the Conway potential function ΩLΩ_L of an mm-component link LL, m>1m>1, can be expressed as ΩL(x1,,xm)=ΘL(L(x1x11,,xmxm1))Ω_L(x_1,\dots,x_m)=Θ_L(\nabla_L(x_1-x_1^{-1},\dots,x_m-x_m^{-1})) for a unique LZ[z1,,zm]\nabla_L\in\mathbb Z[z_1,\dots,z_m], where ΘLΘ_L is a certain endomorphism of the additive group of $\mathbb Z[x_1^{\pm1},\dots,x_m…

2003-11-29abs ↗pdf ↗

We study knots of order 2 in the grope filtration $\{\G_h\}$ and the solvable filtration $\{\F_h\}$ of the knot concordance group. We show that, for any integer n4n\ge4, there are knots generating a Z2\Z_2^\infty subgroup of $\G_n/\G_{n.5}$. Considering the solvable filtration, our knots generate a Z2\Z_2^\infty subgro…

2015-02-16abs ↗pdf ↗

Bayesian approach confirms no return predictability for 1926-2004 data, weak evidence for 1953-2021.

problem Investigating return predictability using Bayesian methods.
method Developed a new shrinkage type prior for a model parameter in a VAR system, compared to other estimation methods.
result Bayesian approach outperforms reduced-bias estimator in terms of size and power.

We generalise theorems of Cochran-Lickorish and Owens-Strle to the case of links with more than one component. This enables the use of linking forms on double branched covers, Heegaard Floer correction terms, and Donaldson's diagonalisation theorem to complete the table of unlinking numbers for nonsplit prime links wit…

2015-03-10abs ↗pdf ↗

The pair (K,r) consisting of a knot K and a surjective map r from the knot group onto a dihedral group is said to be a p-colored knot. D. Moskovich conjectured that for any odd prime p there are exactly p equivalence classes of p-colored knots up to surgery along unknots in the kernel of the coloring. We show that ther…

2007-09-10abs ↗pdf ↗

We prove that for any winding number m>0m>0 pattern PP and winding number m-m pattern QQ, there exist knots KK such that the minimal genus of a cobordism between P(K)P(K) and Q(K)Q(K) is arbitrarily large. This answers a question posed by Cochran-Harvey [CH17] and generalizes a result of Kim-Livingston [KL05].

2017-12-15abs ↗pdf ↗

We define an algebraic group comprising symmetric chain complexes which captures the first two stages of the Cochran-Orr-Teichner solvable filtration of the knot concordance group in a single invariant. To achieve this we impose additional structure on each chain complex which puts extra control on the fundamental grou…

2012-03-20abs ↗pdf ↗

We define an algebraic group comprising symmetric chain complexes which captures the first two stages of the Cochran-Orr-Teichner solvable filtration of the knot concordance group in a single obstruction. To achieve this we impose additional structure on each chain complex which puts extra control on the fundamental gr…

2011-09-04abs ↗pdf ↗

We find a formula for the L2 signature of a (p,q) torus knot, which is the integral of the omega-signatures over the unit circle. We then apply this to a theorem of Cochran-Orr-Teichner to prove that the n-twisted doubles of the unknot, for n not 0 or 2, are not slice. This is a new proof of the result first proved by …

2010-01-08abs ↗pdf ↗

The paper uncovers the impact of price and payoff autocorrelations in multi-period asset pricing models.

problem Hidden dependence of asset pricing models on price and payoff autocorrelations.
method Obtained approximations of the basic pricing equation describing various parameters.
result Valid results for other pricing models like ICAPM and APM.

In the early 2000's Cochran and Harvey introduced non-commutative Alexander polynomials for 3-manifolds. Their degrees give strong lower bounds on the Thurston norm. In this paper we make the case that the vanishing of a certain Novikov-Sikorav homology module is the correct notion of a monic non-commutative Alexander …

2016-06-11abs ↗pdf ↗

The bipolar filtration of Cochran, Harvey and Horn presents a framework of the study of deeper structures in the smooth concordance group of topologically slice knots. We show that the graded quotient of the bipolar filtration of topologically slice knots has infinite rank at each stage greater than one. To detect nont…

2017-10-21abs ↗pdf ↗

Minor typographical errors fixed. Cochran constructed many links with Alexander module that of the unlink and some nonvanishing Milnor invariants, using as input commutators in a free group and as an invariant the longitudes of the links. We present a different and conjecturally complete construction, that uses element…

2002-06-19abs ↗pdf ↗

We explain new developments in classical knot theory in 3 and 4~dimensions, i.e. we study knots in 3-space, up to isotopy as well as up to concordance. In dimension~3 we give a geometric interpretation of the Kontsevich integral (joint with Jim Conant), and in dimension 4 we introduce new concordance invariants using v…

2003-04-21abs ↗pdf ↗

Develops methods to learn centre groupings from summary statistics in multi-centre studies.

problem Violation of homogeneity of parameters across centres in multi-centre studies.
method Clusters-of-Centres (CoC) algorithm that merges centres based on multivariate Cochran-type tests.
result Golden-partition recovery as the number of rounds grows with sample size.

This is survey about the classical knot concordance group, prepared for an upcoming handbook of knot theory. Topics include: the basic definitions of concordance; the theory of algebraic concordance as developed by Levine; the theory of Casson-Gordon invariants; applications of topological surgery as developed by Freed…

2003-07-06abs ↗pdf ↗

We give new information about the relationship between the low-dimensional homology of a group and its derived series. This yields information about how the low-dimensional homology of a topological space constrains its fundamental group. Applications are given to detecting when a set of elements of a group generates a…

2006-09-18abs ↗pdf ↗

Recently, Cochran and Harvey defined torsion-free derived series of groups and proved an injectivity theorem on the associated torsion-free quotients. We show that there is a universal construction which extends such an injectivity theorem to an isomorphism theorem. Our result relates injectivity theorems to a certain …

2006-09-14abs ↗pdf ↗

Geometric aspects of the filtration on classical links by k-quasi-isotopy are discussed, including the effect of Whitehead doubling, relations with Smythe's n-splitting and Kobayashi's k-contractibility. One observation is: ω-quasi-isotopy is equivalent to PL isotopy for links in a homotopy 3-sphere (resp. contractible…

2001-03-18abs ↗pdf ↗

We introduce a technique for showing classical knots and links are not slice. As one application we show that the iterated Bing doubles of many algebraically slice knots are not topologically slice. Some of the proofs do not use the existence of the Cheeger-Gromov bound, a deep analytical tool used by Cochran-Teichner.…

2008-01-23abs ↗pdf ↗

Cochran, Orr, and Teichner developed a filtration of the knot concordance group indexed by half integers called the solvable filtration. Its terms are denoted by Fn\mathcal{F}_n. It has been shown that Fn/Fn.5\mathcal{F}_n/\mathcal{F}_{n.5} is a very large group for n0n\ge 0. For a generalization to the setting of links the…

2016-06-01abs ↗pdf ↗

In 1997, T. Cochran, K. Orr, and P. Teichner defined a filtration {F_n} of the classical knot concordance group C. The filtration is important because of its strong connection to the classification of topological 4-manifolds. Here we introduce new techniques for studying C and use them to prove that, for each natural n…

2007-10-16abs ↗pdf ↗

We introduce a notion of symmetric Whitney tower cobordism between bordered 3-manifolds, aiming at the study of homology cobordism and link concordance. It is motivated by the symmetric Whitney tower approach to slicing knots and links initiated by Cochran, Orr, and Teichner. We give amenable Cheeger-Gromov rho-invaria…

2012-04-23abs ↗pdf ↗

We propose and analyze a structure with which to organize the difference between a knot in the 3-sphere bounding a topologically embedded 2-disk in the 4-ball and it bounding a smoothly embedded disk. The n-solvable filtration of the topological knot concordance group, due to Cochran-Orr-Teichner, may be complete in th…

2012-01-30abs ↗pdf ↗

We introduce new obstructions to topological knot concordance. These are obtained from amenable groups in Strebel's class, possibly with torsion, using a recently suggested L2L^2-theoretic method due to Orr and the author. Concerning (h)(h)-solvable knots which are defined in terms of certain Whitney towers of height $h…

2010-10-06abs ↗pdf ↗

It is known that the Alexander polynomial detects fibered knots and 3-manifolds that fiber over the circle. In this note, we show that when the Alexander polynomial becomes inconclusive, the notion of "knot adjacency", studied in the paper "Knot adjacency, genus and essential tori" by the authors, can be used to obtain…

2004-03-01abs ↗pdf ↗