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.
Quantum mechanics applied to option pricing with a time-dependent bubble.
This manuscript attempts to present a way in which the classical construction of the Dirac operator can be carried over to the setting of diffeology. A more specific aim is to describe a procedure for gluing together two usual Dirac operators and to explain in what sense the result is again a Dirac operator. Since vers…
By treating the financial market as a thermodynamic system, we establish a one-to-one correspondence between thermodynamic variables and economic quantities. Measured by the expected loss under the worst-case scenario, financial risk caused by model uncertainty is regarded as a result of the interaction between financi…
Teaches Dirac operators for geometry and topology.
Interactive framework improves understanding of deep neural networks.
The subtle interplay between local and global charges for topological semimetals exactly parallels that for singular vector fields. Part of this story is the relationship between cohomological semimetal invariants, Euler structures, and ambiguities in the torsion of manifolds. Dually, a topological semimetal can be rep…
This paper introduces Seeker, a system that allows users to interactively refine search rankings in real time, through feedback in the form of likes and dislikes. When searching online, users may not know how to accurately describe their product of choice in words. An alternative approach is to search an embedding spac…
New optimization method for sampling from unknown density measures.
The paper studies Dirac operators on large spectral three-manifolds.
Prior distributions of binarized natural images are learned by using a Boltzmann machine. According the results of this study, there emerges a structure with two sublattices in the interactions, and the nearest-neighbor and next-nearest-neighbor interactions correspondingly take two discriminative values, which reflect…
We contrast Arbitrage Pricing Theory (APT), the theoretical basis for the development of financial instruments, with a dynamical picture of an interacting market, in a simple setting. The proliferation of financial instruments apparently provides more means for risk diversification, making the market more efficient and…
We investigate reductions of the two-dimensional Dirac equation imposed by the requirement of the existence of a differential operator of order mapping its eigenfunctions to adjoint eigenfunctions. For first order operators these reductions (and multi-component analogs thereof) lead to the Lame equations desc…
The structure of a diffeomorphism invariant Lagrangians for an extended object W embedded in a bulk space M is discussed by following a close analogy with the relativistic particle in electromagnetic field as a system that is reparametrization-invariant. The current construction naturally contains, relativistic point p…
Using the unbounded picture of analytical K-homology, we associate a well-defined K-homology class to an unbounded symmetric operator satisfying certain mild technical conditions. We also establish an ``addition formula'' for the Dirac operator on the circle and for the Dolbeault operator on closed surfaces. Two proofs…
Financial markets are a classical example of complex systems as they comprise many interacting stocks. As such, we can obtain a surprisingly good description of their structure by making the rough simplification of binary daily returns. Spin glass models have been applied and gave some valuable results but at the price…
Proposes a deep neural network for predicting survival times with cure fractions.
Clarifies mathematical aspects of Picture Changing Operators.
The aim of this paper is to provide a gentle introduction to Chabauty topology, while very little background knowledge is assumed. As an example, we provide pictures for the Chabauty space of C*. Note that the description of this space is not new; however the pictures are novel.
With the aid of a computer, we provide a motion picture of the twist-spun trefoil which exhibits the periodicity well.
Introduces D-branes in para-Hermitian geometries using T-duality.
NeuroPaint infers missing brain area dynamics from multi-animal datasets.
Surveying Hitchin representations of Fuchsian groups.
The quantum navigation problem of finding the time-optimal control Hamiltonian that transports a given initial state to a target state through quantum wind, that is, under the influence of external fields or potentials, is analysed. By lifting the problem from the state space to the space of unitary gates realising the…
We define two categories of Dirac manifolds, i.e. manifolds with complex Dirac structures. The first notion of maps I call \emph{Dirac maps}, and the category of Dirac manifolds is seen to contain the categories of Poisson and complex manifolds as full subcategories. The second notion, \emph{dual-Dirac maps}, defines a…
We usually think of 2-dimensional manifolds as surfaces embedded in Euclidean 3-space. Since humans cannot visualise Euclidean spaces of higher dimensions, it appears to be impossible to give pictorial representations of higher-dimensional manifolds. However, one can in fact encode the topology of a surface in a 1-dime…
Alternative discrete Dirac mechanics using Dirac structures.
Introduces weak -Dirac structures in geometric settings.
We present a geometric approach to the field theory with higher order anisotropic interactions. The concepts of higher order space, or locally anisotropic, space (in brief, h-space, or la-space) are introduced as general ones for various types of higher order extensions of Lagrange and Finsler geometry and higher dimen…
Defines Dirac pairs on Jacobi algebroids, generalizing Lie algebroids.
In this paper we introduce the Dirac and spin-Dirac operators associated to a connection on Riemann-Cartan space(time) and standard Dirac and spin-Dirac operators associated with a Levi-Civita connection on a Riemannian (Lorentzian) space(time) and calculate the square of these operators, which play an important role i…
Stokes-Dirac structures are infinite-dimensional Dirac structures defined in terms of differential forms on a smooth manifold with boundary. These Dirac structures lay down a geometric framework for the formulation of Hamiltonian systems with a nonzero boundary energy flow. Simplicial triangulation of the underlaying m…
Introduces compatibility between Dirac structures and Nijenhuis tensors.
Graph Weighted Models (GWMs) have recently been proposed as a natural generalization of weighted automata over strings and trees to arbitrary families of labeled graphs (and hypergraphs). A GWM generically associates a labeled graph with a tensor network and computes a value by successive contractions directed by its e…
Given a Dirac subbundle and an isotropic subbundle of a Courant algebroid, we provide a canonical method to obtain a new Dirac subbundle. When the original Dirac subbundle is involutive (i.e., a Dirac structure) this construction has interesting applications, for instance to Dirac's theory of constraints and to the Mar…
We show that a suitable notion of Dirac-Jacobi structure on a generic line bundle , is provided by Dirac structures in the omni-Lie algebroid of . Dirac-Jacobi structures on line bundles generalize Wade's -Dirac structures and unify generic (i.e.~non-necessarily coorientable) precontact distribu…
In this summary of Habilitation Thesis, it is outlined author's 18 years research activity on mathematical physics, geometric methods in particle physics and gravity, modifications and applications (after defending his PhD thesis in 1994). Ten most relevant publications are structured conventionally into three "strateg…
We introduce Dirac processes, using Dirac delta functions, for short-rate-type pricing of financial derivatives. Dirac processes add spikes to the existing building blocks of diffusions and jumps. Dirac processes are Generalized Processes, which have not been used directly before because the dollar value of non-Real nu…
New spectral torsion defined for rescaled Dirac operators.
Study examines how data augmentation impacts optimization in linear regression.
This work studies clustering in transformer models, proving exponential convergence to a single token state.
A classical theorem of Drinfel'd states that the category of simply connected Poisson Lie groups H is isomorphic to the category of Manin triples (d, g, h), where h is the Lie algebra of H. In this paper, we consider Dirac Lie groups, that is, Lie groups H endowed with a multiplicative Courant algebroid A and a Dirac s…
We considered an extension of the standard functional for the Einstein-Dirac equation where the Dirac operator is replaced by the square of the Dirac operator and a real parameter controlling the length of spinors is introduced. For one distinguished value of the parameter, the resulting Euler-Lagrange equations provid…
Characterizes obstacles to variational formulation of Dirac dynamics.
Study on symplectic Dirac operators on foliations, estimating eigenvalues.
Connected space of Dirac-minimal metrics in 2 and 4 dimensions.
The paper introduces discrete Dirac structures for mechanics, simplifying dynamics.
Study on magnetic Dirac operators and their spectrum.
The paper defines Dirac structures on connection spaces and their properties.