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.
Let K and K' be 2-knots. Suppose that K and K' are ribbon-move equivalent. Then the Farber-Levine pairing for K is equivalent to that for K' and the (Z-)torsion part of the first Alexander module of K is isomorphic to that of K' as Z[Z] modules. Let K be a 2-knot which is ribbon-move equivalent to the trivial knot. T…
We study cobordisms and cobordisms rel boundary of PL locally-flat disk knots $D^{n-2}\into D^n$. Cobordisms of disk knots that do not fix the boundary sphere knots are easily classified by the cobordism properties of these boundaries, and any two even-dimensional disk knots with isotopic boundary knots are cobordant r…
We discuss the ribbon-move for 2-knots, which is a local move. Let K and K′ be 2-knots. Then we have: Suppose that K and K′ are ribbon-move equivalent. (1) Let TorH1(XK;Z) (resp. TorH1(XK′;Z)) be the Z-torsion submodule of the Alexander module…
This article is a follow up of the previous article of the authors on the analytic surgery of eta- and rho-invariants. We investigate in detail the (Atiyah-Patodi-Singer)-rho-invariant for manifolds with boundary. First we generalize the cut-and-paste formula to arbitrary boundary conditions. A priori the rho-invariant…
In this paper, we introduce some notions on the pair consisting of a Chern connection and a Higgs field closely related to the first and second variation of Yang-Mills- Higgs functional, such as strong Yang-Mills-Higgs pair, degenerate Yang-Mills-Higgs pair, stable Yang-Mills-Higgs pair. We investigate some properties …
As a vast number of ingredients exist in the culinary world, there are countless food ingredient pairings, but only a small number of pairings have been adopted by chefs and studied by food researchers. In this work, we propose KitcheNette which is a model that predicts food ingredient pairing scores and recommends opt…
We introduce and study the notion of contact dual pair adopting a line bundle approach to contact and Jacobi geometry. A contact dual pair is a pair of Jacobi morphisms defined on the same contact manifold and satisfying a certain orthogonality condition. Contact groupoids and contact reduction are the main sources of …
Pairs Trading is carried out in the financial market to earn huge profits from known equilibrium relation between pairs of stock. In financial markets, seldom it is seen that stock pairs are correlated at particular lead or lag. This lead-lag relationship has been empirically studied in various financial markets. Earli…
A novel graphical matching approach improves pairs trading by reducing portfolio variance and risk-adjusted returns.
problem Common pairs trading methods lead to high portfolio variance and low risk-adjusted returns due to focusing on highly cointegrated assets.
method Model all assets and their cointegration levels with a weighted graph. Select pairs as a maximum weighted matching to ensure no shared assets and lower portfolio variance.
result The matching-based strategy shows a significant improvement in risk-adjusted performance, with a gross Sharpe ratio of 1.23.
Given a matched pair of Lie groups, we show that the tangent bundle of the matched pair group is isomorphic to the matched pair of the tangent groups. We thus obtain the Euler-Lagrange equations on the trivialized matched pair of tangent groups, as well as the Euler-Poincaré equations on the matched pair of Lie algebra…
We prove Gray--Moser stability theorems for complementary pairs of forms of constant class defining symplectic pairs, contact-symplectic pairs and contact pairs. We also consider the case of contact-symplectic and contact-contact structures, in which the constant class condition on a one-form is replaced by the conditi…
We study the geometry of manifolds carrying symplectic pairs consisting of two closed 2-forms of constant ranks, whose kernel foliations are complementary. Using a variation of the construction of Boothby and Wang we build contact-symplectic and contact pairs from symplectic pairs.
Let Sg be a closed surface of genus g and let (α,β) be a filling pair on Sg; then i(α,β)≥2g−1, where i is the (geometric) intersection number. Aougab and Huang demonstrated that (exponentially many) minimally-intersecting filling pairs exist on Sg when g>2 by a construction w…
We study a pair (\mathcal{S}_0,\mathcal{S}) of irreducible Hermitian Symmetric Spaces of compact type (cHSS) in this paper, with the first aim being classifying all the admissible pairs (\mathcal{S}_0,\mathcal{S})). This notion is a natural generalization of the pairs of sub-diagram type originated by Jaehyun Hong and …
We calculate Blanchfield pairings of 3-manifolds. In particular, we give a formula for the Blanchfield pairing of a fibred 3-manifold and we give a new proof that the Blanchfield pairing of a knot can be expressed in terms of a Seifert matrix.