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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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20395978 · May 202619922001200920172026
48 results for Farber-Levine pairing

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…

2004-01-14abs ↗pdf ↗

We discuss the ribbon-move for 2-knots, which is a local move. Let KK and KK' be 2-knots. Then we have: Suppose that KK and KK' are ribbon-move equivalent. (1) Let TorH1(X~K;Z){\mathrm {Tor}} H_1(\widetilde X_K; {\Z}) (resp. TorH1(X~K;Z){\mathrm {Tor}} H_1(\widetilde X_{K'}; {\Z})) be the Z\Z-torsion submodule of the Alexander module…

2004-07-09abs ↗pdf ↗

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…

2002-03-11abs ↗pdf ↗

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 …

2015-02-06abs ↗pdf ↗

This paper classifies and determines the length of the shortest filling pairs on a specific type of surface.

problem Classifying and determining the length of the shortest filling pairs on a specific type of surface.
method Classifying and determining the length of the shortest filling pairs on a specific type of surface.
result The paper classifies and determines the length of the shortest minimal filling pairs on a genus two surface.

The paper studies the moduli space of Higgs pairs and their geometric properties.

problem The moduli space of Higgs pairs and its geometric properties.
method Introduced ττ-stability of Higgs pairs and established the Kobayashi-Hitchin correspondence.
result Proved that the moduli space is a non-singular complex manifold for a suitable choice of ττ.

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 …

2019-03-12abs ↗pdf ↗

Explicit matrix presentations of Blanchfield pairings and twisted pairings for torus knots.

problem Computing explicit matrix presentations of Blanchfield and twisted Blanchfield pairings for torus knots.
method Using a taut identity to construct a chain complex with few generators, and describing the twisted Alexander module.
result Explicit matrix presentations of the Blanchfield pairing and twisted pairings for (m,n)(m,n)-torus knots.

Weak dual pairs defined in Dirac-Jacobi geometry, proving equivalence and leaf correspondence theorems.

problem Defining and studying weak dual pairs in Dirac-Jacobi structures.
method Adopting omni-Lie algebroid approach, proving equivalence and leaf correspondence theorems.
result Existence of self-dual pairs and alternative proof of normal form theorem.

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…

2015-12-21abs ↗pdf ↗

Defines height pairing for differential forms on Riemann surface degenerations.

problem Calculating heights for differential forms on degenerating Riemann surfaces.
method Defines Archimedean height pairing, uses Dai-Yoshikawa asymptotics, extends Filip-Tosatti construction.
result Relates new pairing to current-valued pairing, extends geometric settings.

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…

2004-07-26abs ↗pdf ↗

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.

2004-07-26abs ↗pdf ↗

This paper uses cointegration to identify profitable pair-trading strategies for Indian stocks.

problem Finding profitable pair-trading opportunities in Indian stock market.
method Cointegration analysis to identify co-movement stocks, forming pairs, evaluating portfolios.
result Pairs from auto and realty sectors generally yielded the highest returns, while IT sector pairs had negative returns.

Let Sg S_g be a closed surface of genus g g and let (α,β) (α, β) be a filling pair on Sg S_g ; then i(α,β)2g1 i(α, β) \geq 2g-1 , where i i is the (geometric) intersection number. Aougab and Huang demonstrated that (exponentially many) minimally-intersecting filling pairs exist on Sg S_g when g>2 g > 2 by a construction w…

2016-03-10abs ↗pdf ↗

Unified pair trading approach using hierarchical reinforcement learning.

problem Decoupling pair selection and trading leads to limited performance.
method Hierarchical reinforcement learning framework for joint pair selection and trading.
result Unified approach outperforms existing methods on real-world stock data.

Study on generalized quasi-Einstein structures in contact geometry.

problem Characterizing and understanding generalized quasi-Einstein structures in contact geometry.
method Investigation of properties, existence, and characterizations of generalized quasi-Einstein normal metric contact pair manifolds.
result Normal metric contact pair manifolds with generalized quasi-constant curvature are generalized quasi-Einstein manifolds.

Study on the minimum length of curves on once-punctured hyperbolic surfaces.

problem Finding the minimum length of filling pairs on once-punctured hyperbolic surfaces.
method Analyzing the topology and geometry of the surface to derive a lower bound for the length of filling pairs.
result A lower bound for the length of filling pairs on once-punctured hyperbolic surfaces is derived, depending only on the surface's topology.