arXiv research

Continuity shown for Yang-Mills flow on semistable bundles.

We study codimension one holomorphic distributions on the projective three-space, analyzing the properties of their singular schemes and tangent sheaves. In particular, we provide a classification of codimension one distributions of degree at most 2 with locally free tangent sheaves, and show that codimension one distr…

Constructs a moduli space for PDEs, linking stability to geometric metrics.

Link slope stability to Donaldson's functional via Quot-scheme limits.

In this thesis, we study deformations of compact holomorphic Poisson manifolds and algebraic Poisson schemes in the framework of Kodaira-Spencer's analytic deformation theory and Grothendieck's algebraic deformation theory.

Let $X$ be a compact connected Riemann surface of genus $g$, with $g \geq 2$, and let ${\mathcal O}_X$ denote the sheaf of holomorphic functions on $X$. Fix positive integers $r$ and $d$ and let ${\mathcal Q}(r,d)$ be the Quot scheme parametrizing all torsion coherent quotients of ${\mathcal O}^{\oplus r}_X$ of degree …

Paper generalizes balanced metrics existence to singular cases using Quot-scheme limit.

Let $X$ be a compact connected Riemann surface of genus at least two, and let ${\mathcal Q}_X(r,d)$ be the quot scheme that parametrizes all the torsion coherent quotients of ${\mathcal O}^{\oplus r}_X$ of degree $d$. This ${\mathcal Q}_X(r,d)$ is also a moduli space of vortices on $X$. Its geometric properties have be…

Let $S^n(X)$ be the $n$-fold symmetric product of a compact connected Riemann surface $X$ of genus $g$ and gonality $d$. We prove that $S^n(X)$ admits a Kähler structure such that all the holomorphic bisectional curvatures are nonpositive if and only if $n < d$. Let ${\mathcal Q}_X(r,n)$ be the Quot scheme parametrizin…

New proof of Donaldson-Uhlenbeck-Yau theorem using variational approach.

Develops theory of differential graded schemes for derived stacks.

Let X be a compact connected Riemann surface of genus at least two. Fix positive integers r and d. Let Q denote the Quot scheme that parametrizes the torsion quotients of {\mathcal O}^{\oplus r}_X of degree d. This Q is also the moduli space of vortices for the standard action of U(r) on {\mathbb C}^r. The group \text{…

The study explores how different Grothendieck topologies and functors between categories preserve locality.

Paper studies metric ribbon graphs and provides a recursion for their volumes.

Shows natural quasi-Poisson structure on multiplicative Grothendieck-Springer space.

Proves Grothendieck-Teichmüller group acts on specific mapping class groups.

Paper explores MM strategies that can refuse to quote or provide single-sided quotes.

Proves a theorem for complex flat vector bundles using differential forms.

We show that fundamental groups of compact, orientable, irreducible 3-manifolds with toroidal boundary are Grothendieck rigid.

We give a direct proof that the Freed-Lott differential analytic index is well defined and a condensed proof of the differential Grothendieck-Riemann-Roch theorem. As a byproduct we also obtain a direct proof that the R/Z analytic index is well defined and a condensed proof of the R/Z Grothendieck-Riemann-Roch theorem.

The paper models rating transitions and calibrates them to market data for XVA calculations.

Develops equivariant Chern characters for coherent sheaves with group actions.

Study on string links invariant under associator choice and Grothendieck--Teichmüller group action.

3-manifold groups are uniquely identifiable via their profinite completions.

We identify the Grothendieck group of the tangle Floer dg algebra with a tensor product of certain $U_q(gl(1|1))$ representations. Under this identification, up to a scalar factor, the map on the Grothendieck group induced by the tangle Floer dg bimodule associated to a tangle agrees with the Reshetikhin-Turaev homomor…

The paper shows how to calculate risk-neutral default probabilities from bid and ask CDS quotes.

Polytopes in R^n with integral vertices form a monoid under the Minkowski sum, and the Grothendieck construction gives rise to a group. We show that every symmetric polytope is a norm in this group for every n.

Grothendieck's Esquisse d'un programme is often referred to for the ideas it contains on dessins d'enfants, the Teichm{ü}ller tower, and the actions of the absolute Galois group on these objects or their etale fundamental groups. But this program contains several other important ideas. In particular, motivated by surfa…

Study automorphism groups of braid groups with 4 or more strings.

The aim of this note is to take benefit of the foam nature of the Khovanov-Kuperberg algebras to compute the Grothendieck groups of their categories of finitely generated projective modules. The computation relies on the Hattori-Stallings trace and some geometrical properties of foams in a solid torus.

Study of orbifold Chern character using superconnections.

In this paper we give a simplified proof of the flat Grothendieck-Riemann-Roch theorem. The proof makes use of the local family index theorem and basic computations of the Chern-Simons form. In particular, it does not involve any adiabatic limit computation of the reduced eta-invariant.

Axiomatizes the bid-ask market maker's quoting rule

In his 1944 paper Veränderliche Riemannsche Flächen , Teichmüller defined a structure of complex manifold on the set of isomorphism classes of marked closed Riemann surfaces of genus g. The complex manifold he obtained is the space called today Teichmüller space. In the same paper, Teichmüller introduced the so-called …

Explains historical connections between vector bundle splitting and Riemann-Hilbert problems.

This paper attempts to relate some ideas of Grothendieck in his Esquisse d'un programme and some of the recent results on 2-dimensional topology and geometry. Especially, we shall discuss the Teichmüller theory, the mapping class groups, $SL(2, \bold C)$ representation variety of surface groups, and Thurston's theory o…

Paper constructs Chern character for coherent sheaves.

We use the Grauert--Grothendieck complex on differentiable spaces to study basic relative forms on the inertia space of a compact Lie group action on a manifold. We prove that the sheaf complex of basic relative forms on the inertia space is a fine resolution of Bryliski's sheaf of functions on the inertia space.

Study risk-sensitive market making with entropy regularization for better quote control.

We construct master spaces for oriented torsion free sheaves coupled with morphisms into a fixed reference sheaf. These spaces are projective varieties endowed with a natural $\C^*$-action. The fixed point set of this action contains the moduli space of semistable oriented torsion free sheaves and the quot scheme assoc…

This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.

Proposes a framework to adjust quotes for informational risk in markets with informed traders and price-revealing quotes.

Unified theory for optimal execution through signal-adaptive quotes in limit order books.

Researchers prove Lie algebras of differential operators and Grothendieck constructions coincide.

We propose a new framework for modeling stochastic local volatility, with potential applications to modeling derivatives on interest rates, commodities, credit, equity, FX etc., as well as hybrid derivatives. Our model extends the linearity-generating unspanned volatility term structure model by Carr et al. (2011) by a…

ARL and Hawkes processes improve market-making strategies with variable volatility.

The paper calibrates a model to market quotes efficiently and arbitrage-free.

Desingularizes singular spaces using sheaves and groupoids.