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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.

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306089119 · Jun 202019922001200920172026
48 results for Kasparov's external product

Researchers create spectral triples for twisted crossed products using Kasparov's external product.

problem Constructing spectral triples for twisted crossed products.
method Using Kasparov's external product, the construction of spectral triples for twisted crossed products is achieved.
result The construction of spectral triples for twisted crossed products is possible under suitable assumptions.

Constructs unbounded Kasparov product for sphere embeddings into Euclidean space.

problem Embedding spheres into Euclidean space and their associated Kasparov cycles.
method Constructs unbounded Kasparov cycles, equips with connections, computes unbounded Kasparov product with Dirac operator, identifies index cycles.
result Spectral triple for algebra C(Sn)C(\mathbb S^n) differs from round sphere Dirac operator by index cycle.

The interior Kasparov product formula is extended for foliated ρ-classes on Riemannian bundles.

problem Extending the Kasparov product formula for foliated ρ-classes.
method Construction of asymptotic morphisms and adiabatic deformation groupoids.
result Interior Kasparov product formula for foliated ρ-classes on Riemannian bundles.

We present a fairly general construction of unbounded representatives for the interior Kasparov product. As a main tool we develop a theory of C^1-connections on operator * modules; we do not require any smoothness assumptions; our sigma-unitality assumptions are minimal. Furthermore, we use work of Kucerovsky and our …

2011-10-07abs ↗pdf ↗

We present a definition of indefinite Kasparov modules, a generalisation of unbounded Kasparov modules modelling non-symmetric and non-elliptic (e.g. hyperbolic) operators. Our main theorem shows that to each indefinite Kasparov module we can associate a pair of (genuine) Kasparov modules, and that this process is reve…

2015-03-24abs ↗pdf ↗

We study the Kasparov product on (possibly non-compact and incomplete) Riemannian manifolds. Specifically, we show on a submersion of Riemannian manifolds that the tensor sum of a regular vertically elliptic operator on the total space and an elliptic operator on the base space represents the Kasparov product of the co…

2018-11-19abs ↗pdf ↗

We present a definition of Riemannian manifold in noncommutative geometry. Using products of unbounded Kasparov modules, we show one can obtain such Riemannian manifolds from noncommutative spin^c manifolds; and conversely, in the presence of a spin^c structure. We also show how to obtain an analogue of Kasparov's fund…

2011-09-10abs ↗pdf ↗

Curvature defined for Hilbert modules and Kasparov modules.

problem Defining and studying curvature in Hilbert modules and Kasparov modules.
method Introduced curvature for densely defined universal connections on Hilbert CC^{*}-modules relative to spectral triples.
result Curvature only depends on the represented form of the universal connection modulo junk forms.

We factorize the Dirac operator on the Connes-Landi 4-sphere in unbounded KK-theory. We show that a family of Dirac operators along the orbits of the torus action defines an unbounded Kasparov module, while the Dirac operator on the principal orbit space -an open quadrant in the 2-sphere- defines a half-closed chain. W…

2018-03-23abs ↗pdf ↗

We provide sufficient conditions to factorise an equivariant spectral triple as a Kasparov product of unbounded classes constructed from the group action on the algebra and from the fixed point spectral triple. Our results are for the action of compact abelian Lie groups, and we demonstrate them with examples from mani…

2015-05-12abs ↗pdf ↗

Let TT be a circle group, and LTLT be its loop group. We hope to establish an index theory for infinite-dimensional manifolds which LTLT acts on, including Hamiltonian LTLT-spaces, from the viewpoint of KKKK-theory. We have already constructed several objects in the previous paper \cite{T}, including a Hilbert space $…

2017-09-18abs ↗pdf ↗

Study examines remittances in Nepal, linking external demand and domestic monetary conditions.

problem Understanding the dynamics of remittances in Nepal's economy.
method Constructed composite indices via PCA for external demand and domestic monetary conditions. Used ARDL, cointegration, DOLS, ECM, and machine learning for analysis.
result Strong positive long-run effect of external demand on remittances, significant negative impact of tighter domestic monetary conditions.

The Serre-Swan theorem in differential geometry establishes an equivalence between the category of smooth vector bundles over a smooth compact manifold and the category of finitely generated projective modules over the unital ring of smooth functions. This theorem is here generalized to manifolds of bounded geometry. I…

2013-02-14abs ↗pdf ↗

Forward hedging reshapes incentive provision in firms.

problem How does forward hedging affect incentive provision in firms?
method We consider a CARA framework to jointly characterize optimal production, compensation, and static hedging in equilibrium.
result Delegation and external hedging are partial substitutes, and delegation can increase firm value even when the agent is more risk averse.

This study explores the index theory of Heisenberg elliptic and transversally Heisenberg elliptic operators using KKKK-theory.

problem Analyzing the index theory of Heisenberg elliptic and transversally Heisenberg elliptic operators.
method Applying Kasparov's methodology and examining specific conditions using Fourier transform of the nilpotent group CC^*-algebra.
result Demonstrated enhanced methods for analyzing hypoellipticity and defined transversal Heisenberg ellipticity in a KKKK-theoretic context.

We study the index theory of a class of perturbed Dirac operators on non-compact manifolds of the form D+ic(X)\mathsf{D}+\mathrm{i}\mathsf{c}(X), where c(X)\mathsf{c}(X) is a Clifford multiplication operator by an orbital vector field with respect to the action of a compact Lie group. Our main result is that the index class o…

2019-07-14abs ↗pdf ↗

Let MM be a complete Riemannian manifold and assume that MM is partitioned by a hypersurface NN. In this paper we introduce a novel class of functions Cw(M)C_{\mathrm{w}}(M) on noncompact manifolds, which is slightly larger than the algebra of Higson functions. Out of φφ that belongs to Cw(M)C_{\mathrm{w}}(M) we construc…

2014-05-19abs ↗pdf ↗

We construct a groupoid equivariant Kasparov class for transversely oriented foliations in all codimensions. In codimension 1 we show that the Chern character of an associated semifinite spectral triple recovers the Connes-Moscovici cyclic cocycle for the Godbillon-Vey secondary characteristic class.

2018-11-12abs ↗pdf ↗

UAMM uses external market prices to improve AMM efficiency and reduce liquidity provider risk.

problem Traditional AMMs lack consideration of external markets and risk management.
method UAMM calculates prices by incorporating external market prices and impermanent loss, maintaining constant product curve properties.
result UAMM eliminates arbitrage opportunities when external market prices are efficient, reducing liquidity provider risk.

We give a proof that the geometric K-homology theory for finite CW-complexes defined by Baum and Douglas is isomorphic to Kasparov's K-homology. The proof is a simplification of more elaborate arguments which deal with the geometric formulation of equivariant K-homology theory.

2007-01-17abs ↗pdf ↗

Optimizes financial decisions with illiquid assets using Kelly criterion.

problem Determining optimal betting strategies in games with external capital constraints.
method Dynamic programming and WKB approximation for multi-round games; Kelly criterion for single-round games.
result Rational players adjust their risk-taking based on the proportion of their capital locked away.

We revisit Spakula's uniform K-homology, construct the external product for it and use this to deduce homotopy invariance of uniform K-homology. We define uniform K-theory and on manifolds of bounded geometry we give an interpretation of it via vector bundles of bounded geometry. We further construct a cap product with…

2018-08-23abs ↗pdf ↗

Let G be a discrete group and let X be a G-finite, proper G-CW-complex. We prove that Kasparov's equivariant K-homology groups KK^G(C_0(X),\C) are isomorphic to the geometric equivariant K-homology groups of X that are obtained by making the geometric K-homology theory of Baum and Douglas equivariant in the natural way…

2009-07-12abs ↗pdf ↗

In this paper, we study both the continuous model and the discrete model of the Quantum Hall Effect (QHE) on the hyperbolic plane. The Hall conductivity is identified as a geometric invariant associated to an imprimitivity algebra of observables. We define a twisted analogue of the Kasparov map, which enables us to use…

1997-04-10abs ↗pdf ↗

Reinterprets quantization commutes with reduction using KK-theory.

problem Quantization commutes with reduction in geometric quantization.
method Uses KK-theory and recent formalism by Kasparov to simplify and clarify the index theoretic parts.
result Shows conceptual simplifications and clearer relationship to Ma-Tian-Zhang approach.

On any manifold M^n, the de Rham operator D=d+d^* (with respect to a complete Riemannian metric), with the grading of forms by parity of degree, gives rise by Kasparov theory to a class [D] in KO_0(M), which when M is closed maps to the Euler characteristic chi(M) in KO_0(point) = Z. The purpose of this note is to give…

1998-06-12abs ↗pdf ↗

Bayesian inference reconstructs external potentials in DFT for many-particle systems.

problem Reconstructing external potentials in classical density-functional theory (DFT) for many-particle systems.
method Combines Bayesian inference with classical DFT to probabilistically reconstruct external potentials.
result Accurately infers external potentials and density profiles with uncertainty quantification.

New method identifies algo trading strategies as liquidity consumers or providers.

problem Determining if algo trading strategies consume or provide liquidity.
method Analyzes trade and price history to classify strategies as liquidity consumers or providers.
result Identifies net liquidity consumption or provision of algo trading strategies.

Proposes a method to use external machine-learning predictions in multinomial logistic regression.

problem Improving statistical inference using summary-level external machine-learning predictions.
method Empirical-likelihood framework incorporating moment constraints from external nonparametric machine-learning predictions.
result Fused estimator achieves strict efficiency gain over primary-only estimator under mild conditions.

No fair and strategy-proof automated market maker exists for more than two assets.

problem Designing a fair and strategy-proof automated market maker for multiple assets.
method Analyzing the weighted-product family of aggregation rules and their properties.
result No aggregation rule is both fair and strategy-proof for more than two assets.