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.
We assume a vector bundle p:E→M with a general linear connection K and a classical linear connection $\Lam$ on M. We prove that all classical linear connections on the total space E naturally given by $(\Lam, K)$ form a 15-parameter family. Further we prove that all connections on J1E naturally given by…
Let S be a closed orientable surface with genus g≥2. For a sequence $\s_i$ in the Teichmüller space of S, which converges to a projective measured lamination $[\lam]$ in the Thurston boundary, we obtain a relation between $\lam$ and the geometric limit of pants decompositions whose lengths are uniformly bound…
Several portfolio selection models take into account practical limitations on the number of assets to include and on their weights in the portfolio. We present here a study of the Limited Asset Markowitz (LAM), of the Limited Asset Mean Absolute Deviation (LAMAD) and of the Limited Asset Conditional Value-at-Risk (LACV…
We address the problem of {\it adaptivity} in the framework of reproducing kernel Hilbert space (RKHS) regression. More precisely, we analyze estimators arising from a linear regularization scheme $g_\lam$. In practical applications, an important task is to choose the regularization parameter $\lam$ appropriately, i.e.…
It was shown by Fomin, Shapiro and Thurston that some cluster algebras arise from orientable surfaces. Subsequently, Dupont and Palesi extended this construction to non-orientable surfaces. We link this framework to Lam and Pylyavskyy's Laurent phenomenon algebras, showing that both orientable and non-orientable unpunc…
This paper contains some vanishing theorems for L2 harmonic forms on complete Riemannian manifolds with a weighted Poincaré inequality and a certain lower bound of the curvature. The results are in the spirit of Li-Wang and Lam, but without assumptions of sign and growth rate of the weight function, so they can be a…
It was shown by Fock, Goncharov and Fomin, Shapiro, Thurston that some cluster algebras arise from triangulated orientable suraces. Subsequently Dupont and Palesi generalised this construction to include unpunctured non-orientable surfaces, giving birth to quasi-cluster algebras. Previously we linked this framework to …
We provide integral formulae for the ADM mass of asymptotically flat hypersurfaces in Riemannian manifolds with a certain warped product structure in a neighborhood of infinity, thus extending Lam's recent results on Euclidean graphs to this broader context. As applications we exhibit, in any dimension, new classes of …
The amplituhedra arise as images of the totally nonnegative Grassmannians by projections that are induced by linear maps. They were introduced in Physics by Arkani-Hamed \& Trnka (Journal of High Energy Physics, 2014) as model spaces that should provide a better understanding of the scattering amplitudes of quantum fie…
We prove the equality case of the Penrose inequality in all dimensions for asymptotically flat hypersurfaces. It was recently proven by G. Lam that the Penrose inequality holds for asymptotically flat graphical hypersurfaces in Euclidean space with non-negative scalar curvature and with a minimal boundary. Our main the…
In this paper we study asymptotically hyperbolic manifolds given as graphs of asymptotically constant functions over hyperbolic space $\bH^n$. The graphs are considered as subsets of $\bH^{n+1}$ and carry the induced metric. For such manifolds the scalar curvature appears in the divergence of a 1-form involving the int…
Financial markets are systems with the complex behavior, that can be hardly analyzed by means of linear methods. Recurrence Quantification Analysis (RQA) is a nonlinear methodology, which is able to work with the nonstationary and short data series. Thus, we apply RQA for the studying of the critical events on financia…
In this paper we survey a number of recent results concerning the existence and moduli spaces of solutions of various geometric problems on noncompact manifolds. The three problems which we discuss in detail are: I. Complete properly immersed minimal surfaces in $\RR^3$ with finite total curvature. II. Complete embedde…
In this short report, we investigate the ability of the DCCA coefficient to measure correlation level between non-stationary series. Based on a wide Monte Carlo simulation study, we show that the DCCA coefficient can estimate the correlation coefficient accurately regardless the strength of non-stationarity (measured b…
High-dimensional, large-sample astrophysical databases of galaxy clusters, such as the Chandra Deep Field South COMBO-17 database, provide measurements on many variables for thousands of galaxies and a range of redshifts. Current understanding of galaxy formation and evolution rests sensitively on relationships between…
We study the structure of the stable coefficients of the Jones polynomial of an alternating link. We start by identifying the first four stable coefficients with polynomial invariants of a (reduced) Tait graph of the link projection. This leads us to introduce a free polynomial algebra of invariants of graphs whose ele…
Characterizes differential forms and vector fields with constant coefficients on manifolds.
problem Understanding constant coefficient differential forms and vector fields on manifolds.
method Analyzes differential forms and vector fields of specific degrees, proving obstructions and characterizing solutions to partial differential systems.
result Characterizes differential forms and vector fields with constant coefficients of various degrees on smooth manifolds.
In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because correlation coefficient is used to quantify degree of independence between two va…
The conformal powers of the Laplacian of a Riemannian metric which are known as the GJMS-operators admit a combinatorial description in terms of the Taylor coefficients of a natural second-order one-parameter family (˝r;g) of self-adjoint elliptic differential operators. (˝r;g) is a non-Laplace-type perturbation …