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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.

169,291 papers · 148 categories

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48 results for Path Integrals

Computes Wilson Loop observable using Einstein-Hilbert and Chern-Simons path integrals.

problem Computing Wilson Loop observable using path integrals.
method Uses Einstein-Hilbert action and axial-gauge fixing to express as Chern-Simons integrals, then computes observable from link diagram.
result Wilson Loop observable can be computed from a hyperlink's link diagram, invariant under equivalence relation.

Constructs a rigorous path integral for supersymmetric spin manifolds.

problem Defining a rigorous path integral for N=1/2 supersymmetry.
method Using differential forms and iterated integrals on loop spaces of compact spin manifolds.
result Provides a rigorous background for Atiyah-Singer index theorem proofs.

Completes proof of index theorem using rigorous path integrals for supersymmetric quantum mechanics.

problem Analytic difficulties in generalizing Feynman's path integral to non-quadratic potentials.
method Develops rigorous path integrals for a class of Lagrangians including spinors on Riemannian manifolds.
result Steepest-descent approximation to path integral for twisted N=1/2N=1/2 supersymmetric quantum mechanics is provably correct.

New path integrals for elasticity derived from differential complex theory.

problem Deriving path integrals for elasticity equations.
method Using Bernstein-Gelfand-Gelfand (BGG) construction and properties of the de Rham complex, derived path integral operators for elasticity.
result Path integral operators P\mathscr{P} for elasticity satisfying DP+PD=id\mathscr{D}\mathscr{P}+\mathscr{P}\mathscr{D}=\mathrm{id} and P2=0\mathscr{P}^{2}=0.

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action functional whose potential term is an exponential function. This path integral …

2010-08-28abs ↗pdf ↗

Paper bridges ResNet and Feynman path integral for mathematical understanding.

problem Gradient vanishing issue in ResNet.
method Proves equivalence between ResNet and Feynman path integral, using partial differential equations.
result ResNet's advantage in gradient vanishing issue is mathematically explained.

Path integral method calculates PDBS option prices with time-dependent parameters.

problem Pricing proportional double-barrier step options with time-dependent interest rates and volatilities.
method Path integral method applied to a quantum mechanical analogy of barrier options.
result Derivation of pricing kernel for PDBS options with time-dependent parameters.

Derives path-integrals for superstrings on curved backgrounds using string geometry theory.

problem Calculating path-integrals for superstrings on curved backgrounds.
method Derives path-integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path-integrals for perturbative superstrings on all string backgrounds.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

A new formula connects supersymmetric path integrals to Chern-Simons theory.

problem Constructing a rigorous path integral for supersymmetric theories on spin manifolds.
method Using Chen differential forms and non-commutative geometry, a Chern-Simons transgression formula is derived.
result The supersymmetric path integral induces a differential topological invariant.

Proposes Geodesic Integrated Gradients (GIG) for more accurate feature attributions in deep networks.

problem Flawed attributions using straight paths from Integrated Gradients (IG).
method Introduces a model-induced Riemannian metric and computes attributions along geodesics.
result GIG produces more faithful attributions than IG on benchmarks.

Improved path integral method for financial derivatives pricing.

problem Analytical intractability of financial derivative pricing models.
method Generalized semi-classical path integral approach to time-dependent Hamiltonians.
result Accuracy and computational efficiency of the path integral approach for derivatives pricing.

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.

Derives path integrals for perturbative strings on various backgrounds.

problem Calculating path integrals for strings on curved backgrounds.
method Derives path integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path integrals of all order perturbative strings on various backgrounds.

We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White model, we can apply the same techniques to "less-tractable" models such as the …

2014-10-07abs ↗pdf ↗

We present two different approaches to stochastic integration in frictionless model free financial mathematics. The first one is in the spirit of Itô's integral and based on a certain topology which is induced by the outer measure corresponding to the minimal superhedging price. The second one is based on the controlle…

2013-11-24abs ↗pdf ↗

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

Reduces path integrals for interacting systems using dependent coordinates.

problem Reducing path integrals for systems with symmetry.
method Reduction procedure based on Wiener-type path integral, optimal nonlinear filtering, and projection of mean curvature vector field.
result Shows non-invariance of the measure in the path integral under reduction and generates the Jacobian.

Geometrically represents path integral reduction Jacobian for interacting systems.

problem Quantizing a model mechanical system with dependent coordinates.
method Geometric representation using scalar curvature and Christoffel symbols in a nonholonomic basis.
result Found a geometric representation for the path integral reduction Jacobian.

Let M be a compact Riemannian manifold without boundary and let H be a self-adjoint generalized Laplace operator acting on sections in a bundle over M. We give a path integral formula for the solution to the corresponding heat equation. This is based on approximating path space by finite dimensional spaces of geodesic …

2007-03-09abs ↗pdf ↗

Study path geometries with constant torsion and cone structures.

problem Characterizing path geometries with nontrivial torsion.
method Introducing constant torsion, establishing correspondence with cone structures, describing in terms of integrable systems.
result Path geometries with constant torsion correspond to cone structures on homogeneous ruled surfaces.

In this paper I develop a new computational method for pricing path dependent options. Using the path integral representation of the option price, I show that in general it is possible to perform analytically a partial averaging over the underlying risk-neutral diffusion process. This result greatly eases the computati…

2000-05-19abs ↗pdf ↗

PAN uses path integrals for graph convolution and pooling, improving GNN performance.

problem Designing efficient graph convolution and pooling for graph neural networks.
method Path integral based graph convolution and pooling using learnable weights for path lengths.
result PAN achieves state-of-the-art performance on various graph classification/regression tasks.

We give time-slicing path integral formulas for solutions to the heat equation corresponding to a self-adjoint Laplace type operator acting on sections of a vector bundle over a compact Riemannian manifold with boundary. More specifically, we show that such a solution can be approximated by integrals over finite-dimens…

2016-07-18abs ↗pdf ↗

Functional integrals explain quantum mechanics and field theory.

problem Explaining quantum mechanics and field theory using functional integrals.
method Describes Feynman's path integral approach to quantum mechanics and field theory.
result Equivalence of path integral formalism to classical mechanics and quantum mechanics.

In the framework of Black-Scholes-Merton model of financial derivatives, a path integral approach to option pricing is presented. A general formula to price European path dependent options on multidimensional assets is obtained and implemented by means of various flexible and efficient algorithms. As an example, we det…

2004-07-13abs ↗pdf ↗

Novel approach to financial derivatives pricing using rough path theory.

problem No-arbitrage conditions in financial markets necessitating precise integration methods.
method Developed a polynomial-based approximation class for rough path functionals, extending to non-geometric rough paths.
result Motivated a hypothesis for payoff functionals in financial markets, facilitating analysis.

The study compares different game-theoretic attribution methods and finds that interventional Shapley values yield less consistent results than Aumann-Shapley due to path symmetry.

problem Investigating the influence of path choice on game-theoretic attribution algorithms.
method Comparative analysis of interventional Shapley values and Generalized Integrated Gradients (GIG) methods.
result Interventional Shapley values yield less consistent attributions than Aumann-Shapley due to path symmetry and extended away from the training data manifold.