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 introduce a new kind of groupoid--a pseudo étale groupoid, which provides many interesting examples of noncommutative Poisson algebras as defined by Block, Getzler, and Xu. Following the idea that symplectic and Poisson geometries are the semiclassical limits of the corresponding quantum geometries, we quantize thes…
We exhibit a Poisson module restoring a twisted Poincare duality between Poisson homology and cohomology for the polynomial algebra R=C[X_1,...,X_n] endowed with Poisson bracket arising from a uniparametrised quantum affine space. This Poisson module is obtained as the semiclassical limit of the dualising bimodule for …
This chapter is an attempt to present a mathematical theory of compound fractional Poisson processes. The chapter begins with the characterization of a well-known Lévy process: The compound Poisson process. The semi-Markov extension of the compound Poisson process naturally leads to the compound fractional Poisson proc…
Abstract proposes a new categorical approach to quantization of Poisson algebras.
problem Quantization of Poisson algebras.
method Defining quantization categories as subcategories of R-module categories with classical limits.
result Categories of strict deformation quantization, prequantization, and matrix regularization are equivalent, while Poisson enveloping algebra is not.
We characterize the harmonic forms on a flag manifold K/T defined by Kostant in 1963 in terms of a Poisson structure. Namely, they are ``Poisson harmonic" with respect to the so-called Bruhat Poisson structure on K/T. This enables us to give Poisson geometrical proofs of many of the special properties of these harm…
Given a Riemann surface with boundary S, the lengths of a maximal system of disjoint simple geodesic arcs on S that start and end at the boundary of S perpendicularly are coordinates on the Teichmueller space T(S). We compute the Weil-Petersson Poisson structure on T(S) in this system of coordinates and we prove that i…
We construct an action of the braid group B_N on the twisted quantized enveloping algebra U'_q(o_N) where the elements of B_N act as automorphisms. In the classical limit q -> 1 we recover the action of B_N on the polynomial functions on the space of upper triangular matrices with ones on the diagonal. The action prese…
We develop a Bayesian Poisson matrix factorization model for forming recommendations from sparse user behavior data. These data are large user/item matrices where each user has provided feedback on only a small subset of items, either explicitly (e.g., through star ratings) or implicitly (e.g., through views or purchas…
Let (E,D,P) be a flat vector bundle with a parabolic structure over a punctured Riemann surface, (M,g). We consider a deformation of the harmonic metric equation which we call the Poisson metric equation. This equation arises naturally as the dimension reduction of the Hermitian-Yang-Mills equation for holomorphic vect…
The paper solves isomonodromy problems and describes limits of Stokes matrices.
problem Solving isomonodromy problems and describing limits of Stokes matrices.
method Analyzes the boundary and monodromy problems of isomonodromy equations, derives explicit expressions for Stokes matrices, and describes limits of Stokes matrices as irregular data degenerates.
result Derives explicit expressions for Stokes matrices and describes limits of Stokes matrices as irregular data degenerates.
In this paper we study elliptic PDEs on compact Gromov-Hausdorff limit spaces of Riemannian manifolds with lower Ricci curvature bounds. In particular we establish continuities of geometric quantities, which include solutions of Poisson's equations, eigenvalues of Schrodinger operators, generalized Yamabe constants and…
A holomorphic Poisson structure induces a deformation of the complex structure as Hitchin's generalized geometry. Its associated cohomology naturally appears as the limit of a spectral sequence of a double complex. The first sheet of this spectral sequence is the Dolbeault cohomology with coefficients in the exterior a…
We construct a general stochastic process and prove weak convergence results. It is scaled in space and through the parameters of its distribution. We show that our simplified scaling is equivalent to time scaling used frequently. The process is constructed as an integral with respect to a Poisson random measure which …
The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying the statistical properties of inter-cancelation durations defined as the waiting times between consecutive order cancelatio…
The Brownian bridge serves as a physics-informed prior for solving the Poisson equation.
problem Reconstructing physical fields from limited and noisy data with known governing equations.
method Formalizing inverse problems via Bayesian inference in function spaces using a Brownian bridge Gaussian process.
result The Brownian bridge Gaussian process can be viewed as a physics-constrained prior for the Poisson equation, allowing for a fully Bayesian framework.
Develops a trading strategy for optimal liquidation in illiquid markets.
problem Optimal liquidation in illiquid markets with different market microstructures.
method Formulated as a discrete-time Markov Decision Process with a PDMP state process, modeling price impact as a linear function of a self-exciting dynamic process.
result An optimal trading strategy depends on market microstructure characteristics, with specific actions for different order sizes.
In this paper we study Backward Stochastic Differential Equations with two reflecting right continuous with left limits obstacles (or barriers) when the noise is given by Brownian motion and a Poisson random measure mutually independent. The jumps of the obstacle processes could be either predictable or inaccessible. W…