Research
On-device research index

arXiv research

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.

168,932 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Dec 199319922001200920172026
48 results for Poisson modules

The study introduces a new equivalence for Poisson modules on complex projective varieties.

problem Understanding the structure of Poisson modules on complex projective varieties with mild singularities.
method Introducing a weak concept of Morita equivalence in the birational context for Poisson modules.
result Poisson modules are classified into three types based on their properties.

Geometrically proves twisted Poincaré duality for orientable Poisson manifolds.

problem Establishing twisted Poincaré duality for Poisson manifolds.
method Geometrically reinterprets algebraic constructions of twisted Poisson modules and Poisson chain complexes.
result Explicit chain isomorphism between Poisson cochain and chain complexes with coefficients in Poisson modules.

New Poisson structures on algebras linked to derivatives.

problem Understanding Poisson structures on trivial extension algebras.
method Introducing a correspondence between Poisson structures and derivatives, and formulating results in terms of Lie algebroids.
result One-to-one correspondence between Poisson structures and data involving derivatives.

In this paper, we study the interplay between modules and sub-objects in holomorphic Poisson geometry. In particular, we define a new notion of "residue" for a Poisson module, analogous to the Poincaré residue of a meromorphic volume form. Of particular interest is the interaction between the residues of the canonical …

2012-03-20abs ↗pdf ↗

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 …

2006-09-14abs ↗pdf ↗

The Serre construction of rank two holomorphic bundles with a section is adapted to construct generalized holomorphic bundles on a generalized complex 4-manifold from the data of a set of points on an elliptic curve. The motivation is the special case of rank two Poisson modules on a complex surface with a holomorphic …

2009-05-20abs ↗pdf ↗

The paper studies Lie n-algebroids and their representations up to homotopy.

problem Understanding Lie n-algebroids and their representations.
method Analyzes differential graded modules and representations up to homotopy, describes adjoint and coadjoint modules, and computes the Weil algebra.
result Alternative characterisation of non-degeneracy of higher Poisson structures.

Enhances count process modelling with Markov-modulated non-homogeneous Poisson process.

problem Count data modelling challenges, especially in complex scenarios.
method Introduces a flexible frequency perturbation measure into Markov-modulated Poisson process framework.
result Natural incorporation of observed event arrivals and latent factors.

Lie-Rinehart algebras over CC^\infty-rings defined and studied.

problem Defining and studying Lie-Rinehart algebras over CC^\infty-rings.
method Defining Lie-Rinehart algebras over CC^\infty-rings and showing their relationship with Poisson CC^\infty-rings.
result A natural Poisson bracket on the CC^\infty-ring associated with a Lie-Rinehart algebra over a CC^\infty-ring.

We introduce and study a class of Lie algebroids associated to faithful modules which is motivated by the notion of cotangent Lie algebroids of Poisson manifolds. We also give a classification of transitive Lie algebroids and describe Poisson algebras by using the notions of algebroid and Lie connections.

2011-06-08abs ↗pdf ↗

The paper introduces SRFs and I-Poisson manifolds, linking foliations to Riemannian geometry.

problem Understanding singular foliations and their properties in Riemannian geometry.
method Adapting singular foliations to Riemannian metrics, defining Morita equivalence, and introducing I-Poisson manifolds.
result Morita equivalent SRFs have isomorphic leaf spaces as pseudo-metric spaces.

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.

Introduces θθ-almost twisted Poisson structures and their cohomology.

problem Characterizing and understanding θθ-almost twisted Poisson structures.
method Definition and construction of θθ-almost twisted Poisson structures, Lie-Rinehart algebra, cochain complex, and cohomology.
result Definition and construction of θθ-almost twisted Poisson cohomology.

Proposes a model for predicting events from event streams.

problem Predicting events like part replacement and failure in manufacturing and teleservice systems.
method Non-parametric prognostic framework using MGCP modulated Poisson processes.
result MGCP prior facilitates sharing of information and analysis of flexible event patterns.

We present the first fully variational Bayesian inference scheme for continuous Gaussian-process-modulated Poisson processes. Such point processes are used in a variety of domains, including neuroscience, geo-statistics and astronomy, but their use is hindered by the computational cost of existing inference schemes. Ou…

2014-11-02abs ↗pdf ↗

We introduce a notion of duality for a Lie-Rinehart algebra giving certain bilinear pairings in its cohomology generalizing the usual notions of Poincaré duality in Lie algebra cohomology and de Rham cohomology. We show that the duality isomorphisms can be given by a cap product with a suitable fundamental class and he…

1997-02-08abs ↗pdf ↗

New models optimize quotes for automated market makers considering various price dynamics and demand variability.

problem Optimizing quotes for automated market makers in volatile price environments.
method Advanced models incorporating stochastic volatility, jumps, Hawkes processes, and Markov-modulated Poisson processes.
result Optimal quotes can be computed using numerical methods tailored to each model.

In this note, we study the Koszul-Brylinski homology of holomorphic Poisson manifolds. We show that it is isomorphic to the cohomology of a certain smooth complex Lie algebroid with values in the Evens-Lu-Weinstein duality module. As a consequence, we prove that the Evens-Lu-Weinstein pairing on Koszul-Brylinski homolo…

2009-03-29abs ↗pdf ↗

The paper establishes a Poisson Poincaré-Dulac theorem for Poisson-flat connections.

problem Analyzing Poisson-flat connections with logarithmic poles.
method Defining an Euler-Poisson principal part and residue theory, establishing a Poisson Poincaré-Dulac theorem.
result Any logarithmic Poisson-flat connection is holomorphically gauge equivalent to a pure Euler-Poisson normal form.

Quantization of (-1)-shifted derived Poisson manifolds via BV-infinity operators.

problem Quantizing (1)(-1)-shifted derived Poisson manifolds.
method Using BV-infinity operators on the space of Berezinian half-densities, proving quantization via lifting of Maurer-Cartan elements.
result Quantization of (1)(-1)-shifted derived Poisson manifolds is equivalent to the vanishing of the second Poisson cohomology group.

The paper constructs a Saito basis for a specific class of divisors and applies it to logarithmic Poisson geometry.

problem Investigating a class of non-quasi-homogeneous free divisors and their logarithmic vector fields.
method Explicitly constructing a Saito basis for the module of logarithmic vector fields and applying it to logarithmic Poisson geometry.
result The construction of the Saito basis and the Lie-Rinehart algebra structure on the sheaf of logarithmic 1-forms.

The semi-classical data attached to stacks of algebroids in the sense of Kashiwara and Kontsevich are Maurer-Cartan elements on complex manifolds, which we call extended Poisson structures as they generalize holomorphic Poisson structures. A canonical Lie algebroid is associated to each Maurer-Cartan element. We study …

2009-04-26abs ↗pdf ↗

We study optimal trade execution strategies in financial markets with discrete order flow. The agent has a finite liquidation horizon and must minimize price impact given a random number of incoming trade counterparties. Assuming that the order flow NN is given by a Poisson process, we give a full analysis of the prop…

2009-02-15abs ↗pdf ↗

This thesis generalizes structures on Q\mathcal{Q}-manifolds and Lie nn-algebroids.

problem Representation theory and linear structures of Q\mathcal{Q}-manifolds and Lie nn-algebroids.
method Introduces differential graded modules and representations up to homotopy, defines Weil algebra, and studies VB-Lie nn-algebroids.
result Establishes an equivalence between VB-Lie nn-algebroids and (n+1)(n+1)-term representations up to homotopy of Lie nn-algebroids.

Let R be a commutative ring, and let A be a Poisson algebra over R. We construct an (R,A)-Lie algebra structure, in the sense of Rinehart, on the A-module of Kähler differentials of A depending naturally on A and the Poisson bracket. This gives rise to suitable algebraic notions of Poisson homology and cohomology for a…

2013-03-15abs ↗pdf ↗

Jacobi/Poisson algebras are algebraic counterparts of Jacobi/Poisson manifolds. We introduce representations of a Jacobi algebra AA and Frobenius Jacobi algebras as symmetric objects in the category. A characterization theorem for Frobenius Jacobi algebras is given in terms of integrals on Jacobi algebras. For a vecto…

2014-06-13abs ↗pdf ↗

The purpose of this paper is to investigate shifted (+1)(+1) Poisson structures in context of differential geometry. The relevant notion is shifted (+1)(+1) Poisson structures on differentiable stacks. More precisely, we develop the notion of Morita equivalence of quasi-Poisson groupoids. Thus isomorphism classes of (+1)(+1)

2018-03-18abs ↗pdf ↗

The paper shows robustness of Hilbert space-valued stochastic volatility models to perturbations.

problem Robustness of Hilbert space-valued stochastic volatility models to measurement or approximation errors.
method Quantifying the error induced by volatility perturbations and studying robustness of volatility process with finite dimensional approximations.
result Explicit bounds for the induced error in terms of approximation of the underlying parameter.

In the first chapter, we give a precise and general description of gerbes valued in arbitrary crossed module and over an arbitrary differential stack. We do it using only Lie groupoids, hence ordinary differential geometry, by considering differential stacks as being Lie groupoids up to Morita equivalence. We prove the…

2013-10-17abs ↗pdf ↗

We present the first framework for Gaussian-process-modulated Poisson processes when the temporal data appear in the form of panel counts. Panel count data frequently arise when experimental subjects are observed only at discrete time points and only the numbers of occurrences of the events between subsequent observati…

2018-03-12abs ↗pdf ↗

We introduce hom-Lie-Rinehart algebras as an algebraic analogue of hom-Lie algebroids, and systematically describe a cohomology complex by considering coefficient modules. We define the notion of extensions for hom-Lie-Rinehart algebras. In the sequel, we deduce a characterisation of low dimensional cohomology spaces i…

2016-10-05abs ↗pdf ↗

Improves topic modeling using LLM embeddings and Poisson process.

problem Traditional topic modeling ignores word context; LLMs offer better contextual embeddings.
method Convert documents to word embeddings, model as Poisson process, estimate topics using flexible algorithm.
result Method integrates LLMs without fine-tuning, offers advantages over traditional methods.

Model detects market anomalies using a Hawkes process with hidden Markov chain.

problem Detecting high-frequency market manipulation in cryptocurrency trades.
method Developed a Markov-modulated Hawkes process with piecewise constant excitation kernels.
result Demonstrated the model's effectiveness in detecting suspicious trading activities.

We introduce solvable stochastic dealer models, which can reproduce basic empirical laws of financial markets such as the power law of price change. Starting from the simplest model that is almost equivalent to a Poisson random noise generator, the model becomes fairly realistic by adding only two effects, the self-mod…

2008-09-02abs ↗pdf ↗

Reduces Lie (bi-)algebroids and Dirac manifolds using constraint vector bundles.

problem Reduction of Lie (bi-)algebroids and Dirac manifolds.
method Introduces constraint manifolds and constraint vector bundles; proves constraint Serre-Swan theorem; introduces Cartan calculus for constraint forms and multivector fields; shows compatibility with reduction.
result Reduction procedure for Lie (bi-)algebroids and Dirac manifolds.

Using a Levy process we generalize formulas in Bo et al.(2010) for the Esscher transform parameters for the log-normal distribution which ensure the martingale condition holds for the discounted foreign exchange rate. Using these values of the parameters we find a risk-neural measure and provide new formulas for the di…

2014-02-09abs ↗pdf ↗

Study of embedding spaces using homotopy theory and operads.

problem Understanding the stable homotopy type of embedding spaces.
method Analysis of cubes of framed configuration spaces, homotopy theory of presheaves, operadic structures.
result Induced action of the Poisson operad on the homology of configuration spaces is a homotopy invariant.