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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.

168,695 papers · 148 categories

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0111 · Nov 200119922001200920172026
8 results for QMS

Tractable model explains market dynamics using Langevin and SUSY QM.

problem Understanding non-linear market dynamics and option pricing.
method Langevin dynamics mapped to QM, using SUSY to find solutions.
result NES model provides accurate option pricing with a single volatility parameter.

We investigate (pseudo)differential forms in the framework of supergeometry. Definitions, basic properties and Cartan calculus (DeRham differential, Lie derivative, inner product, Hodge operator) are presented; the symplectic supermechanics (even and odd) is formulated; and the question of quantization is discussed. In…

2003-08-25abs ↗pdf ↗

In this paper, we improve a result by Chodosh and Ketover. We prove that, in an asymptotically flat 33-manifold MM that contains no closed minimal surfaces, fixing qMq\in M and a 22-plane VV in TqMT_qM there is a properly embedded minimal plane ΣΣ in MM such that qΣq\inΣ and TqΣ=VT_qΣ=V. We also prove that fixing thr…

2018-04-16abs ↗pdf ↗

Quantum mechanics applied to credit loans for better repayment schedules.

problem Improving repayment schedules for credit loans.
method Introducing quantum mechanics concepts to credit loans, defining operators for debt, amortization, interest, and installments, and using SO(M) symmetry to optimize periodic payments.
result Optimized repayment schedules for borrowers without altering lender's earnings.

Let XX be a nn dimensional compact local Hermitian symmetric space of non-compact type and $L=\shO(K_X)\tens\shO(qM)$ be an adjoint line bundle. Let c>0c>0 be a constant. Assume the curvature of MM is cω\ge cω, where ωω is the kähler form of XX, and XX's injectivity radius has a lower bound τ>2eτ>\sqrt{2e}, where $e…

2019-01-30abs ↗pdf ↗

A new method QMS22 for semi-supervised anomaly detection outperforms existing methods.

problem Semi-supervised anomaly detection in datasets with overlapping normal and outlier samples.
method QMS22, a classifier that solves a multi-class classification problem involving both training and test sets.
result QMS22 significantly outperforms ISOF and ocSVM in anomaly detection.