New financial models use tempered stable subordination for better correlation dynamics.
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.
Trend · papers per month
Machine learning accurately distinguishes Sato-Tate groups for hyperelliptic curves.
We present Bernstein-Sato identities for scalar-, spinor- and differential form-valued distribution kernels on Euclidean space associated to conformal symmetry breaking operators. The associated Bernstein-Sato operators lead to partially new formulae for conformal symmetry breaking differential operators on functions, …
The paper explores risk-minimization for exponential additive models, providing mathematical expressions and numerical examples.
Edge-homotopy and vertex-homotopy are equivalence relations on spatial graphs which are generalizations of Milnor's link-homotopy. Fleming and the author introduced some edge (resp. vertex)-homotopy invariants of spatial graphs by applying the Sato-Levine invariant for the constituent 2-component algebraically split li…
We use the Dold-Whitney theorem classifying -bundles over a 4-complex to give a mod 4 obstruction to a 2-component link of trivial linking number being slice. It turns out that this coincides with the reduction of the Sato-Levine invariant.
Edge-homotopy and vertex-homotopy are equivalence relations on spatial graphs which are generalizations of Milnor's link-homotopy. We introduce some edge (resp. vertex)-homotopy invariants of spatial graphs by applying the Sato-Levine invariant for the 2-component constituent algebraically split links and show examples…
We submit a new way to detect pairs of non-cobordant surface-links. We find a new example of a pair of non-cobordant surface-links with the following properties: Orr invariant, Cochran sequence, Sato-Levine invariant, the alinking number and one of Stallings's theorems cannot distinguish them. However our new way can d…
Researchers develop Orlov-Schulman symmetries for self-dual conformal structures.
In the present paper we discuss an independent on the Grothendieck-Sato isomorphism approach to the Riemann-Roch-Hirzebruch formula for an arbitrary differential operator. Instead of the Grothendieck-Sato isomorphism, we use the Topological Quantum Mechanics (more or less equivalent to the well-known constructions with…
Time homogeneous polynomial processes are Markov processes whose moments can be calculated easily through matrix exponentials. In this work, we develop a notion of time inhomogeneous polynomial processes where the coeffiecients of the process may depend on time. A full characterization of this model class is given by m…
Abstract invariant cannot be expressed using various slice-torus invariants.
Following the work of Okuyama, Takayasu and Takayasu [Okuyama, Takayasu and Takayasu 1999] we analyze huge databases of Japanese companies' financial figures and confirm that the Zipf's law, a power law distribution with the exponent -1, has been maintained over 30 years in the income distribution of Japanese companies…
We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally independent increments and symmetric jump measure, then its discrete realized variance…
We review the notion of relative Dolbeault cohomology and prove that it is canonically isomorphic with the local (relative) cohomology of A. Grothendieck and M. Sato with coefficients in the sheaf of holomorphic forms. We deal with this cohomology from two viewpoints. One is the Cech theoretical approach, which is conv…
We show how to measure the failure of the Whitney trick in dimension 4 by constructing higher- order intersection invariants of Whitney towers built from iterated Whitney disks on immersed surfaces in 4-manifolds. For Whitney towers on immersed disks in the 4-ball, we identify some of these new invariants with previous…
Take transverse immersions f from a disjoint unin of the three 4-spheres , , and into with the following properties: (1) The restriction of to is an embedding, (2) The intersection of and is not empty and connected, (3)The intersection among , $f(S…
We demonstrate that SDYM equations for the Lie algebra of one-dimensional vector fields represent a natural reduction in the framework of general linearly degenerate dispersionless hierarchy. We define the reduction in terms of wave functions, introduce generating relation, Lax-Sato equations and the dressing scheme fo…
We developed a new quantum annealing (QA) algorithm for Dirichlet process mixture (DPM) models based on the Chinese restaurant process (CRP). QA is a parallelized extension of simulated annealing (SA), i.e., it is a parallel stochastic optimization technique. Existing approaches [Kurihara et al. UAI2009, Sato et al. UA…
We construct some lift of an almost complex structure to the cotangent bundle, using a connection on the base manifold. This generalizes the complete lift defined by I.Sato and the horizontal lift introduced by K.Yano and S.Ishihara. We study some geometric properties of this lift and its compatibility with symplectic …
This document contains tables with the classification of prehomogeneous modules for reductive algebraic groups with up to two simple factors due to Sato, Kimura and many others, as well as corresponding tables of the étale modules appearing in this list, determined by the author. It is intended as a convenient referenc…
Generalization of the cross ratio to polarizations of linear finite and infinite-dimensional spaces (in particular to Sato Grassmannian) is given and explored. This cross ratio appears to be a cocycle of the canonical (tautalogical) bundle over the Grassmannian with coefficients in the sheaf of its endomorphisms. Opera…
Let be the Banach-Lie group of unitary operators in the Hilbert space which are Hilbert-Schmidt perturbations of the identity 1. In this paper we study the geometry of the unitary orbit of an infinite projection in . This orbit coincides with t…
We discuss the existence of Killing tensors for certain (physically motivated) stationary and axially symmetric vacuum space-times. We show nonexistence of a nontrivial Killing tensor for a Tomimatsu-Sato metric (up to valence 7), for a C-metric (up to valence 9) and for a Zipoy-Voorhees metric (up to valence 11). The …
New invariants help study satellite knots and their concordance.
We study the Goussarov-Habiro finite type invariants theory for framed string links in homology balls. Their degree 1 invariants are computed: they are given by Milnor's triple linking numbers, the mod 2 reduction of the Sato-Levine invariant, Arf and Rochlin's invariant. These invariants are seen to be naturally r…
Let G be a two generator subgroup of PSL(2,C). The Jorgensen number J(G) of G is defined by J(G)=inf{ |tr^2 A-4|+|tr[A,B]-2| ; G=<A,B>}. If G is a non-elementary Kleinian group, then J(G) >= 1. This inequality is called Jorgensen's inequality. In this paper, we show that, for any r >= 1, there exists a non-elementary K…
Knots and links in 3-manifolds are studied by applying intersection invariants to singular concordances. The resulting link invariants generalize the Arf invariant, the mod 2 Sato-Levine invariants, and Milnor's triple linking numbers. Besides fitting into a general theory of Whitney towers, these invariants provide ob…
In this paper we review our earlier work on quantum computing and the Nash Equilibrium, in particular, tracing the history of the discovery of new Nash Equilibria and then reviewing the ways in which quantum computing may be expected to generate new classes of Nash equilibria. We then extend this work through a substan…
H. Sato introduced a Schwarzian derivative of a contactomorphism of three-dimensional Euclidean space and with T. Ozawa described its basic properties. In this note their construction is extended to all odd dimensions and to non-flat contact projective structures. The contact projective Schwarzian derivative of a conta…
The study constructs new minimal surfaces with more ramified values than previously known.
This paper computes Whitney tower filtrations of classical links. Whitney towers consist of iterated stages of Whitney disks and allow a tree-valued intersection theory, showing that the associated graded quotients of the filtration are finitely generated abelian groups. Twisted Whitney towers are studied and a new qua…
For and large, we calculate the integral Picard groups of the moduli spaces of curves and principally polarized abelian varieties with level structures. In particular, we determine the divisibility properties of the standard line bundles over these moduli spaces and we calculate the second integral …
By using numerical simulation, we confirm that Takayasu--Sato--Takayasu (TST) model which leads Pareto's law satisfies the detailed balance under Gibrat's law. In the simulation, we take an exponential tent-shaped function as the growth rate distribution. We also numerically confirm the reflection law equivalent to the…
Sasakian manifolds are odd-dimensional counterpart to Kahler manifolds. They can be defined as contact manifolds equipped with an invariant Kahler structure on their symplectic cone. The quotient of this cone by the homothety action is a complex manifold called Vaisman. We study harmonic forms and Hodge decomposition o…
Lie groups applied to tech progress in economic growth.
The aim of this paper is to offer an overview of the most important applications of Jordan structures inside mathematics and also to physics, up-dated references being included. For a more detailed treatment of this topic see - especially - the recent book Iordanescu [364w], where sugestions for further developments ar…
We establish a rigorous link between infinite-dimensional regular Frölicher Lie groups built out of non-formal pseudodifferential operators and the Kadomtsev-Petviashvili hierarchy. We introduce a version of the Kadomtsev-Petviashvili hierarchy on a regular Frölicher Lie group of series of non-formal odd-class pseudodi…
Unified framework for studying Torelli group and congruence subgroup maps.
Empirical analysis of the foreign exchange market is conducted based on methods to quantify similarities among multi-dimensional time series with spectral distances introduced in [A.-H. Sato, Physica A, 382 (2007) 258--270]. As a result it is found that the similarities among currency pairs fluctuate with the rotation …
New method for quandle presentations of surface knots in 4-manifolds.
The first part of this paper completes the classification of Whitney towers in the 4-ball that was started in three related papers. We provide an algebraic framework allowing the computations of the graded groups associated to geometric filtrations of classical link concordance by order n (twisted) Whitney towers in th…
We prove the existence of complete minimal surfaces of genus g>1 which minimize the total curvature for their genus. Our method is first to identify this (Weierstrass high dimensional period) problem with the problem of finding a particular type of polygonal arc in the complex domain: the arc alternates between horizon…
Link concordance and Whitney towers linked to Milnor invariants.
This paper describes grope and Whitney tower filtrations on the set of concordance classes of classical links in terms of class and order respectively. Using the tree-valued intersection theory of Whitney towers, the associated graded quotients are shown to be finitely generated abelian groups under a (surprisingly) we…
New conditions prevent non-trivial relations in local equivalence group.
We study Heegaard Floer homology and various related invariants (such as the -function) for two-component L-space links with linking number zero. For such links, we explicitly describe the relationship between the -function, the Sato-Levine invariant and the Casson invariant. We give a formula for the Heegaard Fl…
Paper proves non-triviality of Johnson kernel torsion subgroup.