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.
SBS policy improves crypto market forecasts by 0.15% with minimal model changes.
A game on diagrams switches crossing directions to achieve connectedness.
New technique reduces verification time for neural networks.
New invariants for singular knots and links defined using shadow structures.
Special shadow-complexity equals k+1 for k copies of S1×S3.
New invariant measures complexity of 2-knots in 4D space.
A shadow diagram is a knot diagram with under-over information omitted; a shadow movie is a sequence of shadow diagrams related by shadow Reidemeister moves. We show that not every shadow movie arises as the shadow of a Reidemeister movie, meaning a sequence of classical knot diagrams related by classical Reidemeister …
Paper studies knotoid chirality using shadow quandle colorings and invariants.
Every shadow can be a knot or a connected sum of trefoils.
The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a compact metric space X has the aver- age shadowing property, then every point x…
Paper optimizes trading strategies by creating shadow prices for markets with transaction costs.
We construct elements of the third quandle homology groups of knot quandles, which are called the shadow fundamental classes. They play the same roles for the shadow quandle cocycle invariants of knots as the fundamental classes of knot quandles does for the quandle cocycle invariants. As an application of the shadow f…
Computes Kauffman bracket polynomial for specific 2-tangle shadows.
The paper presents fundamental groups of complements of shadows in 4-balls.
An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network betwee…
Study on inflection points of plane curve shadows with fixed embedded shapes.
Proves condition for 4-manifolds with sphere boundary to be standard.
We introduce an associative algebra Z[X,S] associated to a birack shadow and define enhancements of the birack counting invariant for classical knots and links via representations of Z[X,S] known as shadow modules. We provide examples which demonstrate that the shadow module enhanced invariants are not determined by th…
We extend martingale transport results to weak martingale transport.
New forms generalize Whitney forms with rational coefficients for numerical analysis.
Study of quandle coloring quivers with dihedral quandles.
Debt swaps improve financial networks by optimizing clearing payments and stability.
We define and study branched shadows of 4-manifolds as a combination of branched spines of 3-manifolds and Turaev's shadows. We use these objects to combinatorially represent 4-manifolds equipped with -structures and homotopy classes of almost complex structures. We then use branched shadows to study complex 4-…
In this paper we find infinitely many Mazur type manifolds and corks with shadow complexity one among the 4-manifolds constructed from contractible special polyhedra having one true vertex by using the notion of Turaev's shadow. We also find such manifolds among 4-manifolds constructed from Bing's house. Our manifolds …
Paper generalizes pricing and hedging of volatility swaps in stochastic models.
Prove a global shadow lemma for Patterson-Sullivan measures associated with relatively Morse subgroups in higher-rank semisimple Lie groups.
The paper studies dynamical properties in semigroups modulo ideals.
We introduce a topological combinatorial game called the Link Smoothing Game. The game is played on the shadow of a link diagram and legal moves consist of smoothing precrossings. One player's goal is to keep the diagram connected while the other player's goal is to disconnect the shadow. We make significant progress t…
For portfolio choice problems with proportional transaction costs, we discuss whether or not there exists a "shadow price", i.e., a least favorable frictionless market extension leading to the same optimal strategy and utility. By means of an explicit counter-example, we show that shadow prices may fail to exist even i…
A rack shadow is a set X with a rack action by a rack R, analogous to a vector space over a field. We use shadow colorings of classical link diagrams to define enhanced rack counting invariants and show that the enhanced invariants are stronger than unenhanced counting invariants.
We give a self-contained introduction to the theory of Turaev's shadows as a tool to study 3 and 4-manifolds. The goal of the present paper twofold: on one side it is intended to be a shortcut to a basic use of the theory of shadows, on the other side it gives a sketchy overview of some of the recent results on shadows…
This paper compares classical shadows and direct quantum measurement for efficient information extraction.
Given a shadow biquandle composed of a biquandle and a strongly connected -set , we have a local biquandle structure on . The (co)homology groups of such shadow biquandles are isomorphic to those of the corresponding local biquandles. Moreover, cocycle invariants, of oriented links and oriented sur…
Study verifies asymptotic expansion for Reshetikhin-Turaev invariants of fundamental shadow link pairs.
Swapping debt contracts can mitigate risk in financial networks.
We define a subset of an almost complex manifold (M,J) to be a holomorphic shadow if it is the image of a J-holomorphic map from a compact complex manifold. Notice that a J-holomorphic curve is a holomorphic shadow, and so is a complex subvariety of a compact complex manifold. We show that under some conditions on an a…
Quantile regression attacks outperform shadow models in unseen class membership inference attacks.
We give a method for constructing a shadowed polyhedron from a divide. The 4-manifold reconstructed from a shadowed polyhedron admits the structure of a Lefschetz fibration if it satisfies a certain property, which we call the LF-property. We will show that the shadowed polyhedron constructed from a divide satisfies th…
Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation
We derive an arbitrage free relationship between recovery swap rates, digital default swap spreads and conventional CDS spreads, and argue that the fair forward recovery rate used in recovery swaps must contain a convexity premium over the expected recovery value.
We introduce an algebra Z[X,S] associated to a pair (X,S) of a virtual birack X and X-shadow S. We use modules over Z[X,S] to define enhancements of the virtual birack shadow counting invariant, extending the birack shadow module invariants to virtual case. We repeat this construction for the twisted virtual case. As a…
We prove that a closed 4-manifold has shadow-complexity zero if and only if it is a kind of 4-dimensional graph manifold, which decomposes into some particular blocks along embedded copies of S^2 x S^1, plus some complex projective spaces. We deduce a classification of all 4-manifolds with finite fundamental group and …
Study on links formed by pseudocircle arrangements, focusing on three unavoidable cases.
To any utility maximization problem under transaction costs one can assign a frictionless model with a price process , lying in the bid/ask price interval . Such process is called a \emph{shadow price} if it provides the same optimal utility value as in the original model with bid-as…
The paper prices swaps on generalized variance measures for multiple assets.
Combinatorial two-player games have recently been applied to knot theory. Examples of this include the Knotting-Unknotting Game and the Region Unknotting Game, both of which are played on knot shadows. These are turn-based games played by two players, where each player has a separate goal to achieve in order to win the…
This study reviews techniques to estimate volatility and price Variance Swaps.
Neural Shadow-Mapping uncovers causal links in dynamic systems.