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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.

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68136204272 · May 202619922001200920172026
48 results for Signature Theory

Paper develops approximation and statistical theory for signature-based path regression.

problem Understanding how fast signatures approximate continuous path functionals.
method Develops \(L^2\) approximation rate for smooth functionals of Itô diffusions and establishes consistency of statistical learning procedures.
result Signature-based methods improve prediction over handcrafted features in various real-data applications.

The Kashaev conjecture is proven for classical signatures and Alexander polynomials of links.

problem Proving the Kashaev conjecture for signatures and Alexander polynomials.
method Relating Kashaev's matrix to Gordon-Litherland's work and Kauffman's model.
result Proven Alexander polynomial and classical signature parts of the conjecture for arbitrary links, and full conjecture for definite knots.

This paper develops a path-first theory using signatures and jump lifts for self-exiting processes.

problem Developing a universal coordinate system for various types of paths and processes.
method Using signatures, jump lifts, and expected signatures, the paper presents a geometricity framework with algebraic properties and obstructions.
result The framework links various mathematical concepts and offers four main contributions to understanding and modeling self-exiting processes.

Signature Isolation Forest removes constraints from FIF by using rough path theory's signature transform.

problem Challenges in FIF's linear inner product and dictionary choices leading to unreliable results.
method Introduces Signature Isolation Forest using rough path theory's signature transform to remove linearity constraints.
result Demonstrates relevance of methods through numerical experiments and real-world applications.

A theory of signatures for odd-dimensional links in rational homology spheres is studied via their generalized Seifert surfaces. The jump functions of signatures are shown invariant under appropriately generalized concordance and a special care is given to accommodate 1-dimensional links with mutual linking. Furthermor…

2001-08-29abs ↗pdf ↗

Building on the theory of elliptic operators, we give a unified treatment of the following topics: - the problem of homotopy invariance of Novikov's higher signatures on closed manifolds; - the problem of cut-and-paste invariance of Novikov's higher signatures on closed manifolds; - the problem of defining higher signa…

2004-06-01abs ↗pdf ↗

The paper generalizes index theory for periodic manifolds and proves equivalence of signatures for tori.

problem Generalizing index theory for periodic manifolds and proving signature equivalence for tori.
method Periodic index theory and spectral flow for elliptic complexes, surgery formula for singular instanton homology.
result Equivalence of signatures for essentially embedded tori and surgery formula for singular instanton homology.

In this note, we lay the groundwork for a new approach to the problem of group-signature classification of group actions on closed Riemann surfaces. This new approach first focuses on analyzing the low level arithmetic conditions on signatures before invoking the more complicated group theory. We provide the complete f…

2018-10-02abs ↗pdf ↗

We provide an introduction to the signature method, focusing on its theoretical properties and machine learning applications. Our presentation is divided into two parts. In the first part, we present the definition and fundamental properties of the signature of a path. The signature is a sequence of numbers associated …

2016-03-11abs ↗pdf ↗

For a normal covering over a closed oriented topological manifold we give a proof of the L2-signature theorem with twisted coefficients, using Lipschitz structures and the Lipschitz signature operator introduced by Teleman. We also prove that the L-theory isomorphism conjecture as well as the C^*_max-version of the Bau…

2002-09-13abs ↗pdf ↗

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

Let G be a finite group. To every smooth G-action on a compact, connected and oriented surface we can associate its data of singular orbits. The set of such data becomes an Abelian group B_G under the G-equivariant connected sum. We will show that the map which sends G to B_G is functorial and carries many features of …

1998-11-17abs ↗pdf ↗

This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …

2009-11-04abs ↗pdf ↗

Empirical study shows Randomized Signature Methods improve portfolio optimization in financial markets.

problem Drift estimation in non-linear, non-parametric financial markets is challenging.
method Applied Randomized Signature Methods for non-linear, non-parametric drift estimation in multi-variate financial markets.
result Randomized Signature Methods provide features on the same scale and improve portfolio optimization in real-world settings.

We prove the Novikov conjecture on oriented Cheeger spaces whose fundamental group satisfies the strong Novikov conjecture. A Cheeger space is a stratified pseudomanifold admitting, through a choice of ideal boundary conditions, an L2-de Rham cohomology theory satisfying Poincare duality. We prove that this cohomology …

2013-08-13abs ↗pdf ↗

The equations of motion and the Bianchi identity of the C-field in M-theory are encoded in terms of the signature operator. We then reformulate the topological part of the action in M-theory using the signature, which leads to connections to the geometry of the underlying manifold, including positive scalar curvature. …

2010-12-06abs ↗pdf ↗

We use GANs and signatures to approximate conditional laws in filtering and prediction of diffusion processes.

problem Approximating conditional laws for diffusion processes with noisy observations.
method Conditional GANs combined with signatures for approximation.
result Efficient approximation of conditional laws for diffusion processes.

Expected signatures map data streams to lower dimensions, improving ML performance.

problem Leveraging model-free embeddings for domain-agnostic machine learning.
method Expected signatures map data streams to lower dimensions, with convergence results bridging empirical and theoretical estimators.
result A modified expected signature estimator with lower mean squared error for martingale processes.

Signature volatility models are analyzed for existence, arbitrage, completeness, and hedging-error decomposition.

problem Existence, arbitrage, completeness, and hedging-error decomposition of signature volatility models.
method Global existence and uniqueness of strong solutions, asset-pricing, market completeness, and hedging-error decomposition derived through structural results.
result Signature volatility models are structurally sound with existence, arbitrage, completeness, and hedging-error decomposition.

The paper calculates knot invariants using Blanchfield forms and obstructs sliceness.

problem Computing and obstructing the sliceness of knots.
method Algorithmic computation of twisted signature invariants using twisted Blanchfield forms and satellite formulas.
result Illustrated algorithm for (2,q)(2,q)-torus knots and obstruction of sliceness for certain knots.

This work extends knot homology theory to links, proving exact triangles and categorifying link signatures.

problem Extending knot homology theory to links and proving exact triangles.
method Equivariant singular instanton Floer theory, circle-equivariant Morse-Floer theory, cobordism constructions.
result Established unoriented skein exact triangles and categorified link signatures.

We give a parametrix construction for the signature operator on any compact, oriented, stratified pseudomanifold X which satisfies the Witt condition. This construction is inductive. It is then used to show that the signature operator is essentially self-adjoint and has discrete spectrum of finite multiplicity, so that…

2009-06-08abs ↗pdf ↗

Rotors were introduced in Graph Theory by W.Tutte. The concept was adapted to Knot Theory as a generalization of mutation by Anstee, Przytycki and Rolfsen in 1987. In this paper we show that Tristram-Levine signature is preserved by orientation-preserving rotations. Moreover, we show that any link invariant obtained fr…

2004-07-11abs ↗pdf ↗

Path signatures adapted for Lie groups improve action recognition in computer vision.

problem Improving action recognition in computer vision with geometric constraints.
method Lifting path signatures to Lie groups and proving universality and characteristic property.
result Path signatures on Lie groups provide comparable performance to shallow learning approaches in action recognition.

Detecting aggressive cancer tumors using ctDNA dynamics from few blood samples.

problem Early multi-cancer detection using circulating tumor DNA (ctDNA) levels.
method Combines continuous time Markov modelling and Signature theory for efficient testing procedures.
result Correctly addresses the challenge of data scarcity in cancer monitoring.

In this article, we give a simple and direct proof of the Yoshida-Nicolaescu Theorem in a more general context by using the theory of partial signatures. We do not impose the usual condition of non-degeneracy at the endpoints and use a natural definition of the Maslov index.

2005-02-22abs ↗pdf ↗

The main result of this paper is a new and direct proof of the natural transformation from the surgery exact sequence in topology to the analytic K-theory sequence of Higson and Roe. Our approach makes crucial use of analytic properties and new index theorems for the signature operator on Galois coverings with boundary…

2013-09-17abs ↗pdf ↗

Framework combines random features with CDEs for efficient time-series learning.

problem Efficient training of time-series models with strong inductive bias.
method Random Fourier CDEs and Random Rough DEs using continuous-time reservoirs and log-ODE discretization.
result Unified perspective on random-feature reservoirs and path-signature theory.

Reconstructing signature features from randomized vector fields in differential equations.

problem Reconstructing signature features from controlled differential equations with random vector fields.
method Using controlled ordinary differential equations driven by continuous bounded variation curves, the study explores the extent to which signature features can be reconstructed from the non-linear flow of these equations.
result The number of signature features that can be reconstructed from the non-linear flow of controlled ordinary differential equations with random vector fields is exponential in the hidden dimension, under certain conditions.

The paper explores Lorentzian connections with parallel skew torsion.

problem Understanding metric connections with parallel skew-symmetric torsion in Lorentzian signature.
method Analyzing holonomy algebras, torsion, and curvature; constructing examples; classifying homogeneous spaces.
result Complete classification of Lorentzian naturally reductive homogeneous spaces in low dimensions.