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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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122244365487 · Jun 202019922001200920172026
48 results for Signature space

This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.

problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.

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 ↗

Study on averaging geometric structures in Finsler spaces with Lorentzian signature.

problem Averaging geometric structures in Finsler spaces with Lorentzian signature.
method Definition of an average connection without using the timelike vector field.
result No direct relation between the two averaged objects.

Skeletal signatures were introduced in [J W Anderson and A Wootton, A Lower Bound for the Number of Group Actions on a Compact Riemann Surface, Algebr. Geom. Topol. 12 (2012) 19--35.] as a tool to describe the space of all signatures with which a group can act on a surface of genus σ2σ\geq 2. In the present paper we pr…

2013-10-01abs ↗pdf ↗

Study explores embedding signature-changing manifolds into higher-dimensional spaces.

problem Smooth metric signature changes in spacetimes.
method Global isometric embeddings into higher-dimensional pseudo-Euclidean spaces.
result Explicit constructions of global embeddings into Minkowski and Misner spaces.

New method uses randomised signatures for generating financial time series data.

problem Generating synthetic financial time series data accurately.
method Introduced a Wasserstein-type distance based on discrete-time randomised signatures.
result Demonstrated universal approximation for randomised signatures on continuous functions.

A well-known property of the signature of closed oriented 4n-dimensional manifolds is Novikov additivity, which states that if a manifold is split into two manifolds with boundary along an oriented smooth hypersurface, then the signature of the original manifold equals the sum of the signatures of the resulting manifol…

2009-11-19abs ↗pdf ↗

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 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.

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 ↗

Paper introduces branched signature model for efficient computation and data-driven applications.

problem Efficient computation and data-driven modeling of branched rough paths.
method Develops a universal approximation theorem and constructs an extension map to realize branched signatures.
result Explicit construction of branched signatures via an extension map for efficient computation.

Develops a new solver for path-dependent PDEs using signature kernels.

problem Solving path-dependent PDEs (PPDEs) efficiently and accurately.
method Uses signature kernels to solve PPDEs by approximating the solution with minimal norm in a reproducing kernel Hilbert space.
result Proves the consistency of the numerical scheme, ensuring convergence to PPDE solutions as the number of collocation points increases.

In the algebraic context, we show that null Osserman, spacelike Osserman, and timelike Osserman are equivalent conditions for a model of signature (2,2). We also classify the null Jordan Osserman models of signature (2,2). In the geometric context, we show that a pseudo-Riemannian manifold of signature (2,2) is null Jo…

2008-04-02abs ↗pdf ↗

The paper develops methods for novelty detection on path space using signature-based statistics.

problem Novelty detection on path space as a hypothesis testing problem.
method Signature-based test statistics, transportation-cost inequalities, CVaR, one-class SVM algorithms.
result Established lower bounds on type-II\mathrm{II} error and general power bounds.

We will obtain the warped product decompositions of spaces of constant curvature (with arbitrary signature) in their natural models as subsets of pseudo-Euclidean space. This generalizes the corresponding result by S. Nolker to arbitrary signatures, and has a similar level of detail. Although our derivation is complete…

2014-04-09abs ↗pdf ↗

(This is a revised version of the paper) - In the present paper we study the geometry of doubly extended Lie groups with their natural biinvariant metric. We describe the curvature, the holonomy and the space of parallel spinors. This is completely done for all simply connected groups with biinvariantmetric of Lorentzi…

2002-03-19abs ↗pdf ↗

In this paper we prove a variety of results about the signature operator on Witt spaces. First, we give a parametrix construction for the signature operator on any compact, oriented, stratified pseudomanifold X which satisfies the Witt condition. This construction, which is inductive over the `depth' of the singularity…

2011-12-05abs ↗pdf ↗

We introduce signature payoffs, a family of path-dependent derivatives that are given in terms of the signature of the price path of the underlying asset. We show that these derivatives are dense in the space of continuous payoffs, a result that is exploited to quickly price arbitrary continuous payoffs. This approach …

2018-09-25abs ↗pdf ↗

We present an approach to solvable pseudo-Riemannian symmetric spaces based on papers of M.Cahen, M.Parker and N.Wallach. Thereby we reproduce the classification of solvable symmetric triples of Lorentzian signature (1,n1)(1,n-1) and complete the case of signature (2,n2)(2,n-2). Moreover we discuss the topology of non-simply-c…

2003-01-28abs ↗pdf ↗

Witt spaces are pseudomanifolds for which the middle-perversity intersection homology with rational coefficients is self-dual. We give a new construction of the symmetric signature for Witt spaces which is similar in spirit to the construction given by Miscenko for manifolds. Our construction has all of the expected pr…

2011-06-23abs ↗pdf ↗

Universal approximation for stochastic processes using Brownian motion.

problem Approximating stochastic processes with linear functionals.
method Establishing LpL^p-type universal approximation theorems for rough path spaces.
result Linear functionals on the signature of time-extended Brownian motion can approximate any pp-integrable stochastic process.

New criteria ensure uniqueness of curve signatures, robust to metric variations.

problem Ensuring uniqueness of curve signatures in differential geometry.
method Introducing new methods through differential equations and higher order derivatives.
result New criteria for curve signature uniqueness in general settings.

Introduces Exponentially Weighted Signature for better path representation.

problem Uniform treatment of historical information in signatures.
method Generalizes EFM signature to bounded linear operators, enabling contextualised temporal weighting.
result EWS is the unique solution to a linear controlled differential equation and generalizes state-space models.

Volterra signature provides a clear, interpretable feature for history-dependent systems.

problem Learning from non-Markovian time series with implicit memory mechanisms.
method Develops Volterra signature as a tensor algebra representation weighted by a temporal kernel, proving injectivity and universal approximation.
result Volterra signature leads to linear functionals and universal approximation, improving dynamic learning tasks.

Classifies real rational knots and curves in a specific quadric space.

problem Classifying real rational knots and curves in a quadric space of signature (3,2)(3,2).
method Classification through a study of real rational curves of low degree in the quadric.
result Provides representatives of all real rational knots of degree 5\leq 5 in the quadric.

John Lott defined an integer-valued signature σS1(M)σ_{S^1}(M) for the orbit space of a compact orientable manifold with a semi-free S1S^1-action but he did not construct a Dirac-type operator which has this signature as its index. We construct such operator on the orbit space and we show that it is essentially unique and …

2018-02-13abs ↗pdf ↗

Functional input neural networks approximate continuous functions on weighted spaces.

problem Approximating continuous functions on infinite-dimensional weighted spaces.
method Additive family mapping, non-linear activation, linear readouts, Stone-Weierstrass theorem.
result Global universal approximation of continuous functions on weighted spaces.