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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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48 results for Smith normal form

The paper connects hyperbolicity in calibrated geometry to properties of Smith immersions.

problem Hyperbolicity in calibrated manifolds and its relation to Smith immersions.
method Establishes a theorem relating hyperbolicity to the equicontinuity of Smith immersions, proving a new Schwarz lemma.
result Calibrated hyperbolicity of compact φφ-replete manifolds is equivalent to the equicontinuity of Smith immersions.

We show that the differential structure of the orbit space of a proper action of a Lie group on a smooth manifold is continuously reflexive. This implies that the orbit space is a differentiable space in the sense of Smith, which ensures that the orbit space has an exterior algebra of differenial forms, which statisfie…

2019-12-16abs ↗pdf ↗

Fox coloring provides a combinatorial framework for studying dihedral representations of the knot group. The less well-known concept of Dehn coloring captures the same data. Recent work of Carter-Silver-Williams clarifies the relationship between the two focusing on how one transitions between Fox and Dehn colorings. I…

2015-10-07abs ↗pdf ↗

We study a class of weakly conformal 33-harmonic maps, called associative Smith maps, from 33-manifolds into 77-manifolds that parametrize associative 33-folds in Riemannian 77-manifolds equipped with G2\mathrm{G}_2-structures. Associative Smith maps are solutions of a conformally invariant nonlinear first order P…

2019-09-08abs ↗pdf ↗

The study calculates the Smith-Thom deficiency of Hilbert squares and provides conditions for maximality.

problem Calculating the Smith-Thom deficiency of Hilbert squares and conditions for maximality.
method Using Mayer-Vietoris mapping and rank calculations.
result Established necessary and sufficient conditions for maximality of Hilbert squares in projective complete intersections.

The Schwartz-Smith model parameters are estimated using Kalman Filter with additional constraints.

problem Estimating parameters of the Schwartz-Smith model for risk-neutral pricing of futures contracts.
method Kalman Filter method with additional constraints to address parameter identification problem.
result The obtained parameter estimates are the conditional Maximum Likelihood Estimators (MLEs) evaluated within the Kalman Filter.

In this paper we survey with complete proofs some well--known, but hard to find, results about constructing closed embedded minimal surfaces in a closed 3-dimensional manifold via min--max arguments. This includes results of J. Pitts, F. Smith, and L. Simon and F. Smith.

2003-03-25abs ↗pdf ↗

The Hilbert-Smith Conjecture states that if G is a locally compact group which acts effectively on a connected manifold as a topological transformation group, then G is a Lie group. A rather straightforward proof of this conjecture is given. The motivation is work of Cernavskii (``Finite-to-one mappings of manifolds'',…

2001-03-29abs ↗pdf ↗

The objective of the present paper is to analyse various features of the Smith-Wilson method used for discounting under the EU regulation Solvency II, with special attention to hedging. In particular, we show that all key rate duration hedges of liabilities beyond the Last Liquid Point will be peculiar. Moreover, we sh…

2016-02-05abs ↗pdf ↗

Applying standard techniques from Toeplitz operator theory, we analyze the asymptotics of the Hilbert-Smith norms of the TQFT operators coming from isotopy classes of one dimensional oriented submanifolds on a closed oriented surface. We thereby obtain a Toeplitz operator interpretation and generalization of the asympt…

2006-05-11abs ↗pdf ↗

This paper is concerned with the Smith question which reads as follows. Is it true that for a finite group acting smoothly on a sphere with exactly two fixed points, the tangent spaces at the fixed points have always isomorphic group module structures defined by differentiation of the action? We show that one can answe…

2020-02-11abs ↗pdf ↗

We define a generalization of the fixed point set, called the bounded fixed set, for a group acting by isometries on a metric space. An analogue of the P. A. Smith theorem is proved for metric spaces of finite asymptotic dimension, which relates the coarse homology of the bounded fixed set to the coarse homology of the…

2010-07-03abs ↗pdf ↗

We propose two variants of the Smith-Wilson method for practical application in the insurance industry. Our first variant relaxes the Smith-Wilson energy and can be used to incorporate less reliable market data with a certain weight rather than disregarding it completely. This is particularly useful for deriving yield …

2019-06-14abs ↗pdf ↗

Seidel-Smith and Hendricks used equivariant Floer cohomology to define some spectral sequences from symplectic Khovanov homology and Heegaard Floer homology. These spectral sequences give rise to Smith-type inequalities. Similar-looking spectral sequences have been defined by Lee, Bar-Natan, Ozsváth-Szabó, Lipshitz-Tre…

2015-10-08abs ↗pdf ↗

For each positive integer n, Khovanov and Rozansky constructed an invariant of links in the form of a doubly-graded cohomology theory whose Euler characteristic is the sl(n) link polynomial. We use Lagrangian Floer cohomology on some suitable affine varieties to build a similar series of link invariants, and we conject…

2006-01-25abs ↗pdf ↗

We explain how to compute the Jones polynomial of a link from one of its grid diagrams and we observe a connection between Bigelow's homological definition of the Jones polynomial and Kauffman's definition of the Jones polynomial. Consequently, we prove that the Maslov grading on the Seidel-Smith symplectic link invari…

2009-02-19abs ↗pdf ↗

The Hilbert-Smith Conjecture states that if G is a locally compact group which acts effectively on a connected manifold as a topological transformation group, then G is a Lie group. A rather straightforward proof of this conjecture is given. The motivation is work of Cernavskii (``Finite-to-one mappings of manifolds'',…

2001-03-23abs ↗pdf ↗

In this paper we discuss topological properties of holomorphic Lefschetz pencils on the four-torus. Relying on the theory of moduli spaces of polarized abelian surfaces, we first prove that, under some mild assumption, the (smooth) isomorphism class of a holomorphic Lefschetz pencil on the four-torus is uniquely determ…

2016-03-28abs ↗pdf ↗

PDSim simulates and estimates commodity futures prices using polynomial diffusion models.

problem Simulating and estimating commodity futures prices using polynomial diffusion models.
method Developed an R package with a Shiny app for simulation and estimation of commodity futures prices using polynomial diffusion models.
result PDSim is the only package specifically designed for the simulation and estimation of the polynomial diffusion model.

The study proves the existence of free boundary minimal disks in convex regions.

problem Proving the existence of free boundary minimal disks in convex regions.
method Based on a multiplicity-one theorem for the free boundary Simon-Smith min-max theory.
result Existence of at least three embedded free boundary minimal disks in strictly convex domains with nonnegative Ricci curvature.

Seidel and Smith have constructed an invariant of links as the Floer cohomology for two Lagrangians inside a complex affine variety Y. This variety is the intersection of a semisimple orbit with a transverse slice at a nilpotent in the Lie algebra sl2m.sl_{2m}. We exhibit bijections between a set of generators for the Sei…

2004-10-31abs ↗pdf ↗

The Kalinin effectivity is studied and applied to compactifications and Hilbert squares.

problem Understanding Kalinin effectivity in compactifications and its applications.
method Definition, construction methods, and analysis of Kalinin effectivity in various compactifications.
result Wonderful compactifications of hyperplane arrangements and configuration spaces are Kalinin effective.

We develop a family of techniques to align word embeddings which are derived from different source datasets or created using different mechanisms (e.g., GloVe or word2vec). Our methods are simple and have a closed form to optimally rotate, translate, and scale to minimize root mean squared errors or maximize the averag…

2018-06-04abs ↗pdf ↗

We show that there exists a non-trivial simplified broken Lefschetz fibration which has infinitely many homotopy classes of sections. We also construct a non-trivial simplified broken Lefschetz fibration which has a section with non-negative square. It is known that no Lefschetz fibration satisfies either of the above …

2011-04-06abs ↗pdf ↗

In this article, we first describe a normal form of real-analytic, Levi-nondegenerate submanifolds of CNC^N of codimension d \ge 1 under the action of formal biholomorphisms, that is, of perturbations of Levi-nondegenerate hyperquadrics. We give a sufficient condition on the formal normal form that ensures that the n…

2017-05-11abs ↗pdf ↗

This note analyzes the normal form of gradient Ricci 4-solitons.

problem Understanding the curvature operator of gradient Ricci 4-solitons.
method Analyzing the normal form of the operator R^+12H^\hat{R} + \frac{1}{2}\hat{H} and curvature operator R^\hat{R} of Koiso-Cao soliton.
result The curvature operator of the Koiso-Cao soliton inherits a normal form relative to the space of algebraic Kähler curvature operators.

We introduce the notion of a ribbon-clasp surface-link, which is a generalization of a ribbon surface-link. We generalize the notion of a normal form on embedded surface-links to the case of immersed surface-links and prove that any (immersed) surface-link can be described in a normal form. It is known that an embedded…

2016-02-25abs ↗pdf ↗