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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.

168,742 papers · 148 categories

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4386128171 · May 202619922001200920172026
48 results for Strongly doubly reversible pairs

Pairs of elements in quaternionic hyperbolic space have zero measure of being strongly doubly reversible.

problem Characterizing pairs of elements in quaternionic hyperbolic space that are strongly doubly reversible.
method Analyzing conjugacy conditions and using Haar measure.
result The set of strongly doubly reversible pairs has Haar measure zero in $\PSp(n,1) imes \PSp(n,1)$.

Study identifies prime strongly positive amphicheiral knots with double symmetry.

problem Characterizing prime strongly positive amphicheiral knots with specific symmetries.
method Examined knots up to 16 crossings, identified prime knots with double symmetry, and presented almost doubly symmetric diagrams.
result Found the first prime strongly positive amphicheiral knot not slice.

Pairs trading strategy fails to outperform market benchmarks, but performs well during bear markets.

problem The validity of pairs trading as a profitable strategy in modern markets.
method Used common distance and cointegration methods on US equities from 1990 to 2020, including the Covid-19 crisis.
result The pairs trading strategy does not consistently outperform market benchmarks, but performs well during bear markets.

Classifies reversible and strongly reversible elements in quaternionic groups.

problem Classifying reversible and strongly reversible elements in quaternionic groups.
method Proves elements are reversible if and only if they are products of skew-involutions (resp. involutions).
result Proves elements are reversible if and only if they are products of skew-involutions (resp. involutions).

Let GG be a group. An element gg in GG is called reversible if it is conjugate to g1g^{-1} within GG, and called strongly reversible if it is conjugate to its inverse by an order two element of GG. Let HHn\textbf{H}_{\mathbb H}^n be the nn-dimensional quaternionic hyperbolic space. Let PSp(n,1)\mathrm{PSp}(n,1) be the i…

2019-03-10abs ↗pdf ↗

We call a closed, connected, orientable manifold in one of the categories TOP, PL or DIFF chiral if it does not admit an orientation-reversing automorphism and amphicheiral otherwise. Moreover, we call a manifold strongly chiral if it does not admit a self-map of degree -1. We prove that there are strongly chiral, smoo…

2009-07-30abs ↗pdf ↗

This work concerns the study of certain finite-energy solutions of the anti-self-dual Yang-Mills equations on Euclidean 4-dimensional space which are periodic in two directions, so-called doubly-periodic instantons. We establish a circle of ideas involving equivalent analytical and algebraic-geometric descriptions of t…

1999-12-04abs ↗pdf ↗

Geometric approach for unsupervised word embedding alignment.

problem Learning alignment between word embeddings of source and target languages.
method Formulates alignment as domain adaptation on the manifold of doubly stochastic matrices, employing Riemannian conjugate gradient algorithm.
result Empirically outperforms state-of-the-art methods on bilingual lexicon induction tasks.

Collective behaviours taking place in financial markets reveal strongly correlated states especially during a crisis period. A natural hypothesis is that trend reversals are also driven by mutual influences between the different stock exchanges. Using a maximum entropy approach, we find coordinated behaviour during tre…

2013-10-30abs ↗pdf ↗

A knot in the 3-sphere is called doubly slice if it is a slice of an unknotted 2-sphere in the 4-sphere. We give a bi-sequence of new obstructions for a knot being doubly slice. We construct it following the idea of Cochran-Orr-Teichner's filtration of the classical knot concordance group. This yields a bi-filtration o…

2004-11-06abs ↗pdf ↗

We study trisections of 4-manifolds obtained by spinning and twist-spinning 3-manifolds, and we show that, given a (suitable) Heegaard diagram for the 3-manifold, one can perform simple local modifications to obtain a trisection diagram for the 4-manifold. We also show that this local modification can be used to conver…

2017-08-03abs ↗pdf ↗

The paper generalizes a mean value theorem for solutions of the ultrahyperbolic equation.

problem Establishing a mean value property for solutions of the ultrahyperbolic equation.
method Using conformal maps of the pseudo-Euclidean space of signature 2+2, the paper extends Asgeirsson's theorem to a more general class of pairs of curves.
result The mean value property is proven for non-degenerate conjugate conics, including conjugate circles, hyperbolae, parabolae, and line-empty pairs.

Study counts and equidistributes geodesic orbits on curved spaces.

problem Counting and equidistribution of strongly reversible closed geodesics in negatively curved spaces.
method Generalized techniques from Sarnak and Erlandsson-Souto, thermodynamic formalism, and graphs of groups with 2-torsion.
result Asymptotic counting and equidistribution of geodesic orbits towards the Bowen-Margulis measure.

The intermarket analysis, in particular the lead-lag relationship, plays an important role within financial markets. Therefore a mathematical approach to be able to find interrelations between the price development of two different financial underlyings is developed in this paper. Computing the differences of the relat…

2015-04-23abs ↗pdf ↗

New method detects inconsistencies in AHP matrices using triadic preference reversals.

problem Challenges in assessing consistency in AHP pairwise comparison matrices.
method Triadic preference reversals to detect inconsistencies between pairs of elements.
result 97% accuracy in detecting inconsistencies, significantly surpassing traditional methods.

A new trading strategy using reinforcement learning for statistical arbitrage.

problem Traditional statistical arbitrage models rely on model assumptions and price deviations from a long-term mean.
method Empirical reversion time metric, reinforcement learning framework, and state space optimization.
result Optimal mean reversion strategy identified through reinforcement learning.

The purpose of these notes is to provide a systematic quantitative framework - in what is intended to be a "pedagogical" fashion - for discussing mean-reversion and optimization. We start with pair trading and add complexity by following the sequence "mean-reversion via demeaning -> regression -> weighted regression ->…

2014-08-10abs ↗pdf ↗

The ropelength of a space curve is usually defined as the quotient of its length by its thickness: the radius of the largest embedded tube around the knot. This idea was extended to space polygons by Eric Rawdon, who gave a definition of ropelength in terms of doubly-critical self-distances (local minima of the distanc…

2004-09-21abs ↗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 ↗

A new framework RTK accelerates diffusion inference by breaking down the process into fewer, more efficient subproblems.

problem Efficiently generating data from trained diffusion models using discretized reverse SDEs or ODEs.
method Developed a general RTK framework that decomposes the diffusion process into fewer, more balanced subproblems, using MALA and ULD for sampling.
result The RTK-MALA and RTK-ULD algorithms achieve faster convergence rates and lower error compared to existing methods.

Proposes a framework for selecting machine learning algorithms in semiparametric models.

problem Model selection in semiparametric problems with high-dimensional nuisance parameters.
method Selective machine learning framework based on a novel pseudo-risk criterion.
result Empirical selection criterion performs nearly as well as an oracle in cross-validation.

We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum likelihood method to construct the optimal static pairs trading portfolio that best fits the Ornstein-Uhlenbeck process, and rigorously estimate the parameters.…

2016-02-18abs ↗pdf ↗

A new method for sparse regression models using graph structure.

problem Sparse regression models for high-dimensional data.
method Decomposes coefficient vector into latent variables, performs regularization on latent variables, uses proximal projection.
result Stable performance compared to other models, especially for high-dimensional data.

The paper introduces a new pairs trading model using nonlinear and non-Gaussian state-space models.

problem Developing a robust trading strategy for pairs of assets with non-Gaussian and heteroskedastic innovations.
method A nonlinear and non-Gaussian state-space model for the spread between two assets, with mean reversion modeled as a mean-reverting process.
result The new trading strategy yields significantly higher returns and Sharpe ratios compared to existing methods.

The subject of this paper is strongly homotopy (SH) Lie algebras, also known as LL_\infty-algebras. We extract an intrinsic character, the Atiyah class, which measures the nontriviality of an (SH) Lie algebra AA when it is extended to LL. In fact, given such an SH Lie pair (L,A)(L, A), and any AA-module EE, there ass…

2016-09-04abs ↗pdf ↗

In a classic paper Zeeman introduced the k-twist spin of a knot K and showed that the exterior of a twist spin fibers over S^1. In particular this result shows that the knot K # -K is doubly slice. In this paper we give a quick proof of Zeeman's result. The k-twist spin of K also gives rise to two metabolizers for K # …

2013-12-06abs ↗pdf ↗

New representations of hyperbolic 3-manifold groups into larger groups.

problem Finding representations of hyperbolic 3-manifold groups into larger matrix groups.
method Holonomy representations from projective deformations of hyperbolic structures.
result First examples of strongly dense representations into SL(4,R)SL(4,\mathbb{R}) and SU(3,1)SU(3,1).

The paper examines Einstein doubly warped product manifolds with a semi-symmetric metric connection.

problem Characterizing Einstein doubly warped product manifolds with a semi-symmetric metric connection.
method Deriving curvature formulas and proving necessary and sufficient conditions for a manifold to be a warped product.
result Obtained results for Einstein doubly warped product manifolds and Einstein-like doubly warped product manifolds.