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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.

168,694 papers · 148 categories

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18355370 · Jun 202019922001200920172026
48 results for Swan modules

Given a bundle gerbe on a compact smooth manifold or, more generally, on a compact étale Lie groupoid MM, we show that the corresponding category of gerbe modules, if it is non-trivial, is equivalent to the category of finitely generated projective modules over an Azumaya algebra on MM. This result can be seen as an …

2014-01-13abs ↗pdf ↗

The Serre-Swan theorem in differential geometry establishes an equivalence between the category of smooth vector bundles over a smooth compact manifold and the category of finitely generated projective modules over the unital ring of smooth functions. This theorem is here generalized to manifolds of bounded geometry. I…

2013-02-14abs ↗pdf ↗

The aim of this note is to analyse the structure of the L0L^0-normed L0L^0-modules over a metric measure space. These are a tool that has been introduced by N. Gigli to develop a differential calculus on spaces verifying the Riemannian Curvature Dimension condition. More precisely, we discuss under which conditions an …

2018-03-07abs ↗pdf ↗

The classical Serre-Swan's theorem defines a bijective correspondence between vector bundles and finitely generated projective modules over the algebra of continuous functions on some compact Hausdorff topological space. We extend these results to obtain a correspondence between the category of representations of an et…

2008-06-11abs ↗pdf ↗

Reduces Lie (bi-)algebroids and Dirac manifolds using constraint vector bundles.

problem Reduction of Lie (bi-)algebroids and Dirac manifolds.
method Introduces constraint manifolds and constraint vector bundles; proves constraint Serre-Swan theorem; introduces Cartan calculus for constraint forms and multivector fields; shows compatibility with reduction.
result Reduction procedure for Lie (bi-)algebroids and Dirac manifolds.

Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.

problem Inaccuracies in classical Solow-Swan model in capturing long-term dynamics.
method Introduced fractional calculus with Caputo derivative into Solow-Swan framework.
result Fractional-order model shows significant impact on capital accumulation and stability.

Develops differential K-theory for noncommutative algebras.

problem Creating a differential extension of algebraic K-theory for noncommutative algebras.
method Introduces secondary transgression forms and a differential refinement of the smooth Serre--Swan correspondence.
result Subsumes differential K-theory for smooth manifolds and fits into a noncommutative differential cohomology hexagon diagram.

Society's drive toward ever faster socio-technical systems, means that there is an urgent need to understand the threat from 'black swan' extreme events that might emerge. On 6 May 2010, it took just five minutes for a spontaneous mix of human and machine interactions in the global trading cyberspace to generate an unp…

2012-02-07abs ↗pdf ↗

Out-of-control information technology (IT) projects have ended the careers of top managers, such as EADS CEO Noel Forgeard and Levi Strauss' CIO David Bergen. Moreover, IT projects have brought down whole companies, like Kmart in the US and Auto Windscreen in the UK. Software and other IT is now such an integral part o…

2013-03-28abs ↗pdf ↗

In this paper, we present Neural Phrase-based Machine Translation (NPMT). Our method explicitly models the phrase structures in output sequences using Sleep-WAke Networks (SWAN), a recently proposed segmentation-based sequence modeling method. To mitigate the monotonic alignment requirement of SWAN, we introduce a new …

2017-06-17abs ↗pdf ↗

The paper shows how to construct non-Gaussian Martingales using hyperbolic diffusion.

problem The challenge of modeling extreme financial events.
method Constructing Martingale processes with Cauchy distribution in the large volatility limit.
result Financial justification for using non-Gaussian distributions in modeling extreme events.

In the presence of a layer of metaprobabilities (from uncertainty concerning the parameters), the asymptotic tail exponent corresponds to the lowest possible tail exponent regardless of its probability. The problem explains "Black Swan" effects, i.e., why measurements tend to chronically underestimate tail contribution…

2012-10-06abs ↗pdf ↗

QTMRL uses RL with multi-indicators to improve trading adaptability.

problem Traditional trading models fail in volatile markets due to rigid assumptions.
method Combines multi-indicators with RL for adaptive portfolio management.
result QTMRL outperforms baselines in profitability and risk control.

We show that, under mild assumptions, some unimaginable events - which we refer to as Black Swan events - must necessarily occur. It follows as a corollary of our theorem that any computational model of decision-making under uncertainty is incomplete in the sense that not all events that occur can be taken into account…

2018-03-07abs ↗pdf ↗

Applying the classical Serre-Swan theorem, as this is extended to topological (non-normed) algebras, one attains a classification of elementary particles via their spin-structure. In this context, our argument is virtually based on a ``correspondence principle'' of S. A. Selesnick, formulated herewith in a sheaf-theore…

2002-07-25abs ↗pdf ↗

Commissioned by MIT's in-house artist Jane Philbrick, we evolve an abstract 2D surface (resembling Marta Pan's 1961 "Sculpture Flottante I") under mean curvature, all the while calculating the eigenmodes and eigenvalues of the Laplace-Beltrami operator on the resulting shapes. These are then synthesized into a sound-wa…

2012-01-23abs ↗pdf ↗

Study finds 'Dragon Kings' in stock market volatility during major economic crises.

problem Identifying significant deviations from normal market volatility.
method Analyzed S&P500 index volatility, categorized as Black Swans, Dragon Kings, or Negative Dragon Kings, using modified Generalized Beta and Generalized Beta Prime distributions.
result Observed 'potential' Dragon Kings that eventually turn into Negative Dragon Kings, with more pronounced phenomenon as time averaging increases.

We suggest an original physical approach to describe the mechanism of market pricing. The core of our approach is to consider pricing at different time scales separately, using independent equations of motion. Such an approach leads to a pricing model that not only allows estimating the volatility of future market pric…

2014-06-22abs ↗pdf ↗

We introduce higher skein modules of links generalizing the Conway skein module. We show that these modules are closely connected to the HOMFLY polynomial.

1998-12-11abs ↗pdf ↗

A new method to derive presentations of skein modules is developed. For the case of homotopy skein modules it will be shown how the topology of a 3-manifold is reflected in the structure of the module. The freeness problem for q-homotopy skein modules is solved, and a natural skein module related to linking numbers is …

2000-07-06abs ↗pdf ↗

A general theory of innovation and progress in human society is outlined, based on the combat between two opposite forces (conservatism/inertia and speculative herding "bubble" behavior). We contend that human affairs are characterized by ubiquitous ``bubbles'', which involve huge risks which would not otherwise be tak…

2007-06-13abs ↗pdf ↗

Neural Module Networks, originally proposed for the task of visual question answering, are a class of neural network architectures that involve human-specified neural modules, each designed for a specific form of reasoning. In current formulations of such networks only the parameters of the neural modules and/or the or…

2019-05-27abs ↗pdf ↗

Skein modules are the main objects of an algebraic topology based on knots (or position). In the same spirit as Leibniz we would call our approach "algebra situs." When looking at the panorama of skein modules we see, past the rolling hills of homologies and homotopies, distant mountains - the Kauffman bracket skein mo…

1998-09-21abs ↗pdf ↗

Generalized Steinberg module presentation for Gaussian and Eisenstein integers.

problem Presenting Steinberg modules for specific number rings.
method Generalization of Bykovskii's presentation to Gaussian and Eisenstein integers.
result Generalization does not yield a presentation for all Euclidean number rings.

We define 2-crossed module bundle 2-gerbes related to general Lie 2-crossed modules and discuss their properties. A 2-crossed module bundle 2-gerbe over a manifold is defined in terms of a so called 2-crossed module bundle gerbe, which is a crossed module bundle gerbe equipped with an extra sructure. It is shown that s…

2009-11-08abs ↗pdf ↗

Combinatorial approach to compute satellite knot invariants using graph theory.

problem Computing knot invariants for satellite knots using bordered Heegaard Floer homology.
method Construct weighted AA_\infty-modules using decorated planar graphs and prove their isomorphism.
result Combinatorial proof of AA_\infty structure relations for the constructed modules.

This paper generalizes L2 cohomology theory for complex manifolds.

problem Developing a L2 cohomology theory for Hodge modules on infinite covering spaces.
method Formulating a conjectural generalization of L2-Mixed Hodge structures using Saito's Mixed Hodge Modules.
result Partial results in the conjectural generalization of L2-Mixed Hodge structures.

Let {T1,,Tn}\{T_1, \ldots, T_n\} be a set of nn commuting bounded linear operators on a Hilbert space H\mathcal{H}. Then the nn-tuple (T1,,Tn)(T_1, \ldots, T_n) turns H\mathcal{H} into a module over C[z1,,zn]\mathbb{C}[z_1, \ldots, z_n] in the following sense: \[\mathbb{C}[z_1, \ldots, z_n] \times \mathcal{H} \raro \clh, \quad \quad …

2013-08-28abs ↗pdf ↗