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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 Tristram-Levine signature

We study properties of the signature function of the torus knot Tp,qT_{p,q}. First we provide a very elementary proof of the formula for the integral of the signatures over the circle. We obtain also a closed formula for the Tristram--Levine signature of a torus knot in terms of Dedekind sums.

2010-02-24abs ↗pdf ↗

We compute the average Tristram---Levine signature of any graph link with positive weights in a three sphere, generalizing the results of Kirby and Melvin. The main tools are the Neumann's algorithm for computing the equivariant signatures of graph links and the Reciprocity Law for Dedekind sums.

2013-05-07abs ↗pdf ↗

To each unit complex number with positive imaginary part there is defined a Tristram-Levine knot signature function. The set of all such signature functions is linearly independent as a set of functions defined on the set of all knots. The set of averaged signature functions forms a linearly independent set of homomoro…

2002-08-28abs ↗pdf ↗

We introduce Tristram-Levine signatures of virtual knots and use them to investigate virtual knot concordance. The signatures are defined first for almost classical knots, which are virtual knots admitting homologically trivial representations. The signatures and ωω-signatures are shown to give bounds on the topologic…

2017-08-27abs ↗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 ↗

Let DD be an oriented link diagram with the set of regions rD\operatorname{r}_{D}. We define a symmetric map (or matrix) τD ⁣:rD×rDZ[x]\operatornameτ_{D}\colon\operatorname{r}_{D}\times \operatorname{r}_{D} \to \mathbb{Z}[x] that gives rise to an invariant of oriented links, based on a slightly modified SS-equivalence of Trotter…

2018-01-15abs ↗pdf ↗

We study the four-genus of linear combinations of torus knots: aT(p,q) # -bT(p',q'). Fixing positive p, q, p', and q', our focus is on the behavior of the four-genus as a function of positive a and b. Three types of examples are presented: in the first, for all a and b the four-genus is completely determined by the Tri…

2015-08-06abs ↗pdf ↗

We use topological methods to study various semicontinuity properties of spectra of singular points of plane algebraic curves and of polynomials in two variables at infinity. Using Seifert forms and the Tristram--Levine signatures of links, we reprove (in a slightly weaker version) a result obtained by Steenbrink and V…

2011-01-28abs ↗pdf ↗

Based on some analogies with the Hodge theory of isolated hypersurface singularities, we define Hodge-type numerical invariants (called H-numbers) of any, not necessarily algebraic, link in S3S^3. They contain the same information as the (normalized) real Seifert matrix. We study their basic properties, we express the …

2010-05-12abs ↗pdf ↗

We study two homomorphisms to the rational homology sphere group. If ψψ denotes the inclusion homomorphism from the integral homology sphere group, then using work of Lisca we show that the image of ψψ intersects trivially with the subgroup of the rational homology sphere group generated by lens spaces. As corollarie…

2016-05-25abs ↗pdf ↗

This paper presents evidence supporting the surprising conjecture that in the topological category the slice genus of a satellite knot P(K)P(K) is bounded above by the sum of the slice genera of KK and P(U)P(U). Our main result establishes this conjecture for a variant of the topological slice genus, the Z\mathbb{Z}-slic…

2019-08-10abs ↗pdf ↗

The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.

problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.

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 ↗

New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.

problem Invalidity of existing inverse theorems for mesh group-planes.
method Classification of three and five point meshes, analysis of joint invariant signatures.
result Valid conditions for the Signature-inverse Theorem in mesh group-planes.

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.

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 ↗

The paper examines the consistency of Lasso regression applied to signature analysis of time series data.

problem Consistency of Lasso regression in signature analysis of time series data.
method The paper studies the consistency of Lasso regression applied to signature analysis of time series data, both theoretically and numerically.
result The Lasso regression is consistent both asymptotically and in finite sample for certain types of time series and processes.

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.

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.

Paper generalizes path signature using fractional calculus for improved machine learning.

problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.

We present a novel method for extracting cancer signatures by applying statistical risk models (http://ssrn.com/abstract=2732453) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples from 14 cancers, we identify an "overall" mode of somatic mutational noise. We give a prescription …

2016-04-29abs ↗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.

Path signatures improve hedging of exotic derivatives in non-Markovian models.

problem Hedging exotic derivatives under non-Markovian stochastic volatility models.
method Investigates path signatures in deep and shallow learning contexts, comparing neural networks and regression approaches.
result Path signatures outperform LSTM in most cases and yield more accurate results in hedging.

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 ↗

The study explains why signature methods work in commodity futures term structure classification.

problem Lack of interpretability in signature methods for term structure classification.
method Introducing signature perturbations to explain the success of signature-based classification.
result The volatility of the convenience yield is the major discriminant for commodity markets classification.

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 ↗