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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.

168,657 papers · 148 categories

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114228342456 · Jun 202019922001200920172026
48 results for WKB analysis

In this note we make an attempt to compare a cohomological theory of Hilbert spaces of ground states in the N=(2,2){\cal N}=(2,2) 2d Landau-Ginzburg theory in models describing link embeddings in R3{\mathbb{R}}^3 to Khovanov and Khovanov-Rozansky homologies. To confirm the equivalence we exploit the invariance of Hilbert sp…

2017-02-23abs ↗pdf ↗

Study non-perturbative quantum geometry of string theories using finite difference equations and resurgence analysis.

problem Non-perturbative quantum geometry of open and closed topological string on the resolved conifold.
method Finite difference equations, resurgence analysis, exact WKB techniques.
result Identify 5d BPS states and relate spectral problems to quantum integrable systems.

Study of WKB asymptotics of Stokes matrices and spectral curves, proving rhombus inequalities.

problem Analyzing WKB asymptotics of Stokes matrices and spectral curves.
method Using spectral network theory, Poisson geometry, and cluster structures.
result Real parts of leading WKB exponents satisfy rhombus inequalities.

Study of free particle's geometry and its perturbations using complex projective structures.

problem Understanding the geometry of a free particle and its perturbations.
method Use of complex projective structures and quasiconformal geometry to study perturbations.
result Main results loosely modeled on algebraic transformation theory, foundational for geometric understanding of the exact WKB method.

We show that the Borel sums of the Voros symbols considered in the theory of exact WKB analysis arise naturally as Fock-Goncharov coordinates of framed PGL2(C)PGL_2(\mathbb{C})-local systems on a marked bordered surface. Using this result, we show that these Borel sums can be meromorphically continued to any point of $\math…

2018-02-15abs ↗pdf ↗

Study on rank 2 Higgs bundles on 5-punctured sphere, proving P=WP=W conjecture in lowest degree.

problem Proving the P=WP=W conjecture for rank 2 Higgs bundles on a 5-punctured sphere.
method Abelianization of Higgs bundles, fiducial solutions, and analysis of Fenchel--Nielsen co-ordinates.
result Proved the lowest degree weighted pieces of the P=WP=W conjecture.

Analyzes tunneling effects for Schrödinger operators on vector bundles.

problem Tunneling effects in quantum systems with multiple potential wells.
method Quasimodes and WKB analysis near potential wells, interaction matrix for coupling between wells.
result Polynomial prefactor for exponentially small eigenvalue splitting determined by dimension of minimal geodesics.

The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For special cases of such a Fokker-Planck equation we describe a construction of exact …

2008-04-06abs ↗pdf ↗

Analyzes how quadratic differential trajectories change with variation, proving a wall-crossing formula.

problem Analyzing how the number of trajectories of quadratic differentials changes with variation.
method Proves an analytic wall-crossing formula using Fock-Goncharov coordinates and characterizes birational automorphisms.
result Characterizes certain birational automorphisms and computes Stokes automorphisms.

In this paper, we are interested in the location of conjugate points along a geodesic in the volumorphism group of a compact three-dimensional manifold without boundary (the configuration space of an ideal fluid). As shown in the author's previous work, these are typically pathological, i.e., they can occur in clusters…

2007-10-20abs ↗pdf ↗

A sequence of rational functions in a variable qq is qq-holonomic if it satisfies a linear recursion with coefficients polynomials in qq and qnq^n. We prove that the degree of a qq-holonomic sequence is eventually a quadratic quasi-polynomial. Our proof uses differential Galois theory (adapting proofs regarding hol…

2010-05-25abs ↗pdf ↗

We consider BPS states in a large class of d=4, N=2 field theories, obtained by reducing six-dimensional (2,0) superconformal field theories on Riemann surfaces, with defect operators inserted at points of the Riemann surface. Further dimensional reduction on S^1 yields sigma models, whose target spaces are moduli spac…

2009-07-23abs ↗pdf ↗

A quasiclassical approximation is constructed to describe the eigenvalues of the magnetic Laplacian on a compact Riemannian manifold in the case when the magnetic field is not given by an exact 2-form. For this, the multidimensional WKB method in the form of Maslov canonical operator is applied. In this case, the canon…

2019-12-28abs ↗pdf ↗

We consider the eigenvalue equation for the Laplace-Beltrami operator acting on scalar functions on the non-compact Eguchi-Hanson space. The corresponding differential equation is reducible to a confluent Heun equation with Ince symbol [0,2,1_2]. We construct approximations for the eigenfunctions and their asymptotic s…

2002-10-06abs ↗pdf ↗

Based on our previous study [IS2] we develop fully the stationary scattering theory for the Schrodinger operator on a manifold possessing an escape function. A particular class of examples are manifolds with Euclidean and/or hyperbolic ends, possibly with unbounded and non-smooth obstacles. We develop the theory largel…

2016-02-24abs ↗pdf ↗

In the limit 0\hbar\to 0, we analyze a class of Schrödinger operators H=2L+W+VidH_\hbar = \hbar^2 L + \hbar W + V\cdot \mathrm{id} acting on sections of a vector bundle Eh\mathcal{Eh} over a Riemannian manifold MM where LL is a Laplace type operator, WW is an endomorphism field and the potential energy VV has a non-degene…

2013-09-17abs ↗pdf ↗

The Hitchin-Simpson equations are first-order non-linear equations for a pair consisting of a connection and a Higgs field. In this paper, we study the behavior of sequences of solutions to the Hitchin-Simpson equations on closed Kähler manifolds with unbounded L2L^2 norms of the Higgs fields. We prove a compactness re…

2020-02-19abs ↗pdf ↗

Paper derives closed-form solutions for CEV model using semiclassical approximation.

problem Analyzing the constant elasticity variance (CEV) option pricing model.
method Utilizes semiclassical (WKB) approximation and Van Vleck-Morette determinant.
result Derives an exponential factor not previously considered in the kernel.

Let (E,E,θ)(E,\overline{\partial}_E,θ) be a stable Higgs bundle of degree 00 on a compact connected Riemann surface. Once we fix the flat metric hdet(E)h_{\det(E)} on the determinant of EE, we have the harmonic metrics hth_t (t>0)(t>0) for the stable Higgs bundles (E,E,tθ)(E,\overline{\partial}_E,tθ) such that det(ht)=hdet(E)\det(h_t)=h_{\det(E)}. …

2015-08-24abs ↗pdf ↗

The colored Jones function of a knot is a sequence of Laurent polynomials. It was shown by TTQ. Le and the author that such sequences are qq-holonomic, that is, they satisfy linear qq-difference equations with coefficients Laurent polynomials in qq and qnq^n. We show from first principles that qq-holonomic sequence…

2003-06-15abs ↗pdf ↗

Optimizes financial decisions with illiquid assets using Kelly criterion.

problem Determining optimal betting strategies in games with external capital constraints.
method Dynamic programming and WKB approximation for multi-round games; Kelly criterion for single-round games.
result Rational players adjust their risk-taking based on the proportion of their capital locked away.

We consider the qq-nonabelianization map, which maps links LL in a 3-manifold MM to links L~\widetilde{L} in a branched NN-fold cover M~\widetilde{M}. In quantum field theory terms, qq-nonabelianization is the UV-IR map relating two different sorts of defect: in the UV we have the six-dimensional (2,0)(2,0) superconf…

2020-02-19abs ↗pdf ↗

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

Paper combines geometry and time-series analysis for spatiotemporal data.

problem Multivariate time-series data from multiple sensors.
method Combines manifold learning, Riemannian geometry, and spectral analysis.
result Proposes Riemannian multi-resolution analysis (RMRA) for dynamic mode extraction.

In this paper the exact linear relation between the leading eigenvectors of the modularity matrix and the singular vectors of an uncentered data matrix is developed. Based on this analysis the concept of a modularity component is defined, and its properties are developed. It is shown that modularity component analysis …

2015-10-19abs ↗pdf ↗

This paper investigates to identify the requirement and the development of machine learning-based mobile big data analysis through discussing the insights of challenges in the mobile big data (MBD). Furthermore, it reviews the state-of-the-art applications of data analysis in the area of MBD. Firstly, we introduce the …

2018-08-02abs ↗pdf ↗

Interactive DR framework for comparing datasets.

problem Limited flexibility in existing DR methods for comparative analysis.
method Unified linear comparative analysis (ULCA) with interactive optimization and visualization.
result ULCA and optimization algorithm improve comparative analysis efficiency and flexibility.

Proposes a multivariate regression model for better analysis of multiple datasets.

problem Insufficient performance of single-dataset analysis in integrative studies.
method Sparse estimation for variable and group selection, alternating direction method of multipliers algorithm.
result Demonstrated improved performance through simulations and real data analysis.

This study analyzes data science vocabulary changes over 13 years.

problem Understanding evolution of data science terms over time.
method Exploratory Data Analysis, Latent Semantic Analysis, Latent Dirichlet Analysis, N-grams Analysis.
result Identified new vocabulary and its incorporation into scientific literature.