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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.

169,051 papers · 148 categories

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48 results for Wick ordering

Study real GIT and Wick-rotations of pseudo-Riemannian manifolds.

problem Understanding Wick-rotations and their conditions for pseudo-Riemannian manifolds.
method Extending earlier results, providing sufficient and necessary conditions for Wick-rotatability, and deriving an invariance theorem.
result Derived sufficient and necessary conditions for pseudo-Riemannian manifolds to be Wick-rotatable.

We define Wick-rotations by considering pseudo-Riemannian manifolds as real slices of a holomorphic Riemannian manifold. From a frame bundle viewpoint Wick-rotations between different pseudo-Riemannian spaces can then be studied through their structure groups which are real forms of the corresponding complexified Lie g…

2017-03-12abs ↗pdf ↗

Ricci flow emerges from renormalizing nonlinear Sigma models.

problem Understanding the renormalization group flow in nonlinear Sigma models.
method Using Euclidean algebraic quantum field theory and Wick ordering.
result The first-order renormalization group flow of nonlinear Sigma models equals the Ricci flow.

"Ends of hyperbolic 3-manifolds should support canonical Wick Rotations, so they realize effective interactions of their ending globally hyperbolic spacetimes of constant curvature." We develop a consistent sector of WR-rescaling theory in 3D gravity, that, in particular, concretizes the above guess for many geometrica…

2004-12-23abs ↗pdf ↗

We develop a ``canonical Wick rotation-rescaling theory in 3-dimensional gravity''. This includes: (a) A simultaneous classification that shows how generic maximal globally hyperbolic spacetimes of constant curvature, which admit a complete Cauchy surface (in particular a compact one), as well as complex projective str…

2005-08-25abs ↗pdf ↗

Paper introduces a new cosmological volume function and its properties.

problem Introducing a new cosmological volume function.
method Introduces and analyzes the cosmological volume function τ_V, showing it's continuously differentiable.
result τ_V leads to a canonical splitting of the metric tensor and a canonical Wick-rotated Riemannian metric.

The paper shows how Scherk-type surfaces can be decomposed into helicoids.

problem Decomposing Scherk-type zero mean curvature surfaces.
method Using a special Euler-Ramanujan identity and Wick rotation, the paper expresses these surfaces as an infinite superposition of dilated helicoids and provides different finite decompositions.
result Scherk-type zero mean curvature surfaces can be expressed as an infinite superposition of dilated helicoids.

The paper defines a category of Lagrangian correspondences in super Hilbert spaces and constructs a functorial field theory.

problem Understanding composition of Lagrangian correspondences in Hilbert spaces.
method Study of Lagrangian correspondences, construction of a category, and functorial field theory.
result Well-defined composition law in a category of Lagrangian correspondences.

New gravitational solitons and infinite topological manifolds found.

problem Finding new gravitational solitons and Riemannian manifolds.
method Space-periodic solutions of Einstein equations, quotients, Wick rotation.
result Complete Ricci flat Riemannian manifolds of infinite topological type.

Given a closed hyperbolic surface SS, let $\cQF$ denote the space of quasifuchsian hyperbolic metrics on S×RS\times\R and $\cGH_{-1}$ the space of maximal globally hyperbolic anti-de Sitter metrics on S×RS\times\R. We describe natural maps between (parts of) $\cQF$ and $\cGH_{-1}$, called "Wick rotations", defined in te…

2014-11-18abs ↗pdf ↗

Let DD be a homogeneous bounded domain of Cn\mathbb{C}^n and A\mathcal{A} a set of (anti--Wick) symbols that defines a commutative algebra of Toeplitz operators on every weighted Bergman space of DD. We prove that if A\mathcal{A} is rich enough, then it has an underlying geometric structure given by a Lagrangian fo…

2012-01-10abs ↗pdf ↗

G-framework is presented by Peng [41] for measure risk under uncertainty. In this paper, we define fractional G-Brownian motion (fGBm). Fractional G-Brownian motion is a centered G-Gaussian process with zero mean and stationary increments in the sense of sub-linearity with Hurst index H(0,1)H\in (0,1). This process has sta…

2013-06-18abs ↗pdf ↗

Modular operads are a special type of operad: in fact, they bear the same relationship to operads that graphs do to trees (i.e. simply connected graphs). One of the basic examples of a modular operad is the collection of Deligne-Mumford-Knudsen moduli spaces Mˉg,n\bar{M}_{g,n} of stable pointed algebraic curves; hence the…

1994-08-17abs ↗pdf ↗

For the free group FrF_r on r>1r>1 generators (respectively, the free product G1G2G_1 * G_2 of two nontrivial finite groups G1G_1 and G2G_2), we obtain the asymptotic for the number of conjugacy classes of commutators in FrF_r (respectively, G1G2G_1 * G_2) with a given word length in a fixed set of free generators (respecti…

2018-02-26abs ↗pdf ↗

Power-law spectrum of random feature model is preserved in neural networks.

problem Preserving power-law spectrum in neural networks through random feature model.
method Characterized eigenvalues of population random-feature covariance using dyadic head-tail decomposition and Wick chaos expansions.
result Power-law exponent αα is inherited from input covariance, modified by a logarithmic correction.

The paper extends graph embedding models to handle multiple relations.

problem Link prediction in multi-relational networks.
method Generalized pseudo-Riemannian embedding models to multi-relational networks, considering relations as submanifolds.
result Validation of the approach in link prediction tasks, including knowledge graph completion and biological domain analysis.

We derive a closed formula for a star-product on complex projective space and on the domain SU(n+1)/S(U(1)×U(n))SU(n+1)/S(U(1)\times U(n)) using a completely elementary construction: Starting from the standard star-product of Wick type on Cn+1{0}C^{n+1} \setminus \{ 0 \} and performing a quantum analogue of Marsden-Weinstein reduction, we ca…

1995-03-09abs ↗pdf ↗

Study large N oscillations in 3D theories related to black hole physics.

problem Understanding large N sign oscillations in 3D theories via holography.
method Holographic computation of on-shell actions for Euclidean supergravity solutions, Wick rotation of magnetically charged AdS4 black holes.
result Proposed a non-trivial mathematical conjecture regarding phase factors of twisted Reidemeister-Ray-Singer torsion.

This paper is dedicated to Oleg Viro on his 60-th birthday. The paper is about Khovanov homology and its relationships with statistical mechanics models such as the Ising model and the Potts model. We give a relatively self-contained introduction to Khovanov homology, and also a reformulation of the Potts model in term…

2009-07-18abs ↗pdf ↗

Motivated by the search for new gravity duals to M2 branes with N>4N>4 supersymmetry --- equivalently, M-theory backgrounds with Killing superalgebra osp(N4)\mathfrak{osp}(N|4) for N>4N>4 --- we classify homogeneous M-theory backgrounds with symmetry Lie algebra so(n)so(3,2)\mathfrak{so}(n) \oplus \mathfrak{so}(3,2) for n=5,6,7n=5,6,7. We f…

2015-11-11abs ↗pdf ↗

The aim of this survey is to give an overview on the geometry of Einstein maximal globally hyperbolic 2+1 spacetimes of arbitrary curvature, conatining a complete Cauchy surface of finite type. In particular a specialization to the finite type case of the canonicla Wick rotation-rescaling theory, previously developed b…

2007-04-17abs ↗pdf ↗

Study of convergence in Lorentzian spacetimes using temporal functions.

problem Non-compactness of spacetime isometries and convergence in semi-Riemannian settings.
method Introduced anchored convergence and used Cauchy temporal functions to define convergence for spacetimes.
result Established local and global regularity of Cauchy temporal functions and their properties.

New findings on kernel regression in the quadratic regime, improving understanding of machine learning models.

problem Understanding kernel ridge regression in the quadratic asymptotic regime.
method Extended study of kernel regression to the quadratic regime, establishing approximation bounds and spectral distributions.
result Broad class of inner-product kernels exhibit behavior similar to a quadratic kernel, with precise asymptotic training and test errors characterized.

Proves HNN extensions of nilpotent groups are left-orderable, constructs non-left-orderable examples.

problem Characterizing left-orderability in HNN extensions of groups.
method Analyzes HNN extensions of torsion-free nilpotent groups and left-orderable groups.
result Constructs examples of non-left-orderable HNN extensions of left-orderable groups.

The paper characterizes L-space 3-manifolds using quandle orderability.

problem Characterizing L-space 3-manifolds using quandle orderability.
method Using quandles and their extensions, the paper investigates orderability and circular orderability conditions.
result The nn-quandle Qn(L)Q_n(L) of a link quandle is not right circularly orderable.

Optimal stock trading strategy with market orders and limit orders in a risky market.

problem Finding the best time and amount to place market and limit orders to minimize costs.
method Analyzes single and multi-period models with limit and market orders, considering liquidity risk.
result Optimal placement of market and limit orders can be determined under different market conditions.

Study analyzes order transitions in high, medium, and low market cap stocks using Markov chains.

problem Understanding order transitions in stocks of different market caps.
method First-order discrete-time Markov chain model applied to NASDAQ100 stocks.
result Limit orders exhibit higher inertia during opening hours but decrease in subsequent hours, while market orders increase.

The paper defines circular orderability for quandles and explores their properties.

problem Understanding the structure of quandles through circular orderings.
method Introduced circular orderability for quandles, showed embedding properties, and provided examples.
result Spaces of circular orderings embed in the space of all orderings, and examples of non-circularly orderable quandles are given.