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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.

168,695 papers · 148 categories

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16324763 · Jun 202619922001200920172026
48 results for band move

New method finds arbitrage opportunities in fluctuating asset bands.

problem Finding arbitrage opportunities in fluctuating asset bands.
method Formulate as maximizing volatility within a price band, using convex-concave optimization.
result Approximately solves non-convex optimization problem for moving-band arbitrage.

In the present paper, we consider local moves on classical and welded diagrams: (self-)crossing change, (self-)virtualization, virtual conjugation, Delta, fused, band-pass and welded band-pass moves. Interrelationship between these moves is discussed and, for each of these move, we provide an algebraic classification. …

2015-10-14abs ↗pdf ↗

The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…

2012-12-20abs ↗pdf ↗

We introduce a matrix representation of a chord on a tangle which leads us to representing tangle chord diagrams as stacks of matrices that we call books. We show that band sum moves, Reidemeister moves as well as orientation changes are implemented on \widetilde{Z}_f - a framed link invariant constructed from the Kont…

2010-10-14abs ↗pdf ↗

We study generalizations of finite-type knot invariants obtained by replacing the crossing change in the Vassiliev skein relation by some other local move, analyzing in detail the band-pass and doubled-delta moves. Using braid-theoretic techniques, we show that, for a large class of local moves, generalized Goussarov's…

2005-11-08abs ↗pdf ↗

In this paper we work toward the Homflypt skein module of the lens spaces L(p,1)L(p,1), S(L(p,1))\mathcal{S}(L(p,1)), using braids. In particular, we establish the connection between S(ST)\mathcal{S}({\rm ST}), the Homflypt skein module of the solid torus ST, and S(L(p,1))\mathcal{S}(L(p,1)) and arrive at an infinite system, whose solution…

2016-04-21abs ↗pdf ↗

In 1993 K. Habiro defined CkC_k-move of oriented links and around 1994 he proved that two oriented knots are transformed into each other by CkC_k-moves if and only if they have the same Vassiliev invariants of order k1\leq k-1. In this paper we define Vassiliev invariant of type (k1,...,kl)(k_1,...,k_l), and show that, for $k=k…

2000-03-03abs ↗pdf ↗

We generalize the definition of the framed Kontsevich integral initially presented by T.Q.T.Le and J.Murakami. We define an isotopy invariant Z~f\widetilde{Z}_f that behaves well under band sum moves.

2010-10-12abs ↗pdf ↗

We provide a complete set of two moves that suffice to relate any two open book decompositions of a given 3-manifold. One of the moves is the usual plumbing with a positive or negative Hopf band, while the other one is a special local version of Harer's twisting, which is presented in two different (but stably equivale…

2018-01-05abs ↗pdf ↗

This paper is concerned with detecting when a closed braid and its axis are 'mutually braided' in the sense of Rudolph. It deals with closed braids which are fibred links, the simplest case being closed braids which present the unknot. The geometric condition for mutual braiding refers to the existence of a close contr…

1999-07-02abs ↗pdf ↗

New invariant shows fifth move is unique and extends biquandle theory for surface-links.

problem Reproduce Yoshikawa's fifth move using other moves and isotopies.
method Develops a semi-invariant and biquandle-based invariant for surface-links.
result Yoshikawa's fifth move is unique and cannot be reproduced by other moves.

We consider ribbon n-knots for n\geq 2. For such knots we define a set of moves on ribbon disks, and show that any two ribbon disks for isotopic knots are related by a finite sequence of such moves and ambient isotopies. Using this we are able to prove that there is a natural geometric correspondence between ribbon n-k…

2009-04-06abs ↗pdf ↗

In a previous paper, we generalized the definition of the framed Kontsevich integral initially presented by Le and Murakami. We also defined an isotopy invariant Z~f\widetilde{Z}_f that is well-behaved under band sum moves. Using this invariant we study the construction of the LMO invariant, the Wheeling Theorem, and th…

2010-10-13abs ↗pdf ↗

In this paper we consider a free boundary problem in the 3-dimensional Lorentz-Minkowski space ł3ł^3 which deals spacelike surfaces whose mean curvature is a linear function of the time coordinate and the boundary moves in a given support plane. We study spacelike surfaces that project one-to-one into a strip of the su…

2006-10-02abs ↗pdf ↗

In this paper, we study surfaces embedded in 44-manifolds. We give a complete set of moves relating banded unlink diagrams of isotopic surfaces in an arbitrary 44-manifold. This extends work of Swenton and Kearton-Kurlin in S4S^4. As an application, we show that bridge trisections of isotopic surfaces in a trisected …

2018-04-24abs ↗pdf ↗

Let BnB_n denote the classical braid group on nn strands and let the {\em mixed braid group} Bm,nB_{m,n} be the subgroup of Bm+nB_{m+n} comprising braids for which the first mm strands form the identity braid. Let Bm,=nBm,nB_{m,\infty}=\cup_nB_{m,n}. We will describe explicit algebraic moves on Bm,B_{m,\infty} such that equivale…

2004-05-26abs ↗pdf ↗

We study the problem of defining maps on link Floer homology induced by unoriented link cobordisms. We provide a natural notion of link cobordism, disoriented link cobordism, which tracks the motion of index zero and index three critical points. Then we construct a map on unoriented link Floer homology associated to a …

2017-11-20abs ↗pdf ↗

The flat plumbing basket presentation of a link is introduced by Furihata, Hirasawa and Kobayashi. In this paper, we show that the pass-equivalence and an equivalence introduced by using the flat plumbing basket presentation are the same relation. Furthermore, we obtain an evaluation of the minimal number of bands used…

2013-11-14abs ↗pdf ↗

This paper defines a theory of cobordism for virtual knots and studies this theory for standard and rotational virtual knots and links. Non-trivial examples of virtual slice knots are given. Determinations of the four-ball genus of positive virtual knots are given using the results of a companion paper by the author an…

2014-09-01abs ↗pdf ↗

The paper analyzes MACD using operator theory.

problem Understanding the mathematical foundation of MACD.
method Developed a functional-analytic framework interpreting MACD as a phase-corrected, smoothed derivative operator.
result MACD is structurally equivalent to a band-pass filter and can be expressed as a finite difference of delayed and doubly averaged signals.

Recent studies classify the topology of proteins by analysing the distribution of their projections using knotoids. The approximation of this distribution depends on the number of projection directions that are sampled. Here we investigate the relation between knotoids differing only by small perturbations of the direc…

2019-09-18abs ↗pdf ↗

Links in lens spaces may be defined to be equivalent by ambient isotopy or by diffeomorphism of pairs. In the first case, for all the combinatorial representations of links, there is a set of Reidemeister-type moves on diagrams connecting isotopy equivalent links. In this paper we provide a set of moves on disk, band a…

2017-01-07abs ↗pdf ↗

Given a connected cobordism between two knots in the 3-sphere, our main result is an inequality involving torsion orders of the knot Floer homology of the knots, and the number of local maxima and the genus of the cobordism. This has several topological applications: The torsion order gives lower bounds on the bridge i…

2019-04-04abs ↗pdf ↗

New method for computing Kauffman bracket skein module of lens spaces using unoriented braids.

problem Computing Kauffman bracket skein module of lens spaces L(p,q)L(p,q) for qeq0q eq 0.
method Developed a braid theoretic approach via unoriented braids, introducing a new algebra and invariant.
result Computed the Kauffman bracket skein module of lens spaces L(p,1)L(p,1) and extended to q>1q > 1.

Every link is shown to be presentable as a boundary of an unknotted flat banded surface. A (flat) banded link is defined as a boundary of an unknotted (flat) banded surface. A link's (flat) band index is defined as the minimum number of bands required to present the link as boundaries of an unknotted (flat) banded surf…

2011-04-30abs ↗pdf ↗

In this paper we describe braid equivalence for knots and links in a 3-manifold MM obtained by rational surgery along a framed link in S3S^3. We first prove a sharpened version of the Reidemeister theorem for links in MM. We then give geometric formulations of the braid equivalence via mixed braids in S3S^3 using the…

2013-11-08abs ↗pdf ↗

The task of predicting future stock values has always been one that is heavily desired albeit very difficult. This difficulty arises from stocks with non-stationary behavior, and without any explicit form. Hence, predictions are best made through analysis of financial stock data. To handle big data sets, current conven…

2019-04-17abs ↗pdf ↗

In cellular systems, the user equipment (UE) can request a change in the frequency band when its rate drops below a threshold on the current band. The UE is then instructed by the base station (BS) to measure the quality of candidate bands, which requires a measurement gap in the data transmission, thus lowering the da…

2019-10-02abs ↗pdf ↗

We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…

2015-09-01abs ↗pdf ↗

Researchers develop a new basis to simplify solving infinite systems for HOMFLYPT skein module of lens spaces.

problem Computing the HOMFLYPT skein module of lens spaces L(p,1)L(p, 1) via braids.
method Using a new basis ΛΛ of the HOMFLYPT skein module of the solid torus, relating infinite systems of equations obtained by performing braid band moves on elements in Λ+Λ^+ and ΛΛ^- via a map II.
result Reduced complexity in solving the infinite system of equations for L(p,1)L(p, 1) using braids.

The paper computes the Kauffman bracket skein module of S1imesS2S^1 imes S^2 via braids.

problem Computing the Kauffman bracket skein module of S1imesS2S^1 imes S^2.
method Two methods: extending a universal invariant to S1imesS2S^1 imes S^2 via braid band moves and a diagrammatic approach.
result The Kauffman bracket skein module of S1imesS2S^1 imes S^2 is not torsion-free and its free part is generated by the unknot.

The paper creates nonparametric confidence bands for band-limited functions.

problem Estimating confidence bands for band-limited functions with finite samples and unknown noise.
method Uses Paley-Wiener reproducing kernel Hilbert spaces and gradient-perturbation methods.
result Non-asymptotic guarantees for confidence regions without assuming a parametric model.