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.
Study on spontaneous symmetry breaking in financial markets using quantum mechanics.
GE-autoencoder identifies spontaneous symmetry breaking in systems.
Modified Jones-Faddy skew t-distribution captures asymmetry in stock returns.
The paper connects financial vacuum conditions to spontaneous symmetry breaking in quantum finance.
Symmetry-breaking in three differential geometry conjectures.
Dense Associative Memories outperform classical networks in robustness and signal processing.
We show that a tensor field of any rank integrates to zero over all broken rays if and only if it is a symmetrized covariant derivative of a lower order tensor which satisfies a symmetry condition at the reflecting part of the boundary and vanishes on the rest. This is done in a geometry with non-positive sectional cur…
Within the description of stochastic differential equations it is argued that the existence of Boltzmann-Gibbs type distribution in economy is independent of the time reversal symmetry in econodynamics. Both power law and exponential distributions can be accommodated by it. The demonstration is based on a mathematical …
Investigates spontaneous symmetry breaking in non-equilibrium systems.
L-CNNs preserve gauge symmetry in lattice simulations.
We present a dynamical many-body theory of money in which the value of money is a time dependent ``strategic variable'' that is chosen by the individual agents. The value of money in equilibrium is not fixed by the equations, and thus represents a continuous symmetry. The dynamics breaks this continuous symmetry by fix…
Continuous symmetries and their breaking play a prominent role in contemporary physics. Effective low-energy field theories around symmetry breaking states explain diverse phenomena such as superconductivity, magnetism, and the mass of nucleons. We show that such field theories can also be a useful tool in machine lear…
This paper considers ideal gas-like models of trading markets, where each agent is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally, these models introduce different rules of random selection and exchange between pair agents. Unlike these traditi…
We study the topology of smectic defects in two and three dimensions. We give a topological classification of smectic point defects and disclination lines in three dimensions. In addition we describe the combination rules for smectic point defects in two and three dimensions, showing how the broken translational symmet…
Study of symmetries in 2D Yang-Mills theory, including orbifolds and higher forms.
It is suggested to consider long term trends of financial markets as a growth phenomenon. The question that is asked is what conditions are needed for a long term sustainable growth or contraction in a financial market? The paper discuss the role of traditional market players of long only mutual funds versus hedge fund…
Analyzes multi-day stock returns, showing linear volatility and mean dependence.
Breaking symmetry in training data is key for generalization in feature learning kernels.
Survey on broken ray transforms and open problems.
The homotopy theory of topological defects in ordered media fails to completely characterize systems with broken translational symmetry. We argue that the problem can be understood in terms of the lack of rotational Goldstone modes in such systems and provide an alternate approach that correctly accounts for the intera…
Why is ``worthless'' fiat money generally accepted as payment for goods and services? In equilibrium theory, the value of money is generally not determined: the number of equations is one less than the number of unknowns, so only relative prices are determined. In the language of mathematics, the equations are ``homoge…
New method uses broken scattering to uniquely identify Finsler manifolds.
The aim of this talk is to explain how symmetry breaking in a quantum field theory problem leads to a study of projective bundles, Dixmier-Douady classes, and associated gerbes. A gerbe manifests itself in different equivalent ways. Besides the cohomological description as a DD class, it can be defined in terms of a fa…
The broken genera are orientation preserving diffeomorphism invariants of closed oriented 4-manifolds, defined via broken Lefschetz fibrations. We study the properties of the broken genera invariants, and calculate them for various 4-manifolds, while showing that the invariants are sensitive to exotic smooth structures…
We consider the broken ray transform on Riemann surfaces in the presence of an obstacle, following earlier work of Mukhometov. If the surface has nonpositive curvature and the obstacle is strictly convex, we show that a function is determined by its integrals over broken geodesic rays that reflect on the boundary of th…
In classical field theory, the composite fibred manifolds Y -> Z -> X provides the adequate mathematical formulation of gauge models with broken symmetries, e.g., the gauge gravitation theory. This work is devoted to connections on composite fibred manifolds. In particular, we get the horizontal splitting of the vertic…
Noise balance theory explains SGD's behavior in neural networks.
In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. We demonstrate how the Gibbs distribution emerges in c…
We reduce the broken ray transform on some Riemannian manifolds (with corners) to the geodesic ray transform on another manifold, which is obtained from the original one by reflection. We give examples of this idea and present injectivity results for the broken ray transform using corresponding earlier results for the …
The space of broken hyperbolic structures generalizes the Teichmüller space of a punctured surface, and the space of projectivized broken measured foliations (equivalently, the space of projectivized affine foliations) generalizes the space of projectivized measured foliations. Just as projectivized measured foliations…
It is known that an arbitrary smooth, oriented 4-manifold admits the structure of what is called a broken Lefschetz fibration. Given a broken fibration, there are certain modifications, realized as homotopies of the fibration map, that enable one to construct infinitely many distinct fibrations of the same manifold. Th…
A machine learning model with approximate rotational symmetry is tested and found stable.
The paper studies symmetry reduction and optimal control on Riemannian manifolds.
Permutation of any two hidden units yields invariant properties in typical deep generative neural networks. This permutation symmetry plays an important role in understanding the computation performance of a broad class of neural networks with two or more hidden units. However, a theoretical study of the permutation sy…
Analyzes symmetries in neural networks to predict learning dynamics.
The topology of broken Lefschetz fibrations is studied by means of handle decompositions. We consider a slight generalization of round handles, and describe the handle diagrams for all that appear in dimension four. We establish simplified handlebody and monodromy representations for a certain subclass of broken Lefsch…
In this article, we generalize the classification of genus one Lefschetz fibrations to genus one simplified broken Lefschetz fibrations, which have fibers of genera one and zero. We classify genus one Lefschetz fibrations over the 2-disk with certain non-trivial global monodromies using chart descriptions, and identify…
We show that there exists a non-trivial simplified broken Lefschetz fibration which has infinitely many homotopy classes of sections. We also construct a non-trivial simplified broken Lefschetz fibration which has a section with non-negative square. It is known that no Lefschetz fibration satisfies either of the above …
The purpose of this note is to explain a combinatorial description of closed smooth oriented 4-manifolds in terms of positive Dehn twist factorizations of surface mapping classes, and further explore these connections. This is obtained via monodromy representations of simplified broken Lefschetz fibrations on 4-manifol…
This PhD thesis studies the broken ray transform, a generalization of the geodesic X-ray transform where geodesics are replaced with broken rays that reflect on a part of the boundary. The fundamental question is whether this transform is injective. We employ four different methods to approach this question, and each o…
A hyperelliptic broken Lefschetz fibration is a generalization of a hyperelliptic Lefschetz fibration. We construct and compute a local signature of hyperelliptic directed broken Lefschetz fibrations by generalizing Endo's local signature of hyperelliptic Lefschetz fibrations. It is described by his local signature and…
Given a closed Riemannian manifold of dimension and a Morse-Smale function, there are finitely many -part broken trajectories of the negative gradient flow. We show that if the manifold admits a hyperbolic metric, then the number of -part broken trajectories is always at least the hyperbolic volume. The proof…
Study proves uniqueness for ray transform on surfaces with obstacles.
We prove a lower bound on the number of maximally broken trajectories of the negative gradient flow of a Morse-Smale function on a closed aspherical manifold in terms of integral (torsion) homology.
We present explicit algorithms for simplifying the topology of indefinite fibrations on 4-manifolds, which include broken Lefschetz fibrations and indefinite Morse 2-functions. The algorithms consist of sequences of moves, which modify indefinite fibrations in smooth 1-parameter families. In particular, given an arbitr…
Auroux, Donaldson and Katzarkov introduced broken Lefschetz fibrations as a generalization of Lefshcetz fibrations in order to describe near-symplectic 4-manifolds. We first study monodromy representations of higher sides of genus-1 simplified broken Lefschetz fibrations. We then completely classify diffeomorphism type…
In this letter, we apply the artificial neural network in a supervised manner to map out the quantum phase diagram of disordered topological superconductor in class DIII. Given the disorder that keeps the discrete symmetries of the ensemble as a whole, translational symmetry which is broken in the quasiparticle distrib…
We prove a trace formula for three-dimensional spherically symmetric Riemannian manifolds with boundary which satisfy the Herglotz condition: The wave trace is singular precisely at the length spectrum of periodic broken rays. In particular, the Neumann spectrum of the Laplace--Beltrami operator uniquely determines the…