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arXiv research

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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60121181241 · May 202619922001200920172026
48 results for closed chains

Study on CR structures on 3D Lie groups, focusing on equivalence and closed chains.

problem Characterizing CR structures on 3D Lie groups and their chains.
method Analyzing left-invariant CR structures on 3D Lie groups and their equivalence.
result All chains on G are closed if and only if G is CR equivalent to specific spherical CR structures.

The paper proves an ascending chain condition for subgroups in hyperbolic and graph 3-manifolds.

problem Proving an ascending chain condition for subgroups in specific types of 3-manifolds.
method Uses profinite techniques and geometric proofs for hyperbolic and graph manifolds.
result Established the ascending chain condition for free subgroups of constant rank in closed hyperbolic and graph 3-manifolds.

We compute the chains associated to the left-invariant CR structures on the three-sphere. These structures are characterized by a single real modulus aa. For the standard structure a=1a=1, the chains are well-known and are closed curves. We show that for almost all other values of the modulus aa either two or three ty…

2007-11-16abs ↗pdf ↗

Let MM be a closed connected manifold, ff be a Morse map from MM to a circle, vv be a gradient-like vector field satisfying the transversality condition. The Novikov construction associates to these data a chain complex C=C(f,v)C_*=C_*(f,v). There is a chain homotopy equivalence between CC_* and completed simplicial cha…

2001-04-28abs ↗pdf ↗

We consider the closed orbit structure of generic gradient flows of Morse closed 1-forms. The torsion of a chain homotopy equivalence between the Novikov complex and the completed simplicial chain complex of the universal cover detects the eta function of the flow. We extend this result to arbitrary Morse closed 1-form…

2000-09-06abs ↗pdf ↗

We use the heat flow on the loop space of a closed Riemannian manifold to construct an algebraic chain complex. The chain groups are generated by perturbed closed geodesics. The boundary operator is defined in the spirit of Floer theory by counting, modulo time shift, heat flow trajectories that converge asymptotically…

2010-03-23abs ↗pdf ↗

In this manuscript we introduce a method to measure entanglement of curves in 3-space that extends the notion of knot and link polynomials to open curves. We define the bracket polynomial of curves in 3-space and show that it has real coefficients and is a continuous function of the chain coordinates. This is used to d…

2020-01-05abs ↗pdf ↗

We construct a space of string diagrams, which are a type of fatgraph with some additional data, and show that there are string topology operations on the chains of the free loop space of a closed Riemannian manifold which are parameterized by the chains on the space of string diagrams. These operations are shown to re…

2015-06-08abs ↗pdf ↗

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph under marginalization of some of its nodes. However, MAMP chain graphs do not onl…

2013-05-03abs ↗pdf ↗

We use the Yang-Mills gradient flow on the space of connections over a closed Riemann surface to construct a Morse-Bott chain complex. The chain groups are generated by Yang-Mills connections. The boundary operator is defined by counting the elements of appropriately defined moduli spaces of Yang-Mills gradient flow li…

2011-03-04abs ↗pdf ↗

Let LL be a Lagrangian submanifold in a symplectic vector space which is closed, oriented and spin. Using virtual fundamental chains of moduli spaces of nonconstant pseudo-holomorphic disks with boundaries on LL, one can define a Maurer-Cartan element of a Lie bracket operation in string topology (the loop bracket) d…

2018-01-15abs ↗pdf ↗

Smooth curves from polygonal chains with vertex preservation and explicit curvature control.

problem Preserving vertices while smoothing polygonal chains to CC^{\infty} curves.
method Directional mollification operator for polygonal chains.
result Smooth curves that intersect original vertices and maintain explicit curvature bounds.

The data of a "2D field theory with a closed string compactification" is an equivariant chain level action of a cell decomposition of the union of all moduli spaces of punctured Riemann surfaces with each component compactified as a pseudomanifold with boundary. The axioms on the data are contained in the following ass…

2007-10-22abs ↗pdf ↗

The paper presents a chain complex for 3-manifold covers, including surface bundles and surgeries.

problem Calculating linking forms and Dijkgraaf-Witten invariants for specific 3-manifold covers.
method Presentation of cellular chain complexes for universal covers of 3-manifolds in a specified class.
result Established a formula for linking forms and developed procedures for Dijkgraaf-Witten invariants.

Study analyzes price change patterns across different market capitalizations using Markov chains.

problem Understanding price dynamics in limit order markets across various market capitalizations.
method Discrete-time Markov chain analysis of intraday price changes in NASDAQ100 tick data.
result Systematic patterns in price inertia and stability across market capitalizations are identified.

We present a general framework for accelerating a large class of widely used Markov chain Monte Carlo (MCMC) algorithms. Our approach exploits fast, iterative approximations to the target density to speculatively evaluate many potential future steps of the chain in parallel. The approach can accelerate computation of t…

2014-03-28abs ↗pdf ↗

Deep neural networks optimize inventory decisions in complex supply chains.

problem Optimizing inventory decisions in stochastic multi-echelon supply chains.
method Pairwise modeling and DNN agents for order-up-to levels.
result The method performs better than alternate methods in general supply chain networks.

The paper analyzes strategic interactions in a multi-agent reinsurance chain using game theory.

problem Strategic behavior and competition among insurers and reinsurers in a multi-layer reinsurance chain.
method Employed Stackelberg differential games and non-zero-sum game models to characterize strategic interactions. Used dynamic programming and game theory to derive equilibrium strategies for investment and reinsurance.
result Intensified competition leads to reduced safety loadings in reinsurance contracts.

This paper is concerned with an optimal stock selling rule under a Markov chain model. The objective is to find an optimal stopping time to sell the stock so as to maximize an expected return. Solutions to the associated variational inequalities are obtained. Closed-form solutions are given in terms of a set of thresho…

2013-09-28abs ↗pdf ↗

Iterative Proportional Fitting (IPF), combined with EM, is commonly used as an algorithm for likelihood maximization in undirected graphical models. In this paper, we present two iterative algorithms that generalize upon IPF. The first one is for likelihood maximization in discrete chain factor graphs, which we define …

2012-12-12abs ↗pdf ↗

The Fubini-Study metric minimizes a volume-normalized holomorphic systole in CPn\mathbb{C}P^n.

problem Finding metrics with minimal holomorphic systoles in complex projective spaces.
method Introduced holomorphic kk-systole and used Gauduchon metrics to establish minimization.
result The Fubini-Study metric locally minimizes the volume-normalized holomorphic (n1)(n-1)-systole.

New connection between dynamics and Heegaard Floer homology.

problem Understanding pseudo-Anosov flows and their dynamics.
method Using Heegaard Floer homology and veering branched surfaces, the paper constructs a chain complex to categorify the zeta function of a pseudo-Anosov flow.
result Generators of the chain complex correspond to closed multi-orbits of the flow, and their homology classes have dynamical significance.

We introduce a combinatorial model based on measured foliations in surfaces which captures the phenomenology of open/closed string interactions. The predicted equations are derived in this model, and new equations can be discovered as well. In particular, several new equations together with known transformations genera…

2006-03-20abs ↗pdf ↗

Let f:MRf:M \rightarrow \mathbb{R} be a Morse-Bott function on a finite dimensional closed smooth manifold MM. Choosing an appropriate Riemannian metric on MM and Morse-Smale functions fj:CjRf_j:C_j \rightarrow \mathbb{R} on the critical submanifolds CjC_j, one can construct a Morse chain complex whose boundary operator is…

2011-10-20abs ↗pdf ↗

We use the one parameter fixed point theory of Geoghegan and Nicas to get information about the closed orbit structure of transverse gradient flows of closed 1-forms on a closed manifold M. We define a noncommutative zeta function in an object related to the first Hochschild homology group of the Novikov ring associate…

2001-04-25abs ↗pdf ↗

The paper analyzes reinsurance strategies in a competitive multi-agent system.

problem Strategic interactions and competitive behavior in multi-layer reinsurance chains.
method Stochastic differential games and non-zero-sum game models to characterize strategic interactions. Dynamic programming and game theory to derive equilibrium strategies.
result Intensified competition reduces safety loadings in reinsurance contracts.

Classifies uncolored bonded knots with up to 7 singularity points.

problem Classifying uncolored bonded knots with up to 7 singularity points.
method Generation of planar graphs, conversion into bonded knot diagrams, use of Yamada polynomial, and brute-force Reidemeister moves.
result Systematic classification of uncolored bonded knots with singularity number at most seven.

The class of chain event graph models is a generalisation of the class of discrete Bayesian networks, retaining most of the structural advantages of the Bayesian network for model interrogation, propagation and learning, while more naturally encoding asymmetric state spaces and the order in which events happen. In this…

2009-04-06abs ↗pdf ↗

We propose a new condition \aleph which enables to get new results on integrable geodesic flows on closed surfaces. This paper has two parts. In the first, we strengthen Kozlov's theorem on non-integrability on surfaces of higher genus. In the second, we study integrable geodesic flows on 2-torus. Our main result for…

2009-05-30abs ↗pdf ↗

We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Mark…

2014-03-17abs ↗pdf ↗

Bootstrap method for Markov chains in reinforcement learning.

problem Distributional consistency in finite controlled Markov chains with unknown control policies.
method Model-based bootstrap with novel LLN and CLT for visitation counts and transition increments.
result Asymptotically valid confidence intervals for value and QQ-functions in offline RL.

The paper finds a surprising positive correlation between upstreamness and downstreamness in global value chains.

problem The puzzling positive correlation between upstreamness and downstreamness in industries and countries.
method Analysis of a simple model of random Input/Output tables and experiments on empirical data.
result Upstreamness and downstreamness of the same industrial sector/country are positively correlated with a slope close to +1.