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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.

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48 results for cohesive modules

The paper studies deformations of cohesive modules on complex manifolds.

problem Deformation theory of cohesive modules on compact complex manifolds.
method Development of Kuranishi maps and obstructions for deformations of cohesive modules.
result Generalization of deformation theory for holomorphic vector bundles and coherent sheaves.

The paper develops residue currents for cohesive modules and proves a generalized Poincaré-Lelong formula.

problem Analyzing coherent sheaves on complex manifolds using global analytic methods.
method Developing residue currents for cohesive modules and proving their properties.
result Proves a generalized Poincaré-Lelong formula for cohesive modules.

The paper generalizes current constructions to cohesive modules and characteristic forms.

problem Constructing currents for characteristic forms of cohesive modules.
method Generalized construction of pseudomeromorphic currents for de-Rham characteristic classes and characteristic forms of cohesive modules.
result Currents representing characteristic forms can be constructed using the degree-0 and degree-1 parts of the superconnection.

Using the concept of a cohesive module defined by Block, we use the theory of superconnections in the sense of Quillen to construct natural superconnections on Hermitian cohesive modules. By the Chern-Weil construction, we obtain characteristic classes with values in Bott-Chern cohomology which refines the usual deRham…

2016-11-14abs ↗pdf ↗

Policy-gradient method controls multiple non-cohesive targets.

problem Controlling multiple non-cohesive targets in a decentralized manner.
method Proximal Policy Optimization for target selection and driving.
result Effective control of non-cohesive targets without prior dynamics knowledge.

Motivated by recent financial crises significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said about influence of financial news on financial markets. We propose a novel measure of collective behaviour in financial news on the Web, New…

2014-02-14abs ↗pdf ↗

We formulate differential cohomology and Chern-Weil theory -- the theory of connections on fiber bundles and of gauge fields -- abstractly in the context of a certain class of higher toposes that we call "cohesive". Cocycles in this differential cohomology classify higher principal bundles equipped with cohesive struct…

2013-10-29abs ↗pdf ↗

Study examines how business units can benefit from group cohesion under regulatory constraints.

problem Regulatory constraints limit business units' ability to form a single cohesive group.
method Defined and analyzed cohesive risk measures to minimize capital costs.
result Cohesive risk measures allow groups to achieve minimal capital costs without altering individual liabilities.

A new method improves graph node embeddings by considering both nearby and distant node similarities.

problem Improving graph node embeddings by considering both nearby and distant node similarities.
method Distance-aware Negative Sampling (DNS) which maximizes cohesion at nearby node-pairs and separation at distant node-pairs.
result DNS outperforms baseline methods in downstream node classification tasks on various datasets and GRL algorithms.

Generalizes Riemann-Hilbert correspondence for curved local systems.

problem Higher Riemann-Hilbert correspondence with scalar curvature.
method Equivalence of dg-categories of curved local systems, graded vector bundles, and representations.
result Equivalence of dg-enhancements of twisted sheaves categories.

Unified classification of equivariant principal bundles using higher homotopy theory.

problem Unified classification of equivariant principal bundles.
method Smooth Oka principle, singular-cohesive homotopy theory, internally describing principal bundles.
result Unified classification results for equivariant principal bundles.

Cohesion uses deep Koopman operators to generate long-range forecasts of chaotic dynamics.

problem Challenges in data-driven emulation of chaotic dynamics, especially long-range skill decay.
method Generative modeling with coherent priors estimated using reduced-order models.
result Superior long-range forecasting skill on chaotic systems, including climate dynamics.

New bounds improve linkage methods for clustering, distinguishing complete-link from single-link.

problem Improving bounds on linkage methods for clustering quality.
method Developed new bounds for complete-link and average-link methods in agglomeration clustering.
result Separated complete-link from single-link in terms of approximation for diameter.

Introduces a new geometric framework for non-perturbative BV-theory.

problem Non-perturbative generalization of BV-theory in infinite-dimensional spaces.
method Derived differential geometry and homotopical algebraic geometry.
result Concrete model of derived smooth stacks for encoding non-perturbative BV-theory.

This is a survey of motivations, constructions and applications of higher prequantum geometry. In section 1 we highlight the open problem of prequantizing local field theory in a local and gauge invariant way, and we survey how a solution to this problem exists in higher differential geometry. In section 2 we survey ex…

2016-01-22abs ↗pdf ↗

This work investigates fundamental questions related to learning features in convolutional neural networks (CNN). Empirical findings across multiple architectures such as VGG, ResNet, Inception, DenseNet and MobileNet indicate that weights near the center of a filter are larger than weights on the outside. Current regu…

2019-05-25abs ↗pdf ↗

Study derived Lie ∞-groupoids and algebroids in higher differential geometry.

problem Addressing problems in higher differential geometry using derived Lie ∞-groupoids and algebroids.
method Construct CFO structures, study L∞-algebroids, homotopical algebras, and homotopy-coherent representations.
result Construct Atiyah classes for L∞-algebroids pairs and study singular foliations and their holonomies.

This paper argues that the fundamental principle of contemporary financial economics is balanced reciprocity, not the principle of utility maximisation that is important in economics more generally. The argument is developed by analysing the mathematical Fundamental Theory of Asset Pricing with reference to the emergen…

2013-10-10abs ↗pdf ↗

This paper presents a simple agent-based model of an economic system, populated by agents playing different games according to their different view about social cohesion and tax payment. After a first set of simulations, correctly replicating results of existing literature, a wider analysis is presented in order to stu…

2018-09-21abs ↗pdf ↗

Synthetic theory defines orbifolds as microlinear types with finite identifications.

problem Defining orbifolds in traditional set-level foundations with internal symmetries.
method Synthetic differential cohesive homotopy type theory, microlinearity, finite identifications.
result Proper étale groupoids are orbifolds in synthetic theory.

We introduce higher skein modules of links generalizing the Conway skein module. We show that these modules are closely connected to the HOMFLY polynomial.

1998-12-11abs ↗pdf ↗

A new method to derive presentations of skein modules is developed. For the case of homotopy skein modules it will be shown how the topology of a 3-manifold is reflected in the structure of the module. The freeness problem for q-homotopy skein modules is solved, and a natural skein module related to linking numbers is …

2000-07-06abs ↗pdf ↗

Neural Module Networks, originally proposed for the task of visual question answering, are a class of neural network architectures that involve human-specified neural modules, each designed for a specific form of reasoning. In current formulations of such networks only the parameters of the neural modules and/or the or…

2019-05-27abs ↗pdf ↗

Skein modules are the main objects of an algebraic topology based on knots (or position). In the same spirit as Leibniz we would call our approach "algebra situs." When looking at the panorama of skein modules we see, past the rolling hills of homologies and homotopies, distant mountains - the Kauffman bracket skein mo…

1998-09-21abs ↗pdf ↗

The paper explores how to fairly share longevity risk among participants of tontine schemes.

problem Fair distribution of longevity risk among participants with varying wealth and health.
method Develops a modeling framework for sharing benefits among survivors in tontine schemes.
result There are multiple ways to share longevity risk, depending on social cohesion.

Generalized Steinberg module presentation for Gaussian and Eisenstein integers.

problem Presenting Steinberg modules for specific number rings.
method Generalization of Bykovskii's presentation to Gaussian and Eisenstein integers.
result Generalization does not yield a presentation for all Euclidean number rings.

We define 2-crossed module bundle 2-gerbes related to general Lie 2-crossed modules and discuss their properties. A 2-crossed module bundle 2-gerbe over a manifold is defined in terms of a so called 2-crossed module bundle gerbe, which is a crossed module bundle gerbe equipped with an extra sructure. It is shown that s…

2009-11-08abs ↗pdf ↗

Combinatorial approach to compute satellite knot invariants using graph theory.

problem Computing knot invariants for satellite knots using bordered Heegaard Floer homology.
method Construct weighted AA_\infty-modules using decorated planar graphs and prove their isomorphism.
result Combinatorial proof of AA_\infty structure relations for the constructed modules.

Data stream classification methods demonstrate promising performance on a single data stream by exploring the cohesion in the data stream. However, multiple data streams that involve several correlated data streams are common in many practical scenarios, which can be viewed as multi-task data streams. Instead of handli…

2019-08-15abs ↗pdf ↗