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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.

168,742 papers · 148 categories

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316394125 · May 202619922001200920172026
48 results for cross caps

It is classically known that generic smooth maps of R^2 into R^3 admit only cross cap singularities. This suggests that the class of cross caps might be an important object in differential geometry. We show that the standard cross cap (u,uv,v^2) has non-trivial isometric deformations with infinite dimensional freedom. …

2012-07-17abs ↗pdf ↗

This paper proves geodesic curvature measures are bounded for curves near cross cap singularities.

problem Boundedness of geodesic curvature measures near cross cap singularities.
method Analyzes intrinsic cross cap singularities and extends Gauss-Bonnet formula.
result Proves boundedness of geodesic curvature measures for curves near cross cap singularities.

The paper studies parallel surfaces of cuspidal cross caps and their degeneracy.

problem Investigating the geometry and singularities of parallel surfaces of cuspidal cross caps.
method Established a criterion for the degeneracy of the distance squared function using geometric invariants.
result Parallel surfaces degenerate into a degenerated cuspidal S1 singularity at specific distances.

Develops a new model for cross-currency derivatives pricing.

problem Pricing cross-currency derivatives in a complex market model.
method Introduces a random field LIBOR market model to handle uncertainty in forward LIBOR rates.
result Derives exact and approximate pricing formulas for various derivatives.

We show that the singularities of spacelike maximal surfaces in Lorentz-Minkowski 3-space generically consist of cuspidal edges, swallowtails and cuspidal cross caps. The same result holds for spacelike mean curvature one surfaces in de Sitter 3-space. To prove these, we shall give a simple criterion for a given singul…

2005-10-18abs ↗pdf ↗

We study the geometry of cuspidal SkS_k singularities in R3\mathbb R^3 obtained by folding generically a cuspidal edge. In particular we study the geometry of the cuspidal cross-cap MM, i.e. the cuspidal S0S_0 singularity. We study geometrical invariants associated to MM and show that they determine it up to order 5.…

2017-06-07abs ↗pdf ↗

Study of maximal surfaces in a specific Heisenberg group with singularities.

problem Characterize maximal surfaces in the Lorentzian Heisenberg group with singularities.
method Use harmonic maps into the 2-sphere, loop group construction, and solve the Cauchy problem.
result Regular maximal discs must have at least two cuspidal cross-cap singularities on the boundary.

In this paper, we give two classes of positive semi-definite metrics on 2-manifolds. The one is called a class of Kossowski metrics and the other is called a class of Whitney metrics: The pull-back metrics of wave fronts which admit only cuspidal edges and swallowtails in R3\boldsymbol{R}^3 are Kossowski metrics, and t…

2014-09-01abs ↗pdf ↗

This is the first step of the two steps to enumerate the minimal charts with two crossings. For a label mm of a chart ΓΓ we denote by ΓmΓ_m the union of all the edges of label mm and their vertices. For a minimal chart ΓΓ with exactly two crossings, we can show that the two crossings are contained in ΓαΓβΓ_α\capΓ_β f…

2017-04-05abs ↗pdf ↗

Researchers prove existence of metrics maximizing Laplace eigenvalue on all closed surfaces.

problem Proving the existence of metrics maximizing the first Laplace eigenvalue on closed surfaces.
method By contradiction and refinement of techniques, proving strict monotonicity under surface modifications.
result Existence of metrics maximizing the area-normalized first eigenvalue on all closed surfaces.

We study the singularities of the members of the family of height functions on Whitney umbrellas, which is also known as cross-caps, and show that the family of the height functions is a versal unfolding. Moreover, we study local intersections of a Whitney umbrella with a hyperplane through its singular point.

2012-05-14abs ↗pdf ↗

Study shows foreign institutional investment increases liquidity commonality in large Australian stocks.

problem Impact of foreign institutional investment on liquidity commonality in Australian stocks.
method Cross-sectional and time-series analysis of Australian equity market data.
result Foreign institutional investment contributes to increased exposure of large stocks to unexpected liquidity events.

We construct a new representation formula for indefinite improper affine spheres in terms of two para-holomorphic functions and study singularities which appear in this representation formula. As a result, it follows that cuspidal cross caps never appear as the singularities on indefinite improper affine spheres and so…

2008-01-31abs ↗pdf ↗

Improved default prediction for mid-cap companies using transformer models.

problem Predicting default probability term structure in mid-cap companies.
method Adapted transformer models for multi-label time-series classification, using custom loss function and multi-channel architecture.
result 13% improvement in AUC over traditional models.

We describe the genus two knots which admit a genus one, one bridge position. These are divided into several families, one consists of vertical bandings of two genus one (1,1)(1,1)-knots, other consists of vertical bandings of two cross cap number two 2-bridge knots, and the last one consists of genus two tunnel number on…

2016-03-28abs ↗pdf ↗

We show that the first eigenvalue of a closed Riemannian surface normalized by the area can be strictly increased by attaching a cylinder or a cross cap. As a consequence we obtain the existence of maximizing metrics for the normalized first eigenvalue on any closed surface of fixed topological type. Since these metric…

2019-09-06abs ↗pdf ↗

Timelike minimal surfaces in Lorentzian Heisenberg group have singular points.

problem Characterizing singularities on timelike minimal surfaces.
method Constructing timelike minimal surfaces as Lorentzian harmonic maps and analyzing their singularities.
result Criteria for cuspidal edges, swallowtails, and cuspidal cross caps are provided.

In this paper we generalize the notion of regular homotopy of immersions of a closed connected n-manifold into R^{2n-1} to locally generic mappings. The main result is that if n=2 then two mappings with singularities are regularly homotopic if and only if they have the same number of cross-cap (or Whitney-umbrella) sin…

2005-06-28abs ↗pdf ↗

We give a variational proof of the existence and uniqueness of a convex cap with the given upper boundary. The proof uses the concavity of the total scalar curvature functional on the space of generalized convex caps. As a byproduct, we prove that generalized convex caps with the fixed boundary are globally rigid, that…

2007-03-06abs ↗pdf ↗

In the paper we consider the following conjecture: if a finite group GG possesses a solvable ππ-Hall subgroup HH, then there exist elements x,y,z,tGx,y,z,t\in G such that the identity HHxHyHzHt=Oπ(G)H\cap H^x\cap H^y\cap H^z\cap H^t=O_π(G) holds. The minimal counter example is shown to be an almost simple group of Lie type.

2008-12-17abs ↗pdf ↗

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.

We use integrable systems techniques to study the singularities of timelike non-minimal constant mean curvature (CMC) surfaces in the Lorentz-Minkowski 3-space. The singularities arise at the boundary of the Birkhoff big cell of the loop group involved. We examine the behaviour of the surfaces at the big cell boundary,…

2011-10-20abs ↗pdf ↗

We show that there is a well-defined cap-product structure on the Fintushel-Stern spectral sequence. Hence we obtain the induced cap-product structure on the ${\BZ}_8$-graded instanton Floer homology. The cap-product structure provides an essentially new property of the instanton Floer homology, from a topological poin…

1997-10-20abs ↗pdf ↗

Let MM be a smooth closed 4k4k-manifold whose Yamabe invariant Y(M)Y(M) is nonpositive. We show that Y(MlHPkmHPkˉ)=Y(M),Y(M\sharp l \Bbb HP^k\sharp m \bar{\Bbb HP^k})=Y(M), where l,ml,m are nonnegative integers, and HPk\Bbb HP^k is the quaternionic projective space. When k=4k=4, we also have $$Y(M\sharp l CaP^2\sharp m \bar{CaP^2})=Y(M),…

2007-10-12abs ↗pdf ↗

This paper examines the valuation of American capped call options with two-level caps. The structure of the immediate exercise region is significantly more complex than in the classical case with constant cap. When the cap grows over time, making extensive use of probabilistic arguments and local time, we show that the…

2017-07-19abs ↗pdf ↗

We construct cup and cap products in intersection (co)homology with field coefficients. The existence of the cap product allows us to give a new proof of Poincare duality in intersection (co)homology which is similar in spirit to the usual proof for ordinary (co)homology of manifolds.

2011-06-23abs ↗pdf ↗

We study sharp asymptotics of the first eigenvalue on Riemannian surfaces obtained from a fixed Riemannian surface by attaching a collapsing flat handle or cross cap to it. Through a careful choice of parameters this construction can be used to strictly increase the first eigenvalue normalized by area if the initial su…

2019-09-06abs ↗pdf ↗

Investors face constraints in Heston's model; optimal allocation differs from naive capped strategy.

problem Optimizing portfolio allocation with convex constraints in Heston's stochastic volatility model.
method Applied duality methods to derive a closed-form solution.
result The optimal constrained portfolio allocation differs from the naive capped portfolio, leading to different wealth outcomes.

A new method predicts stock ranking uncertainty to improve trading performance during regime shifts.

problem Ranking models fail during regime shifts, leading to suboptimal performance.
method Adapting DEUP to rankers, predicting rank displacement and uncertainty, and proposing a two-level deployment policy.
result The two-level deployment policy improves risk-adjusted performance and indicates DEUP adds value mainly as a tail-risk guard.

Study reveals opacity in insider sales, leading to inefficiencies in capital allocation.

problem Insider sales opacity due to reporting inversion of Form 144 and Form 4.
method Event study framework, machine learning audit, cross-sectional tests.
result Persistent opacity of insider sales signals, leading to inefficiencies in capital allocation.