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.
The paper defines the OU matrix for braid diagrams and finds determinant relationships.
Following the idea of Lusztig, Atiyah-Hirzebruch and Kosniowski, we note that the Dolbeault-type operators on compact, almost-complex manifolds are rigid. When the circle action has isolated fixed points, this rigidity result will produce many identities concerning the weights on the fixed points. In particular, it giv…
The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent H_s=1/2, when the increments are nonstationary, as they are in FX markets. The nonstationarity arises from s…
The paper classifies Sasaki-Einstein orbits in compact Hermitian symmetric spaces.