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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.

168,786 papers · 148 categories

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18355370 · May 202619922001200920172026
48 results for fermionic quantum harmonic oscillator

The Black-Scholes model anticipates rather well the observed prices for options in the case of a strike price that is not too far from the current price of the underlying asset. Some useful extensions can be obtained by an adequate modification of the coefficients in the Black-Scholes equation. We investigate from a ma…

2013-10-15abs ↗pdf ↗

We pursue the quantum-mechanical challenge to the efficient market hypothesis for the stock market by employing the quantum Brownian motion model. We utilize the quantum Caldeira-Leggett master equation as a possible phenomenological model for the stock-market-prices fluctuations while introducing the external harmonic…

2018-12-01abs ↗pdf ↗

Researchers compute determinants and torsions of Rumin complex in specific Lie group representations.

problem Computing determinants and torsions of Rumin complex in specific Lie group representations.
method Analyzing Schrodinger and generic representations of the (2,3,5) nilpotent Lie group.
result Computed the spectrum and zeta regularized determinant of Rumin differentials in Schrodinger representations and evaluated their alternating product in generic representations.

The paper adapts results for Reeb flows and Hamiltonian flows, showing all orbits are closed have identical periods.

problem Adapting results for Reeb flows and Hamiltonian flows with closed orbits.
method Adapting results from Geodesic circle foliations to Reeb and Hamiltonian flows.
result All orbits on connected contact manifolds with closed orbits have identical periods.

In this paper we study a Clifford algebra generalization of the quaternions and its relationship with braid group representations related to Majorana fermions. The Fibonacci model for topological quantum computing is based on the fusion rules for a Majorana fermion. Majorana fermions can be seen not only in the structu…

2016-03-25abs ↗pdf ↗

We propose a formulation of a Lorentzian quantum geometry based on the framework of causal fermion systems. After giving the general definition of causal fermion systems, we deduce space-time as a topological space with an underlying causal structure. Restricting attention to systems of spin dimension two, we derive th…

2011-07-11abs ↗pdf ↗

Quantum Portfolios of quantum algorithms encoded on qbits have recently been reported. In this paper a discussion of the continuous variables version of quantum portfolios is presented. A risk neutral valuation model for options dependent on the measured values of the observables, analogous to the traditional Black-Sch…

2010-04-02abs ↗pdf ↗

RaNNDy uses randomized neural networks to learn transfer operators efficiently.

problem Efficiently learning transfer operators from data.
method Randomized neural network approach with randomly initialized hidden layers and trained output layer.
result Significant reduction in training time and resources with improved stability.

Market strategies minimize Fisher information to minimize risk.

problem Applying minimum Fisher information principle to market dynamics.
method Analytical extension to quantum harmonic oscillator eigenstates and Gibbs distribution.
result Minimizing Fisher information reduces information and risk.

It is believed by the majority today that the efficient market hypothesis is imperfect because of market irrationality. Using the physical concepts and mathematical structures of quantum mechanics, we construct an econophysics framework for the stock market, based on which we analogously map massive numbers of single s…

2014-05-13abs ↗pdf ↗

Study Dirac-harmonic maps on Riemann surfaces and their relation to J-holomorphic curves.

problem Understanding critical points of fermionic action functionals on Riemann surfaces.
method Analyzing Dirac-harmonic maps and their relation to J-holomorphic curves on Kaehler manifolds.
result The tangent bundle to the moduli space of J-holomorphic curves consists of Dirac-harmonic maps.

In the framework of geometric quantization we extend the Bohr-Sommerfeld rules to a full quantization theory which resembles Heisenberg's matrix theory. This extension is possible because Bohr-Sommerfeld rules not only provide an orthogonal basis in the space of quantum states, but also give a lattice structure to this…

2012-07-05abs ↗pdf ↗

Quantum flag manifold σ-models are integrable and satisfy Ricci flow equations.

problem Integrating quantum flag manifold σ-models with fermions.
method Gauging bosonic Thirring/Gross-Neveu-type systems, adding fermions to cancel anomalies, and checking Ricci flow equations.
result Trigonometrically deformed geometries of flag manifold σ-models satisfy generalized Ricci flow equations.

This paper studies a particular class of higher order conformally invariant dif- ferential operators and related integral operators acting on functions taking values in particular finite dimensional irreducible representations of the Spin group. The differential operators can be seen as a generalization to higher spin …

2015-12-23abs ↗pdf ↗

New MCMC method speeds up quantum physics simulations by a factor of 100.

problem Simulating quantum many-body systems with high computational complexity.
method FFT-accelerated MCMC with coupled particle and auxiliary variables.
result Achieves O(NlogN)O(N \log N) scaling, significantly faster than traditional O(N3)O(N^3) methods.

Proposes a new model to price options considering market forces beyond Black-Scholes.

problem Tackles the limitations of the Black-Scholes model in capturing unexpected market behaviors.
method Uses the analogy between quantum harmonic oscillator and financial market dynamics to propose a new market force-driven model.
result Shows how various market forces can be incorporated to modify option pricing, providing practical applications.

We use techniques from functorial quantum field theory to provide a geometric description of the parity anomaly in fermionic systems coupled to background gauge and gravitational fields on odd-dimensional spacetimes. We give an explicit construction of a geometric cobordism bicategory which incorporates general backgro…

2017-09-12abs ↗pdf ↗

The main result is a version of Morse inequalities for the minimum and maximum ideal boundary conditions of the de Rham complex on strata of compact Thom-Mather stratifications, endowed with adapted metrics. An adaptation of the analytic method of Witten is used in the proof, as well as certain perturbation of the harm…

2012-05-02abs ↗pdf ↗

New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.

problem Capturing complex spatiotemporal dependencies in Gaussian processes.
method Hybrid spectral method based on the harmonic oscillator, deriving explicit covariance kernels.
result Explicit non-separable covariance kernels with space-time interactions.

By developing a generalized cobordism theory, we explore the higher global symmetries and higher anomalies of quantum field theories and interacting fermionic/bosonic systems in condensed matter. Our essential math input is a generalization of Thom-Madsen-Tillmann spectra, Adams spectral sequence, and Freed-Hopkins's t…

2018-12-31abs ↗pdf ↗

Enhances quantum sensing by eliminating multiple oscillations in field amplitude estimation.

problem Multiple oscillations in field amplitude estimation due to inter-qubit interactions at high qubit densities.
method Adopting a quantum circuit learning framework to approximate a target function by optimizing gate parameters.
result Elimination of multiple oscillations, leading to enhanced dynamic range of quantum sensing.

We consider the oscillator group equipped with a bi-invariant Lorentzian metric, and then some geometrical properties of this group i.e. homogeneous Ricci solitons and harmonicity properties of invariant vector fields are obtained. We also determine all vector fields which are critical points for the energy functional …

2016-04-15abs ↗pdf ↗

Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.

1999-02-18abs ↗pdf ↗

We investigate Mean Curvature Flow self-shrinking hypersurfaces with polynomial growth. It is known that such self shrinkers are unstable. We focus mostly on self-shrinkers of the form Sk×RnkRn+1\mathbb S^k\times\R^{n-k}\subset \R^{n+1}. We use a connection between the stability operator and the quantum harmonic oscillator Ham…

2013-03-02abs ↗pdf ↗

Constructs a path integral for fermionic SPTs, solving anomalies in 2+1D topological orders.

problem Anomalies in (2+1)D fermionic topological phases and their computation.
method Combining (2+1)D fermionic topological order with symmetry fractionalization data to construct a (3+1)D path integral.
result Reproduces the Z16\mathbb{Z}_{16} anomaly indicator for time-reversal symmetric topological superconductors.

New method for sampling from multivariate distributions using optimal control and quantum mechanics.

problem Sampling from continuous multivariate probability distributions efficiently and accurately.
method Harmonic Path Integral Diffusion (H-PID) framework, formulated as a Stochastic Optimal Control problem.
result Efficient sampling algorithms without neural networks, revealing dynamic phase transitions.

We give a quantum field theoretic derivation of the formula obeyed by the Ray-Singer torsion on product manifolds. Such a derivation has proved elusive up to now. We use a BRST formalism which introduces the idea of an infinite dimensional Universal Gauge Fermion, and is of independent interest being applicable to situ…

1993-10-07abs ↗pdf ↗

We exhibit large classes of local actions for the vacuum Einstein equations. In presence of fermions, or more generally of matter which couple to the connection, these actions lead to inequivalent equations revealing an arbitrary number of parameters. Even in the pure gravitational sector, any corresponding quantum the…

2009-07-17abs ↗pdf ↗