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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 formal group laws

This is an extended write-up of a talk given in April, 1993 in honor of Raoul Bott's 70th birthday. We first illustrate how some traditional topological and geometric invariants obey ``gluing laws'' inspired by those in classical and quantum field theory. Here we discuss characteristic numbers, particularly the Euler n…

1994-06-28abs ↗pdf ↗

For every abelian compact Lie group A, we prove that the homotopical A-equivariant complex bordism ring, introduced by tom Dieck (1970), is isomorphic to the A-equivariant Lazard ring, introduced by Cole-Greenlees-Kriz (2000). This settles a conjecture of Greenlees. We also show an analog for homotopical real bordism r…

2019-12-16abs ↗pdf ↗

The paper investigates Goodhart's law and its impact on goal alignment.

problem The adverse effects of optimizing a measure when it diverges from the true goal.
method Formal analysis of Goodhart's law, focusing on the tail distribution of discrepancies.
result Goodhart's law depends on the tail distribution of discrepancies between the true goal and the optimized measure.

Using properties of the determinant line bundle for a family of elliptic boundary value problems, we explain how the Fock space functor defines an axiomatic quantum field theory which formally models the Fermionic path integral. The 'sewing axiom' of the theory arises as an algebraic pasting law for the determinant of …

1999-08-31abs ↗pdf ↗

A classical theorem due to Quillen (1969) identifies the unitary bordism ring with the Lazard ring, which classifies the universal one-dimensional commutative formal group law. We prove an equivariant generalization of this result by identifying the homotopy theoretic Z/2\mathbb{Z}/2-equivariant unitary bordism ring, in…

2017-11-07abs ↗pdf ↗

This paper provides a description of an algebraic setting for the Lagrangian formalism over graded algebras and is intended as the necessary first step towards the noncommutative C-spectral sequence (variational bicomplex). A noncommutative version of integration procedure, the notion of adjoint operator, Green's formu…

1994-07-06abs ↗pdf ↗

Machine learning algorithms for prediction are increasingly being used in critical decisions affecting human lives. Various fairness formalizations, with no firm consensus yet, are employed to prevent such algorithms from systematically discriminating against people based on certain attributes protected by law. The aim…

2017-10-09abs ↗pdf ↗

Noether's First Theorem yields conservation laws for Lagrangians with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. In recent work the authors showed the mathematical structure behind both th…

2011-06-20abs ↗pdf ↗

In this paper we form a general conservation law that unifies a class of physics field theories. For this we first introduce the notion of a general field as a formal sum differential forms on a Minkowski manifold. Thereafter, we employ the action principle to define the conservation law for such general fields. By con…

2019-08-28abs ↗pdf ↗

Paper examines the structure of stochastic gradients in deep learning.

problem Exploring the structure and heavy tails of stochastic gradients in deep learning.
method Conducted formal statistical tests on stochastic gradients and gradient noise.
result Stochastic gradients and gradient noise do not exhibit power-law heavy tails, but their covariance spectra do.

We study the general structure of formal perturbative solutions to the Hamiltonian perturbations of spatially one-dimensional systems of hyperbolic PDEs. Under certain genericity assumptions it is proved that any bihamiltonian perturbation can be eliminated in all orders of the perturbative expansion by a change of coo…

2004-10-01abs ↗pdf ↗

Ergodicity, this is to say, dynamics whose time averages coincide with ensemble averages, naturally leads to Boltzmann-Gibbs (BG) statistical mechanics, hence to standard thermodynamics. This formalism has been at the basis of an enormous success in describing, among others, the particular stationary state correspondin…

2003-01-16abs ↗pdf ↗

We propose an extension of the differential system for constant mean curvature (CMC) surfaces in a three dimensional space form to an associated hierarchy of evolution equations by the higher-order commuting symmetries. The infinite sequence of higher-order conservation laws of CMC surfaces admit the corresponding exte…

2013-12-27abs ↗pdf ↗

Deviation inequalities and limit laws for random walks on metric spaces.

problem Understanding random walks on metric spaces with contracting isometries.
method Adapting Gouëzel's pivotal time construction to establish deviation inequalities.
result Exponential bounds and limit laws for random walks on mapping class groups and CAT(0) spaces.

Noether's Theorem yields conservation laws for a Lagrangian with a variational symmetry group. The explicit formulae for the laws are well known and the symmetry group is known to act on the linear space generated by the conservation laws. The aim of this paper is to explain the mathematical structure of both the Euler…

2010-06-23abs ↗pdf ↗

Following related work in law and policy, two notions of disparity have come to shape the study of fairness in algorithmic decision-making. Algorithms exhibit treatment disparity if they formally treat members of protected subgroups differently; algorithms exhibit impact disparity when outcomes differ across subgroups,…

2017-11-19abs ↗pdf ↗

The paper explores connections between braids, links, and cobordisms using algebraic methods.

problem Investigating functions on manifolds and their connections to braids, links, and cobordisms.
method Algebraic methods including group theory, sheaves, and formal groups.
result Constructs Lazard's one-dimensional universal commutative formal group and applies it to cobordism theory.

Discover conservation laws from trajectories using a neural network.

problem Finding invariants and conservation laws from large-scale data without prior knowledge.
method ConservNet, a neural network trained with noise-variance loss to discover hidden invariants in grouped multi-dimensional observables.
result Successfully discovers underlying invariants from simulated and real-world systems.

The main aim of this paper is the construction of a smooth (sometimes called differential) extension \hat{MU} of the cohomology theory complex cobordism MU, using cycles for \hat{MU}(M) which are essentially proper maps W\to M with a fixed U(n)-structure and U(n)-connection on the (stable) normal bundle of W\to M. Cruc…

2007-11-07abs ↗pdf ↗

The three-state agent-based 2D model of financial markets as proposed by Giulia Iori has been extended by introducing increasing trust in the correctly predicting agents, a more realistic consultation procedure as well as a formal validation mechanism. This paper shows that such a model correctly reproduces the three f…

2013-10-02abs ↗pdf ↗

The study shows strong formality in certain complex manifolds.

problem Investigating strong formality in complex manifolds.
method Adapting ss-strong formality from Fernandez and Muñoz to the pluripotential setting.
result Compact Kähler manifolds and generalized complete intersections are strongly formal.

Bitcoin price prediction models fail to outperform a simple 'today's price' baseline, especially at longer horizons.

problem Lack of robust models that consistently outperform a naive price predictor at various horizons.
method Surveyed peer-reviewed papers, categorized by evaluation methodology, contrasted with social media discourse, and proposed methodological standards.
result No peer-reviewed study has shown robust superiority over the naive baseline across multiple market regimes at short-to-medium horizons.

In this note, we address the following question: Which 1-formal groups occur as fundamental groups of both quasi-Kähler manifolds and closed, connected, orientable 3-manifolds. We classify all such groups, at the level of Malcev completions, and compute their coranks. Dropping the assumption on realizability by 3-manif…

2008-10-13abs ↗pdf ↗

Study revisits Bondi mass and discusses memory effect in polyhomogeneous spacetimes.

problem Analyzing the asymptotic behavior and memory effect in polyhomogeneous spacetimes.
method Revisits Bondi mass using Iyer-Wald formalism and discusses memory effect in vacuum polyhomogeneous spacetimes.
result The balance law remains unchanged in polyhomogeneous spacetimes with logarithmic terms.

Study non-formal pseudo-differential operators over formal ones.

problem Understanding structure of non-formal pseudo-differential operators.
method Diffeological principal bundles, smoothing connections.
result Structure of diffeological bundle of non-formal pseudo-differential operators over formal ones.

We announce ultrametric analogues of the results of Kleinbock-Margulis for shrinking target properties of semisimple group actions on symmetric spaces. The main applications are S-arithmetic Diophantine approximation results and logarithm laws for buildings, generalizing the work of Hersonsky-Paulin on trees.

2005-06-26abs ↗pdf ↗

The purpose of this paper is to extend the Green-Naghdi-Rivlin balance of energy method to continua with microstructure. The key idea is to replace the group of Galilean transformations with the group of diffeomorphisms of the ambient space. A key advantage is that one obtains in a natural way all the needed balance la…

2008-11-13abs ↗pdf ↗