Research
On-device research index

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.

168,738 papers · 148 categories

Trend · papers per month

62125187249 · May 202619922001200920172026
48 results for geometric index

We introduce \textcolor{red}{general} new techniques for computing the geometric index of a link LL in the interior of a solid torus TT. These techniques simplify and unify previous ad hoc methods used to compute the geometric index in specific examples \textcolor{red}{ and allow the simple computation of geometric i…

2017-11-12abs ↗pdf ↗

Study topological quantum mechanics on orbifolds with geometric interpretation.

problem Quantum mechanical models on symplectic orbifolds.
method Explicit orbifold version of quantum HKR map and exact semi-classical approximation.
result Geometric and quantum field theoretic interpretation of orbifold algebraic index.

Unified geometric perspectives on PDEs, torsion invariants, and moduli theory.

problem Index theory and analytic torsion of nonlinear PDEs.
method Microlocal sheaf theory, factorization algebras, Spencer hypercohomology.
result Unified geometric perspectives on PDEs, torsion invariants, and moduli theory.

We study bounded pseudoconvex domains in complex Euclidean spaces. We find analytical necessary conditions and geometric sufficient conditions for a domain being of trivial Diederich--Fornæss index (i.e. the index equals to 1). We also connect a differential equation to the index. This reveals how a topological conditi…

2017-01-25abs ↗pdf ↗

We revisit the cohomological index theorem for elliptic elements in the universal enveloping algebra of a Lie groupoid previously proved by the authors. We prove a Thom isomorphism for Lie algebroids which enables us to rewrite the "topological side" of the index theorem. This results in index formulae for Lie groupoid…

2013-08-01abs ↗pdf ↗

New geometric proof shows index of umbilic points on analytic surfaces is at most one.

problem Proving the Carathéodory Conjecture for compact simply connected embedded surfaces.
method Geometric analysis of degenerate umbilic points on analytic surfaces.
result Index of an umbilic on an analytic surface cannot be an integer larger than one.

We first introduce an invariant index for G-equivariant elliptic differential operators on a locally compact manifold M admitting a proper cocompact action of a locally compact group G. It generalizes the Kawasaki index for orbifolds to the case of proper cocompact actions. Our invariant index is used to show that an a…

2008-06-19abs ↗pdf ↗

Geometric Brownian motion simulates stock prices for Brazilian small caps index.

problem Simulating stock prices for the Brazilian small caps index.
method Used geometric Brownian motion to simulate stock prices of Brazilian small caps index using historical data.
result Simulated prices better for portfolios with higher returns, lower risks, and higher Sharpe Indexes.

We prove a number of results relating various measures (volume, Legendrian index, stability index, and spectral curve genus) of the geometric complexity of special Lagrangian T2T^2-cones. We explain how these results fit into a program to understand the "most common" three-dimensional isolated singularities of special …

2003-07-09abs ↗pdf ↗

A geometric model for twisted KK-homology is introduced. It is modeled after the Mathai-Melrose-Singer fractional analytic index theorem in the same way as the Baum-Douglas model of KK-homology was modeled after the Atiyah-Singer index theorem. A natural transformation from twisted geometric KK-homology to the new g…

2012-11-07abs ↗pdf ↗

We define a geometric invariant and an index (+1 or -1) for projective umbilics of smooth surfaces. We prove that the sum of the indices of the projective umbilics inside a connected component H of the hyperbolic domain remains constant in any 1-parameter family of surfaces if the topological type of H does not change.…

2019-11-04abs ↗pdf ↗

We investigate index theory in the context of Dirac operators coupled to superconnections. In particular, we prove a local index theorem for such operators, and for families of such operators. We investigate eta-invariants and prove an APS-theorem, and construct a geometric determinant line bundle for families of such …

2008-10-05abs ↗pdf ↗

The study calculates the index distribution of Brownian loops in various geometrical settings.

problem Calculating the distribution of the index of Brownian loops in specific geometrical settings.
method Analysis based on the geometry of Hopf and anti-de Sitter fibrations, and the relationship between winding and area forms.
result Explicit formulas and asymptotics for the distribution of the index of the Brownian loop.

The paper examines short-term volatilities in equity indexes using a ranking procedure.

problem Understanding short-term behaviors of implied volatility in equity markets.
method Using a ranking procedure to model equity index dynamics, the paper investigates the short-term volatilities of derivatives written on indexes.
result The models reconcile the long memory of volatilities and power law of ATM skews in equity markets.

We show that the computation of the Fredholm index of a fully elliptic pseudodifferential operator on an integrated Lie manifold can be reduced to the computation of the index of a Dirac operator, perturbed by a smoothing operator, canonically associated, via the so-called clutching map. To this end we adapt to our fra…

2019-04-05abs ↗pdf ↗

We introduce a geometric invariant that we call the index of symmetry, which measures how far is a Riemannian manifold from being a symmetric space. We compute, in a geometric way, the index of symmetry of compact naturally reductive spaces. In this case, the so-called leaf of symmetry turns out to be of the group type…

2013-02-13abs ↗pdf ↗

In this paper we prove a tertiary index theorem which relates a spectral geometric and a homotopy theoretic invariant of an almost complex manifold with framed boundary. It is derived from the index theoretic and homotopy theoretic versions of a complex elliptic genus and interestingly related with the structure of the…

2008-08-02abs ↗pdf ↗

We study bounded pseudoconvex domains in complex Euclidean space. We define an index associated to the boundary and show this new index is equivalent to the Diederich-Fornæss index defined in 1977. This connects the Diederich-Fornæss index to boundary conditions and refines the Levi pseudoconvexity. We also prove the $…

2017-01-01abs ↗pdf ↗

In this paper we discuss the index problem for geometric differential operators (Spin-Dirac operator, Gauß-Bonnet operator, Signature operator) on manifolds with metric horns. On singular manifolds these operators in general do not have unique closed extensions. But there always exist two extremal extensions DminD_{min}

1996-09-24abs ↗pdf ↗

We derive a formula for the index of a Dirac operator on a compact, even-dimensional incomplete edge space satisfying a "geometric Witt condition". We accomplish this by cutting off to a smooth manifold with boundary, applying the Atiyah-Patodi-Singer index theorem, and taking a limit. We deduce corollaries related to …

2013-12-16abs ↗pdf ↗

In the previous papers, Furuta, Yoshida and the author gave a definition of analytic index theory of Dirac-type operator on open manifolds by making use of some geometric structure on an open covering of the end of the open manifold and a perturbation of the Dirac-type operator. In this paper we show the cobordism inva…

2014-09-04abs ↗pdf ↗

This article surveys the relations among local and nonlocal invariants in Atiyah-Singer index theory. We discuss the local invariants that arise from the heat equation approach to the index theorem for geometric operators, as well as the nonlocal invariants (the eta invariant, the determinant of the Laplacian/analytic …

1997-07-21abs ↗pdf ↗

Gauss-Bonnet for simple graphs G assures that the sum of curvatures K(x) over the vertex set V of G is the Euler characteristic X(G). Poincare-Hopf tells that for any injective function f on V the sum of i(f,x) is X(G). We also know that averaging the indices E[i(f,x)] over all functions gives curvature K(x). We explor…

2012-05-02abs ↗pdf ↗

We give here a self contained and elementary introduction to the Conley-Zehnder index for a path of symplectic matrices. We start from the definition of the index as the degree of a map into the circle for a path starting at the identity and ending at a matrix for which 1 is not an eigenvalue. We prove some properties …

2012-01-18abs ↗pdf ↗

This is an expository paper which gives a proof of the Atiyah-Singer index theorem for elliptic operators. Specifcally, we compute the geometric K-cycle that corresponds to the analytic K-cycle determined by the operator. This paper and its companion ("K-homology and index theory II: Dirac Operators") was written to cl…

2016-04-12abs ↗pdf ↗

It is shown that if a C2C^2 surface MR3M\subset\mathbb R^3 has negative curvature on the complement of a point qMq\in M, then the Z/2\mathbb Z/2-valued Poincaré-Hopf index at qq of either distribution of principal directions on M{q}M-\{q\} is non-positive. Conversely, any non-positive half-integer arises in this fashion. …

2014-04-09abs ↗pdf ↗

The tetrahedral index connects to a q-Bessel function, revealing new mathematical techniques.

problem Exploring connections between the tetrahedral index and Hahn-Exton q-Bessel function.
method Establishing a correspondence between the tetrahedral index and the q-Bessel function.
result New techniques and conjectures in q-hypergeometric theory.

The normal map of curves is analyzed as a vector field on a cylinder.

problem Understanding the geometric properties of normal maps and their vector field interpretation.
method Interpreting critical points geometrically, studying Poincaré index, projecting to sphere, and analyzing winding and rotation indices.
result Counting theorems regarding winding and rotation indices of curves and their evolutes are proven.

We prove two geometric index theorems for a family of first-order elliptic operators over a manifold with boundary by computing eta form representatives for the Chern character classes of the index bundle. The eta forms occur as relative and regularized traces on infinite-dimensional vector bundles realized as the limi…

2002-11-22abs ↗pdf ↗

We derive a sufficient condition on a bounded pseudoconvex domain ΩC2Ω\subset\mathbb{C}^2 with smooth boundary such that (ρ)η-(-ρ)^η is plurisubharmonic on ΩΩ for η>0η>0 arbitrarily close to 11 (the supremum of ηη is called Diederich-Fornæss index, see Definition (df)). This condition (see Theorem prop) extends a theore…

2016-06-07abs ↗pdf ↗

Suppose that (M,E)(M,E) is a compact contact manifold, and that a compact Lie group GG acts on MM transverse to the contact distribution EE. In an earlier paper, we defined a GG-transversally elliptic Dirac operator $\dirac$, constructed using a Hermitian metric hh and connection \nabla on the symplectic vector bun…

2009-09-10abs ↗pdf ↗