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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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52104156208 · May 202619922001200920172026
48 results for geometric momentum

The paper examines geometric curvatures in generalized Riemannian spaces.

problem Understanding the physical meaning of scalar curvatures in generalized Riemannian spaces.
method Developed Madsen's formulae for pressures and energy-densities, analyzed with different concepts of generalized Riemannian spaces.
result Linearities of energy-momentum tensor, pressure, energy-density, and state-parameter are examined.

Derives energy-momentum tensor from Standard Model, examines energy conditions.

problem Validating energy conditions in the context of the Standard Model.
method Geometric variational problem on globally hyperbolic manifold, deriving energy-momentum tensor.
result Validates various energy conditions in general relativity.

Researchers geometrically define asymptotic coordinates in General Relativity.

problem Understanding the asymptotic behavior of relativistic initial data sets.
method Geometrization of asymptotic flatness and analysis of geometric invariants.
result Geometrically defined asymptotic coordinates for mass, energy, momentum, and angular momentum.

New HMC method uses asymmetrical momentum distributions and improves performance.

problem Rigorous convergence guarantees for HMC with Gaussian momentum distributions.
method New convergence analysis for HMC with general asymmetrical momentum distributions, proposing AD-HMC.
result AD-HMC exhibits geometric convergence in Wasserstein distance under certain conditions.

Generalizes sigma model with Lie algebroid structure and geometric conditions.

problem Consistency of constraints and gauge symmetry in topological sigma models.
method Analysis of geometric conditions and constraints in Hamiltonian and Lagrangian formalisms.
result Identifies universal compatibility condition between Lie algebroid and multi-symplectic structure.

A universal geometric inequality for bodies relating energy, size, angular momentum, and charge is naturally implied by Bekenstein's entropy bounds. We establish versions of this inequality for axisymmetric bodies satisfying appropriate energy conditions, thus lending credence to the most general form of Bekenstein's b…

2018-02-13abs ↗pdf ↗

New approach classifies rotational Weingarten surfaces in Lorentz-Minkowski space.

problem Classifying rotational Weingarten surfaces in Lorentz-Minkowski space.
method Using geometric linear momentum of generatrix curves with respect to axes of revolution.
result Unified framework for three causal types of rotation axes.

New approach to rotational Weingarten surfaces using geometric momentum.

problem Classifying and characterizing rotational Weingarten surfaces.
method Introducing geometric linear momentum of a plane curve to reduce Weingarten conditions to differential equations.
result Classification of non-degenerate quadric surfaces and elasticoids.

The classical notion of center of mass for an isolated system in general relativity is derived from the Hamiltonian formulation and represented by a flux integral at infinity. In contrast to mass and linear momentum which are well-defined for asymptotically flat manifolds, center of mass and angular momentum seem less …

2011-01-03abs ↗pdf ↗

Derives equations of motion for systems with angular momentum on Finsler geometries.

problem Equations of motion for dynamical systems with angular momentum on Finsler geometries.
method Apply Souriau's Principle of General Covariance to derive diffeomorphism invariant equations of motion.
result Generalizes Mathisson-Papapetrou-Dixon equations to Finsler geometries and finds conserved quantities.

Study norm-squared of momentum map in infinite dimensions with applications to symplectic geometry.

problem Understanding the norm-squared of the momentum map in infinite-dimensional settings.
method Calculation of Hessian, decomposition of stabilizer, application to symplectic and complex structures.
result Positive semi-definiteness of Hessian along complexified orbit and new central extensions of symplectomorphism group.

The paper studies momentum-based minimization for Ginzburg-Landau on Euclidean spaces and graphs.

problem Minimizing the Ginzburg-Landau functional on Euclidean spaces and graphs.
method Momentum-based minimization using a convex-concave splitting-based FISTA-type time discretization.
result Momentum can lead to faster convergence if the time step size is large but not too large.

Proof of local well-posedness for a specific boundary condition in general relativity.

problem Initial boundary value problem in general relativity with umbilic boundary condition.
method Wave coordinates and key observation of momentum constraint validity for umbilic boundaries.
result Local well-posedness established for the initial boundary value problem.

On a compact surface endowed with any $\Spinc$ structure, we give a formula involving the Energy-Momentum tensor in terms of geometric quantities. A new proof of a Bär-type inequality for the eigenvalues of the Dirac operator is given. The round sphere S2\mathbb{S}^2 with its canonical $\Spinc$ structure satisfies the …

2012-04-02abs ↗pdf ↗

In this paper, we propose a geometric integrator for nonholonomic mechanical systems. It can be applied to discrete Lagrangian systems specified through a discrete Lagrangian defined on QxQ, where Q is the configuration manifold, and a (generally nonintegrable) distribution in TQ. In the proposed method, a discretizati…

2007-09-10abs ↗pdf ↗

The study finds that factor momentum is significant only at short lags compared to stock momentum.

problem Investigating the relationship between factor momentum and stock momentum.
method Replicated earlier findings and conducted a spanning test controlling for stock momentum and factor exposure.
result Factor momentum is significant only at short lags after controlling for stock momentum and factor exposure.

The study of record statistics of correlated series is gaining momentum. In this work, we study the records statistics of the time series of select stock market data and the geometric random walk, primarily through simulations. We show that the distribution of the age of records is a power law with the exponent αα lyi…

2014-06-24abs ↗pdf ↗

The paper establishes sharp geometric inequalities for hypersurfaces in warped product manifolds.

problem Geometric inequalities involving three distinct quantities in warped product manifolds.
method Two families of inequalities comparing three geometric quantities in space forms or warped product manifolds.
result Generalizes and extends previous results on Weinstock-type inequalities and Steklov/Wentzell eigenvalues.

We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …

2012-11-28abs ↗pdf ↗

These notions in the title are of fundamental importance in any branch of physics. However, there have been great difficulties in finding physically acceptable definitions of them in general relativity since Einstein's time. I shall explain these difficulties and progresses that have been made. In particular, I shall i…

2016-05-16abs ↗pdf ↗

Introduces homotopy momentum sections on multisymplectic manifolds.

problem No specific problem stated; focuses on introducing a new concept.
method Introduces a new concept of homotopy momentum sections on multisymplectic manifolds.
result Shows that a gauged nonlinear sigma model with Wess-Zumino term has homotopy momentum section structure.

In the framework of Galilei classical mechanics (i.e., general relativistic classical mechanics on a spacetime with absolute time) developed by Jadczyk and Modugno, we analyse systematically the relations between symmetries of the geometric objects. We show that the (holonomic) infinitesimal symmetries of the cosymplec…

2000-03-24abs ↗pdf ↗

Customer momentum is a positive relationship between a firm's returns and past returns of its customers.

problem Understanding the relationship between a firm's returns and its customers' past returns.
method Examined customer momentum using a long-short equally-weighted decile portfolio and Fama-French factor models.
result Customer momentum generates significant monthly returns and is statistically significant.

This study classifies quadric surfaces in 3-sphere as Weingarten surfaces.

problem Extension of quadric surfaces of revolution to 3-sphere.
method Rigorous classification and characterization using spherical angular momentum.
result Spherical ellipsoids, hyperboloids, and paraboloids are Weingarten surfaces with a specific cubic relation between principal curvatures.

This paper examines momentum spillover across multiple asset classes using only pricing data.

problem Challenges in studying momentum spillover across diverse asset classes due to lack of common characteristics.
method Utilised a linear and interpretable graph learning model to reveal momentum spillover network.
result Network momentum strategy yields a Sharpe ratio of 1.5 and an annual return of 22%.

The paper analyzes how hyperparameters affect SGD with momentum's convergence rate.

problem The role of hyperparameters in SGD with momentum's convergence rate.
method Theoretical analysis using a hyperparameters-dependent stochastic differential equation (hp-dependent SDE).
result The optimal linear rate of convergence depends on both the learning rate and the momentum coefficient.

The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.

problem Extending Vlasov kinetic theory to time-dependent dynamics.
method Introducing geometric kinetic theories within cosymplectic and cocontact manifolds.
result Alternative realizations of cosymplectic and cocontact kinetic theories linked via Poisson/momentum maps.

This paper presents generalized momentum mappings for covariant Hamiltonian field theories. The new momentum mappings arise from a generalization of symplectic geometry to LVYL_VY, the bundle of vertically adapted linear frames over the bundle of field configurations YY. Specifically, the generalized field momentum obs…

2001-11-21abs ↗pdf ↗

Improves Marsden-Weinstein reduction theory for k-polysymplectic manifolds.

problem Improving Marsden-Weinstein reduction theory for k-polysymplectic manifolds.
method Developed a theory of affine Lie group actions for k-polysymplectic momentum maps, removing technical conditions.
result Devise a k-polycosymplectic Marsden-Weinstein reduction theory.