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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.

168,657 papers · 148 categories

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12243648 · May 202619922001200920172026
48 results for harmonic oscillator

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.

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 ↗

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 ↗

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.

We discuss the quantization of mechanical systems for which the Hamiltonian vector fields of observables form the deformation of nn-dimensional oscilator algebra. Because of this fact these systems can be considered as "deformations" of the harmonic oscillator. The set of abovementioned mechanical systems are realized…

1995-08-04abs ↗pdf ↗

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.

This paper is a contribution to harmonic analysis of compact solvmanifolds. We consider the four-dimensional oscillator group Osc1{\rm Osc}_1, which is a semi-direct product of the three-dimensional Heisenberg group and the real line. We classify the lattices of Osc1{\rm Osc}_1 up to inner automorphisms of Osc1{\rm Osc}_1. F…

2019-11-29abs ↗pdf ↗

Develops Hamiltonian Score Matching and Generative Flows for machine learning.

problem Estimating score functions and designing generative models.
method Introduces Hamiltonian velocity predictors (HVPs) for score matching and generative flows.
result Hamiltonian Generative Flows (HGFs) rival leading generative modeling techniques.

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 ↗

For the class of approximate harmonic maps uW1,2(Σ,N)u\in W^{1,2}(Σ,N) from a closed Riemmanian surface (Σ,g)(Σ,g) to a compact Riemannian manifold (N,h)(N, h), we show that (i) the so-called energy identity holds for weakly convergent approximate harmonic maps {un}:ΣN\{u_n\}:Σ\to N, with tension fields τ(un)τ(u_n) bounded in the Morrey spa…

2016-04-20abs ↗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.

The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be expressed in terms of the associated Jacobi fields. Using this expression, we show the l…

2009-08-31abs ↗pdf ↗

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 ↗

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.

The Witten deformation associated to a Morse function on a closed Riemannian manifold, via Rellich-Kato theorem, relates analytically the spectral package of the Riemannian manifold (eigenvalues and eigenforms) to the Morse complex defined by the pair (Morse function, Riemannian metric) coupled with the "multivariable …

2020-02-24abs ↗pdf ↗

We develop an analog of harmonic replacement in the gauge theory context. The idea behind harmonic replacement dates back to Schwarz and Perron. The technique, as introduced by Jost and further developed by Colding and Minicozzi, involves taking a map v ⁣:ΣMv\colonΣ\to M defined on a surface ΣΣ and replacing its values on…

2016-08-24abs ↗pdf ↗

We present a definition of indefinite Kasparov modules, a generalisation of unbounded Kasparov modules modelling non-symmetric and non-elliptic (e.g. hyperbolic) operators. Our main theorem shows that to each indefinite Kasparov module we can associate a pair of (genuine) Kasparov modules, and that this process is reve…

2015-03-24abs ↗pdf ↗

In the limit 0\hbar\to 0, we analyze a class of Schrödinger operators H=2L+W+VidH_\hbar = \hbar^2 L + \hbar W + V\cdot \mathrm{id} acting on sections of a vector bundle Eh\mathcal{Eh} over a Riemannian manifold MM where LL is a Laplace type operator, WW is an endomorphism field and the potential energy VV has a non-degene…

2013-09-17abs ↗pdf ↗

Study examines boundedness of oscillating singular integrals on specific Lie groups.

problem Investigating boundedness of oscillating singular integrals on Lie groups of polynomial growth.
method Presented kernel criteria in terms of sub-Riemannian structure and Fourier analysis.
result Extended classical oscillating conditions for boundedness of oscillating convolution operators.

Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "an…

2003-07-14abs ↗pdf ↗

Canonical transformation plays a fundamental role in simplifying and solving classical Hamiltonian systems. We construct flexible and powerful canonical transformations as generative models using symplectic neural networks. The model transforms physical variables towards a latent representation with an independent harm…

2019-09-30abs ↗pdf ↗

The presence of log-periodic structures before and after stock market crashes is considered to be an imprint of an intrinsic discrete scale invariance (DSI) in this complex system. The fractal framework of the theory leaves open the possibility of observing self-similar log-periodic structures at different time scales.…

2005-01-21abs ↗pdf ↗

Estimates box dimension of fractal interpolation surfaces using oscillation vectors.

problem Estimating the complexity of fractal interpolation surfaces.
method Defined vertical scaling matrices and used them to relate oscillation vectors of different levels.
result Obtained the box dimension of generalized affine fractal interpolation surfaces.

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 ↗

A quasi-Lie scheme is a geometric structure that provides t-dependent changes of variables transforming members of an associated family of systems of first-order differential equations into members of the same family. In this note we introduce two quasi-Lie schemes for studying second-order Gambier equations in a geome…

2013-03-14abs ↗pdf ↗

The Duffing oscillator's parameters are identified online using variational message passing.

problem Estimating parameters of a nonlinear Duffing oscillator in real-time.
method Variational message passing on a factor graph of the Duffing oscillator's generative model.
result The online inference procedure performs as well as offline methods.

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 ↗

The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of…

2004-03-31abs ↗pdf ↗