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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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4590134179 · Jun 202019922001200920172026
48 results for higher index

Paper constructs a transfer map for codimension 2 submanifolds in higher index theory.

problem Higher index theory of codimension 2 submanifolds.
method Construction of codimension 2 transfer map and adjoint relationship with cyclic cohomology.
result Established adjoint relationship between codimension 2 transfer map and co-transfer map in cyclic cohomology.

For a continuous curve of families of Dirac type operators we define a higher spectral flow as a KK-group element. We show that this higher spectral flow can be computed analytically by $\heta$-forms, and is related to the family index in the same way as the spectral flow is related to the index. We introduce a notion…

1996-08-08abs ↗pdf ↗

The Rosenberg index vanishes if a manifold admits a wide Riemannian band or cube-like domain.

problem Proving the Rosenberg index does not vanish for certain manifolds.
method Analyzing isometric immersions of wide Riemannian bands and cube-like domains on spin manifolds.
result Closed spin manifolds with infinite KO\mathcal{KO}-width have non-vanishing Rosenberg index.

The paper explores the index theory of sub-Laplacians on higher nilpotent Carnot manifolds.

problem Characterizing the index theory of sub-Laplacians on higher nilpotent Carnot manifolds.
method Analyzes the structure of hypoelliptic sub-Laplacian type operators and provides examples where the index theory is trivial.
result Provides examples where the index theory of sub-Laplacians is trivial in higher degrees of nilpotency.

The paper solves a general case of the cohomological relative index problem for foliations.

problem Solving the cohomological relative index problem for foliations of non-compact manifolds.
method Generalizing Gromov and Lawson's results to Dirac operators on non-compact complete Riemannian manifolds, involving all terms of the Connes-Chern character.
result Establishing a relative topological index and Connes-Chern character equality for two leafwise Dirac operators on non-compact manifolds.

Defines new Roe algebras for cylindrical spaces, solving metric curvature problems.

problem Existence and classification of metrics with positive scalar curvature on spaces with cylindrical ends.
method Variant of Roe algebras for cylindrical spaces, relating to relative higher index theory.
result Defines higher rho-invariants and provides a concise proof of a related result.

Innovates rotation index for matrix pairs, solving group action problems.

problem Solving group actions problems, especially Nielsen realization and higher-rank Anosov actions.
method Rotation index and Milnor--Munkres--Novikov pairing applied to Z2\mathbb{Z}^2 group actions.
result Solved specific group action problems using new matrix pair invariant.

Let ΓΓ be a finitely generated discrete group satisfying the rapid decay condition. We give a new proof of the higher Atiyah-Patodi-Singer theorem on a Galois ΓΓ-coverings, thus providing an explicit formula for the higher index associated to a group cocycle cZk(Γ;C)c\in Z^k (Γ;\mathbb{C}) which is of polynomial growth wit…

2014-10-24abs ↗pdf ↗

The p-index improves investment performance for NYSE stocks but not for SSE stocks.

problem Improving investment performance for stocks using the p-index.
method Comparing different p-ratio strategies and empirical efficient frontiers for SSE and NYSE stocks.
result The p-index enhances investment performance for NYSE stocks but not for SSE stocks.

Let ΓΓ be a discrete finitely generated group. Let M^T\hat{M}\to T be a ΓΓ-equivariant fibration, with fibers diffeomorphic to a fixed even dimensional manifold with boundary ZZ. We assume that ΓM^M^/ΓΓ\to \hat{M}\to \hat{M}/Γ is a Galois covering of a compact manifold with boundary. Let (D+(θ))θT(D^+ (θ))_{θ\in T} be a ΓΓ-equi…

2003-08-19abs ↗pdf ↗

The paper explores higher fixed point theorems for foliations with applications to rigidity and integrality.

problem Understanding the topological and geometric properties of foliations.
method Applications of higher Lefschetz theorems for foliations, involving Haefliger cohomology.
result The non-triviality of the higher A-hat genus of the foliation in Haefliger cohomology can be an obstruction to the existence of non-trivial leaf-preserving compact connected group actions.

We introduce a notion of index for shrinkers of the mean curvature flow. We then prove a gap theorem for the index of rotationally symmetric immersed shrinkers in R^3, namely, that such shrinkers have index at least 3, unless they are one of the stable ones: the sphere, the cylinder, or the plane. We also provide a gen…

2016-03-21abs ↗pdf ↗

This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …

2009-11-04abs ↗pdf ↗

We show that if a countable discrete group acts properly and isometrically on a spin manifold of bounded Riemannian geometry and uniformly positive scalar curvature, then, under a suitable condition on the group action, the maximal higher index of the Dirac operator vanishes in K-theory of the maximal equivariant Roe a…

2019-05-29abs ↗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.

This work improves online SGD's sample complexity for multi-index models by considering higher-order terms.

problem Suboptimal sample complexity for learning multi-index models using online SGD.
method Focus on both second- and higher-order terms to improve sample complexity.
result Online SGD achieves ildeO(dPL1) ilde{O}(d P^{L-1}) samples for multi-index models.

We construct eta- and rho-invariants for Dirac operators, on the universal covering of a closed manifold, that are invariant under the projective action associated to a 2-cocycle of the fundamental group. We prove an Atiyah-Patodi-Singer index theorem in this setting, as well as its higher generalization. Applications …

2013-12-22abs ↗pdf ↗

Inspired by work of Ejiri-Micallef on closed minimal surfaces, we compare the energy index and the area index of a free-boundary minimal surface of a Riemannian manifold with boundary, and show that the area index is controlled from above by the area and the topology of the surface. Combining these results with work of…

2017-10-30abs ↗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 ↗

Abstract: Generalizes modular forms to family case and finds new anomaly cancellation formulas.

problem Finding anomaly cancellation formulas for determinant line bundles and index gerbes.
method Family index theory applied to SL(2,Z)SL(2,Z) modular forms.
result Obtains new anomaly cancellation formulas for determinant line bundles and index gerbes.

We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index. We motivate our model with the empirical observation that the best performing stocks in a broad market index often perform much better than the other stocks in the index. Randomly selecting a subset o…

2015-10-13abs ↗pdf ↗

Following Gorokhovsky and Lott and using an extension of the b-pseudodifferential calculus of Melrose, we give a formula for the Chern character of the Dirac index class of a longitudinal Dirac type operators on a foliated manifold with boundary. For this purpose we use the Bismut local index formula in the context of …

2007-01-17abs ↗pdf ↗

This paper concerns some stability properties of higher dimensional catenoids in $\rr^{n+1}$ with n3n\ge 3. We prove that higher dimensional catenoids have index one. We use δδ-stablity for minimal hypersurfaces and show that the catenoid is 2n\frac 2n-stable and a complete 2n\frac 2n-stable minimal hypersurface is a …

2007-08-24abs ↗pdf ↗

In this paper, we determine the maximally stable, rotationally invariant domains on the catenoids $\cC_a$ (minimal surfaces invariant by rotations) in the Heisenberg group with a left-invariant metric. We show that these catenoids have Morse index at least 3 and we bound the index from above in terms of the parameter $…

2010-10-05abs ↗pdf ↗

We study a class of localized indices for the Dirac type operators on a complete Riemannian orbifold, where a discrete group acts properly, co-compactly and isometrically. These localized indices, generalizing the L2L^2-index of Atiyah, are obtained by taking certain traces of the higher index for the Dirac type operat…

2013-07-08abs ↗pdf ↗

Develops connections between operator K-theory and positive scalar curvature.

problem Positive scalar curvature on closed spin manifolds and Gromov's band width conjecture.
method Quantitative index theory and related techniques.
result The propagation of the index of the Dirac operator is inversely related to the curvature lower bound.