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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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3979118157 · Jun 202019922001200920172026
48 results for higher signatures

Building on the theory of elliptic operators, we give a unified treatment of the following topics: - the problem of homotopy invariance of Novikov's higher signatures on closed manifolds; - the problem of cut-and-paste invariance of Novikov's higher signatures on closed manifolds; - the problem of defining higher signa…

2004-06-01abs ↗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 prove that the higher harmonic signature of an even dimensional oriented Riemannian foliation of a compact Riemannian manifold with coefficients in a leafwise U(p,q)-flat complex bundle is a leafwise homotopy invariant. We also prove the leafwise homotopy invariance of the twisted higher Betti classes. Consequences …

2007-11-02abs ↗pdf ↗

This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.

problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.

Paper introduces branched signature model for efficient computation and data-driven applications.

problem Efficient computation and data-driven modeling of branched rough paths.
method Develops a universal approximation theorem and constructs an extension map to realize branched signatures.
result Explicit construction of branched signatures via an extension map for efficient computation.

The study constructs geometrically decomposable aspherical 4-manifolds with non-zero signature and explores their properties.

problem Characterizing geometrically decomposable aspherical 4-manifolds with non-zero signature.
method Constructing examples and proving inequalities for geometrically decomposable aspherical 4-manifolds.
result All geometrically decomposable aspherical 4-manifolds with non-zero signature satisfy the inequality \( \chi \geq 3|σ| \).

New criteria ensure uniqueness of curve signatures, robust to metric variations.

problem Ensuring uniqueness of curve signatures in differential geometry.
method Introducing new methods through differential equations and higher order derivatives.
result New criteria for curve signature uniqueness in general settings.

(This is a revised version of the paper) - In the present paper we study the geometry of doubly extended Lie groups with their natural biinvariant metric. We describe the curvature, the holonomy and the space of parallel spinors. This is completely done for all simply connected groups with biinvariantmetric of Lorentzi…

2002-03-19abs ↗pdf ↗

Study explores embedding signature-changing manifolds into higher-dimensional spaces.

problem Smooth metric signature changes in spacetimes.
method Global isometric embeddings into higher-dimensional pseudo-Euclidean spaces.
result Explicit constructions of global embeddings into Minkowski and Misner spaces.

The rho-invariant is an invariant of odd-dimensional manifolds with finite fundamental group, and lies in the representations modulo the regular representations (after tensoring with Q). It is a fundamental invariant that occurs in classifying lens spaces, their homotopy analogues, and is intimately related to the eta-…

1997-12-04abs ↗pdf ↗

A Delaunay decomposition is a cell decomposition in R^d for which each cell is inscribed in a Euclidean ball which is empty of all other vertices. This article introduces a generalization of the Delaunay decomposition in which the Euclidean balls in the empty ball condition are replaced by other families of regions bou…

2016-02-11abs ↗pdf ↗

We study noncommutative eta- and rho-forms for homotopy equivalences. We prove a product formula for them and show that the rho-forms are well-defined on the structure set. We also define an index theoretic map from L-theory to C*-algebraic K-theory and show that it is compatible with the rho-forms. Our approach, which…

2010-08-21abs ↗pdf ↗

For certain classes of knots we define geometric invariants called higher-order genera. Each of these invariants is a refinement of the slice genus of a knot. We find lower bounds for the higher-order genera in terms of certain von Neumann ρρ-invariants, which we call higher-order signatures. The higher-order genera o…

2008-07-02abs ↗pdf ↗

We construct new examples of algebraic curvature tensors so that the Jordan normal form of the higher order Jacobi operator is constant on the Grassmannian of subspaces of type (r,s)(r,s) in a vector space of signature (p,q)(p,q). We then use these examples to establish some results concerning higher order Osserman and highe…

2002-05-07abs ↗pdf ↗

We study the higher order Jacobi operator in pseudo-Riemannian geometry. We exhibit a family of manifolds so that this operator has constant Jordan normal form on the Grassmannian of subspaces of signature (r,s) for certain values of (r,s). These pseudo-Riemannian manifolds are new and non-trivial examples of higher or…

2002-05-25abs ↗pdf ↗

Study on martingale property and moment explosions in signature volatility models.

problem Analyzing the martingale property and moment explosions in signature volatility models.
method Fine analysis of the explosion time of a signature stochastic differential equation.
result The price process is a true martingale if and only if the order of the linear form is odd and a correlation parameter is negative.

Develops a new trading strategy for statistical arbitrage with path-dependent signals.

problem Optimal execution in statistical arbitrage strategies with dynamic predictive signals.
method Signature-based framework modeling alpha and trading speed as linear functionals of truncated signature of market path.
result Fitted policy achieves higher return on turnover compared to a z-score benchmark.

Functional determinant for mixed signature sphere products depends on sphere dimensions and parity.

problem Determining the functional determinant for scalar fields on mixed signature sphere products.
method Analyzing the GJMS operator on Sqimes^q imesSp^p to derive the functional determinant.
result The functional determinant depends only on the total dimension and parity of the sphere dimensions.

We prove the Novikov conjecture on oriented Cheeger spaces whose fundamental group satisfies the strong Novikov conjecture. A Cheeger space is a stratified pseudomanifold admitting, through a choice of ideal boundary conditions, an L2-de Rham cohomology theory satisfying Poincare duality. We prove that this cohomology …

2013-08-13abs ↗pdf ↗

We show how to compute the spectral flow of the odd signature operator ±datdat\pm *d_{a_t}-d_{a_t}* along an analytic path of flat connections ata_t on a bundle over a closed odd-dimensional manifold in terms of Massey products in the DGLA of bundle-valued differential forms. To obtain this information, we set up a sequence…

1994-06-30abs ↗pdf ↗

In this paper we prove a variety of results about the signature operator on Witt spaces. First, we give a parametrix construction for the signature operator on any compact, oriented, stratified pseudomanifold X which satisfies the Witt condition. This construction, which is inductive over the `depth' of the singularity…

2011-12-05abs ↗pdf ↗

String structures have played an important role in algebraic topology, via elliptic genera and elliptic cohomology, in differential geometry, via the study of higher geometric structures, and in physics, via partition functions. We extend the description of String structures from connected covers of the definite-signat…

2015-04-08abs ↗pdf ↗

The study identifies volatility models from path geometry using signature-based methods.

problem Identifying different stochastic volatility models from observed data.
method Mapping volatility trajectories into a feature space via truncated path signatures and applying a gradient boosting classifier.
result The method achieves high classification accuracy across various volatility dynamics and parameter settings.

In work of Higson-Roe the fundamental role of the signature as a homotopy and bordism invariant for oriented manifolds is made manifest in how it and related secondary invariants define a natural transformation between the (Browder-Novikov-Sullivan-Wall) surgery exact sequence and a long exact sequence of C*-algebra K-…

2017-10-02abs ↗pdf ↗

Framework combines random features with CDEs for efficient time-series learning.

problem Efficient training of time-series models with strong inductive bias.
method Random Fourier CDEs and Random Rough DEs using continuous-time reservoirs and log-ODE discretization.
result Unified perspective on random-feature reservoirs and path-signature theory.

We prove that Out(FN)Out(F_N) is boundary amenable. This also holds more generally for Out(G)Out(G), where GG is either a toral relatively hyperbolic group or a finitely generated right-angled Artin group. As a consequence, all these groups satisfy the Novikov conjecture on higher signatures.

2017-05-19abs ↗pdf ↗

The paper classifies affine hypersurfaces with symplectic structures and constraints on their curvature.

problem Characterizing affine hypersurfaces with symplectic structures and curvature constraints.
method Analyzing hypersurfaces with non-degenerate second fundamental forms and almost symplectic structures.
result The rank of the shape operator is at most one under certain conditions on the almost symplectic form.

We use the manifestly conformally invariant description of a Lorentzian conformal structure in terms of a parabolic Cartan geometry in order to introduce a superalgebra structure on the space of twistor spinors and normal conformal vector fields formulated in purely algebraic terms on parallel sections in tractor bundl…

2014-08-10abs ↗pdf ↗

The study explores tautological classes and their vanishing/nontriviality for manifolds with odd dimensions.

problem Investigating the vanishing/nontriviality of tautological classes for manifolds with odd dimensions.
method Using fibre integration of the Hirzebruch class and Novikov higher signatures, the study generalizes the index-theoretic proof for tautological classes.
result The vanishing/nontriviality of tautological classes depends on the group and class involved, with specific examples provided.