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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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19375674 · Jun 202619922001200920172026
48 results for homotopy momentum sections

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.

The paper introduces a new form on Lie algebroids over multisymplectic manifolds.

problem Higher generalizations of Poisson structures and momentum maps.
method Introducing a compatible E-n-form on Lie algebroids.
result The introduced form satisfies a compatibility condition with Lie algebroid and multisymplectic structures.

Unified model learns from both time-series and cross-sectional momentum features.

problem Separate time-series and cross-sectional momentum strategies do not consider concurrent relationships.
method Spatio-Temporal Momentum strategies using neural networks to combine both types of momentum.
result Simple neural network with single fully connected layer generates trading signals for all assets.

The paper defines cross-section continuity for angular momentum definitions and finds the CWY definition valid.

problem Defining angular momentum at null infinity and ensuring its continuity across different cross-sections.
method Introducing cross-section continuity as a criterion and proving it for specific angular momentum definitions.
result The Chen-Wang-Yau definition of angular momentum satisfies cross-section continuity, while the Compere-Nichols modification does not.

We show a constrained Hamiltonian system and a gauged sigma model have a structure of a momentum section and a Hamiltonian Lie algebroid theory recently introduced by Blohmann and Weinstein. We propose a generalization of a momentum section on a pre-multisymplectic manifold by considering gauged sigma models on a highe…

2019-05-07abs ↗pdf ↗

Generalizes momentum map to Courant algebroid for constrained mechanics.

problem Generalizing momentum map to new geometric structures.
method Generalized momentum section on Lie algebroid to Courant algebroid, constructed cohomological formulations.
result Identified momentum section in constrained Hamiltonian mechanics with Courant algebroid symmetry.

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 space of smooth sections of a symplectic fiber bundle carries a natural symplectic structure. We provide a general framework to determine the momentum map for the action of the group of bundle automorphism on this space. Since, in general, this action does not admit a classical momentum map, we introduce the more g…

2020-02-04abs ↗pdf ↗

Enhanced trend-following strategy using network momentum for commodity futures.

problem Improving systematic trend-following in commodity futures markets.
method Combines univariate and cross-sectional trend indicators, including network momentum.
result Statistically significant improvements in portfolio performance metrics.

We present the notion of higher Kirillov brackets on the sections of an even line bundle over a supermanifold. When the line bundle is trivial we shall speak of higher Jacobi brackets. These brackets are understood furnishing the module of sections with an LL_{\infty}-algebra, which we refer to as a homotopy Kirillov …

2015-07-02abs ↗pdf ↗

Formulae for mass and angular momentum transformations under BMS transformations derived from curvature and metric.

problem Deriving transformation formulae for mass and angular momentum under BMS transformations.
method Two approaches: from curvature tensor and metric coefficients.
result Exact expressions for Drey-Streubel angular momentum of a general section.

The paper extends metrics and solitons on toric Fano manifolds with irregular Sasaki-Einstein metrics.

problem Extension of metrics and solitons on toric Fano manifolds with irregular Sasaki-Einstein metrics.
method Verification of the extension of momentum construction of Kaehler-Einstein metrics and Kaehler-Ricci solitons on the total space of positive rational powers of the canonical line bundle.
result The extended metric along the zero section has an expression that can be extended to the total space, and restricts to a transversely Kaehler-Einstein (Sasakian eta-Einstein) metric.

We show that it is natural to consider the energy-momentum tensor associated with a spinor field as the second fundamental form of an isommetric immersion. In particular we give a generalization of the warped product construction over a Riemannian manifold leading to this interpretation. Special sections of the spinor …

2003-02-18abs ↗pdf ↗

We show that there exists a non-trivial simplified broken Lefschetz fibration which has infinitely many homotopy classes of sections. We also construct a non-trivial simplified broken Lefschetz fibration which has a section with non-negative square. It is known that no Lefschetz fibration satisfies either of the above …

2011-04-06abs ↗pdf ↗

New category theory for complex projective plane sections.

problem Defining multi-valued Morse homotopy for complex projective plane.
method Introducing multi-valued Morse homotopy category and showing equivalence to DG category of holomorphic vector bundles.
result Multi-valued Morse homotopy category is equivalent to DG category of holomorphic vector bundles.

Fused Encoder Networks improve momentum strategies on crypto data.

problem Deploying momentum strategies on crypto data with limited samples leads to over-fitted models.
method Hybrid transfer learning model combining source and target datasets.
result Fused Encoder Networks outperform classical momentum strategies and benchmarks.

The bienergy of smooth maps between Riemannian manifolds, when restricted to unit vector fields, yields two different variational problems depending on whether one takes the full functional or just the vertical contribution. Their critical points, called biharmonic unit vector fields and biharmonic unit sections, form …

2018-04-30abs ↗pdf ↗

In previous work with M.C. Fernandes, we found a Lie algebroid symmetry for the Einstein evolution equations of general relativity. The present work was motivated by the effort to explain the coisotropic structure of the constraint subset for the initial value problem by extending the notion of hamiltonian structure fr…

2018-11-27abs ↗pdf ↗

We empirically test predictability on asset price by using stock selection rules based on maximum drawdown and its consecutive recovery. In various equity markets, monthly momentum- and weekly contrarian-style portfolios constructed from these alternative selection criteria are superior not only in forecasting directio…

2014-03-31abs ↗pdf ↗

The paper classifies certain 13-dimensional manifolds up to various equivalences.

problem Classifying certain 13-dimensional manifolds up to diffeomorphism, homeomorphism, and homotopy equivalence.
method Analyzing cohomology rings and proving existence of metrics of non-negative sectional curvature.
result Certain 13-dimensional manifolds are classified up to various equivalences.

We use an index-theoretic technique of Hitchin to show that the space of complete Riemannian metrics of nonnegative sectional curvature on certain open spin manifolds has nontrivial homotopy groups in infinitely many degrees. A new ingredient of independent interest is homotopy density of the subspace of metrics with c…

2018-05-06abs ↗pdf ↗

Mathematical framework for field theories on Finsler spacetimes.

problem Developing a consistent calculus for field theories on Finsler spacetimes.
method Constructing configuration bundles and applying coordinate-free calculus of variations.
result Averaged energy-momentum conservation law for Finsler field theories.

New algorithm improves asset ranking for better cross-sectional portfolios.

problem Sub-optimal ranking of assets in cross-sectional systematic strategies.
method Learning-to-rank algorithms to enhance portfolio construction.
result Modern machine learning ranking algorithms boost Sharpe Ratios by approximately threefold.

This is a survey of motivations, constructions and applications of higher prequantum geometry. In section 1 we highlight the open problem of prequantizing local field theory in a local and gauge invariant way, and we survey how a solution to this problem exists in higher differential geometry. In section 2 we survey ex…

2016-01-22abs ↗pdf ↗

Extends Perelman's theorem to positive intermediate curvature conditions.

problem Positive intermediate curvature conditions and their implications.
method Generalization of Perelman's gluing theorem to positive intermediate curvature conditions.
result Observer moduli space can have non-trivial higher homotopy groups.

The study finds infinitely many 7-manifolds with non-negative curvature but not homotopy equivalent to bundles.

problem Constructing and analyzing non-negative curvature 7-manifolds.
method Constructing a family of 7-manifolds with specific properties and computing their linking forms.
result The family contains infinitely many manifolds not homotopy equivalent to S3S^3-bundles over S4S^4.

Study almost complex structures on six-manifolds using twistor spaces.

problem Understanding the space of almost complex structures on six-dimensional manifolds.
method Using twistor spaces and rational homotopy theory, compute the space of almost complex structures and their homological properties.
result Computed the rational homotopy theoretic minimal model of components of almost complex structures satisfying a Chern number condition.

We consider a twisted version of the Hurewicz map on the complement of a hyperplane arrangement. The purpose of this paper is to prove surjectivity of the twisted Hurewicz map under some genericity conditions. As a corollary, we also prove that a generic section of the complement of a hyperplane arrangement has non-tri…

2006-05-24abs ↗pdf ↗

A metric with positive sectional curvature on the Gromoll-Meyer exotic 7-sphere is constructed explicitly. The proof relies on a 2-parameter family of left invariant metrics on Sp(2) and a one-parameter family of conformal deformations via an isoparametric function F on it. One byproduct is a metric with positive secti…

2014-12-02abs ↗pdf ↗

The set of unrestricted homotopy classes [M,Sn][M,S^n] where MM is a closed and connected spin (n+1)(n+1)-manifold is called the nn-th cohomotopy group πn(M)π^n(M) of MM. Moreover it is known that πn(M)=Hn(M;Z)Z2π^n(M) = H^n(M;\mathbb Z) \oplus \mathbb Z_2 by methods from homotopy theory. We will provide a geometrical description of the $…

2019-11-08abs ↗pdf ↗