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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.

168,695 papers · 148 categories

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86172258344 · May 202619922001200920172026
48 results for index construction

Researchers construct an index map for contact manifolds using K-theory.

problem Constructing an index for maximally hypoelliptic operators on contact manifolds.
method Using Higson's construction for symbol class in K-theory, they derive a series of maps whose induced map in K-theory is the Heisenberg Atiyah-Singer index map.
result Explicit construction of a series of maps leading to the Heisenberg Atiyah-Singer index map.

Method improves volatility targeting for index construction.

problem High turnover, leverage spikes, and sensitivity to estimation error in existing volatility-targeting strategies.
method Proportional-control approach for setting index weights that corrects tracking error through feedback.
result The proportional-control approach achieves the target volatility more effectively than open-loop alternatives.

In this paper, we study Conley theory in Hilbert spaces and make some refinement of the construction of the stable Conley index developed by Gȩba, Izydorek, and Pruszko. For instance, we allow subspaces other than invariant subspaces in the the construction. As a main result, we show that the resulting stable Conley in…

2014-02-07abs ↗pdf ↗

Bayesian approach for constructing and rebalancing sparse index-tracking portfolios.

problem Sparse tracking of a reference index with uncertainty quantification.
method Sparse linear regression with Laplace prior, empirical-Bayes calibration, Langevin-type MCMC, threshold-based rules.
result Posterior uncertainty on tracking error, portfolio composition, and rebalancing moves.

We construct a regularized index of a generalized Dirac operator on a complete Riemannian manifold endowed with a proper action of a unimodular Lie group. We show that the index is preserved by a certain class of non-compact cobordisms and prove a gluing formula for the regularized index. The results of this paper gene…

2014-03-29abs ↗pdf ↗

We construct the coarse index class with support condition (as an element of coarse KK-homology) of an equivariant Dirac operator on a complete Riemannian manifold endowed with a proper, isometric action of a group. We further show a coarse relative index theorem and discuss the compatibility of the index with the sus…

2017-06-21abs ↗pdf ↗

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.

Constructs small bundle gerbes and proves index theorems for manifolds.

problem Constructing and analyzing bundle gerbes on manifolds.
method Defines and constructs small bundle gerbes, uses pseudodifferential and semiclassical smoothing operators, proves index theorems.
result Proves the Atiyah-Singer type theorem for small bundle gerbes, showing their relation to twisted K-theory.

Clarifies a trace for Heisenberg operators on contact manifolds.

problem Calculating the index of Heisenberg elliptic operators on contact manifolds.
method Introduced a new trace on Heisenberg pseudodifferential operators and constructed a cocycle in periodic cyclic cohomology.
result Simplified the construction of the trace on Heisenberg pseudodifferential operators.

We investigate index theory in the context of Dirac operators coupled to superconnections. In particular, we prove a local index theorem for such operators, and for families of such operators. We investigate eta-invariants and prove an APS-theorem, and construct a geometric determinant line bundle for families of such …

2008-10-05abs ↗pdf ↗

In this paper we discuss how to define a chord index via smoothing a real crossing point of a virtual knot diagram. Several polynomial invariants of virtual knots and links can be recovered from this general construction. We also explain how to extend this construction from virtual knots to flat virtual knots.

2018-11-22abs ↗pdf ↗

Abstracts a construction of boundary triplets for self-adjoint elliptic problems.

problem Computing the index of families of self-adjoint elliptic boundary problems.
method Abstract axiomatic version of boundary triplets and their applications.
result Analytic proof of index theorem and computation of index differences.

In this note, we study an invariant associated to the zeros of the moment map generated by an action form, the infinitesimal index. This construction will be used to study the compactly supported equivariant cohomology of the zeros of the moment map and to give formulas for the multiplicity index map of a transversally…

2010-03-18abs ↗pdf ↗

New constructions show stable geodesics and figure-eights in convex hypersurfaces.

problem Constructing stable geodesics and figure-eights in convex hypersurfaces.
method Explicit billiard trajectories with controlled parallel transport in convex polytopes.
result Construction of stable figure-eights and index-zero geodesics in convex hypersurfaces.

New parametrizations for minimal timelike surfaces discovered.

problem Finding parametrizations for minimal timelike surfaces in specific spaces.
method Derived representation formulas for null curves leading to parametrizations of minimal timelike surfaces.
result Examples of minimal timelike surfaces constructed.

In this paper, we construct the index bundle gerbe of a family of self-adjoint Dirac-type operators, refining a construction of Segal. In a special case, we construct a geometric bundle gerbe called the caloron bundle gerbe, which comes with a natural connection and curving, and show that it is isomorphic to the analyt…

2011-07-19abs ↗pdf ↗

For any Lie groupoid we construct an analytic index morphism taking values in a modified KtheoryK-theory group which involves the convolution algebra of compactly supported smooth functions over the groupoid. The construction is performed by using the deformation algebra of smooth functions over the tangent groupoid constru…

2008-03-13abs ↗pdf ↗

The cubic lattice stick index of a knot type is the least number of sticks necessary to construct the knot type in the 3-dimensional cubic lattice. We present the cubic lattice stick index of various knots and links, including all (p,p+1)-torus knots, and show how composing and taking satellites can be used to obtain t…

2012-05-23abs ↗pdf ↗

Dimofte, Gaiotto and Gukov introduced a powerful invariant, the 3D-index, associated to a suitable ideal triangulation of a 3-manifold with torus boundary components. The 3D-index is a collection of formal power series in q1/2q^{1/2} with integer coefficients. Our goal is to explain how the 3D-index is a generating serie…

2016-04-10abs ↗pdf ↗

In the first part of this paper, given a smooth family of Dirac-type operators on an odd-dimensional closed manifold, we construct an abelian gerbe-with-connection whose curvature is the three-form component of the Atiyah-Singer families index theorem. In the second part of the paper, given a smooth family of Dirac-typ…

2001-06-20abs ↗pdf ↗

Given a family of Dirac operators with vanishing spectral flow we construct a thin-invariant rank-one field theory in the sense of Turner and Willerton arXiv:math.AT/0201116. Our construction of the field theory generalizes the one of the index gerbe by Lott, arXiv:math.DG/0106177, and it also complements the relation …

2002-01-29abs ↗pdf ↗

Notwithstanding almost forty years of efforts, the market for paintings still lacks a widely accepted price index. In this paper, we introduce a simple and intuitive metric to construct such index. Our metric is based on the price of a painting divided by its area. This formulation rests on a solid mathematical foundat…

2014-04-21abs ↗pdf ↗

Study on Hitchin index for cohomogeneity one nearly Kähler structures.

problem Characterizing Hitchin index for cohomogeneity one nearly Kähler structures.
method Variational characterization, Morse-like index, cohomogeneity one symmetry, ODE eigenvalue problem.
result Obtained non-trivial lower bounds on Hitchin index for specific structure.

In this paper we provide evidence that financial option markets for equity indices give rise to non-trivial dependency structures between its constituents. Thus, if the individual constituent distributions of an equity index are inferred from the single-stock option markets and combined via a Gaussian copula, for examp…

2009-09-18abs ↗pdf ↗

This is an expository paper about Seiberg-Witten Floer stable homotopy types. We outline their construction, which is based on the Conley index and finite dimensional approximation. We then describe several applications, including the disproof of the high-dimensional triangulation conjecture.

2013-08-29abs ↗pdf ↗