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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.

168,694 papers · 148 categories

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3569104138 · May 202619922001200920172026
48 results for index pairing

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.

Novel pairs trading strategy for cointegrated cryptocurrencies using copulas.

problem Identifying profitable trading opportunities in cointegrated cryptocurrency pairs.
method Linear and non-linear cointegration tests, correlation coefficient, copula families, back-testing.
result The strategy outperforms buy-and-hold trading strategies in profitability and risk-adjusted returns.

In this paper we prove a relative index theorem for pairs of generalized Dirac operators on orbifolds which are the same at infinity. This generalizes to orbifolds a celebrated theorem of Gromov and Lawson.

2006-05-22abs ↗pdf ↗

The paper calculates indices for families of Fredholm operators and their extensions.

problem Calculating indices for families of Fredholm operators and their extensions.
method Passing from a Fredholm operator to its graph, deforming the horizontal subspace.
result Index formulas for families of Fredholm realizations and self-adjoint extensions.

We consider a curve of Fredholm pairs of Lagrangian subspaces in a fixed Banach space with continuously varying (weak) symplectic structures. Assuming vanishing index, we obtain intrinsically a continuously varying splitting of the total Banach space into pairs of symplectic subspaces. Using such decompositions we defi…

2014-06-03abs ↗pdf ↗

For the alternating knots or links, mutations do not change the arc index. In the case of nonalternating knots, some semi-alternating knots or links have this property. We mainly focus on the problem of mutation invariance of the arc index for nonalternating knots which are not semi-alternating. In this paper, we found…

2017-04-06abs ↗pdf ↗

We recall the Chernoff-Marsden definition of weak symplectic structure and give a rigorous treatment of the functional analysis and geometry of weak symplectic Banach spaces. We define the Maslov index of a continuous path of Fredholm pairs of Lagrangian subspaces in continuously varying Banach spaces. We derive basic …

2013-01-30abs ↗pdf ↗

By proving precisely which singularity index lists arise from the pair of invariant foliations for a pseudo-Anosov surface homeomorphism, Masur and Smillie determined a Teichmueller flow invariant stratification of the space of quadratic differentials. In this paper we determine an analog to the theorem for Out(F3)Out(F_3).…

2013-11-18abs ↗pdf ↗

New cluster validity index detects optimal number of clusters and secondary options.

problem Determining the optimal number of clusters in fuzzy clustering.
method Correlation-based fuzzy cluster validity index (WP index) using fuzzy c-means algorithm.
result WP index outperforms existing indexes in detecting optimal number of clusters and secondary options.

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 paper establishes distance estimates for manifolds with lower scalar curvature bounds.

problem Distance estimates on manifolds with lower scalar curvature bounds.
method Introduced a definition of relative index via a deformed Dirac operator trick and proved index coincidence with Callias operators.
result Proved short neck inequality and quantitative shielding result with positive scalar curvature.

New index principle shows indistinguishability of certain knot crossings.

problem Identifying indistinguishable crossings in knot diagrams.
method Developed a universal index function on knot diagrams that respects Reidemeister moves and sign of crossings.
result Crossings of the same sign in a classical knot diagram cannot be distinguished by any inherent property.

In this paper, we define the eta cochain form and prove its regularity when the kernel of a family of Dirac operators is a vector bundle. We decompose the eta form as a pairing of the eta cochain form with the Chern character of an idempotent matrix and we also decompose the Chern character of the index bundle for a fi…

2014-12-09abs ↗pdf ↗

Interprets coarse symbol and index classes for Callias type operators.

problem Understanding coarse geometry and index classes for Callias type operators.
method Interprets coarse symbol and index classes in terms of K-theory classes of coarse corona.
result Local positivity and invertibility conditions are incorporated into support conditions in K-theory.

We provide an integral formula for the Maslov index of a pair (E,F)(E,F) over a surface ΣΣ, where EΣE\rightarrowΣ is a complex vector bundle and FEΣF\subset E_{|\partialΣ} is a totally real subbundle. As in Chern-Weil theory, this formula is written in terms of the curvature of EE plus a boundary contribution. When $(E,F…

2017-11-21abs ↗pdf ↗

We prove a Godbillon-Vey index formula for longitudinal Dirac operators on a foliated bundle with boundary; in particular, we define a Godbillon-Vey eta invariant on the boundary-foliation; this is a secondary invariant for longitudinal Dirac operators on type-III foliations. Moreover, employing the Godbillon-Vey index…

2011-02-14abs ↗pdf ↗

Theorems on the existence of vector fields with given sets of Indexes of isolated Singular points are proved for the cases of closed manifolds, pairs of manifolds, manifolds with boundary, and gradient fields. It is proved that, on a two-dimensional manifold, an index of an isolated Singular point of the gradient field…

1999-01-26abs ↗pdf ↗

Unified framework for comparing clusterings from information-theoretic and pair-counting perspectives.

problem Divergent evaluations of unsupervised models due to different clustering similarity measures.
method Developed an analytical framework that unifies pair-counting and information-theoretic clustering similarity measures.
result Unified framework clarifies when and why the two regimes diverge and provides a principled basis for selecting and interpreting clustering similarity measures.

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.

Let f be a smooth Morse function on an infinite dimensional separable Hilbert manifold, all of whose critical points have infinite Morse index and co-index. For any critical point x choose an integer a(x) arbitrarily. Then there exists a Riemannian structure on M such that the corresponding gradient flow of f has the f…

2004-03-31abs ↗pdf ↗

The adjusted Rand index (ARI) is commonly used in cluster analysis to measure the degree of agreement between two data partitions. Since its introduction, exploring the situations of extreme agreement and disagreement under different circumstances has been a subject of interest, in order to achieve a better understandi…

2020-02-10abs ↗pdf ↗

In this paper, we prove that infinitesimal equivariant Chern-Connes characters are well-defined. We decompose an equivariant index as a pairing of infinitesimal equivariant Chern-Connes characters with the Chern character of an idempotent matrix. We compute the limit of infinitesimal equivariant Chern- Connes character…

2014-11-25abs ↗pdf ↗

Defines and computes geometric pairings for discrete groups using Baum-Connes assembly map.

problem Defining and computing geometric pairings for discrete countable groups.
method Constructs explicit morphisms and the Chern-Baum-Connes assembly map.
result Explicit formulation of a Chern-Connes pairing with the periodic cyclic cohomology of the group algebra.

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.

Let MM be a complete Riemannian manifold and assume that MM is partitioned by a hypersurface NN. In this paper we introduce a novel class of functions Cw(M)C_{\mathrm{w}}(M) on noncompact manifolds, which is slightly larger than the algebra of Higson functions. Out of φφ that belongs to Cw(M)C_{\mathrm{w}}(M) we construc…

2014-05-19abs ↗pdf ↗

We will show that for a polynomially contractible manifold of bounded geometry and of polynomial volume growth every coarse and rough cohomology class pairs continuously with the K-theory of the uniform Roe algebra. As an application we will discuss non-vanishing of rough index classes of Dirac operators over such mani…

2015-05-15abs ↗pdf ↗

Study of 3d-3d correspondence involving qq-Weyl algebra and 3d-index.

problem Understanding the action of a qq-Weyl algebra on the 3d-index of knots.
method Investigation of the qq-Weyl algebra's module action on the 3d-index, conjecturing structural properties.
result Bilinear factorization, pair of linear qq-difference equations, and rational function matrix for the 3d-index determination.

The paper classifies and explores isoparametric hypersurfaces in pseudo-Riemannian space forms.

problem Investigating isoparametric hypersurfaces in pseudo-Riemannian space forms.
method Petrov's classification theorem and shape operator analysis.
result No isoparametric hypersurfaces of index 2 with complex principal curvatures exist.

The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…

2012-12-20abs ↗pdf ↗