Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Dec 199219922001200920172026
48 results for index zero

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 ↗

Study uses VIX for zero-coupon Treasury rates, proving long-term stability and returns.

problem Modeling zero-coupon Treasury rates with VIX for volatility.
method Multivariate autoregressive stochastic volatility model, proving stability and Law of Large Numbers.
result VIX accurately models zero-coupon Treasury rates and returns.

New criterion for Ricci-flat manifolds with non-vanishing Rosenberg index.

problem Existence of parallel spinors on Ricci-flat manifolds.
method Generalization of existing results to manifolds with non-vanishing Rosenberg index.
result Every closed connected Ricci-flat spin manifold of dimension ≥ 2 with non-vanishing Rosenberg index has special holonomy.

A vector field X on a manifold M with possibly nonempty boundary is inward if it generates a unique local semiflow ΦXΦ^X. A compact relatively open set K in the zero set of X is a block. The Poincaré-Hopf index is generalized to an index for blocks that may meet the boundary. A block with nonzero index is essential. Le…

2012-04-05abs ↗pdf ↗

Formula calculates index for CR operators on surfaces with boundary punctures.

problem Computing the index for Cauchy-Riemann operators on surfaces with boundary punctures.
method Large antilinear deformations method, generalized to punctured surfaces.
result Involves a non-standard weighted count of boundary zeros in the Euler characteristic term.

Study on free boundary minimal hypersurfaces in Schwarzschild space, proving zero Morse index for certain hypersurfaces.

problem Analyzing free boundary minimal hypersurfaces in the Riemannian Schwarzschild space.
method Variational methods and geometric analysis.
result Zero Morse index for certain free boundary rotationally symmetric totally geodesic hypersurfaces in the Riemannian Schwarzschild space.

The study analyzes spectral asymmetry and index theory on manifolds with generalized hyperbolic cusps.

problem Analyzing spectral asymmetry and index theory on manifolds with generalized hyperbolic cusps.
method Equivariant index theorem for Dirac operators on manifolds with φ\varphi-cusps under conditions on φ\varphi.
result The cusp contribution is zero if the spectrum of the relevant Dirac operator on a hypersurface is symmetric around zero.

In this note, we investigate conformally flat submanifolds of Euclidean space with positive index of relative nullity. Let MnM^n be a complete conformally flat manifold and let f ⁣:MnRmf\colon M^n\to \R^m be an isometric immersion. We prove the following results: (1) If the index of relative nullity is at least two, then $M^…

2019-05-22abs ↗pdf ↗

The 3D-index connects to Turaev-Viro invariant and knot periods.

problem Understanding the asymptotic expansions of the 3D-index.
method Analyzing the asymptotic behavior of the 3D-index and its connection to the Turaev-Viro invariant and knot periods.
result The asymptotic expansions of the 3D-index match to all orders with the Turaev-Viro invariant of a knot, explaining the Volume Conjecture.

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.

We construct an algebra of smooth functions over the tangent groupoid associated to any Lie groupoid. This algebra is a field of algebras over the closed interval [0, 1] which fiber at zero is the algebra of Schwartz functions over the Lie algebroid, whereas any fiber out of zero is the convolution algebra of the initi…

2008-02-25abs ↗pdf ↗

Simplified calculus for manifold operators, proving index theorems.

problem Developing calculus for manifold operators and proving index theorems.
method Introducing a simplified pseudo-differential calculus for zero-order operators on manifolds with a tangent Lie structure.
result Proving index theorems for `h-elliptic' operators on manifolds with a tangent Lie structure.

An expression is found for the L2L^2-index of a Dirac operator coupled to a connection on a UnU_n vector bundle over S1×R3S^1\times{\mathbb R}^3. Boundary conditions for the connection are given which ensure the coupled Dirac operator is Fredholm. Callias' index theorem is used to calculate the index when the connection i…

2000-09-14abs ↗pdf ↗

We associate to a parametrized family ff of nonlinear Fredholm maps possessing a trivial branch of zeroes an {\it index of bifurcation} β(f)β(f) which provides an algebraic measure for the number of bifurcation points from the trivial branch. The index β(f)β(f) is derived from the index bundle of the linearization of the …

2010-05-07abs ↗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 ↗

In this paper we state and prove a higher index theorem for an odd-dimensional connected spin riemannian manifold (M,g)(M,g) which is partitioned by an oriented closed hypersurface NN. This index theorem generalizes a theorem due to N. Higson and J. Roe in the context of Hilbert modules. Then we apply this theorem to pro…

2008-12-08abs ↗pdf ↗

Gauss-Bonnet for simple graphs G assures that the sum of curvatures K(x) over the vertex set V of G is the Euler characteristic X(G). Poincare-Hopf tells that for any injective function f on V the sum of i(f,x) is X(G). We also know that averaging the indices E[i(f,x)] over all functions gives curvature K(x). We explor…

2012-05-02abs ↗pdf ↗

Stability of Morse index for harmonic maps on degenerating surfaces analyzed.

problem Analyzing stability of Morse index for harmonic maps on degenerating Riemann surfaces.
method Analysis of second variation of energy, identification of conditions for upper semicontinuity, explicit contribution of geodesics.
result Sharper control of spectrum of Jacobi operator, explicit contribution of geodesic segments to Morse index.

In this work we describe a new invariant of virtual knots. We show that this transcendental function invariant generalizes several polynomial invariants of virtual knots, such as the writhe polynomial, the affine index polynomial and the zero polynomial.

2015-11-26abs ↗pdf ↗

We study the problem of defining maps on link Floer homology induced by unoriented link cobordisms. We provide a natural notion of link cobordism, disoriented link cobordism, which tracks the motion of index zero and index three critical points. Then we construct a map on unoriented link Floer homology associated to a …

2017-11-20abs ↗pdf ↗

Let X be a compact manifold with boundary, and suppose that the boundary is the total space of a fibration with base Y and fibre Z. Let D be a generalized Dirac operator associated to a Phi-metric g on X. Under the assumption that D is fully elliptic we prove an index formula for D. The proof is in two steps: first, us…

2006-09-21abs ↗pdf ↗

In this paper, we consider minimal hypersurfaces in the product space Hn×R\mathbb{H}^n \times \mathbb{R}. We begin by studying examples of rotation hypersurfaces and hypersurfaces invariant under hyperbolic translations. We then consider minimal hypersurfaces with finite total curvature. This assumption implies that the …

2008-08-28abs ↗pdf ↗

For closed manifolds endowed with a Riemannian foliation of codimension 44, one can define a transversal Seiberg-Witten map. We show that there is a finite dimensional approximation for such a map. By such a method and under the condition that Hb1(M)H1(M,Z)H^1_b(M)\cap H^1(M,\mathbb Z) is a lattice of Hb1(M)H^1_b(M), we can define a…

2019-03-06abs ↗pdf ↗

A new model uses a Levy-driven process to value credit index swaptions.

problem Valuation of credit index swaptions in financial markets.
method Proposes a Levy-driven Ornstein-Uhlenbeck process to model risk-free rate and default intensities.
result Derives formulas for characteristic function, moments, and stationary distribution.

We show that 3-braid links with given (non-zero) Alexander or Jones polynomial are finitely many, and can be effectively determined. We classify among closed 3-braids strongly quasipositive and fibered ones, and show that 3-braid links have a unique incompressible Seifert surface. We also classify the positive braid wo…

2006-06-19abs ↗pdf ↗

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

The study provides obstructions and unusual subgroup properties in mapping class groups.

problem Obstructing finite index monodromy and unusual subgroup properties in mapping class groups.
method Analyzes geometric monodromy groups and Johnson filtrations to provide obstructions and unusual subgroup properties.
result Construction of subgroups with unusual properties in mapping class groups.

We compute the genus zero family Gromov-Witten invariants for K3 surfaces using the topological recursion formula and the symplectic sum formula for a degeneration of elliptic K3 surfaces. In particular we verify the Yau-Zaslow formula for non-primitive classes of index two.

2004-04-29abs ↗pdf ↗

We extend the results given by Colbois, Dryden and El Soufi on the relationships between the eigenvalues of the Laplacian and an extrinsic invariant called intersection index, in two directions. First, we replace this intersection index by invariants of the same nature which are stable under small perturbations. Second…

2012-10-29abs ↗pdf ↗

The paper studies static manifolds with boundary and their properties.

problem Properties of static manifolds with boundary.
method Theorems relating topology and geometry, isoperimetric inequality, uniqueness theorems.
result Characterization of the round ball in Euclidean 3-space as the only scalar-flat static manifold with mean-convex boundary.

In my previous paper, I prove the existence of the Kuranishi structure for the moduli space M\mathfrak{M} of zero loci of Z/2\mathbb{Z}/2-harmonic spinors on a 3-manifold. So a nature question we can ask is to compute the virtual dimension for this moduli space Mg0:=M{g=g0}\mathfrak{M}_{g_0}:=\mathfrak{M}\cap\{g=g_0\}. In this p…

2017-05-04abs ↗pdf ↗