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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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48 results for introduction

A brief introduction to exterior differential systems for graduate students familiar with manifolds and differential forms. For complete files, see https://github.com/Ben-McKay/introduction-to-exterior-differential-systems

2017-06-29abs ↗pdf ↗

This paper is an introduction to the use of the cobordism of chain complexes with Poincaré duality in surgery theory. It is a companion to the author's paper "An introduction to algebraic surgery" math.AT/0008071 (to appear in Volume 2 of Surveys in Surgery Theory, Ann. of Maths. Studies, Princeton, 2001) which is an i…

2000-08-30abs ↗pdf ↗

Variational autoencoders provide a principled framework for learning deep latent-variable models and corresponding inference models. In this work, we provide an introduction to variational autoencoders and some important extensions.

2019-06-06abs ↗pdf ↗

An introduction to the theory of bundle gerbes and their relationship to Hitchin-Chatterjee gerbes is presented. Topics covered are connective structures, triviality and stable isomorphism as well as examples and applications.

2007-12-11abs ↗pdf ↗

This article contains the lecture notes for the short course ``Introduction to Econophysics,'' delivered at the II Brazilian School on Statistical Mechanics, held in Sao Carlos, Brazil, in February 2004. The main goal of the present notes is twofold: i) to provide a brief introduction to the problem of pricing financia…

2004-08-06abs ↗pdf ↗

This article intends to provide an introduction to the construction of small exotic 4-manifolds. Some of the necessary background is covered. An exposition is given of J. Park's construction in arXiv:math.GT/0311395 of an exotic CP^2#7(-CP^2). This article does not intend to present any new results. It was originally a…

2008-12-10abs ↗pdf ↗

This brief manuscript provides an introduction to Lévy processes and their applications in finance as the random process that drives asset models. Characteristic functions and random variable generators of popular Lévy processes are presented in R.

2015-03-12abs ↗pdf ↗

Introduction to contact invariant in bordered Floer homology.

problem Understanding the contact invariant in bordered Floer homology.
method Construction relies on special foliated open books, with a procedure to obtain such books and a local proof of vanishing for overtwisted structures.
result Explicit bordered computation of the vanishing of the contact invariant for overtwisted structures.

This paper is a gentle introduction to some recent results involving the theory of gerbes over orbifolds for topologists, geometers and physicists. We introduce gerbes on manifolds, orbifolds, the Dixmier-Douady class, Beilinson-Deligne orbifold cohomology, Cheeger-Simons orbifold cohomology and string connections.

2004-02-19abs ↗pdf ↗

This is an expository introduction to simplicial sets and simplicial homotopy theory with particular focus on relating the combinatorial aspects of the theory to their geometric/topological origins. It is intended to be accessible to students familiar with just the fundamentals of algebraic topology.

2008-09-24abs ↗pdf ↗

One of the main practical applications of quasi-Monte Carlo (QMC) methods is the valuation of financial derivatives. We aim to give a short introduction into option pricing and show how it is facilitated using QMC. We give some practical examples for illustration.

2017-07-13abs ↗pdf ↗

This paper provides an introduction to the basics of Heegaard Floer homology with some emphasis on the hat theory and to the contact geometric invariants in the theory. The exposition is designed to be comprehensible to people without any prior knowledge of the subject.

2010-03-31abs ↗pdf ↗

This paper is a short introduction to the combinatorial version of tangle Floer homology defined in "Combinatorial tangle Floer homology". There are two equivalent definitions---one in terms of strand diagrams, and one in terms of bordered grid diagrams. We present both, discuss the correspondence, and carry out some e…

2016-04-28abs ↗pdf ↗

Browder-Novikov-Sullivan-Wall surgery theory investigates the homotopy types of manifolds, using a combination of algebra and topology. It is the aim of these notes to provide an introduction to the more algebraic aspects of the theory (such as the Wall surgery obstruction groups), without losing sight of the geometric…

2000-08-09abs ↗pdf ↗

Shannon's mathematical theory of communication defines fundamental limits on how much information can be transmitted between the different components of any man-made or biological system. This paper is an informal but rigorous introduction to the main ideas implicit in Shannon's theory. An annotated reading list is pro…

2018-02-16abs ↗pdf ↗

These notes are based on lectures given at the school on Geometric and Topological Methods for Quantum Field Theory, in Villa de Leyva, Colombia, in 2009. We present a basic introduction to Dirac manifolds, recalling the original context in which they were defined, their main features, and briefly mentioning more recen…

2011-12-21abs ↗pdf ↗

The title is self-explanatory. We aim to give an easy to read and self-contained introduction to the field of harmonic manifolds. Only basic knowledge of Riemannian geometry is required. After we gave the definition of harmonicity and derived some properties, we concentrate on Z. I. Szabó's proof of Lichnerowicz's conj…

2010-07-03abs ↗pdf ↗

In this paper we give an introduction to the volume conjecture and its generalizations. Especially we discuss relations of the asymptotic behaviors of the colored Jones polynomials of a knot with different parameters to representations of the fundamental group of the knot complement at the special linear group over com…

2008-02-01abs ↗pdf ↗

Introduces stability conditions and their connection to Artin groups.

problem Understanding the relationship between stability conditions and Artin groups.
method Explains the connection between Bridgeland stability conditions and the K(π,1)K(π,1) conjecture.
result Establishes a link between stability conditions and Artin groups.

This paper is an introduction to Khovanov homology, starting with the Kauffman bracket state summation, emphasizing the Bar-Natan Canopoloy and tangle cobordism approach. The paper discusses a simplicial approach to Khovanov homology and a quantum model for it so that the graded Euler characteristic that produces the J…

2011-07-07abs ↗pdf ↗

Lectures on topological field theories and differential cohomology.

problem Exploring topological field theories and their connections to differential cohomology.
method Introduction to topological field theory and generalized Abelian gauge theories.
result Explains the relationship between topological field theories and differential cohomology.

Although portfolio management didn't change much during the 40 years after the seminal works of Markowitz and Sharpe, the development of risk budgeting techniques marked an important milestone in the deepening of the relationship between risk and asset management. Risk parity then became a popular financial model of in…

2014-03-07abs ↗pdf ↗

This paper is based on the introduction to the monograph ``Double affine Hecke algebras'' to be published by Cambridge University Press. The connections with Knizhnik-Zamolodchikov equations, Kac-Moody algebras, tau-function, harmonic analysis on symmetric spaces, and special functions are discussed. The rank one case …

2004-04-17abs ↗pdf ↗

These lecture notes provide a self-contained introduction to the mathematical methods required in a Bachelor degree programme in Business, Economics, or Management. In particular, the topics covered comprise real-valued vector and matrix algebra, systems of linear algebraic equations, Leontief's stationary input-output…

2015-09-11abs ↗pdf ↗