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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.

168,742 papers · 148 categories

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10203040 · Jun 202619922001200920172026
48 results for isomorphism signatures

Machine learning identifies 3-manifold triangulations using isomorphism signatures.

problem Differentiating and classifying 3-manifolds and their Dehn surgeries.
method Training machine learning models on isomorphism signatures derived from 3-manifold triangulations and Pachner graphs.
result Gradient saliency analysis reveals key parts of the language-like encoding scheme.

For a normal covering over a closed oriented topological manifold we give a proof of the L2-signature theorem with twisted coefficients, using Lipschitz structures and the Lipschitz signature operator introduced by Teleman. We also prove that the L-theory isomorphism conjecture as well as the C^*_max-version of the Bau…

2002-09-13abs ↗pdf ↗

Study hyperplanes in abelian groups and their signatures for manifold identification.

problem Identifying manifolds based on their homology groups and coordinate hyperplanes.
method Investigates isomorphisms preserving coordinate hyperplanes in products of cyclic groups.
result Recovering coordinate hyperplanes from their union and applying to manifold identification.

We revisit the cohomological index theorem for elliptic elements in the universal enveloping algebra of a Lie groupoid previously proved by the authors. We prove a Thom isomorphism for Lie algebroids which enables us to rewrite the "topological side" of the index theorem. This results in index formulae for Lie groupoid…

2013-08-01abs ↗pdf ↗

The paper classifies left-invariant pseudo-Riemannian metrics on specific Lie groups.

problem Classifying left-invariant pseudo-Riemannian metrics on Lie groups.
method Analyzing left-invariant metrics on specific Lie groups with n4n \geq 4.
result A complete classification of left-invariant pseudo-Riemannian metrics for Lie groups of dimension n4n \geq 4.

Defines a new homomorphism for strongly invertible knots, proving equivariant algebraic concordance.

problem Equivariant algebraic concordance of strongly invertible knots.
method Defining a homomorphism ΦΦ from equivariant concordance group to a new equivariant algebraic concordance group, proving it lifts known homomorphisms and provides new obstructions.
result Obtains a new obstruction to equivariant sliceness and novel lower bounds on equivariant slice genus.

We call a cusped hyperbolic 3-manifold tetrahedral if it can be decomposed into regular ideal tetrahedra. Following an earlier publication by three of the authors, we give a census of all tetrahedral manifolds and all of their combinatorial tetrahedral tessellations with at most 25 (orientable case) and 21 (non-orienta…

2015-02-02abs ↗pdf ↗

It is important to have fast and effective methods for simplifying 3-manifold triangulations without losing any topological information. In theory this is difficult: we might need to make a triangulation super-exponentially more complex before we can make it smaller than its original size. Here we present experimental …

2010-11-18abs ↗pdf ↗

The total space of the tangent bundle of a Kähler manifold admits a canonical Kähler structure. Parallel translation identifies the space T{\Bbb{T}} of oriented affine lines in R3{\Bbb{R}}^3 with the tangent bundle of S2S^2. Thus, the round metric on S2S^2 induces a Kähler structure on T{\Bbb{T}} which turns out to h…

2004-07-28abs ↗pdf ↗

We study the structure group of a canonical algebraic curvature tensor built from a symmetric bilinear form, and show that in most cases it coincides with the isometry group of the symmetric form from which it is built. Our main result is that the structure group of the direct sum of such canonical algebraic curvature …

2011-08-10abs ↗pdf ↗

We study the classification of Lefschetz fibrations up to stabilization by fiber sum operations. We show that for each genus there is a `universal' fibration f^0_g with the property that, if two Lefschetz fibrations over S^2 have the same Euler-Poincare characteristic and signature, the same numbers of reducible singul…

2004-12-06abs ↗pdf ↗

The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.

problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.

Let MM be a compact hyperkahler manifold with maximal holonomy (IHS). The group H2(M,R)H^2(M, R) is equipped with a quadratic form of signature (3,b23)(3, b_2-3), called Bogomolov-Beauville-Fujiki (BBF) form. This form restricted to the rational Hodge lattice H1,1(M,Q)H^{1,1}(M,Q), has signature (1,k)(1,k). This gives a hyperbolic Rieman…

2015-11-07abs ↗pdf ↗

A well-known property of the signature of closed oriented 4n-dimensional manifolds is Novikov additivity, which states that if a manifold is split into two manifolds with boundary along an oriented smooth hypersurface, then the signature of the original manifold equals the sum of the signatures of the resulting manifol…

2009-11-19abs ↗pdf ↗

New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.

problem Invalidity of existing inverse theorems for mesh group-planes.
method Classification of three and five point meshes, analysis of joint invariant signatures.
result Valid conditions for the Signature-inverse Theorem in mesh group-planes.

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …

2009-11-04abs ↗pdf ↗

We construct a Kähler structure (J,Ω,G{\mathbb{J}},Ω,{\mathbb{G}}) on the space L(H3){\mathbb{L}}({\mathbb{H}}^3) of oriented geodesics of hyperbolic 3-space H3{\mathbb{H}}^3 and investigate its properties. We prove that (L(H3),J){\mathbb{L}}({\mathbb{H}}^3),{\mathbb{J}}) is biholomorphic to ${\mathbb{P}}^1\times{\mathbb{P}}^1-\ba…

2007-02-09abs ↗pdf ↗

The paper examines the consistency of Lasso regression applied to signature analysis of time series data.

problem Consistency of Lasso regression in signature analysis of time series data.
method The paper studies the consistency of Lasso regression applied to signature analysis of time series data, both theoretically and numerically.
result The Lasso regression is consistent both asymptotically and in finite sample for certain types of time series and processes.

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.

This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.

problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.

Paper generalizes path signature using fractional calculus for improved machine learning.

problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.

We present a novel method for extracting cancer signatures by applying statistical risk models (http://ssrn.com/abstract=2732453) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples from 14 cancers, we identify an "overall" mode of somatic mutational noise. We give a prescription …

2016-04-29abs ↗pdf ↗

Paper introduces branched signature model for efficient computation and data-driven applications.

problem Efficient computation and data-driven modeling of branched rough paths.
method Develops a universal approximation theorem and constructs an extension map to realize branched signatures.
result Explicit construction of branched signatures via an extension map for efficient computation.

Path signatures improve hedging of exotic derivatives in non-Markovian models.

problem Hedging exotic derivatives under non-Markovian stochastic volatility models.
method Investigates path signatures in deep and shallow learning contexts, comparing neural networks and regression approaches.
result Path signatures outperform LSTM in most cases and yield more accurate results in hedging.

In earlier joint work with A. Connes on transverse index theory on foliations, cyclic cohomology adapted to Hopf algebras has emerged as a decisive tool in deciphering the total index class of the hypoelliptic signature operator. We have found a Hopf algebra H(n), playing the role of a `quantum structure group' for the…

2014-04-23abs ↗pdf ↗

In this note, we lay the groundwork for a new approach to the problem of group-signature classification of group actions on closed Riemann surfaces. This new approach first focuses on analyzing the low level arithmetic conditions on signatures before invoking the more complicated group theory. We provide the complete f…

2018-10-02abs ↗pdf ↗