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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.

169,291 papers · 148 categories

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81162242323 · May 202619922001200920182026
48 results for locally periodic coefficients

Study elliptic operators on weighted manifolds using H-convergence.

problem Asymptotic behavior of elliptic operators on weighted Riemannian manifolds.
method H-convergence theory applied to uniformly elliptic operators with measurable coefficients.
result Established H-compactness result for elliptic operators on weighted Riemannian manifolds.

Defines Floer homology with DG coefficients for symplectic manifolds.

problem Computing Floer homology with DG coefficients for symplectic manifolds.
method Develops DG Floer toolset, defines spectral invariants, and proves Viterbo isomorphism theorem.
result Establishes almost existence of contractible periodic orbits on cotangent bundles.

Study shows spectral action coefficients are periods in specific spacetimes.

problem Understanding spectral action coefficients in Robertson-Walker spacetimes.
method Analyzes asymptotic expansion coefficients as periods of mixed Tate motives.
result Coefficients are periods involving relative motives of complements of unions of hyperplanes and quadric hypersurfaces.

Model explains leverage and mean-reversion in stock prices.

problem Understanding volatility dynamics in financial markets.
method Proposes a local volatility model with piecewise coefficients, estimating parameters using daily stock prices.
result Empirical evidence confirms leverage and mean-reversion effects in stock prices.

This paper shows how symmetry in special links affects a specific polynomial.

problem Understanding the symmetry in extended strongly periodic links.
method Proving the relationship between the symmetry of these links and the HOMFLYPT polynomial.
result The first coefficients of the HOMFLYPT polynomial reflect the symmetry of extended strongly periodic links.

Study reveals strong co-jumping behavior in U.S. yield curves compared to Europe.

problem Understanding co-jumps in interest rate futures markets.
method Localized co-jumps through wavelet coefficients, identified statistically significant ones, and analyzed using high frequency data.
result Stronger co-jumping behavior in U.S. yield curves compared to European ones.

The paper shows how Fourier coefficients of eigenfunctions on curved surfaces decay.

problem Estimating decay rates of Fourier coefficients on curved surfaces.
method Microlocal decomposition of measures into tangential and transversal parts.
result Fourier coefficients of eigenfunctions over curves on Riemannian surfaces with nonpositive curvature decay at a rate of O((logλ)1/2)O((\logλ)^{-1/2}).

The Weyl transform is introduced as a rich framework for data representation. Transform coefficients are connected to the Walsh-Hadamard transform of multiscale autocorrelations, and different forms of dyadic periodicity in a signal are shown to appear as different features in its Weyl coefficients. The Weyl transform …

2014-12-18abs ↗pdf ↗

A graph GG is said to be pp-periodic, if the automorphism group Aut(G)Aut(G) contains an element of order pp which preserves no edges. In this paper, we investigate the behavior of graph polynomials (Negmai and Tutte) with respect to graph periodicity. In particular, we prove that if pp is a prime, then the coefficient…

2011-03-31abs ↗pdf ↗

Study improves S&P 500 volatility forecasting through regime-switching methods.

problem Accurate prediction of S&P 500 volatility for risk management and investment.
method Regime-switching methods including soft Markov switching, spectral clustering, and coefficient-based clustering.
result Coefficient-based clustering algorithm outperformed other models during all time periods.

Sharp lower bounds for modular invariants and Dehn twist coefficients in genus 2 and 3.

problem Finding sharp lower bounds for modular invariants and Dehn twist coefficients.
method Analyzing the relation between fractional Dehn twists and modular invariants, classifying pseudo-periodic maps, and proving rigidity properties.
result Sharp lower bounds for modular invariants and Dehn twist coefficients in genus 2 and 3.

Existence of calibrated local stochastic volatility models proven for non-regular coefficients.

problem Existence of calibrated local stochastic volatility models in finance.
method Investigation of McKean--Vlasov equations with minimal continuity assumptions on coefficients, providing existence and propagation of chaos results.
result Existence of calibrated local stochastic volatility models for appropriate stochastic volatility parameters.

Stock price changes occur through transactions, just as diffusion in physical systems occurs through molecular collisions. We systematically explore this analogy and quantify the relation between trading activity - measured by the number of transactions NΔtN_{Δt} - and the price change GΔtG_{Δt}, for a given stock, over …

1999-12-03abs ↗pdf ↗

We use maximal periodic flats to show that on a finite volume irreducible locally symmetric manifold of dimension 3\geq 3, no metric gg has more symmetry than the locally symmetric metric. We also show that if gg is a finite volume metric that is not locally symmetric, then its lift to the universal cover has discre…

2011-08-01abs ↗pdf ↗

We give a survey on the Weierstrass representations of surfaces in three- and four-dimensional spaces, their applications to the theory of the Willmore functional and on related problems of spectral theory of the two-dimensional Dirac operator with periodic coefficients.

2005-12-23abs ↗pdf ↗

Let M,N and B\subset N be compact smooth manifolds of dimensions n+k,n and \ell, respectively. Given a map f from M to N, we give homological conditions under which g^{-1}(B) has nontrivial cohomology (with local coefficients) for any map g homotopic to f. We also show that a certain cohomology class in H^j(N,N-B) is P…

2009-04-27abs ↗pdf ↗

Constructs universal local deformations for curves and differential forms.

problem Local deformations of curves and differential forms under preservation of periods.
method Develops Kuranishi families for pairs of curves and meromorphic 1-forms, focusing on hyperelliptic cases.
result First paper in a series developing a deformation theory for spectral curve data of integrable systems.

Improved estimates on Riemannian surfaces with negative curvature.

problem Estimating Fourier coefficients of eigenfunctions on negatively curved surfaces.
method Refined geodesic period integrals and Gauss-Bonnet Theorem to avoid geodesic parallelograms and quantify curvature.
result Fourier coefficients go to zero at a rate of O((logλ)1/2)O((\logλ)^{-1/2}) for 0<ν<c0λ0<ν<c_0λ.

The flat trace of geodesic Koopman operators varies with negatively curved surfaces.

problem Understanding how the flat trace of geodesic Koopman operators changes with variations of negatively curved surfaces.
method Computing the first variation of the flat trace as a distribution and analyzing its leading singularity.
result The leading singularity coefficient is a linear functional of length variations, forcing marked lengths to be locally constant.

Using tax and census data, we demonstrate that the distribution of individual income in the USA is exponential. Our calculated Lorenz curve without fitting parameters and Gini coefficient 1/2 agree well with the data. From the individual income distribution, we derive the distribution function of income for families wi…

2000-08-21abs ↗pdf ↗

The purpose of this paper is to construct and study equivariant Khovanov homology - a version of Khovanov homology theory for periodic links. Since our construction works regardless of the characteristic of the coefficient ring it generalizes a previous construction by Chbili. We establish invariance under equivariant …

2015-04-01abs ↗pdf ↗

Develops local elliptic regularity for geometrically-natural operators with low regularity coefficients.

problem Local elliptic regularity for operators with low regularity coefficients in Sobolev-type spaces.
method Rescaling estimates and multiplication results for function spaces.
result Unified set of interior estimates and regularity inference for operators with Sobolev-type coefficients.

Let f ⁣:MMf\colon M\to M be an expansive homeomorphism with dense topologically hyperbolic periodic points, MM a compact manifold. Then there is a local product structure in an open and dense subset of MM. Moreover, if some topologically hyperbolic periodic point has codimension one, then this local product structure is …

2008-05-10abs ↗pdf ↗

Let PP be a non-negative self-adjoint Laplace type operator acting on sections of a hermitian vector bundle over a closed Riemannian manifold. In this paper we review the close relations between various PP-related coefficients such as the mollified spectral counting coefficients, the heat trace coefficients, the reso…

2015-09-01abs ↗pdf ↗

Local SGD with periodic averaging achieves faster convergence with less communication.

problem Communication overhead in distributed optimization.
method Local SGD with periodic averaging, Polyak-Łojasiewicz condition, adaptive synchronization.
result Local SGD can achieve linear speed up with fewer communication rounds, especially for non-strongly convex functions.