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.
Quantum reveals surprising cancellations.
We study finite-dimensional representations of the Kauffman skein algebra of a surface S. In particular, we construct invariants of such irreducible representations when the underlying parameter q is a root of unity. The main one of these invariants is a point in the character variety consisting of group homomorphisms …
We show that the Cappell-Shaneson version of Pick's theorem for simple lattice polytopes is a consequence of a general relation between characteristic numbers of virtual submanifolds dual to the characteristic classes of a stably almost complex manifold. This relation is analogous to the miraculous cancellation formula…
It has been shown that the Alvarez-Gaum-Witten miraculous anomaly cancellation formula in type IIB superstring theory and its various generalizations can be derived from modularity of certain characteristic forms. In this paper, we show that the Green-Schwarz formula and the Schwarz-Witten formula i…
We generalize the "miraculous cancellation" formulas of Alvarez-Gaumé, Witten and Kefeng Liu to a twisted version where an extra complex line bundle is involved. We also apply our result to discuss intrinsic relations between the higher dimensional Rokhlin type congruence formulas of Ochanine [O1], Finashin [F] and Zha…
Quantum Frobenius map for skein modules constructed and described.
The equations of motion and the Bianchi identity of the C-field in M-theory are encoded in terms of the signature operator. We then reformulate the topological part of the action in M-theory using the signature, which leads to connections to the geometry of the underlying manifold, including positive scalar curvature. …
We look at generalized complex structures from the point of view of Poisson and Dirac geometry and we remark that the puzzling equations underlying the notion of generalized complex structure have miraculously simple meaning when passing to Lie algebroids/groupoids.
Stability of catenoid in 4D Minkowski space proven without symmetry assumptions.
The paper presents new formulations of gauge and gravity theories using dynamical principal bundles.
Note on new cancellation formulas for manifolds.
The order submission and cancelation processes are two crucial aspects in the price formation of stocks traded in order-driven markets. We investigate the dynamics of order cancelation by studying the statistical properties of inter-cancelation durations defined as the waiting times between consecutive order cancelatio…
Study modular forms over Γ^0(2) and anomaly cancellation formulas.
Order cancellation process plays a crucial role in the dynamics of price formation in order-driven stock markets and is important in the construction and validation of computational finance models. Based on the order flow data of 18 liquid stocks traded on the Shenzhen Stock Exchange in 2003, we investigate the empiric…
We give a direct proof of a cancellation formula raised in [7] on the level of differential forms. We also obtain more cancellation formulas for even dimensional Riemannian manifolds with a complex line bundle involved. Relations among these cancellation formulas are discussed.
New proof shows Cohen-Lyndon property for non-metric small-cancellation.
For even dimensional manifolds, we prove some twisted anomaly cancellation formulas which generalize some well-known cancellation formulas. For odd dimensional manifolds, we obtain some modularly invariant characteristic forms by the Chern-Simons transgression and we also get some twisted anomaly cancellation formulas.
New anomaly cancellation formulas for E8*E8*E8 gauge group.
New anomaly formulas from E8 bundles.
Game options study gradual exercise and cancellation with transaction costs.
Cohomotopy theory predicts M-theory anomaly cancellation on 8-manifolds.
By studying modular invariance properties of some characteristic forms, we prove some new anomaly cancellation formulas which generalize the Han-Zhang and Han-Liu-Zhang anomaly cancellation formulas
New modular forms for anomaly cancellation formulas on any dimensional manifolds.
This paper examines the value of a cancellable European option in a finite time horizon setting. The specifications of this generalized European option allow the seller to cancel the option at any point in time for a fixed penalty paid directly to the holder. Here, we provide an explicit valuation formula for the Europ…
After G. Perelman's solution of the Poincare Conjecture, this is a different way toward it. Given a simply connected, closed 3-manifold M, we produce a homotopy disc H, which arises from M by a finite sequence of simple modifications and, almost miraculously, can be imbedded into the ordinary space R^3. It follows that…
Order submission and cancellation are two constituent actions of stock trading behaviors in order-driven markets. Order submission dynamics has been extensively studied for different markets, while order cancellation dynamics is less understood. There are two positions associated with a cancellation, that is, the price…
Resolves anomaly cancellation for M5-brane in M-theory.
In this paper, by combining modular forms and characteristic forms, we obtain general anomaly cancellation formulas of any dimension. For dimensional manifolds, our results include the gravitational anomaly cancellation formulas of Alvarez-Gaumé and Witten in dimensions 2, 6 and 10 (\cite{AW}) as special cases. …
We prove that a topological manifold (possibly with boundary) admitting a continuous cancellative binary operation is orientable. This implies that the Möbius band admits no cancellative continuous binary operation. This answers a question posed by the second author in 2010.
New formulas derived for anomaly cancellation using modular forms and E8 bundles.
By studying modular invariance properties of some characteristic forms, we obtain twisted anomaly cancellation formulas. We apply these twisted cancellation formulas to study divisibilities on spin manifolds and congruences on spin manifolds. Especially, we get twisted Rokhlin congruences for dimensional spi…
New framework solves string theory's RR-field tadpole cancellation problems.
Abstract: Generalizes modular forms to family case and finds new anomaly cancellation formulas.
New anomaly formulas derived from bundles.
SL(2,Z) forms lead to new anomaly formulas.
Proposes a model for simulating limit order books with state-dependent intensities.
The paper extends elliptic genus and proves anomaly cancellation formulas for almost complex manifolds.
Using small cancellation for rotating families of groups, we construct new examples of aspherical polyhedra.
We present an empirical study of the first passage time (FPT) of order book prices needed to observe a prescribed price change Delta, the time to fill (TTF) for executed limit orders and the time to cancel (TTC) for canceled ones in a double auction market. We find that the distribution of all three quantities decays a…
Proposes Textual Echo Cancellation to improve speech recognition.
Introduces a theorem for groups acting on trees.
Random branched covers of groups are homotopy equivalent to geometrically small cancellation complexes.
We explain and generalise a construction due to Gromov to realise geometric small cancellation groups over graphs of groups as fundamental groups of non-positively curved 2-dimensional complexes of groups. We then give conditions so that the hyperbolicity and some finiteness properties of the small cancellation quotien…
The paper defines new modular forms from almost complex manifolds and derives anomaly cancellation formulas.
Proves small cancellation free products have geometric actions on CAT(0) cube complexes.
New formulas derived from modular forms for manifold indices.
With increasing concerns about security, the need for highly secure physical biometrics-based authentication systems utilizing \emph{cancelable biometric} technologies is on the rise. Because the problem of cancelable template generation deals with the trade-off between template security and matching performance, many …
Surveying the signature theorem, researchers cancel anomalies on elliptic surfaces.