arXiv research

Study finds all 4D neutral manifolds.

The purpose of this article is to review some recent results on the geometry of neutral signature metrics in dimension four and their twistor spaces. The following topics are considered: Neutral Kähler and hyperkähler surfaces, Walker metrics, Neutral anti-self-dual 4-manifolds and projective structures, Twistor spaces…

This paper considers aspects of 4-manifold topology from the point of view of the null cone of a neutral metric, a point of view we call neutral causal topology. In particular, we construct and investigate neutral 4-manifolds with null boundaries that arise from canonical 3- and 4-dimensional settings. A null hypersurf…

The paper embeds CR manifolds into twistor spaces and constructs neutral hyperkähler metrics.

Study stability of pseudo-Kähler and neutral Calabi-Yau manifolds, finding stability in 2D but failing in higher dimensions.

It is shown that if a compact four-dimensional manifold with metric of neutral signature is Jordan-Osserman, then it is either of constant sectional curvature or Ricci flat.

The aim of this paper is to give examples of compact neutral 4-manifolds $(M,g)$ whose Ricci tensor $ρ$ satisfies the relation $\nabla_Xρ(X,X) =\frac13Xτg(X,X)$. We present also a family of new Einstein bi-Hermitian neutral metrics on ruled surfaces of genus $g>1$.

Study of pure spinors on neutral manifolds with applications to supersymmetric solutions.

Classifies Heisenberg-invariant self-dual Einstein manifolds with explicit metrics.

The paper studies null hypersurfaces in 4-manifolds with a specific metric structure.

Study on gradient solitons on specific manifolds.

Characterizes neutral deformation modes of minimal surfaces.

Paper introduces benchmark-neutral pricing for long-term contracts.

The paper studies nilpotent structures in oriented neutral vector bundles and neutral hyperKähler structures.

We study the totally null surfaces of the neutral Kaehler metric on certain 4-manifolds. The tangent spaces of totally null surfaces are either self-dual ($α$-planes) or anti-self-dual ($β$-planes) and so we consider $α$-surfaces and $β$-surfaces. The metric of the examples we study, which include the spaces of oriente…

Study on null-projectability of Levi-Civita connections in neutral metrics.

I apply the algebraic classification of self-adjoint endomorphisms of ${\bf R}^{2,2}$ provided by their Jordan canonical form to the Ricci curvature tensor of four-dimensional neutral manifolds and relate this classification to an algebraic classification of the Ricci curvature spinor. These results parallel similar re…

Currently, machine learning plays an important role in the lives and individual activities of numerous people. Accordingly, it has become necessary to design machine learning algorithms to ensure that discrimination, biased views, or unfair treatment do not result from decision making or predictions made via machine le…

Optimizes risk-neutral probabilities for derivative pricing.

The paper shows how to calculate risk-neutral default probabilities from bid and ask CDS quotes.

Simulates risk-neutral markets using neural spline flows.

Generative model uses DDPMs for risk-neutral derivative pricing.

A set of canonical parahermitian connections on an almost paraHermitian manifold is defined. ParaHermitian version of the Apostolov-Gauduchon generalization of the Goldberg-Sachs theorem in General Relativity is given. It is proved that the Nijenhuis tensor of a Nearly paraKähler manifolds is parallel with respect to t…

For any k which is at least 2, we exhibit complete k-curvature homogeneous neutral signature pseudo-Riemannian manifolds which are not k+1-affine curvature homogeneous, and hence not locally homogeneous. All the local scalar Weyl invariants of these manifolds vanish. These manifolds are Ricci flat, Osserman, and Ivanov…

We study the affine quasi-Einstein Equation for homogeneous surfaces. This gives rise through the modified Riemannian extension to new half conformally flat generalized quasi-Einstein neutral signature $(2,2)$ manifolds, to conformally Einstein manifolds and also to new Einstein manifolds through a warped product const…

Study null conformal Killing vector fields on complex surfaces.

The paper shows that benchmark-neutral pricing minimizes option prices.

Project estimates risk-neutral dependence from option prices.

For k at least 2, we exhibit complete k-curvature homogeneous neutral signature pseudo-Riemannian manifolds which are not locally affine homogeneous (and hence not locally homogeneous). The curvature tensor of these manifolds is modeled on that of an indecomposible symmetric space. All the local scalar Weyl curvature i…

Paper studies pricing and hedging of nonreplicable insurance contracts using benchmark-neutral approach.

The theory of harmonic vector fields on Riemannian manifolds is generalised to pseudo-Riemannian manifolds. Harmonic conformal gradient fields on pseudo-Euclidean hyperquadrics are classified up to congruence, as are harmonic Killing fields on pseudo-Riemannian quadrics. A para-Kaehler twisted anti-isometry is used to …

Minimal surfaces can be transformed into others with unchanged bending content.

Extends wealth tax neutrality framework to stochastic volatility and non-homothetic preferences.

We reformulate wealth taxation using Fokker-Planck equations to ensure tax neutrality.

Generative model prices options and extracts risk-neutral densities.

While the Lorenzian and Riemanian metrics for which all polynomial scalar curvature invariants vanish (the VSI property) are well-studied, less is known about the four-dimensional neutral signature metrics with the VSI property. Recently it was shown that the neutral signature metrics belong to two distinct subclasses:…

AlphaZeroBeta uses deep reinforcement learning for market-neutral portfolios, outperforming traditional methods.

The local structure of the manifolds named in the title is described. Although curvature homogeneous, they are not, in general, locally homogeneous. Not all of them are Ricci-flat, which answers an existence question about type III Jordan-Osserman metrics, raised by Diaz-Ramos, Garcia-Rio and Vazquez-Lorenzo (2006).

Almost para-Hermitian manifold it is manifold equipped with almost para-complex structure and compatible pseudo-metric of neutral signature. It is considered a class of immersions of almost para-Hermitian manifolds into almost para-Hermitian manifolds. Such immersions are called slant submanifolds. The concept is an an…

The existence of a recurrent spinor field on a pseudo-Riemannian spin manifold $(M,g)$ is closely related to the existence of a parallel 1-dimensional complex subbundle of the spinor bundle of $(M,g)$. We characterize the following simply connected pseudo-Riemannian manifolds admitting such subbundles in terms of their…

Study finds cryptocurrency market diversity patterns inconsistent with neutral models.

Deep Hedging learns risk-neutral vol dynamics for option pricing.

Notation for spin coefficients for metrics of neutral signature in four dimensions is introduced. The utility and interpretation of spin coefficients is explored through themes in null geometry familiar from (complex) general relativity. Four-dimensional Walker geometry is exploited to provide examples and the generali…

In this study, we provide some classifications for half-conformally flat gradient $f$-almost Ricci solitons, denoted by $(M, g, f)$, in both Lorentzian and neutral signature. First, we prove that if $||\nabla f||$ is a non-zero constant, then $(M, g, f)$ is locally isometric to a {warped product} of the form $I \times_…

Study extends wealth tax neutrality framework to heterogeneous investors.

Investment strategy for NYSE stocks minimizes market correlation.

We give the classification of constant mean curvature rotational surfaces of elliptic, hyperbolic, and parabolic type in the four-dimensional pseudo-Euclidean space with neutral metric.

Proposes a method to construct risk-neutral marginals from arbitrage-free option prices.