arXiv research

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…

Study on surfaces in neutral space forms with zero mean curvature.

Characterizes neutral deformation modes of minimal surfaces.

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

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…

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

We investigate minimal surfaces in products of two-spheres ${\mathbb S}^2_p\times {\mathbb S}^2_p$, with the neutral metric given by $(g,-g)$. Here ${\mathbb S}^2_p\subset {\mathbb R}^{p,3-p}$ , and $g$ is the induced metric on the sphere. We compute all totally geodesic surfaces and we give a relation between minimal …

The paper characterizes surfaces in 4D space forms with flat normal connection.

A global twistor correspondence is established for neutral self-dual conformal structures with alpha-surface foliation when the structure is close to the standard structure on S^2 times S^2. We need to introduce some singularity for the alpha-surface foliation such that the leaves intersect on a fixed two sphere. In th…

The paper analyzes equations for surfaces in 4D space forms.

We describe the local structure of self-dual gradient Ricci solitons in neutral signature. If the Ricci soliton is non-isotropic then it is locally conformally flat and locally isometric to a warped product of the form $I\times_\varphi N(c)$, where $N(c)$ is a space of constant curvature. If the Ricci soliton is isotro…

Generative model uses DDPMs for risk-neutral derivative pricing.

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

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.

Let $M$ be a space-like surface immersed in a 4-dimensional pseudo-Riemannian space form $R^4_2(c)$ with constant sectional curvature $c$ and index two. In the first part of this article, we prove that the Gauss curvature $K$, the normal curvature $K^D$, and mean curvature vector $H$ of $M$ satisfy the general inequali…

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

We study area-stationary, or maximal, surfaces in the space ${\mathbb L}({\mathbb H}^3)$ of oriented geodesics of hyperbolic 3-space, endowed with the canonical neutral Kähler structure. We prove that every holomorphic curve in ${\mathbb L}({\mathbb H}^3)$ is a maximal surface. We then classify Lagrangian maximal surfa…

In the algebraic context, we show that null Osserman, spacelike Osserman, and timelike Osserman are equivalent conditions for a model of signature (2,2). We also classify the null Jordan Osserman models of signature (2,2). In the geometric context, we show that a pseudo-Riemannian manifold of signature (2,2) is null Jo…

We study the stability of compact pseudo-Kähler manifolds, i.e. compact complex manifolds $X$ endowed with a symplectic form compatible with the complex structure of $X$. When the corresponding metric is positive-definite, $X$ is Kähler and any sufficiently small deformation of $X$ admits a Kähler metric by a well-know…

The purpose of this article is to give a geometric interpretation to the so-called "twelve surfaces of Darboux", or "Darboux wreath", which appear by applying repeatedly certain simple transformations to a given infinitesimal isometric deformation of a surface in euclidean three space. This interpretation is a differen…

Simplified matrix generator resolves credit migration model calibration issues.

Consider the complex linear space C^n endowed with the canonical pseudo-Hermitian form of signature (2p,2(n-p)). This yields both a pseudo-Riemannian and a symplectic structure on C^n. We prove that those submanifolds which are both Lagrangian and minimal with respect to these structures minimize the volume in their La…

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

The present paper provides a study of high-dimensional statistical arbitrage that combines factor models with the tools from stochastic control, obtaining closed-form optimal strategies which are both interpretable and computationally implementable in a high-dimensional setting. Our setup is based on a general statisti…

In the present paper we consider a special class of Lorentz surfaces in the four-dimensional pseudo-Euclidean space with neutral metric which are one-parameter systems of meridians of rotational hypersurfaces with timelike or spacelike axis and call them meridian surfaces. We give the complete classification of minimal…

Study finds all 4D neutral manifolds.

Study extends wealth tax neutrality framework to heterogeneous investors.

We define general rotational surfaces of elliptic and hyperbolic type in the pseudo-Euclidean 4-space with neutral metric which are analogous to the general rotational surfaces of C. Moore in the Euclidean 4-space. We study Lorentz general rotational surfaces with plane meridian curves and give the complete classificat…

Survey on geometric, analytic, and topological aspects of 4D equations.

We study the formation of derivative prices in equilibrium between risk-neutral agents with heterogeneous beliefs about the dynamics of the underlying. Under the condition that the derivative cannot be shorted, we prove the existence of a unique equilibrium price and show that it incorporates the speculative value of p…

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…

We exhibit Osserman metrics with non-nilpotent Jacobi operators and with non-trivial Jordan normal form in neutral signature (n,n) for any n which is at least 3. These examples admit a natural almost para-Hermitian structure and are semi para-complex Osserman with non-trivial Jordan normal form as well; they neither sa…

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…

Optimizes risk-neutral probabilities for derivative pricing.

New formula for portfolio risk management using conditional PDEs.

We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during learning. In this framework, the preference for risk can be tuned by variation of the p…

We study 2-dimensional submanifolds of the space ${\mathbb{L}}({\mathbb{H}}^3)$ of oriented geodesics of hyperbolic 3-space, endowed with the canonical neutral Kähler structure. Such a surface is Lagrangian iff there exists a surface in ${\mathbb{H}}^3$ orthogonal to the geodesics of $Σ$. We prove that the induced metr…

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

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

Simulates risk-neutral markets using neural spline flows.

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_…

The study finds that specific distributions can be used for risk-neutral valuation in Heston's SV model.

We study minimal Lorentz surfaces in the pseudo-Euclidean 4-space with neutral metric whose first normal space is two-dimensional and whose Gauss curvature $K$ and normal curvature $\varkappa$ satisfy the inequality $K^2-\varkappa^2 >0$. Such surfaces we call minimal Lorentz surfaces of general type. On any surface of …

We construct a special class of Lorentz surfaces in the pseudo-Euclidean 4-space with neutral metric which are one-parameter systems of meridians of rotational hypersurfaces with timelike or spacelike axis and call them meridian surfaces. We give the complete classification of the meridian surfaces with parallel mean c…

We study the neutral Kähler metric on the space of time-like lines in Lorentzian ${\Bbb{E}}^3_1$, which we identify with the total space of the tangent bundle to the hyperbolic plane. We find all of the infinitesimal isometries of this metric, as well as the geodesics, and interpret them in terms of the Lorentzian metr…

Using twistor methods, we explicitly construct all local forms of four--dimensional real analytic neutral signature anti--self--dual conformal structures $(M,[g])$ with a null conformal Killing vector. We show that $M$ is foliated by anti-self-dual null surfaces, and the two-dimensional leaf space inherits a natural pr…

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 $g>1$.