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.
Construct a Hermitian metric on non-Hermitian Yang--Mills moduli spaces near the Hermitian locus.
Study on existence of harmonic metrics for non-Hermitian Yang-Mills bundles.
The random matrix theory method of planar Gaussian diagrammatic expansion is applied to find the mean spectral density of the Hermitian equal-time and non-Hermitian time-lagged cross-covariance estimators, firstly in the form of master equations for the most general multivariate Gaussian system, secondly for seven part…
We show that the non Hermitian Black-Scholes Hamiltonian and its various generalizations are eta-pseudo Hermitian. The metric operator eta is explicitly constructed for this class of Hamitonians. It is also shown that the effective Black-Scholes Hamiltonian and its partner form a pseudo supersymmetric system.
We study Yang-Mills connections on holomorphic bundles over complex Kähler manifolds of arbitrary dimension, in the spirit of Hitchin's and Simpson's study of flat connections. The space of non-Hermitian Yang-Mills (NHYM) connections has dimension twice the space of Hermitian Yang-Mills connections, and is locally isom…
Study on neural networks with non-normal interactions reveals unique spectral properties.
Unified geometric framework for adiabatic quantum mechanics.
Survey of recent progress in gravitational instantons
Quantum computer method for pricing lookback options with jumps.
We prove that refined analytic torsion on a manifold with boundary is an analytic section of the determinant line bundle over the representation variety. As a fundamental application we establish a gluing formula for refined analytic torsion on connected components of the complex representation space which contain a un…
A hypercomplex structure on a differentiable manifold consists of three integrable almost complex structures that satisfy quaternionic relations. If, in addition, there exists a metric on the manifold which is Hermitian with respect to the three structures, and such that the corresponding Hermitian forms are closed, th…
Develops harmonic metrics for Hull-Strominger system stability.
This paper analyzes the probability flow in the stock market using the Black-Scholes model.
The paper extends Nakamaye's theorem to non-closed forms on complex manifolds.
We revisit the initialization of deep residual networks (ResNets) by introducing a novel analytical tool in free probability to the community of deep learning. This tool deals with non-Hermitian random matrices, rather than their conventional Hermitian counterparts in the literature. As a consequence, this new tool ena…
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals this amplitude is proportional to a Cauchy-distribution and satisfies the Schroedi…
New gauge fields modify Fokker-Planck dynamics without changing the stationary state.
Quantum algorithm solves financial option pricing using Hamiltonian simulation.
Overview of high-dimensional dynamical systems and their applications to machine learning.
New insights into spectral statistics of sample covariance matrix for stable linear systems.