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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.

168,742 papers · 148 categories

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48 results for non-negative signatures

New symplectic 4-manifolds with non-negative signatures are constructed using complex surfaces and quotients.

problem Creating new symplectic 4-manifolds with non-negative signatures.
method Using complex surfaces, Cartwright-Steger surfaces, and Hirzebruch's line-arrangement surfaces, along with quotients.
result Irreducible symplectic and non-symplectic 4-manifolds homeomorphic but not diffeomorphic to (2n1)CP2#(2n1)CPˉ2(2n-1)CP^{2}\#(2n-1)\bar{CP}^{2} are constructed.

In this short note, we present a construction of new symplectic 4-manifolds with non-negative signature using the complex surfaces on Bogomolov-Miyaoka-Yau line c12=9χhc_1^2 = 9χ_h, the fake projective planes and Cartwright-Steger surfaces. Our construction yields an infinite family of fake rational homology $(2n-1)\CP#(2n-…

2012-07-09abs ↗pdf ↗

We show how certain stabilizations produce infinitely many closed oriented 4-manifolds which are the total spaces of genus g surface bundles (resp. Lefschetz fibrations) over genus h surfaces and have non-zero signature, but do not admit complex structures with either orientations, for "most" (resp. all) possible value…

2011-11-15abs ↗pdf ↗

Study shows some biquotients have non-biquotient tangent bundles.

problem Characterizing when the tangent bundle of a biquotient is a biquotient vector bundle.
method Examined infinite families of biquotients and manifolds, using Hirzebruch's signature-Euler characteristic relation.
result Found infinite families of biquotients whose tangent bundles are not biquotient vector bundles.

We show a non-existence result for some class of equivariant maps between sphere bundles over tori. The notion of equivariant KO-degree is used in the proof. As an application to Seiberg-Witten theory, for a connected closed oriented spin 4-manifold with indefinite intersection form, we have a new bound of the second B…

2005-02-24abs ↗pdf ↗

A parameter-free statistical model is used to study multiplicity signatures for coherent production of charged-pairs of parabosons of order p=2 in comparison with those arising in the case of ordinary bosons, p=1. Two non-negative real parameters arise because "ab" and "ba" are fundamentally distinct pair operators of …

2003-08-07abs ↗pdf ↗

The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.

problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.

Sharp inequality in spaces with non-negative Ricci curvature.

problem Proving a sharp isoperimetric inequality in metric measure spaces.
method Using volume entropy in non-compact metric measure spaces with non-negative synthetic Ricci curvature.
result Proved a sharp dimension-free isoperimetric inequality.

A well-known property of the signature of closed oriented 4n-dimensional manifolds is Novikov additivity, which states that if a manifold is split into two manifolds with boundary along an oriented smooth hypersurface, then the signature of the original manifold equals the sum of the signatures of the resulting manifol…

2009-11-19abs ↗pdf ↗

New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.

problem Invalidity of existing inverse theorems for mesh group-planes.
method Classification of three and five point meshes, analysis of joint invariant signatures.
result Valid conditions for the Signature-inverse Theorem in mesh group-planes.

Non-negative curvature affects Markov chains' mixing and expansion properties.

problem Understanding the behavior of Markov chains with non-negative curvature.
method Analyzing conductance, displacement, and cutoff phenomenon in sparse Markov chains.
result Non-negatively curved Markov chains exhibit specific, non-standard behavior in terms of mixing and expansion.

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …

2009-11-04abs ↗pdf ↗

The paper examines the consistency of Lasso regression applied to signature analysis of time series data.

problem Consistency of Lasso regression in signature analysis of time series data.
method The paper studies the consistency of Lasso regression applied to signature analysis of time series data, both theoretically and numerically.
result The Lasso regression is consistent both asymptotically and in finite sample for certain types of time series and processes.

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.

This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.

problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.

Paper generalizes path signature using fractional calculus for improved machine learning.

problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.

We present a novel method for extracting cancer signatures by applying statistical risk models (http://ssrn.com/abstract=2732453) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples from 14 cancers, we identify an "overall" mode of somatic mutational noise. We give a prescription …

2016-04-29abs ↗pdf ↗

In this paper we study non-negatively curved and rationally elliptic GKM4_4 manifolds and orbifolds. We show that their rational cohomology rings are isomorphic to the rational cohomology of certain model orbifolds. These models are quotients of isometric actions of finite groups on non-negatively curved torus orbifol…

2018-02-16abs ↗pdf ↗

Paper introduces branched signature model for efficient computation and data-driven applications.

problem Efficient computation and data-driven modeling of branched rough paths.
method Develops a universal approximation theorem and constructs an extension map to realize branched signatures.
result Explicit construction of branched signatures via an extension map for efficient computation.

Sharp inequality for submanifolds in manifolds with non-negative Ricci curvature.

problem Establishing a Fenchel-Willmore inequality for submanifolds in manifolds with non-negative Ricci curvature.
method Analyzing submanifolds in manifolds with non-negative intermediate Ricci curvature and Euclidean volume growth.
result Sharp Fenchel-Willmore inequality for submanifolds in manifolds with non-negative intermediate Ricci curvature.

The paper proves conjectures and classifies metrics on 3D manifolds.

problem Proving conjectures and classifying metrics on 3D manifolds with specific curvature conditions.
method Analytical proofs and classification theorems.
result Critical metrics on 3D manifolds are isometric to geodesic balls in space forms.

Path signatures improve hedging of exotic derivatives in non-Markovian models.

problem Hedging exotic derivatives under non-Markovian stochastic volatility models.
method Investigates path signatures in deep and shallow learning contexts, comparing neural networks and regression approaches.
result Path signatures outperform LSTM in most cases and yield more accurate results in hedging.

Survey on rigidity and almost rigidity of Green functions in non-negative Ricci curvature spaces.

problem Rigidity and almost rigidity of Green functions in non-negative Ricci curvature spaces.
method Survey and observation on Cheeger-Yau inequality on RCD spaces.
result Observations on the Cheeger-Yau inequality and its applications.

We prove that if a closed, smooth, simply-connected 4-manifold with a circle action admits an almost non-negatively curved sequence of invariant Riemannian metrics, then it also admits a non-negatively curved Riemannian metric invariant with respect to the same action. The same is shown for torus actions of higher rank…

2019-07-15abs ↗pdf ↗