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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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265277103 · May 202619922001200920172026
48 results for opposite sign coefficients

New links identified with Alexander polynomial signs to detect satellite links.

problem Detecting satellite links using Alexander polynomial coefficients.
method Introduced a set of links including positive braids and arborescent Hopf plumbings. Showed links in this set have opposite signs for leading and second coefficients of Alexander polynomials.
result Certain satellite links, like (n,1)-cables, are not in the set of links with opposite sign coefficients.

Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and fo…

2006-08-22abs ↗pdf ↗

Study large N oscillations in 3D theories related to black hole physics.

problem Understanding large N sign oscillations in 3D theories via holography.
method Holographic computation of on-shell actions for Euclidean supergravity solutions, Wick rotation of magnetically charged AdS4 black holes.
result Proposed a non-trivial mathematical conjecture regarding phase factors of twisted Reidemeister-Ray-Singer torsion.

Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions to measure evidence conflict and stability.

problem Modern data analysis lacks mechanisms to show the clarity, conflict, or stability of evidence behind predictions.
method Signed Evidence Flow (SEF) combines fitted prediction with signed feature attributions.
result SEF measures conflict and stability, and shows that conflict can improve loss prediction beyond confidence.

Method predicts which high-dimensional correlation signs will change in the future.

problem Predicting which correlation matrix coefficients will change signs in high-dimensional data.
method Stability of correlation signs depends on three-by-three relationships, inspired by Heider social cohesion theory.
result The method accurately predicts the stability of correlation signs in high-dimensional data.

The paper discovers patterns in Maass forms' coefficients related to Fricke signs.

problem Identifying Fricke signs in Maass forms with unknown signs.
method Averaging Fourier coefficients, Linear Discriminant Analysis (LDA), neural networks.
result 96% accuracy in predicting Fricke signs for forms with even parity, 94% for odd parity.

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra f(α)f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…

2008-03-10abs ↗pdf ↗

We show that there are high-dimensional smooth compact manifolds which admit pairs of Einstein metrics for which the scalar curvatures have opposite signs. These are counter-examples to a conjecture considered by Besse. The proof hinges on showing that the Barlow surface has small deformations with ample canonical line…

1997-05-14abs ↗pdf ↗

We prove that there are infinitely many pairs of homeomorphic non-diffeomorphic smooth 4-manifolds, such that in each pair one manifold admits an Einstein metric and the other does not. We also show that there are closed 4-manifolds with two smooth structures which admit Einstein metrics with opposite signs of the scal…

1998-01-16abs ↗pdf ↗

Martingale Doppelgänger-Eval benchmarks VLMs on candlestick evidence vs. trend extrapolation

problem Auditing whether VLMs use chart evidence or trend extrapolation
method Proving formal limitations and designing controlled mechanisms
result Identifying regression coefficients for evidence vs. trend

This paper applies the authors' forthcoming work, "Affine deformations of a three-holed sphere" in Lorentzian geometry to prove a result in hyperbolic geometry. Namely, an infinitesimal deformation of a hyperbolic structure of a three-holed sphere which infinitesimally lengthens the three boundary components infinitesi…

2009-07-03abs ↗pdf ↗

Link Floer homology is an invariant for links which has recently been described entirely in a combinatorial way. Originally constructed with mod 2 coefficients, it was generalized to integer coefficients thanks to a sign refinement. In this paper, thanks to the spin extension of the permutation group we give an alterna…

2007-06-01abs ↗pdf ↗

We study a certain type of wild harmonic bundles in relation with a Toda equation. We explain how to obtain a classification of the real valued solutions of the Toda equation in terms of their parabolic weights, from the viewpoint of the Kobayashi-Hitchin correspondence. Then, we study the associated integrable variati…

2013-01-08abs ↗pdf ↗

New MMM captures hierarchical marketing effects and sign restrictions.

problem Measuring effectiveness of marketing activities with hierarchical structure and sign constraints.
method Proposes a constrained maximum likelihood approach using Hamiltonian Monte Carlo algorithm.
result Demonstrates superior performance on real datasets compared to multi-stage methods.

We lift the characteristic-2 totally twisted Khovanov homology of Roberts and Jaeger to a theory with integer coefficients. The result is a complex computing reduced odd Khovanov homology for knots. This complex is equivalent to a spanning-tree complex whose differential is explicit modulo a sign ambiguity coming from …

2011-09-23abs ↗pdf ↗

We investigate the relative information content of six measures of dependence between two random variables XX and YY for large or extreme events for several models of interest for financial time series. The six measures of dependence are respectively the linear correlation ρv+ρ^+_v and Spearman's rho ρs(v)ρ_s(v) conditio…

2002-03-07abs ↗pdf ↗

We express the coefficients of the Hirzebruch L-polynomials in terms of certain alternating multiple zeta values. In particular, we show that every monomial in the Pontryagin classes appears with a non-zero coefficient, with the expected sign. Similar results hold for the polynomials associated to the A-hat genus.

2017-08-18abs ↗pdf ↗

Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.

problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.

A subgroup of a Kac-Moody group is called bounded if it is contained in the intersection of two finite type parabolic subgroups of opposite signs. In this paper, we study the isomorphisms between Kac-Moody groups over arbitrary fields of cardinality at least 4, which preserve the set of bounded subgroups. We show that …

2005-06-27abs ↗pdf ↗

We propose a general framework to describe the impact of different events in the order book, that generalizes previous work on the impact of market orders. Two different modeling routes can be considered, which are equivalent when only market orders are taken into account. One model posits that each event type has a te…

2011-07-18abs ↗pdf ↗

Signed seminorms linked to real tropical spaces and matroids.

problem Understanding signed seminorms and their real tropicalizations.
method Introducing signed Goldman-Iwahori space, identifying it as inverse limit of real tropicalizations, and giving matroid-theoretic description.
result Signed seminorms identified as inverse limit of real tropicalizations of projective space.

This paper generalizes the bordered-algebraic knot invariant introduced in an earlier paper, giving an invariant now with more algebraic structure. It also introduces signs to define these invariants with integral coefficients. We describe effective computations of the resulting invariant.

2017-07-03abs ↗pdf ↗

Link Floer homology is an invariant for links defined using a suitable version of Lagrangian Floer homology. In an earlier paper, this invariant was given a combinatorial description with mod 2 coefficients. In the present paper, we give a self-contained presentation of the basic properties of link Floer homology, incl…

2006-10-18abs ↗pdf ↗

GenMod uses generative models to approximate high-dimensional PDE solutions with limited evaluations.

problem Quantifying uncertainty in high-dimensional PDE systems with random parameters.
method Develops a method using generative models to approximate polynomial chaos coefficients in underdetermined systems.
result The method outperforms sparsity-promoting methods in approximating PDE solutions with limited evaluations.

Closed and broken electromagnetic orbits in Kerr-Newman spacetime

problem Constructing closed and broken electromagnetic orbits in the Kerr-Newman spacetime
method Constructing smooth closed electromagnetic orbits tangent to the axial Killing field and proving the existence of spherical electromagnetic orbits
result Proving the existence of spherical electromagnetic orbits and constructing closed broken electromagnetic orbits

We extend the topological field theory (``itsy bitsy topological field theory"') of our previous work from mod-2 to twisted coefficients. This topological field theory is derived from sutured Floer homology but described purely in terms of surfaces with signed points on their boundary (occupied surfaces) and curves on …

2014-01-24abs ↗pdf ↗

We derive a closed formula for the Heegaard Floer correction terms of lens spaces in terms of the classical Dedekind sum and its generalization, the Dedekind-Rademacher sum. Our proof relies on a reciprocity formula for the correction terms established by Ozsvath and Szabo. A consequence of our result is that the Casso…

2011-05-23abs ↗pdf ↗

Two Dehn surgeries on a knot are called cosmetic if they yield homeomorphic manifolds. For a null-homologous knot with certain conditions on the Thurston norm of the ambient manifold, if the knot admits cosmetic surgeries, then the surgery coefficients are equal up to sign.

2010-01-22abs ↗pdf ↗

Characterizes alternating links in thickened surfaces using Gordon-Litherland pairing.

problem Identifying alternating links in thickened surfaces.
method Extension of Gordon-Litherland pairing to thickened surfaces.
result A non-split link in a thickened surface is alternating if and only if it bounds two definite surfaces of opposite sign.

We describe a modification of Khovanov homology (math.QA/9908171), in the spirit of Bar-Natan (math.GT/0410495), which makes the theory properly functorial with respect to link cobordisms. This requires introducing `disorientations' in the category of smoothings and abstract cobordisms between them used in Bar-Natan's …

2007-01-12abs ↗pdf ↗

New method estimates portfolio turnover using covariance matrix of returns.

problem Effective estimation of portfolio turnover for algorithmic trading strategies.
method Developed a mathematical model based on covariance matrix of returns.
result Proved a necessary condition for model applicability and suggested new estimations.

Paper extends LME models to allow sign constraints on coefficients with SDTN random effects.

problem Inference with sign constraints on random effects in LME models.
method Proposes SDTN distribution for random effects and develops likelihood-based approaches for estimation.
result Proposed constrained model improves real-world interpretations and achieves satisfactory performance.

New heat trace coefficients reveal curvature effects in polygonal domains.

problem Understanding heat trace behavior in polygonal domains with curved corners.
method Local heat trace expansion through order t1/2t^{1/2}, analyzing both Dirichlet and Neumann boundary conditions.
result Sharp sign law for the Dirichlet angular factor of the first corner-curvature heat invariant.

Classifies multigraphs for torus actions on 6D manifolds with isolated fixed points.

problem Classifying torus actions on 6D manifolds with isolated fixed points.
method Associate multigraphs to fixed point data, study operations, and prove classification.
result Classifies multigraphs for 6D manifolds by converting them into the empty graph.

The spectral eta-invariant of a self-adjoint elliptic differential operator on a closed manifold is rigid, provided that the parity of the order is opposite to the parity of dimension of the manifold. The paper deals with the calculation of the fractional part of the eta-invariant in this case. The method used to obtai…

1999-07-08abs ↗pdf ↗

Sharp fractional Sobolev inequalities on closed manifolds identified.

problem Critical fractional Sobolev embedding on closed Riemannian manifolds.
method Intrinsic heat-kernel based framework, determining optimal coefficients, proving sharp inequalities.
result Sharp pp-power inequality and almost sharp inequality established.