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arXiv research

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.

168,695 papers · 148 categories

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3773110146 · May 202619922001200920172026
48 results for path algebra

We construct algebraic and algebro-geometric models for the spaces of unparametrized paths. This is done by considering a path as a holonomy functional on indeterminate connections. For a manifold X, we construct a Lie algebroid P which serves as the tangent space to X (punctual paths) inside the space of all unparamet…

2007-02-20abs ↗pdf ↗

We study 3 basic questions about fundamental groups of algebraic varieties. For a morphism, is being surjective on π1π_1 preserved by base change? What is the connection between openness in the Zariski and in the Euclidean topologies? Which morphisms have the path lifting property?

2019-06-27abs ↗pdf ↗

Rough path theory is focused on capturing and making precise the interactions between highly oscillatory and non-linear systems. It draws on the analysis of LC Young and the geometric algebra of KT Chen. The concepts and the uniform estimates, have widespread application and have simplified proofs of basic questions fr…

2014-05-18abs ↗pdf ↗

We present an explicit realization of abelian extensions of infinite dimensional Lie groups using abelian extensions of path groups, by generalizing Mickelsson's approach to loop groups and the approach of Losev-Moore-Nekrasov-Shatashvili to current groups. We apply our method to coupled cocycles on current Lie algebra…

2007-03-12abs ↗pdf ↗

The paper proves a category of dg manifolds with finite positive amplitude.

problem Understanding the structure of dg manifolds with finite positive amplitude.
method Using path spaces and homotopy transfer theorem for curved L[1]L_\infty[1]-algebras.
result Proves that dg manifolds of finite positive amplitude form a category of fibrant objects.

The linear transports along paths in vector bundles introduced in Ref. [1] are applied to the special case of tensor bundles over a given differentiable manifold. Links with the transports along paths generated by derivations of tensor algebras are investigated. A possible generalization of the theory of geodesics is p…

2004-12-01abs ↗pdf ↗

New Lie algebras from quivers lead to rigid Ricci solitons.

problem Constructing Lie algebras from quivers to study geometric structures.
method Using finite quivers without cycles to construct solvable Lie algebras and proving their geometric properties.
result Simply-connected Lie groups corresponding to these Lie algebras admit left-invariant Ricci solitons, and when quivers are oriented multi-trees, these groups are rigid.

We introduce a new feature map for barcodes that arise in persistent homology computation. The main idea is to first realize each barcode as a path in a convenient vector space, and to then compute its path signature which takes values in the tensor algebra of that vector space. The composition of these two operations …

2018-06-01abs ↗pdf ↗

Novel approach to financial derivatives pricing using rough path theory.

problem No-arbitrage conditions in financial markets necessitating precise integration methods.
method Developed a polynomial-based approximation class for rough path functionals, extending to non-geometric rough paths.
result Motivated a hypothesis for payoff functionals in financial markets, facilitating analysis.

Study finds abnormal paths on specific Lie groups using algebraic structures.

problem Identifying abnormal extremals on Lie groups with quasimetrics.
method Analyzing Lie algebras and seminorms to determine abnormal extremals.
result Established criterion for strong abnormality of extremals.

New SDEs from affine and polynomial perspectives for path-dependent processes.

problem Characterizing path-dependent stochastic processes.
method Affine and polynomial processes, signature SDEs, Fourier-Laplace transform, Riccati and linear ODEs.
result Explicit formulas for the Fourier-Laplace transform and expected values of entire functions of signature processes.

We investigate the validity of the equivalence principle along paths in gravitational theories based on derivations of the tensor algebra over a differentiable manifold. We prove the existence of local bases, called normal, in which the components of the derivations vanish along arbitrary paths. All such bases are expl…

1997-09-20abs ↗pdf ↗

Left invariant metrics induced by the p-norms of the trace in the matrix algebra are studied on the general lineal group. By means of the Euler-Lagrange equations, existence and uniqueness of extremal paths for the length functional are established, and regularity properties of these extremal paths are obtained. Minimi…

2011-09-02abs ↗pdf ↗

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

Novel signature approach for pricing and hedging path-dependent options with market frictions.

problem Pricing and hedging path-dependent options with market frictions.
method Signature approach, mean-quadratic variation criterion, non-standard infinite-dimensional Riccati equations, time-augmented signature, non-Markovian stochastic control problem.
result Effective hedging strategies in frictional markets with low-truncated signature approximations.

This paper provides a stratification of semi-algebraic sets in the plane with finitely many geodesic segments.

problem How to stratify semi-algebraic sets in the plane with finitely many geodesic segments.
method Develops a semi-algebraic stratification of a real semi-algebraic set in the plane with open cells having the finiteness property.
result Provides insights for high-dimensional stratifications of semi-algebraic sets in connection with geodesics.

In this note, we present a new way to associate a spectral triple to the noncommutative CC^*-algebra C(Λ)C^*(Λ) of a strongly connected finite higher-rank graph ΛΛ. We generalize a spectral triple of Consani and Marcolli from Cuntz-Krieger algebras to higher-rank graph CC^*-algebras C(Λ)C^*(Λ), and we prove that these s…

2018-04-14abs ↗pdf ↗

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.

Symmetric function LM,NL_{M,N} lifts torus link homology.

problem Computing the triply-graded Khovanov-Rozansky homology of torus links.
method Defined a symmetric function LM,NL_{M,N} and showed it satisfies a recursion for torus link homology.
result Triply-graded Khovanov-Rozansky homology of torus links is a specialization of LM,NL_{M,N}.

We relate the spectral flow to the index for paths of selfadjoint Breuer-Fredholm operators affiliated to a semifinite von Neumann algebra, generalizing results of Robbin-Salamon and Pushnitski. Then we prove the vanishing of the von Neumann spectral flow for the tangential signature operator of a foliated manifold whe…

2009-11-15abs ↗pdf ↗

Introduces Exponentially Weighted Signature for better path representation.

problem Uniform treatment of historical information in signatures.
method Generalizes EFM signature to bounded linear operators, enabling contextualised temporal weighting.
result EWS is the unique solution to a linear controlled differential equation and generalizes state-space models.

Hexagon grid patterns emerge from conformal isometry in grid cell neural networks.

problem Understanding the algebraic, geometric, and topological properties of grid cells.
method Investigating recurrent neural network models of grid cells, focusing on Lie group and Lie algebra representations, conformal isometry, and hexagon periodic patterns.
result Conformal isometry leads to hexagon periodic patterns in grid cell responses and accurate path integration.

We prove several combinatorial results on path algebras over discrete structures related to directed graphs. These results are motivated by Morse theory on a manifold with boundary and, more generally, by Floer theory on a configuration space with boundary. Their purpose is to organize cobordism relationships among mod…

2012-12-28abs ↗pdf ↗

This paper develops a path-first theory using signatures and jump lifts for self-exiting processes.

problem Developing a universal coordinate system for various types of paths and processes.
method Using signatures, jump lifts, and expected signatures, the paper presents a geometricity framework with algebraic properties and obstructions.
result The framework links various mathematical concepts and offers four main contributions to understanding and modeling self-exiting processes.

Volterra signature provides a clear, interpretable feature for history-dependent systems.

problem Learning from non-Markovian time series with implicit memory mechanisms.
method Develops Volterra signature as a tensor algebra representation weighted by a temporal kernel, proving injectivity and universal approximation.
result Volterra signature leads to linear functionals and universal approximation, improving dynamic learning tasks.