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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.

168,657 papers · 148 categories

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48 results for period integrals

Investigates integrable systems with linear periodic integral for e(3) Lie algebra.

problem Analyzes singularities and topological properties of integrable systems.
method Examines singularities of Liouville foliation, bifurcation diagram, transformations of Liouville tori, and isoenergy surfaces.
result Discovers topological properties of integrable systems with linear periodic integral.

Enhances financial time series forecasting with a multi-period learning framework.

problem Accurate financial time series forecasting requires considering both short-term and long-term trends.
method Proposes a Multi-period Learning Framework (MLF) with three modules: Inter-period Redundancy Filtering, Learnable Weighted-average Integration, and Multi-period self-Adaptive Patching.
result Improves financial time series forecasting accuracy and efficiency.

To give a criterion for the integrability of Banach-Lie triple systems, we follow the construction of the period group of a Lie algebra and define the period group of a Lie triple system as an analogous concept. We show that a Lie triple system is integrable if and only if its period group is discrete. Along the way, w…

2010-10-22abs ↗pdf ↗

Degree one twisting of Deligne cohomology, as a differential refinement of integral cohomology, was established in previous work. Here we consider higher degree twists. The Rham complex, hence de Rham cohomology, admits twists of any odd degree. However, in order to consider twists of integral cohomology we need a peri…

2017-12-16abs ↗pdf ↗

We study the space of periodic solutions of the elliptic sinh\sinh-Gordon equation by means of spectral data consisting of a Riemann surface YY and a divisor DD. We show that the space MgpM_g^{\mathbf{p}} of real periodic finite type solutions with fixed period p\mathbf{p} can be considered as a completely integrable s…

2016-06-06abs ↗pdf ↗

We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…

2007-05-08abs ↗pdf ↗

This article has two purposes. The first is to give an expository account of the integrable systems approach to harmonic maps from surfaces to Lie groups and symmetric spaces, focusing on spectral curves for harmonic 2-tori. The most unwieldy aspect of the spectral curve description is the periodicity conditions and th…

2012-11-13abs ↗pdf ↗

A p-periodic 3-manifold is a 3-manifold that admits a Z_{p}-action whose fixed point set is a circle. We give a congruence relates the quantum invariant of a p-periodic 3-manifold associated to any modular category over an integrally closed ground ring and the corresponding quantum invariant of its orbit space.

2005-05-18abs ↗pdf ↗

We develop a global Poincaré residue formula to study period integrals of families of complex manifolds. For any compact complex manifold XX equipped with a linear system VV^* of generically smooth CY hypersurfaces, the formula expresses period integrals in terms of a canonical global meromorphic top form on XX. Two…

2011-05-24abs ↗pdf ↗

We discuss the role of integrated chance constraints (ICC) as quantitative risk constraints in asset and liability management (ALM) for pension funds. We define two types of ICC: the one period integrated chance constraint (OICC) and the multiperiod integrated chance constraint (MICC). As their names suggest, the OICC …

2015-03-18abs ↗pdf ↗

Integrable flows on null curves in anti-de Sitter 3-space studied.

problem Analyzing integrable flows on null curves in anti-de Sitter 3-space.
method Formulated integrable flows related to the KdV hierarchy on null curves exploiting the geometry of anti-de Sitter 3-space.
result Explicitly found closed stationary solutions in terms of periodic solutions of a Lamé equation.

Classical dynamical equations describing a certain version of the nonHamiltonian interaction of two rotators (Euler tops with completely degenerate inertia tensors) are considered. The simplest case is integrated. It is shown that the dynamics is almost periodic with periods depending on the initial data.

1994-09-23abs ↗pdf ↗

In this paper we show how to bypass the usual difficulties in the analysis of elliptic integrals that arise when solving period problems for minimal surfaces. The method consists of replacing period problems with ordinary Sturm-Liouville problems involving the support function. We give a practical application by provin…

2008-06-25abs ↗pdf ↗

Geometric quantization extended to arbitrary connected spaces using path integration.

problem Constructing a Prequantum Groupoid for arbitrary connected parasymplectic spaces.
method Define a Total Group of Periods and a Prequantum Groupoid with connected isotropy.
result The Prequantum Groupoid Tω\mathbf{T}_\omega is isomorphic to the group of symmetries of the Dynamical System.

Constructs universal local deformations for curves and differential forms.

problem Local deformations of curves and differential forms under preservation of periods.
method Develops Kuranishi families for pairs of curves and meromorphic 1-forms, focusing on hyperelliptic cases.
result First paper in a series developing a deformation theory for spectral curve data of integrable systems.

We will show that the period TT of a closed orbit of the planar circular restricted three-body problem (viewed on rotating coordinates) depends on the region it encloses. Roughly speaking, we show that, 2T=kπ+Ωg2 T=kπ+\int_Ωg where kk is an integer, ΩΩ is the region enclosed by the periodic orbit and $g:\mathbb{R}^2\to \m…

2016-11-22abs ↗pdf ↗

Study of discrete period matrices on embedded graphs, relating to Riemann surfaces.

problem Understanding discrete conformal structures on surfaces via period matrices.
method Combinatorial interpretation of period matrices, using homological quasi-trees and Laplacian determinants.
result Derived a combinatorial analogue of the Weil-Petersson potential and related it to homological quasi-trees.

We add two new 1-parameter families to the short list of known embedded triply periodic minimal surfaces of genus 4 in R3\mathbb{R}^3. Both surfaces can be tiled by minimal pentagons with two straight segments and three planar symmetry curves as boundary. In one case (which has the appearance of the CLP surface of Schw…

2018-07-23abs ↗pdf ↗

We prove that the mirror map is trivial for the canonical formal families of Calabi-Yau varieties constructed by Gross and the second author. In other words, the natural coordinate in a canonical Calabi-Yau family is a canonical coordinate in the sense of Hodge theory. This implies that the higher weight periods direct…

2014-09-16abs ↗pdf ↗

Consider a Riemannian metric on two-torus. We prove that the question of existence of polynomial first integrals leads naturally to a remarkable system of quasi-linear equations which turns out to be a Rich system of conservation laws. This reduces the question of integrability to the question of existence of smooth (q…

2009-07-29abs ↗pdf ↗

Scattering theory on Riemann surfaces with explicit matrix and generalized period mappings.

problem Scattering theory for harmonic one-forms on Riemann surfaces.
method Construction of scattering theory from boundary value problems involving systems of curves and jump problems. Explicit expression for scattering matrix using Schiffer operators.
result Unitary scattering matrix and general association of polarizing Lagrangian spaces.

There are a number of examples of variations of Hodge structure of maximum dimension. However, to our knowledge, those that are global on the level of the period domain are totally geodesic subspaces that arise from an orbit of a subgroup of the group of the period domain. That is, they are defined by Lie theory rather…

2017-03-02abs ↗pdf ↗

We prove that any steady solution to the real analytic Euler equations on a Riemannian 3-sphere must possess a periodic orbit bounding an embedded disc. One key ingredient is an extension of Fomenko's work on the topology of integrable Hamiltonian systems to a degenerate case involving stratified integrals. The result …

1999-05-03abs ↗pdf ↗

Multi-dimensional state-integrals of products of Faddeev's quantum dilogarithms arise frequently in Quantum Topology, quantum Teichmüller theory and complex Chern--Simons theory. Using the quasi-periodicity property of the quantum dilogarithm, we evaluate 1-dimensional state-integrals at rational points and express the…

2014-11-22abs ↗pdf ↗

We prove that an integral homology 3-sphere is S^3 if and only if it admits four periodic diffeomorphisms of odd prime orders whose space of orbits is S^3. As an application we show that an irreducible integral homology sphere which is not S^3 is the cyclic branched cover of odd prime order of at most four knots in S^3…

2006-06-09abs ↗pdf ↗

We define the notion of a loop Hodge structure -- an infinite dimensional generalization of a Hodge structure -- and prove that a suitable variation of this object over a complex manifold is equivalent to the datum of a harmonic bundle. Hence one can study harmonic bundles using classical tools of Hodge theory, especia…

2015-11-19abs ↗pdf ↗

We study the covariance properties of the equations satisfied by the generating functions of the chiral operators R and T of supersymmetric SO(N)/Sp(N) theories with symmetric/antisymmetric tensors. It turns out that T is an affine connection. As such it cannot be integrated along cycles on Riemann surfaces. This expla…

2003-07-29abs ↗pdf ↗

One can formulate the classical Kepler problem on the Heisenberg group, the simplest sub-Riemannian manifold. We take the sub-Riemannian Hamiltonian as our kinetic energy, and our potential is the fundamental solution to the Heisenberg sub-Laplacian. The resulting dynamical system is known to contain a fundamental inte…

2013-11-23abs ↗pdf ↗

Dual model combines HMM and neural networks for energy trading during volatile periods.

problem Optimizing energy trading performance during market volatility.
method Integrates Hidden Markov Models and neural networks with Black-Litterman portfolio optimization.
result Achieved 83% return with Sharpe ratio 0.77 during COVID period.

We generalize the notions of the Futaki invariant and extremal vector field of a compact Kähler manifold to the general almost-Kahler case and show the periodicity of the extremal vector field when the symplectic form represents an integral cohomology class modulo torsion. We also give an explicit formula of the hermit…

2009-08-06abs ↗pdf ↗

Complexity of signed graphs linked to Alexander polynomials and Lehmer's question.

problem Complexity of signed graphs and its relation to Alexander polynomials.
method Definition of graph complexity using Laplacian matrix and Mahler measure, linking to Alexander polynomials and Lehmer's question.
result Complexity growth of signed graphs is related to the growth rate of Alexander polynomials.

This study investigates porosity and topological properties of TPMS using machine learning.

problem Understanding the relationships between porosity and topological properties of TPMS.
method Application of machine learning techniques to analyze porosity and shape factor of TPMS.
result Conjectures suggesting polynomial relationships between porosity and shape factor of TPMS.

This paper examines the integration process of the Japanese major rice markets (Tokyo and Osaka) from 1881 to 1932. Using a non-Bayesian time-varying vector error correction model, we argue that the process strongly depended on the government's policy on the network system of the telegram and telephone; rice traders wi…

2016-04-01abs ↗pdf ↗