Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

115229344458 · Jun 202019922001200920172026
48 results for phase-space analysis

Paper uses TDA to assess cryptocurrency risk by measuring phase space instability.

problem Traditional risk measures fail to capture market dynamics' geometric structure.
method Applied Takens' Delay Embedding Theorem to generate point cloud, computed persistent homology groups, defined Topological Persistence Norm.
result Proposed leverage calibration heuristic based on persistence of 1-dimensional cycles.

A neural network learns phase space properties for time series analysis.

problem Lack of consistency and robustness in estimating embedding parameters.
method Forgetting mechanism neural network to learn phase space properties.
result Neural network approach is competitive or superior to state-of-the-art strategies.

Precise scientific analysis in collider-based particle physics is possible because of complex simulations that connect fundamental theories to observable quantities. The significant computational cost of these programs limits the scope, precision, and accuracy of Standard Model measurements and searches for new phenome…

2019-07-18abs ↗pdf ↗

The big phase space, the geometric setting for the study of quantum cohomology with gravitational descendents, is a complex manifold and consists of an infinite number of copies of the small phase space. The aim of this paper is to define a Hermitian geometry on the big phase space. Using the approach of Dijkgraaf and …

2012-11-23abs ↗pdf ↗

Study of 17 surface behaviors and singularities for elliptic Weingarten equations.

problem Characterizing and understanding elliptic Weingarten surfaces and their singularities.
method Phase space analysis and classification of surface behaviors.
result Classification of 17 possible qualitative behaviors for rotational surfaces.

Introduces a new phase space for 2D supersymmetric sigma models.

problem Developing a new Hamiltonian formulation for 2D supersymmetric sigma models.
method Introduces a phase space with spinorial momenta and derives a covariant Hamiltonian formulation.
result Shows the existence of additional supersymmetries in the new formulation.

Study of sub-Riemannian problem on specific Lie groups, revealing symmetries and bounds.

problem Sub-Riemannian problem on solvable, non-nilpotent Lie groups.
method Qualitative phase-space analysis of Hamiltonian system, focusing on vertical component.
result Explicit upper bound for cut time in terms of pendulum period.

The covariant phase space of a Lagrangian field theory is the solution space of the associated Euler-Lagrange equations. It is, in principle, a nice environment for covariant quantization of a Lagrangian field theory. Indeed, it is manifestly covariant and possesses a canonical (functional) "presymplectic structure" w …

2008-09-24abs ↗pdf ↗

This paper is concerned with basic geometric properties of the phase space of a classical general relativistic particle, regarded as the 1st jet space of motions, i.e. as the 1st jet space of timelike 1--dimensional submanifolds of spacetime. This setting allows us to skip constraints. Our main goal is to determine the…

2008-01-11abs ↗pdf ↗

Motivated by the work of Leznov--Mostovoy, we classify the linear deformations of standard 2n2n-dimensional phase space that preserve the obvious symplectic o(n)\mathfrak{o}(n)-symmetry. As a consequence, we describe standard phase space, as well as TSnT^{*}S^{n} and THnT^{*}\mathbb{H}^{n} with their standard symplectic fo…

2018-03-23abs ↗pdf ↗

In this paper, we introduce the notions of pseudo-Riemannian, para-Hermitian and para- Kahler structures on hom-Lie algebras. In addition, we present the characterization of these structures. Also, we provide an example including these structures. We then introduce the phase space of a hom-Lie algebra and using the hom…

2016-07-02abs ↗pdf ↗

The paper classifies helicoidal surfaces with specific curvature functions.

problem Classifying helicoidal surfaces with prescribed mean curvature.
method Phase space analysis for rotationally symmetric H\mathcal{H}-surfaces.
result Classification theorem for even and increasing h\mathfrak{h} on [0,1][0,1].

In this paper we study vector fields on the big phase space of Gromov-Witten theory which are idempotents of the quantum product. Such vector fields can be used to simplify universal equations for higher genus Gromov-Witten invariants.

2003-10-26abs ↗pdf ↗

We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of fluctuation in price and volume. We formulate a control problem for maximizing price regularity and stability while minimizing entanglement …

2004-06-03abs ↗pdf ↗

New geometrization of gravitational wave phase space.

problem Understanding the geometry of null-infinity in asymptotically flat space-times.
method Proposes a new geometrization using tractor calculus adapted to degenerate conformal metrics.
result Gravitational waves correspond to a class of tractor connections called 'null-normal'.

Describes reconstructing Poisson structures from Lie group actions.

problem Reconstructing invariant Poisson structures from Lie group actions.
method Describes reconstruction of invariant Poisson structures from canonical actions of compact Lie groups on fibered phase spaces.
result Derives symmetry properties of Wong's type equations from main results.

Monte Carlo methods are widely used in particle physics to integrate and sample probability distributions (differential cross sections or decay rates) on multi-dimensional phase spaces. We present a Neural Network (NN) algorithm optimized to perform this task. The algorithm has been applied to several examples of direc…

2018-10-26abs ↗pdf ↗

We study the set of trapped photons of a subcritical (a<M) Kerr spacetime as a subset of the phase space. First, we present an explicit proof that the photons of constant Boyer--Lindquist coordinate radius are the only photons in the Kerr exterior region that are trapped in the sense that they stay away both from the h…

2019-04-01abs ↗pdf ↗

In differential-geometric language, vortex-lines equations on extended phase space of a system may be written as iγ˙dσ=0i_{\dot γ}dσ=0, where σσ is a differential 1-form. This is the structure, to give a paradigmatic example, of the Hamilton equations. Here, we study equations of the same structure, where σσ is a differen…

2013-05-14abs ↗pdf ↗

The identification of slow invariant manifolds (SIMs) is an essential part in model-order reduction for reactive systems. The mathematical definition of the SIM by Fenichel can be considered unsatisfactory, because it is only applicable to so-called slow-fast system and does not provide the uniqueness of the SIM. Obser…

2019-05-06abs ↗pdf ↗

Study shows invariant curves in tubular origami dynamics, revealing geometric barriers to folding transitions.

problem Understanding the dynamics and geometric barriers in tubular origami structures.
method Kolmogorov--Arnold--Moser (KAM) theory and numerical simulations.
result Invariant curves persist in large module limits, providing phase-space interpretation of folding modes.

In the following text we prove that for all finite p0p\geq0 there exists a topological graph XX such that {p,p+1,p+2,}{+}\{p,p+1,p+2,\ldots\}\cup\{+\infty\} is the collection of all possible heights for transformation groups with phase space XX. Moreover for all topological graph XX with pp as height of transformation group $(H…

2017-10-30abs ↗pdf ↗

Complex and Hermitian structures on hom-Lie algebras are introduced and some examples of these structures are presented. Also, it is shown that there not exists a proper complex (Hermitian) home-Lie algebra of dimension two. Then using a hom-left symmetric algebra, a phase space is provided and then a complex structure…

2016-10-25abs ↗pdf ↗

We use a phase space analysis to give some classification results for rotational hypersurfaces in Rn+1\mathbb{R}^{n+1} whose mean curvature is given as a prescribed function of its Gauss map. For the case where the prescribed function is an even function in Sn\mathbb{S}^n, we show that a Delaunay-type classification hold…

2019-02-25abs ↗pdf ↗

In this note we clarify the relation between extended world-sheet supersymmetry and generalized complex structure. The analysis is based on the phase space description of a wide class of sigma models. We point out the natural isomorphism between the group of orthogonal automorphisms of the Courant bracket and the group…

2005-02-15abs ↗pdf ↗

We extend Routh's reduction procedure to an arbitrary Lagrangian system (that is, one whose Lagrangian is not necessarily the difference of kinetic and potential energies) with a symmetry group which is not necessarily Abelian. To do so we analyse the restriction of the Euler-Lagrange field to a level set of momentum i…

2008-02-05abs ↗pdf ↗

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

Anomalous diffusion in SGD reveals interactions between hyperparameters and Hessian.

problem Understanding the limiting dynamics of SGD in deep neural networks.
method Continuous-time model of SGD as an underdamped Langevin equation, derived for linear regression.
result Anomalous diffusion is explained by modified loss and probability currents in phase space.

In this work, we use the Sternberg phase space (which may be considered as the classical phase space of particles in gauge fields) in order to explore the dynamics of such particles in the context of Hamilton-Dirac systems and their associated Hamilton-Pontryagin variational principles. For this, we develop an analogue…

2014-10-13abs ↗pdf ↗

The paper defines and proves equivalence of nonholonomic brackets in contact mechanical systems.

problem Nonholonomic constraints in contact geometry.
method Construct a general framework for non-holonomic constraints, define and prove equivalence of different nonholonomic brackets.
result All nonholonomic brackets coincide and one is an almost Jacobi bracket.

In this paper we explore the idea of looking at the Dirac quantisation conditions as \hbar-dependent constraints on the tangent bundle to phase-space. Starting from the path-integral version of classical mechanics and using the natural Poisson brackets structure present in the cotangent bundle to the tangent bundle o…

1997-03-26abs ↗pdf ↗

In 1974, Berezin proposed a quantum theory for dynamical systems having a Kähler manifold as their phase space. The system states were represented by holomorphic functions on the manifold. For any homogeneous Kähler manifold, the Lie algebra of its group of motions may be represented either by holomorphic differential …

1994-07-15abs ↗pdf ↗

We give a new proof of Witten asymptotic conjecture for Seifert manifolds with non vanishing Euler class and one exceptional fiber. Our method is based on semiclassical analysis on a two dimensional phase space torus. We prove that the Witten-Reshetikhin-Turaev invariant of a Seifert manifold is the scalar product of t…

2016-05-13abs ↗pdf ↗