arXiv research

The paper analyzes how market prices respond to information processing and non-linear dynamics.

In this paper, we study the asymptotic behavior of the Hermitian-Yang-Mills flow on a reflexive sheaf. We prove that the limiting reflexive sheaf is isomorphic to the double dual of the graded sheaf associated to the Harder-Narasimhan-Seshadri filtration, this answers a question by Bando and Siu.

A simple quantitative example of a reflexive feedback process and the resulting price dynamics after an exogenous price shock to a financial network is presented. Furthermore, an outline of a theory that connects financial reflexivity, which stems from cross-ownership and delayed or incomplete information, and no-arbit…

Characterizes stable sheaves for equality in orbifold BG inequality.

We study the notion of algebraic tangent cones at singularities of reflexive sheaves. These correspond to extensions of reflexive sheaves across a negative divisor. We show the existence of optimal extensions in a constructive manner, and we prove the uniqueness in a suitable sense. The results here are an algebro-geom…

Proves stability in Weyl polytopes using optimal transport.

Study shows awareness of reflexivity improves LLMs' financial forecasting accuracy.

In this paper we give a complete algebro-geometric characterization of analytic tangent cones of admissible Hermitian-Yang-Mills connections over any reflexive sheaves.

For (X,L) a polarized toric variety and G a torus of automorphisms of (X,L), denote by Y the GIT quotient X/G. We define a family of fully faithful functors from the category of torus equivariant reflexive sheaves on Y to the category of torus equivariant reflexive sheaves on X. We show, under a genericity assumption o…

Significant advances have been made in artificial systems by using biological systems as a guide. However, there is often little interaction between computational models for emergent communication and biological models of the emergence of language. Many researchers in language origins and emergent communication take co…

The mathematical model proposed by George Soros for his theory of reflexivity is analyzed under the framework of discrete dynamical systems. We show the importance of the notion of fixed points for explaining the behavior of a reflexive system governed by its cognitive and manipulative functions. The interrelationship …

This article generalizes the work of Ballmann and Światkowski to the case of Reflexive Banach spaces and uniformly convex Busemann spaces, thus giving a new fixed point criterion for groups acting on simplicial complexes.

The paper solves Monge-Ampère equations on reflexive polytopes, linking solvability to SYZ conjecture and tropical geometry.

In this paper, we study semistable Higgs sheaves over compact Kähler manifolds, we prove that there is an approximate admissible Hermitian-Einstein structure on a semi-stable reflexive Higgs sheaf and consequently, the Bogomolove type inequality holds on a semi-stable reflexive Higgs sheaf.

Study proves existence of precotangent bundles for Grassmannians.

It is known that given a stable holomorphic pair $(E ,φ)$, where $E$ is a holomorphic vector bundle on a compact Kähler manifold $X$ and $φ$ is a holomorphic section of $E$, the vector bundle $E$ admits a Hermitian metric solving the vortex equation. We generalize this to pairs $(\E ,φ)$, where $\E$ is a reflexive shea…

The paper studies foliations on smooth projective varieties and their properties.

New examples of Cappell-Shaneson knot pairs with same Alexander polynomial found.

Establishes Hermite-Einstein metrics on complex spaces with singularities.

Bayesian reflex models AI learning like the autonomic nervous system.

We consider a general regularised interpolation problem for learning a parameter vector from data. The well known representer theorem says that under certain conditions on the regulariser there exists a solution in the linear span of the data points. This is at the core of kernel methods in machine learning as it makes…

The paper proves a theorem and characterizes connections over normal varieties.

Bipartite data is common in data engineering and brings unique challenges, particularly when it comes to clustering tasks that impose on strong structural assumptions. This work presents an unsupervised method for assessing similarity in bipartite data. Similar to some co-clustering methods, the method is based on regu…

We prove an analogue of the Donaldson-Uhlenbeck-Yau theorem for asymptotically cylindrical Kähler manifolds: If $\mathscr{E}$ is a reflexive sheaf over an ACyl Kähler manifold, which is asymptotic to a $μ$-stable holomorphic vector bundle, then it admits an asymptotically translation-invariant protectively Hermitian Ya…

Existence of metrics on non-Kähler varieties, generalizing previous work.

Paper studies convergence of Yang-Mills-Higgs flow on Kähler manifolds.

We complete the TOP classification of 2-knots with torsion-free, solvable knot group by showing that fibred 2-knots with closed fibre the Hantzsche-Wendt flat 3-manifold $HW$ are not reflexive, while every fibred 2-knot with closed fibre a $\mathbb{N}il^3$-manifold with base orbifold $S^2(3,3,3)$ is reflexive, and by g…

We give a vertex algebra proof of the Berglund-Hübsch duality of nondegenerate invertible potentials. We suggest a way to unify it with the Batyrev-Borisov duality of reflexive Gorenstein cones.

Criterion for projectivisation on klt spaces, characterizing quotients and stability.

The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.

The paper studies coherent sheaves on subvarieties of Hopf manifolds.

We give a simple direct proof of uniqueness of tangent cones for singular projectively Hermitian Yang-Mills connections on reflexive sheaves at isolated singularities modelled on $μ$-polystable holomorphic bundles over $\mathbf{P}^{n-1}$.

We give an example of a homogeneous reflexive sheaf over $\mathbb{C}^3$ which admits a non-conical Hermitian Yang-Mills connection. This is expected to model bubbling phenomenon along complex codimension 2 submanifolds when the Fueter section takes zero value.

This is the first of a series of papers where we relate tangent cones of Hermitian-Yang-Mills connections at an isolated singularity to the complex algebraic geometry of the underlying reflexive sheaf, when the sheaf is locally modelled on the pull-back of a holomorphic vector bundle from the projective space. In this …

Deep models generate geometric objects with global properties.

In this chapter we review some recent results on the dynamics of price formation in financial markets and its relations with the efficient market hypothesis. Specifically, we present the limit order book mechanism for markets and we introduce the concepts of market impact and order flow, presenting their recently disco…

In this paper we study the analytic tangent cones of admissible Hermitian-Yang-Mills connections near a homogeneous singularity of a reflexive sheaf, and relate it to the Harder-Narasimhan-Seshadri filtration. We also give an algebro-geometric characterization of the bubbling set. This strengthens our previous result.

We model the arrival of mid-price changes in the E-Mini S&P futures contract as a self-exciting Hawkes process. Using several estimation methods, we find that the Hawkes kernel is power-law with a decay exponent close to -1.15 at short times, less than approximately 10^3 seconds, and crosses over to a second power-law …

We introduce the notion of $T$-stability for torsion-free Higgs sheaves as a natural generalization of the notion of $T$-stability for torsion-free coherent sheaves over compact complex manifolds. We prove similar properties to the classical ones for Higgs sheaves. In particular, we show that only saturated flags of to…

Critiques causal reductionism in financial studies, suggesting alternative approaches.

Model shows liquidity stress crossover in market dynamics.

Study Kobayashi-Hitchin correspondence for special sheaves on Kähler manifolds.

Model shows how confidence feedback can lead to different crisis outcomes.

Study local third Chern class for point singularities on threefolds.

We show that the differential structure of the orbit space of a proper action of a Lie group on a smooth manifold is continuously reflexive. This implies that the orbit space is a differentiable space in the sense of Smith, which ensures that the orbit space has an exterior algebra of differenial forms, which statisfie…

We present a pairwise learning to rank approach based on a neural net, called DirectRanker, that generalizes the RankNet architecture. We show mathematically that our model is reflexive, antisymmetric, and transitive allowing for simplified training and improved performance. Experimental results on the LETOR MSLR-WEB10…

Investigates admissible metrics on compact Kähler varieties and their stability.

Suppose M be the projective limit of weak symplectic Banach manifolds \{(M_i,φ_{ij})\}_{i,j\in\mathbb N}, where M_i are modeled over reflexive Banach space and σis compatible with the inverse system(defined in the article). We associate to each point x\in M, a Fréchet space H_x(defined in section 3). We prove that if H…