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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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21436485 · Jun 202019922001200920172026
48 results for short loops

Polynomial-time algorithm finds short non-orientable loops intersecting graph edges up to 30 times.

problem Finding short non-orientable loops intersecting graph edges efficiently.
method Combining computational biology techniques with recent graph theory results.
result Existence of short canonical non-orientable systems of loops.

In this paper, we are interested in short homologically and homotopically independent loops based at the same point on Riemannian surfaces and metric graphs. First, we show that for every closed Riemannian surface of genus g2g \geq 2 and area normalized to gg, there are at least $\ceil{\log(2g)+1}$ homotopically indep…

2013-10-04abs ↗pdf ↗

This is an introduction to the subject of the differential topology of the space of smooth loops in a finite dimensional manifold. It began as the background notes to a series of seminars given at NTNU and subsequently at Sheffield. I am posting them in the hope that they will be useful to people wishing to know a litt…

2005-10-05abs ↗pdf ↗

Proposes a model for clearing prices in financial markets due to margin calls.

problem Determining prices in financial markets following margin calls and short squeezes.
method Developed an explicit formulation for clearing prices after margin calls and short squeezes.
result Identified a threshold short interest ratio leading to discontinuity in clearing prices.

The study finds bounds on homologically independent loops on hyperelliptic hyperbolic surfaces.

problem Finding bounds on the lengths of homologically independent loops on hyperelliptic hyperbolic surfaces.
method Analyzing the genus and using constant upper bounds on minimal length of non-zero period lattice vectors.
result For any λ(0,1)λ\in (0,1), there exists a constant N(λ)N(λ) such that every hyperelliptic hyperbolic surface has at least λ23gceil\lceil λ\cdot \frac{2}{3} g ceil homologically independent loops of length at most N(λ)N(λ).

Recently R. Cohen and V. Godin have proved that the homology of the free loop space of a closed oriented manifold with coefficients in a field has the structure of a Frobenius algebra without counit. In this short note we prove that when the characteristic of the field is zero and when the manifold is 1-connected the a…

2004-07-01abs ↗pdf ↗

It is a classical theorem of Loewner that the systole of a Riemannian torus can be bounded in terms of its area. We answer a question of a similar flavor of Robert Young showing that if TT is a Riemannian 2-torus with boundary in Rn\mathbb R ^n, such that the boundary curve is a standard unit circle, then the length o…

2016-02-02abs ↗pdf ↗

Short-term trend-following has stopped delivering profits since 2009, especially on smaller market ticks.

problem The profitability of short-term trend-following has declined since 2009.
method Cross-sectional analysis of 100 liquid futures contracts from 1995-2025, evaluating four explanations.
result The decline in short-term trend-following profits is linked to smaller market ticks, not asset class or liquidity.

Measuring comodules are defined and shown to provide a useful generalization of the set of maps between modules with a broad range of applications. Three applications are described. Connections on bundles are described in terms of measuring comodules, enabling curvature to be defined under general algebraic circumstanc…

1998-06-26abs ↗pdf ↗

It is not known whether or not the lenth of the shortest periodic geodesic on a closed Riemannian manifold MnM^n can be majorized by c(n)vol1nc(n) vol^{ 1 \over n}, or c~(n)d\tilde{c}(n)d, where nn is the dimension of MnM^n, volvol denotes the volume of MnM^n, and dd denotes its diameter. In this paper we will prove that for eac…

2019-10-04abs ↗pdf ↗

Given a hyperelliptic Klein surface, we construct companion Klein bottles, extending our technique of companion tori already exploited by the authors in the genus 2 case. Bavard's short loops on such companion surfaces are studied in relation to the original surface so to improve a systolic inequality of Gromov's. A ba…

2012-01-01abs ↗pdf ↗

Square-tiled surfaces are a class of translation surfaces that are of particular interest in geometry and dynamics because, as covers of the square torus, they share some of its simplicity and structure. In this paper, we study counting problems that result from focusing on properties of the square torus one by one. Af…

2019-02-21abs ↗pdf ↗

We review the evidence that the erratic dynamics of markets is to a large extent of endogenous origin, i.e. determined by the trading activity itself and not due to the rational processing of exogenous news. In order to understand why and how prices move, the joint fluctuations of order flow and liquidity - and the way…

2010-09-15abs ↗pdf ↗

The paper explores conditions for sections in Lefschetz fibrations and bundles over 2-complexes.

problem Conditions for sections in Lefschetz fibrations and bundles over 2-complexes.
method Algebraic criteria and topological conditions.
result Complete algebraic criterion for sections in Lefschetz fibrations over the disk.

The Linear Attention Recurrent Neural Network (LARNN) is a recurrent attention module derived from the Long Short-Term Memory (LSTM) cell and ideas from the consciousness Recurrent Neural Network (RNN). Yes, it LARNNs. The LARNN uses attention on its past cell state values for a limited window size kk. The formulas ar…

2018-08-16abs ↗pdf ↗

There have been several spectral bounds for the percolation transition in networks, using spectrum of matrices associated with the network such as the adjacency matrix and the non-backtracking matrix. However they are far from being tight when the network is sparse and displays clustering or transitivity, which is repr…

2017-10-04abs ↗pdf ↗

Our purpose is to explore, in the context of loop ensembles on finite graphs, the relations between combinatorial group theory, loops topology, loop measures, and signatures of discrete paths. We determine the distributions of the loop homotopy class, and of the first and second homologies, defined by the lower central…

2019-08-14abs ↗pdf ↗

We produce skew loops -- loops having no pair of parallel tangent lines -- homotopic to any loop in a flat torus or other quotient of R^n. The interesting case here is n=3. More subtly for any n, we characterize the homotopy classes that will contain a skew loop having a specified loop in the unit sphere as tangent ind…

2007-01-31abs ↗pdf ↗

Rational loops played a central role in Uhlenbeck's construction of harmonic maps into U(n) (chiral model in physics), and they are generated by simple elements with one pole and one zero constructed from Hermitian projections. It has been believed for long time that nilpotent loops should be added to generate rational…

2018-12-03abs ↗pdf ↗

Using the relations between the theory of differentiable Bol loops and the theory of affine symmetric spaces we classify all connected differentiable Bol loops having an at most 99-dimensional semi-simple Lie group as the group topologically generated by their left translations. We show that all these Bol loops are is…

2015-07-01abs ↗pdf ↗

A skew loop is a closed curve without parallel tangent lines. We prove: The only complete surfaces in euclidean 3-space with a point of positive curvature and no skew loops are the quadrics. In particular, ellipsoids are the only closed surfaces without skew loops. We also prove results about skew loops on cylinders an…

2002-05-21abs ↗pdf ↗

Study shows looping a 6-manifold over a 4-manifold results in a product of loops on spheres.

problem Understanding the homotopy properties of 6-manifolds over 4-manifolds.
method Analyzes the homotopy equivalence and rational homotopy of the total space of a sphere bundle over a 4-manifold.
result Looping a 6-manifold over a 4-manifold is homotopy equivalent to a product of loops on spheres.

New theory defines invariants for framed 3-manifolds using trivalent graphs with self-loops.

problem Defining invariants for framed 3-manifolds with semi-simple Lie groups.
method Constructing graph complexes and cocycles, including self-loops, to define invariants.
result Higher-loop invariants can be defined by graph cocycles with or without self-loops.

New definition of twisted 1-loop invariant using Ptolemy coordinates.

problem Defining and proving properties of twisted 1-loop invariants.
method Alternative definition via Jacobian of Ptolemy coordinates.
result Twisted 1-loop invariant equals adjoint twisted Alexander polynomial for hyperbolic once-punctured torus bundles.