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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.

168,742 papers · 148 categories

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11223344 · May 202619922001200920172026
48 results for signature (n-2

We prove that the next possible dimension after the maximal n2+2nn^2+2n for the Lie algebra of local projective symmetries of a metric on a manifold of dimension n>1n>1 is n23n+5n^2-3n+5 if the signature is Riemannian or n=2n=2, n23n+6n^2-3n+6 if the signature is Lorentzian and n>2n>2, and n23n+8n^2-3n+8 elsewise. We also prove that the…

2013-04-16abs ↗pdf ↗

Researchers extend geodesic orbit properties to pseudo-Riemannian nilmanifolds of specific signature.

problem Extending geodesic orbit properties to pseudo-Riemannian manifolds of signature (n-2,2).
method Analyzing trans-Lorentz nilmanifolds with reductive decomposition and nilpotent subgroup.
result Characterization of nilpotent subgroups and structure of nilmanifolds.

A flat pseudo-Euclidean Lie algebra is a real Lie algebra with a non degenerate symmetric bilinear form and a left symmetric product whose the commutator is the Lie bracket and such that the left multiplications are skew-symmetric. We show that the center of a flat pseudo-Euclidean nilpotent Lie algebra of signature $(…

2017-11-18abs ↗pdf ↗

(This is a revised version of the paper) - In the present paper we study the geometry of doubly extended Lie groups with their natural biinvariant metric. We describe the curvature, the holonomy and the space of parallel spinors. This is completely done for all simply connected groups with biinvariantmetric of Lorentzi…

2002-03-19abs ↗pdf ↗

We present an approach to solvable pseudo-Riemannian symmetric spaces based on papers of M.Cahen, M.Parker and N.Wallach. Thereby we reproduce the classification of solvable symmetric triples of Lorentzian signature (1,n1)(1,n-1) and complete the case of signature (2,n2)(2,n-2). Moreover we discuss the topology of non-simply-c…

2003-01-28abs ↗pdf ↗

The paper explores existence of specific almost complex manifolds with unique Betti numbers.

problem Existence of n=4kn=4k dimensional simply-connected closed almost complex manifolds with specific Betti numbers.
method Characterization of rational cohomology rings, application of Sullivan's rational surgery realization theorem, and computation of Riemann-Roch integrality relations.
result Necessary and sufficient conditions for realizing a prescribed rational cohomology ring by a simply connected almost complex manifold.

We develop the classification of weakly symmetric pseudo--riemannian manifolds G/HG/H where GG is a semisimple Lie group and HH is a reductive subgroup. We derive the classification from the cases where GG is compact, and then we discuss the (isotropy) representation of HH on the tangent space of G/HG/H and the signa…

2017-07-04abs ↗pdf ↗

We study the problem of recovering a function on a pseudo-Riemannian manifold from its integrals over all null geodesics in three geometries: pseudo-Riemannian products of Riemannian manifolds, Minkowski spaces and tori. We give proofs of uniqueness anc characterize non-uniqueness in different settings. Reconstruction …

2016-08-10abs ↗pdf ↗

The study finds limits on dimensions of certain scales and fields for conformal manifolds.

problem Limits on dimensions of almost Einstein scales and normal conformal Killing fields for conformal manifolds.
method Analyzes the submaximal dimensions of spaces of almost Einstein scales and normal conformal Killing fields for connected conformal manifolds, considering different signatures and dimensions.
result Upper bounds on dimensions of almost Einstein scales and normal conformal Killing fields are determined, with examples provided for submaximal dimensions.

Werner Meyer constructed a cocycle in H2(Sp(2g,Z);Z)H^2(Sp(2g, \mathbb{Z}); \mathbb{Z}) which computes the signature of a closed oriented surface bundle over a surface, with fibre a surface of genus g. By studying properties of this cocycle, he also showed that the signature of such a surface bundle is a multiple of 4. In this pap…

2018-11-23abs ↗pdf ↗

We study the geometric structure of Lorentzian spin manifolds, which admit imaginary Killing spinors. The discussion is based on the cone construction and a normal form classification of skew-adjoint operators in signature (2,n2)(2,n-2). Derived geometries include Brinkmann spaces, Lorentzian Einstein-Sasaki spaces and cer…

2003-02-03abs ↗pdf ↗

In a given 4d spacetime bakcground, one can often construct not one but a family of distinct N=2 string theories. This is due to the multiple ways N=2 superconformal algebra can be embedded in a given worldsheet theory. We formulate the principle of obtaining different physical theories by gauging different embeddings …

2002-11-15abs ↗pdf ↗

The target space geometry of abelian vector multiplets in N=2{\cal N}= 2 theories in four and five space-time dimensions is called special geometry. It can be elegantly formulated in terms of Hessian geometry. In this review, we introduce Hessian geometry, focussing on aspects that are relevant for the special geometrie…

2019-09-13abs ↗pdf ↗

In an earlier paper we developed the classification of weakly symmetric pseudo--riemannian manifolds G/HG/H where GG is a semisimple Lie group and HH is a reductive subgroup. We derived the classification from the cases where GG is compact. As a consequence we obtained the classification of semisimple weakly symmetri…

2018-06-20abs ↗pdf ↗

Using Gauge theoretical techniques employed by Lisca for 2-bridge knots and by Greene-Jabuka for 3-stranded pretzel knots, we show that no member of the family of Montesinos knots M(0;[m_1+1,n_1+2],[m_2+1,n_2+2],q), with certain restrictions on m_i, n_i, and q, can be (smoothly) slice. Our techniques use Donaldson's di…

2008-09-07abs ↗pdf ↗

A parameter-free statistical model is used to study multiplicity signatures for coherent production of charged-pairs of parabosons of order p=2 in comparison with those arising in the case of ordinary bosons, p=1. Two non-negative real parameters arise because "ab" and "ba" are fundamentally distinct pair operators of …

2003-08-07abs ↗pdf ↗

An indecomposable Lie group with Riemannian bi-invariant metric is always simple and hence Einstein. For indefinite metrics this is no longer true, not even for simple Lie groups. We study the question of whether a semi-Riemannian bi-invariant metric is conformal to an Einstein metric. We obtain results for all three c…

2019-01-15abs ↗pdf ↗

We discuss the conditions for additional supersymmetry and twisted supersymmetry in N = (2, 2) supersymmetric non-linear sigma models described by one left and one right semi-chiral superfield and carrying a pair of non-commuting complex structures. Focus is on linear non-manifest transformations of these fields that h…

2009-03-13abs ↗pdf ↗

Topological gauge theories in four dimensions which admit surface operators provide a natural framework for realizing homological knot invariants. Every such theory leads to an action of the braid group on branes on the corresponding moduli space. This action plays a key role in the construction of homological knot inv…

2007-06-18abs ↗pdf ↗

Defines and extends flat pseudo-Riemannian F-Lie algebras.

problem Generating weakly flat Lorentzian non-abelian bi-nilpotent F-Lie algebras.
method Constructs double extensions of flat pseudo-Riemannian F-Lie algebras.
result Provides a framework for generating all weakly flat Lorentzian non-abelian bi-nilpotent F-Lie algebras.

The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.

problem Computing expected signatures in semimartingale models.
method Revisits and provides new formulae for computing expected signatures in a general semimartingale setting.
result Log-transform of expected signatures simplifies complexity, leading to signature cumulants.

A well-known property of the signature of closed oriented 4n-dimensional manifolds is Novikov additivity, which states that if a manifold is split into two manifolds with boundary along an oriented smooth hypersurface, then the signature of the original manifold equals the sum of the signatures of the resulting manifol…

2009-11-19abs ↗pdf ↗

New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.

problem Invalidity of existing inverse theorems for mesh group-planes.
method Classification of three and five point meshes, analysis of joint invariant signatures.
result Valid conditions for the Signature-inverse Theorem in mesh group-planes.

We study various topological invariants on a torsional geometry in the presence of a totally anti-symmetric torsion H under the closed condition dH = 0, which appears in string theory compactification scenarios. By using the identification between the Clifford algebra on the geometry and the canonical quantization cond…

2007-04-17abs ↗pdf ↗

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

This is a sequel to the paper "The signature package on Witt spaces, I. Index classes" by the same authors. In the first part we investigated, via a parametrix construction, the regularity properties of the signature operator on a stratified Witt pseudomanifold, proving, in particular, that one can define a K-homology …

2009-11-04abs ↗pdf ↗

The paper examines the consistency of Lasso regression applied to signature analysis of time series data.

problem Consistency of Lasso regression in signature analysis of time series data.
method The paper studies the consistency of Lasso regression applied to signature analysis of time series data, both theoretically and numerically.
result The Lasso regression is consistent both asymptotically and in finite sample for certain types of time series and processes.

Study signatures of torus links and their cores using Neumann's equivariant signatures and Hirzebruch's formula.

problem Computing signatures of torus links and their cores.
method Use Neumann's equivariant signatures and rewrite Hirzebruch's formula for torus links (without cores) in terms of integral points in a parallelogram.
result Rewritten Hirzebruch's formula for torus links with cores using integral points in a parallelogram.

This paper extends the C*-signature to non-Witt spaces using noncommutative geometric methods.

problem Extending the signature to non-Witt spaces with noncommutative geometric methods.
method Noncommutative geometric methods, combinatorial framework, and comparison with analytical signature.
result Constructing the C*-signature on non-Witt spaces.

Paper generalizes path signature using fractional calculus for improved machine learning.

problem Improving path signature for machine learning applications.
method Introduces two new signatures inspired by fractional calculus and machine learning considerations.
result Significant accuracy improvements in handwritten digit recognition.

We present a novel method for extracting cancer signatures by applying statistical risk models (http://ssrn.com/abstract=2732453) from quantitative finance to cancer genome data. Using 1389 whole genome sequenced samples from 14 cancers, we identify an "overall" mode of somatic mutational noise. We give a prescription …

2016-04-29abs ↗pdf ↗

Paper introduces branched signature model for efficient computation and data-driven applications.

problem Efficient computation and data-driven modeling of branched rough paths.
method Develops a universal approximation theorem and constructs an extension map to realize branched signatures.
result Explicit construction of branched signatures via an extension map for efficient computation.

Path signatures improve hedging of exotic derivatives in non-Markovian models.

problem Hedging exotic derivatives under non-Markovian stochastic volatility models.
method Investigates path signatures in deep and shallow learning contexts, comparing neural networks and regression approaches.
result Path signatures outperform LSTM in most cases and yield more accurate results in hedging.