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.

169,051 papers · 148 categories

Trend · papers per month

12.5%25.0%37.5%50.0% · Jan 199419922001200920182026
48 results for signature bound

New lower bounds on the unknotting number of a knot are constructed from the classical knot signature function. These bounds can be twice as strong as previously known signature bounds. They can also be stronger than known bounds arising from Heegaard Floer and Khovanov homology. Results include new bounds on the Gordi…

2017-10-28abs ↗pdf ↗

We provide the optimal linear bound for the signature of positive four-braids in terms of the three-genus of their closures. As a consequence, we improve previously known linear bounds for the signature in terms of the first Betti number for all positive braid links. We obtain our results by combining bounds for positi…

2015-08-03abs ↗pdf ↗

By a theorem of A'Campo, the eigenvalues of certain Coxeter transformations are positive real or lie on the unit circle. By optimally bounding the signature of tree-like positive Hopf plumbings from below by the genus, we prove that at least two thirds of them lie on the unit circle. In contrast, we show that for divid…

2014-01-21abs ↗pdf ↗

The paper develops methods for novelty detection on path space using signature-based statistics.

problem Novelty detection on path space as a hypothesis testing problem.
method Signature-based test statistics, transportation-cost inequalities, CVaR, one-class SVM algorithms.
result Established lower bounds on type-II\mathrm{II} error and general power bounds.

Skeletal signatures were introduced in [J W Anderson and A Wootton, A Lower Bound for the Number of Group Actions on a Compact Riemann Surface, Algebr. Geom. Topol. 12 (2012) 19--35.] as a tool to describe the space of all signatures with which a group can act on a surface of genus σ2σ\geq 2. In the present paper we pr…

2013-10-01abs ↗pdf ↗

The signature of a surface bundle over a surface is known to be divisible by 4. It is also known that the signature vanishes if the fiber genus is less than or equal to 2 or the base genus is less than or equal to 1. In this article, we construct new smooth 4-manifolds with signature 4 which are surface bundles over su…

2015-11-20abs ↗pdf ↗

Novel framework synthesizes stochastic trajectories with anticipated structural breaks.

problem Synthesizing forward-looking, time-evolving stochastic trajectories with anticipated structural breaks.
method Anticipatory Neural Jump-Diffusion (ANJD) flow, AVNSG for dynamic spectral whitening.
result The framework effectively captures non-commutative moments and high-order stochastic texture.

Introduces Exponentially Weighted Signature for better path representation.

problem Uniform treatment of historical information in signatures.
method Generalizes EFM signature to bounded linear operators, enabling contextualised temporal weighting.
result EWS is the unique solution to a linear controlled differential equation and generalizes state-space models.

The paper adapts differential signatures to algebraic curves under group actions.

problem Equivalence problem for complex plane algebraic curves under group actions.
method Adapting differential signature construction to algebraic curves, using classifying invariants.
result Explicit sets of rational classifying invariants and formulas for signature curve degree.

In this paper, we use `generalized Seifert surfaces' to extend the Levine-Tristram signature to colored links in S^3. This yields an integral valued function on the m-dimensional torus, where m is the number of colors of the link. The case m=1 corresponds to the Levine-Tristram signature. We show that many remarkable p…

2005-05-10abs ↗pdf ↗

This paper continues math.DG/9903140. Here we construct a linking form on the torsion part of middle dimensional extended L^2 homology and cohomology of odd-dimensional manifolds. We give a geometric necessary condition when this linking form is hyperbolic. We compute this linking form in case when the manifold bounds.…

2000-06-15abs ↗pdf ↗

Reconstructing signature features from randomized vector fields in differential equations.

problem Reconstructing signature features from controlled differential equations with random vector fields.
method Using controlled ordinary differential equations driven by continuous bounded variation curves, the study explores the extent to which signature features can be reconstructed from the non-linear flow of these equations.
result The number of signature features that can be reconstructed from the non-linear flow of controlled ordinary differential equations with random vector fields is exponential in the hidden dimension, under certain conditions.

A new neural network model reduces features in high-dimensional sequential data.

problem Exponential growth in features of truncated signature transform in high-dimensional data.
method Proposes a neural network model inspired by Convolutional Neural Networks to address feature growth.
result Reduces the number of features efficiently in a data-dependent way.

We relate the spectral flow to the index for paths of selfadjoint Breuer-Fredholm operators affiliated to a semifinite von Neumann algebra, generalizing results of Robbin-Salamon and Pushnitski. Then we prove the vanishing of the von Neumann spectral flow for the tangential signature operator of a foliated manifold whe…

2009-11-15abs ↗pdf ↗

The dihedral genus of a knot is related to its signature and minimal surface genus.

problem Determining the dihedral genus of knots and its relation to signatures and minimal surface genus.
method Using dihedral branched covers and properties of Fox colorings, the dihedral genus is linked to the signature of the cover and the Murasugi signature of the knot.
result An infinite family of knots with minimal genus surfaces that realize the four-genus of the knot.

We use the knot filtration on the Heegaard Floer complex to define an integer invariant tau(K) for knots. Like the classical signature, this invariant gives a homomorphism from the knot concordance group to Z. As such, it gives lower bounds for the slice genus (and hence also the unknotting number) of a knot; but unlik…

2003-01-14abs ↗pdf ↗

It is a conjecture that the signature of a positive link is bounded below by an increasing function of its negated Euler characteristic. In relation to this conjecture, we apply the generator description for canonical genus to show that the boundedness of the genera of positive knots with given signature can be algorit…

2009-07-06abs ↗pdf ↗

Generative model for TPPs using signatures and distributional discrepancies.

problem Limitations of signature methods for TPPs and lack of global sequence-level loss in neural models.
method Introduce interarrival embedding to lift jump paths to continuous paths of bounded variation, enabling signature methods for discrete event sequences. Develop sigTPP, a signature-based generative model trained on path-level loss.
result sigTPP achieves the best average rank across multiple metrics and outperforms or is within a standard error of the strongest baseline in 64% of dataset-metric pairs.

The nonorientable four-ball genus of a knot K is the smallest first Betti number of any smoothly embedded, nonorientable surface F in B^4 bounding K. In contrast to the orientable four-ball genus, which is bounded below by the Murasugi signature, the Ozsvath-Szabo tau-invariant, the Rasmussen s-invariant, the best lowe…

2012-04-09abs ↗pdf ↗

We construct examples of Lefschetz fibrations with prescribed singular fibers. By taking differences of pairs of such fibrations with the same singular fibers, we obtain new examples of surface bundles over surfaces with non-zero signature. From these we derive new upper bounds for the minimal genus of a surface repres…

2001-03-27abs ↗pdf ↗

Signature volatility models are analyzed for existence, arbitrage, completeness, and hedging-error decomposition.

problem Existence, arbitrage, completeness, and hedging-error decomposition of signature volatility models.
method Global existence and uniqueness of strong solutions, asset-pricing, market completeness, and hedging-error decomposition derived through structural results.
result Signature volatility models are structurally sound with existence, arbitrage, completeness, and hedging-error decomposition.

The paper explores stability properties of cohomology groups and norms in symplectic and mapping class groups.

problem Stability properties of bounded cohomology in mapping class groups and symplectic groups.
method Utilizes results from Bestvina and Fujiwara, calculates norms of signature classes, and estimates cohomology norms.
result The bounded cohomology of mapping class groups does not stabilize, while that of symplectic groups does not stabilize via isometries.

PSLR classifies functional data with scalar covariates using path signatures.

problem Classical functional logistic regression models have limitations in capturing nonlinear and cross-channel dependencies.
method PSLR uses truncated path signatures to create a basis-free representation of functional data.
result PSLR outperforms traditional functional classifiers in accuracy and robustness, especially under non-uniform sampling.

We introduce Tristram-Levine signatures of virtual knots and use them to investigate virtual knot concordance. The signatures are defined first for almost classical knots, which are virtual knots admitting homologically trivial representations. The signatures and ωω-signatures are shown to give bounds on the topologic…

2017-08-27abs ↗pdf ↗

We prove that the number of distinct group actions on compact Riemann surfaces of a fixed genus σ2σ\geq 2 is at least quadratic in σσ. We do this through the introduction of a coarse signature space, the space Kσ\mathcal{K}_σ of {\em skeletal signatures} of group actions on compact Riemann surfaces of genus σσ. We di…

2011-07-18abs ↗pdf ↗