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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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13263952 · Oct 201919922001200920172026
48 results for spatial rho

The paper develops a new model for high-dimensional spatial arbitrage pricing.

problem Estimating spatial interactions in high-dimensional asset pricing.
method Integrates spatial interactions with multi-factor analysis using generalized shrinkage Yule-Walker (SYW) estimation.
result Established asymptotic properties for high-dimensional spatial arbitrage pricing models.

Using adiabatic limits of Eta invariants, Rho invariants of the total space of a fiber bundle are investigated. One concern is to formulate the aspects of local index theory for families of Dirac operator in terms of the odd signature operator, and place known results in a context which permits the treatment of Rho inv…

2009-07-21abs ↗pdf ↗

Researchers develop a formula to calculate rho invariant of Dehn surgeries on links.

problem Exploring relationships between rho invariant and signatures of links.
method Developed a versatile cut-and-paste formula for the rho invariant.
result Found formulas expressing rho invariant of Dehn surgeries on links as a sum of multivariable signature and easy-to-compute terms.

Let G be a finitely generated discrete group. In this paper we establish vanishing results for rho-invariants associated to (i) the spin-Dirac operator of a spin manifold with positive scalar curvature (ii) the signature operator of the disjoint union of a pair of homotopy equivalent oriented manifolds with fundamental…

2004-07-22abs ↗pdf ↗

The equivariant rho-invariants studied in this paper are a version of the classical rho-invariants of Atiyah, Patodi, and Singer in the presence of an isometric involution. We compute these rho-invariants for all involutions on the 3-dimensional lens spaces with 1-dimensional fixed point sets, as well as for some invol…

2016-09-16abs ↗pdf ↗

This article is a follow up of the previous article of the authors on the analytic surgery of eta- and rho-invariants. We investigate in detail the (Atiyah-Patodi-Singer)-rho-invariant for manifolds with boundary. First we generalize the cut-and-paste formula to arbitrary boundary conditions. A priori the rho-invariant…

2002-03-11abs ↗pdf ↗

We study noncommutative eta- and rho-forms for homotopy equivalences. We prove a product formula for them and show that the rho-forms are well-defined on the structure set. We also define an index theoretic map from L-theory to C*-algebraic K-theory and show that it is compatible with the rho-forms. Our approach, which…

2010-08-21abs ↗pdf ↗

Let XX be a closed oriented connected topological manifold of dimension n5n\geq 5. The structure group of XX is the abelian group of equivalence classes of all pairs (f,M)(f, M) such that MM is a closed oriented manifold and f ⁣:MXf\colon M \to X is an orientation-preserving homotopy equivalence. The main purpose of this a…

2016-08-12abs ↗pdf ↗

We define the secondary invariants L^2- eta and -rho forms for families of generalized Dirac operators on normal coverings of fibre bundles. On the covering family we assume transversally smooth spectral projections, and Novikov--Shubin invariants bigger than 3(dim B+1) to treat the large time asymptotic for general op…

2007-04-06abs ↗pdf ↗

We consider the set of solutions to the rho-vortex equations over a Kahler surface and prove a Uhlenbeck compactness result, namely that a sequence of solutions with the same energy converge to the sum of a solution of smaller energy and deltas of Dirac.

2004-06-29abs ↗pdf ↗

On a filtered probability space (Ω,F,P,F=(Ft)t=0,,T)(Ω,\mathcal{F},P,\mathbb{F}=(\mathcal{F}_t)_{t=0,\dotso,T}), we consider stopper-stopper games $\overline V:=\inf_{\Rho\in\bT^{ii}}\sup_{τ\in\T}\E[U(\Rho(τ),τ)]$ and $\underline V:=\sup_{\Tau\in\bT^i}\inf_{ρ\in\T}\E[U(\Rho(τ),τ)]$ in discrete time, where U(s,t)U(s,t) is $\mathcal{F}_{s\vee…

2014-08-16abs ↗pdf ↗

We show that if the connected sum of two knots with coprime Alexander polynomials has vanishing von Neumann rho-invariants associated with certain metabelian representations then so do both knots. As an application, we give a new example of an infinite family of knots which are linearly independent in the knot concorda…

2007-10-10abs ↗pdf ↗

We establish existence of the eta-invariant as well as of the Atiyah-Patodi-Singer and the Cheeger-Gromov rho-invariants for a class of Dirac operators on an incomplete edge space. Our analysis applies in particular to the signature, the Gauss-Bonnet and the spin Dirac operator. We derive an analogue of the Atiyah-Pato…

2016-04-25abs ↗pdf ↗

For a closed, oriented, odd dimensional manifold XX, we define the rho invariant ρ(X,E,H)ρ(X,E,H) for the twisted odd signature operator valued in a flat hermitian vector bundle EE, where H=ij+1H2j+1H = \sum i^{j+1} H_{2j+1} is an odd-degree closed differential form on XX and H2j+1H_{2j+1} is a real-valued differential form of degree…

2012-02-01abs ↗pdf ↗

SBI provides more accurate pole positions than chi-squared minimization in model misspecification.

problem Accurate pole position estimation in pi-pi scattering models.
method Simulation Based Inference (SBI) method compared to chi-squared minimization.
result SBI leads to more robust predictions of pole positions in models of pi-pi scattering.

Let M be an orientable topological manifold of dimension m, m greater or equal to 5, with fundamental group ΓΓ. Let S(M) be the topological structure set, endowed with the group structure induced by its identification with Ranicki's algebraic structure set. We prove that the (rationalized) rho map $ρ_Γ: S(M)\rightarro…

2016-07-24abs ↗pdf ↗

We provide explicit, simple, geometric formulas for free involutions rho of Euclidean spheres that are not conjugate to the antipodal involution. Therefore the quotient S^n/rho is a manifold that is homotopically equivalent but not diffeomorphic to RP^n. We use these formulas for constructing explicit non-trivial eleme…

2005-01-06abs ↗pdf ↗

We study primary and secondary invariants of leafwise Dirac operators on foliated bundles. Given such an operator, we begin by considering the associated regular self-adjoint operator DmD_m on the maximal Connes-Skandalis Hilbert module and explain how the functional calculus of DmD_m encodes both the leafwise calculus…

2008-09-12abs ↗pdf ↗

In this paper, we study the space of metrics of positive scalar curvature using methods from coarse geometry. Given a closed spin manifold M with fundamental group G, Stephan Stolz introduced the positive scalar curvature exact sequence, in analogy to the surgery exact sequence in topology. It calculates a structure gr…

2012-10-25abs ↗pdf ↗

This paper proposes a new class of copulas which characterize the set of all twice continuously differentiable copulas. We show that our proposed new class of copulas is a new generalized copula family that include not only asymmetric copulas but also all smooth copula families available in the current literature. Spea…

2012-10-08abs ↗pdf ↗

A G-coloured knot is a knot together with a representation of its knot group onto G. Two G-coloured knots are said to be rho-equivalent if they are related by surgery around unit framed unknots in the kernels of their colourings. The induced local move is a G-coloured analogue of the crossing change. For certain famili…

2011-01-03abs ↗pdf ↗

Forest tree species mapped with high accuracy using satellite data.

problem Classifying dominant tree species in Swedish forests.
method Extreme gradient boosting model with Bayesian optimization, combining Sentinel-1/2 satellite data and field observations.
result Overall accuracy of 85%, F1 score of 0.82, Matthews correlation coefficient of 0.81.

We prove that, if M is a compact oriented manifold of dimension 4k+3, where k>0, such that pi_1(M) is not torsion-free, then there are infinitely many manifolds that are homotopic equivalent to M but not homeomorphic to it. To show the infinite size of the structure set of M, we construct a secondary invariant tau_(2):…

2003-06-17abs ↗pdf ↗

We study the eta-invariant, defined by Atiyah-Patodi-Singer a real valued invariant of an oriented odd-dimensional Riemannian manifold equipped with a unitary representation of its fundamental group. When the representation varies analytically, the corresponding eta-invariant may have an integral jump, known also as th…

1994-07-20abs ↗pdf ↗

An SU(3)- or SU(1,2)-structure on a 6-dimensional manifold N^6 can be defined as a pair of a 2-form omega and a 3-form rho. We prove that any analytic SU(3)- or SU(1,2)-structure on N^6 with d omega^2 =0 can be extended to a parallel Spin(7)- or Spin_0(3,4)-structure Phi that is defined on the trivial disc bundle N^6\t…

2010-10-08abs ↗pdf ↗

We consider sequences of finitely generated discrete subgroups Gamma_i=rho_i(Gamma) of a rank 1 Lie group G, where the representations rho_i are not necessarily faithful. We show that, for algebraically convergent sequences (Gamma_i), unless Gamma_i's are (eventually) elementary or contain normal finite subgroups of ar…

2007-08-20abs ↗pdf ↗

Let ΓΓ be a f.g. discrete group and let M~\tilde M be a Galois ΓΓ-covering of a smooth closed manifold MM. Let SΓ(M~)S_*^Γ(\tilde{M}) be the analytic structure group, appearing in the Higson-Roe analytic surgery sequence SΓ(M~)K(M)K(CrΓ)\to S_*^Γ(\tilde M)\to K_*(M)\to K_*(C_r^*Γ)\to. We prove that for an arbitrary discrete group ΓΓ

2019-05-28abs ↗pdf ↗

In this paper, we present simple algorithms for Dueling Bandits. We prove that the algorithms have regret bounds for time horizon T of order O(T^rho ) with 1/2 <= rho <= 3/4, which importantly do not depend on any preference gap between actions, Delta. Dueling Bandits is an important extension of the Multi-Armed Bandit…

2019-06-18abs ↗pdf ↗

Improved Bayesian inference via variational approximations of generalized rho-posteriors.

problem Robust Bayesian inference under model misspecification and data contamination.
method Introducing a modified ρρ-posterior and using PAC-Bayesian analysis with variational approximations.
result Theoretical guarantees for tractable inference with competitive robustness and computational efficiency.