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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.

168,695 papers · 148 categories

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58116174232 · Jun 202019922001200920172026
48 results for spin variables

A financial market model uses spin variables to represent and predict agent behavior.

problem Predicting and understanding financial market behavior.
method Agent-based model with Potts model interpretation, focusing on spin variables representing opinions and actions.
result Model accurately predicts market behavior and statistical properties of financial returns.

We introduce W-spin structures on a Riemann surface and give a precise definition to the corresponding W-spin equations for any quasi-homogeneous polynomial W. Then, we construct examples of nonzero solutions of spin equations in the presence of Ramond marked points. The main result of the paper is a compactness theore…

2004-09-22abs ↗pdf ↗

We calculate the realized volatility in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardized returns agree with the theoretical values of standard normal variables. This is the first evidence that the return dynamics of the spin fi…

2015-11-29abs ↗pdf ↗

Study shows gain-loss asymmetry in stock indices using a q-spin Potts model.

problem Understanding the dynamics of stock indices in complex markets.
method Developed a q-spin Potts model to represent stock market dynamics.
result Observed a self-organized gain-loss asymmetry in stock indices.

Innovative series invariant for knot complements, linking to existing invariants.

problem Developing a new series invariant for knot complements.
method Introducing a three-variable series FK(y,z,q)F_K(y,z,q) for plumbed knot complements.
result Deriving a surgery formula relating FK(y,z,q)F_K(y,z,q) to Z^(q)\hat{Z}(q) invariant.

During the past decades, the Ising distribution has attracted interest in many applied disciplines, as the maximum entropy distribution associated to any set of correlated binary (`spin') variables with observed means and covariances. However, numerically speaking, the Ising distribution is unpractical, so alternative …

2018-03-07abs ↗pdf ↗

A spin model is used for simulations of financial markets. To determine return volatility in the spin financial market we use the GARCH model often used for volatility estimation in empirical finance. We apply the Bayesian inference performed by the Markov Chain Monte Carlo method to the parameter estimation of the GAR…

2014-08-30abs ↗pdf ↗

CNN detects phase transitions in Potts models without prior knowledge.

problem Detecting phase transitions in qq-state Potts models using deep learning.
method Trained a deep CNN on Ising model spin configurations and temperatures, then tested on Potts model images.
result Deep CNN accurately detects phase transitions in Potts models, including high- and low-temperature regions.

Study of surface defects in gauge theories leads to duality and separation of variables.

problem Understanding surface observables and their transitions in gauge theories.
method Utilized Fourier transformations and spectral problems to derive dualities and separation of variables.
result Exact duality between spectral problems of spin chains and Gaudin models.

Canonical gravity can be formulated by means of a densitized dreibein together with an SU(2) connection. These so-called Ashtekar variables are the fundamental quantities, loop quantum gravity is resting on. In this paper we review these variables from the perspective of fibre bundles. This is straightforward for the d…

2011-12-06abs ↗pdf ↗

Study mSpin(7){ m Spin}(7)-dDT connections on manifolds with mSpin(7){ m Spin}(7)-structures.

problem Understanding moduli spaces of mSpin(7){ m Spin}(7)-dDT connections.
method Introduced and studied mSpin(7){ m Spin}(7)-dDT connections using fully nonlinear PDEs.
result Moduli space MmSpin(7)\mathcal{M}'_{{ m Spin}(7)} has finite expected dimension and smoothness under certain conditions.

New Spin(7)Spin(7)-instantons constructed on Joyce's manifold.

problem Constructing Spin(7)Spin(7)-instantons on Joyce's compact manifold.
method Gluing non-flat connections on local model spaces to a flat connection on the Spin(7)Spin(7)-orbifold.
result More than 20,000 new four-parameter families of Spin(7)Spin(7)-instantons.

This is an introduction to the construction of higher-dimensional knots by spinning methods. Simple spinning of classical knots was introduced by E. Artin in 1926, and several generalizations have followed. These include twist spinning, superspinning or p-spinning, frame spinning, roll spinning, and deform spinning. We…

2004-10-28abs ↗pdf ↗

Study of higher spin Killing spinors on 3D manifolds, proving rigidity and providing explicit expressions.

problem Understanding higher spin Killing spinors on 3D manifolds.
method Definition and detailed study of higher spin Killing spinors in arbitrary dimension, focusing on 3D manifolds. Rigidity result and explicit expressions for 3-sphere and 3-hyperbolic space.
result Proved a rigidity result for 3D manifolds admitting higher spin Killing spinors and provided explicit expressions for these spinors.

The paper characterizes new invariant spinr^r spinors on projective spaces.

problem Characterizing new invariant spinr^r spinors on projective spaces.
method Adapting spin representation via exterior forms to the generalised spinr^r context.
result Complete description of the space of invariant spinr^r spinors for CPn\mathbb{CP}^n, HPn\mathbb{HP}^n, and OP2\mathbb{OP}^2.

We study the stability of symmetric trajectories of a particle on the Lie group SO(3)SO(3) whose motion is governed by an SO(3)×SO(2)SO(3)\times SO(2) invariant metric and an SO(2)×SO(2)SO(2)\times SO(2) invariant potential. Our method is to reduce the number of degrees of freedom at {\em singular} values of the SO(2)×SO(2)SO(2)\times SO(2) momentu…

1996-08-28abs ↗pdf ↗

We define spin frames, with the aim of extending spin structures from the category of (pseudo-)Riemannian manifolds to the category of spin manifolds with a fixed signature on them, though with no selected metric structure. Because of this softer requirements, transformations allowed by spin frames are more general tha…

2019-10-10abs ↗pdf ↗

We explore differential and algebraic operations on the exterior product of spinor representations and their twists that give rise to cohomology, the spin cohomology. A linear differential operator dd is introduced which is associated to a connection \nabla and a parallel spinor ζζ, ζ=0\nablaζ=0, and the algebraic o…

2004-10-22abs ↗pdf ↗

Rigidity of elliptic genera proven for non-spin manifolds with S1S^1-action.

problem Rigidity of elliptic genera for non-spin manifolds with S1S^1-action.
method Analysis of universal covering spin condition and π2(M)π_2(M) for rigidity.
result Rigidity of elliptic genera is proven for spin universal coverings but not for non-spin universal coverings.

First non-trivial examples of deformed Spin(7)-instantons constructed.

problem Constructing deformed Spin(7)-instantons and connections.
method Constructing on cotangent bundles of CP2\mathbb{C}\mathbb{P}^2 and cones over 3-Sasakian 7-manifolds.
result First non-trivial examples of deformed Spin(7)-instantons.

We consider the inverse Ising problem, i.e. the inference of network couplings from observed spin trajectories for a model with continuous time Glauber dynamics. By introducing two sets of auxiliary latent random variables we render the likelihood into a form, which allows for simple iterative inference algorithms with…

2017-09-04abs ↗pdf ↗

The paper explores connections between quaternionic and Cayley calibrations in dimensions 8 and 16.

problem Exploring connections between quaternionic and Cayley calibrations in dimensions 8 and 16.
method Starting from collections of 'Kähler 2-forms', the paper constructs canonical 4-forms and calibrated 4-planes in dimensions 8 and 16.
result Explicit formulas for canonical 4-forms ΦSpin(8)Φ_{Spin(8)} and ΦSpin(7)U(1)Φ_{Spin(7)U(1)} are derived, and their calibrated 4-planes are characterized.

Joyce constructed examples of compact eight-manifolds with holonomy Spin(7), starting with a Calabi-Yau four-orbifold with isolated singular points of a special kind. That construction can be seen as the gluing of ALE Spin(7)-manifolds to each singular point of the Calabi-Yau four-orbifold divided by an anti-holomorphi…

2012-01-16abs ↗pdf ↗

The paper studies curvature identities and solitons on Spin(7)-manifolds.

problem Curvature identities and solitons on Spin(7)-manifolds.
method Analyzes the curvature and torsion of Spin(7)-manifolds, proving identities and conditions.
result Conditions for closed torsion and implications for Ricci flatness and solitons.

This paper gives a combinatorial description of spin and spin^c-structures on triangulated PL-manifolds of arbitrary dimension. These formulations of spin and spin^c-structures are established primarily for the purpose of aiding in computations. The novelty of the approach is we rely heavily on the naturality of binary…

2013-06-20abs ↗pdf ↗

Classifies Spin(7) structures on compact 8-manifolds with abelian fundamental group.

problem Classifying Spin(7) structures on compact 8-manifolds.
method Obstruction theory applied to Spin(7) structures on compact 8-manifolds with abelian fundamental group.
result Compact Riemannian 8-manifolds with holonomy Spin(7) have exactly two Spin(7) structures extending the induced G2 structure on the boundary.

Based on a pair of cohomology operations on so called δ2δ-2-formal spaces, we construct the integral cohomology rings of the classifying spaces of the Lie groups Spin(n)Spin(n) and Spinc(n)Spin^{c}(n). As applications, we introduce characteristic classes for the reduced topological KSpinK_{Spin} theory, determine the ring of integra…

2018-10-09abs ↗pdf ↗