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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.

168,657 papers · 148 categories

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275480107 · May 202619922001200920172026
48 results for stable exotic

Authors prove existence of exotic surfaces and invariants not detecting self-diffeomorphisms.

problem Existence and properties of exotic surfaces and diffeomorphisms.
method Vanishing theorem of family Bauer--Furuta invariant for diffeomorphisms on spin 4-manifolds.
result Family Bauer--Furuta invariants do not detect exotic self-diffeomorphisms on S4S^{4} or S2imesS2S^{2} imes S^{2}.

In this paper, we present the idea that the formalism of string theory is connected with the dimension 4 in a new way, not covered by phenomenological or model-building approaches. The main connection is given by structures induced by small exotic smooth R^4's having intrinsic meaning for physics in dimension 4. We ext…

2011-02-16abs ↗pdf ↗

New method calibrates LV surfaces for exotic derivatives with smoother, more stable Greeks.

problem Challenges in LV calibration leading to spiky surfaces and unstable Greeks.
method Automatic local regression to pre-process market observables and smooth LV surfaces.
result Significantly smoother LV surfaces and greatly improved Greek stability with negligible additional cost.

In this paper, we study stable equivalence of exotically knotted surfaces in 4-manifolds, surfaces that are topologically isotopic but not smoothly isotopic. We prove that any pair of embedded surfaces in the same homology class become smoothly isotopic after stabilizing them by handle additions in the ambient 4-manifo…

2015-04-16abs ↗pdf ↗

The study proves exotic smooth structures and equivalent genus functions in 4-manifolds.

problem Understanding exotic smooth structures and genus functions in 4-manifolds.
method Proving the existence of infinitely many exotic structures and equivalence of genus functions.
result Genus functions of exotic 4-manifolds are pairwise equivalent and stable under certain operations.

By using the relation between foliations and exotic R^4, orbifold KK-theory deformed by a gerbe can be interpreted as coming from the change in the smoothness of R^4. We give various interpretations of integral 3-rd cohomology classes on S^3 and discuss the difference between large and small exotic R^4. Then we show t…

2009-11-02abs ↗pdf ↗

We show examples of pairs of smooth, compact, homeomorphic 4-manifolds, whose diffeomorphism types are distinguished by the topology of the singular sets of smooth stable maps defined on them. In this distinction we rely on results from Seiberg-Witten theory.

2012-05-26abs ↗pdf ↗

This paper explores the vol-of-vol parameter in the Heston model and its relation to VVIX.

problem Calibrating the Heston model to market data for stable exotic option pricing.
method Four approaches to estimate VVIX in the Heston model: transition density, analytical approximation, and PDE-based.
result Improved calibration stability of the Heston model using the estimated VVIX.

We use Bott periodicity to relate previously defined quantum classes to certain "exotic Chern classes" on BUBU. This provides an interesting computational and theoretical framework for some Gromov-Witten invariants connected with cohomological field theories. This framework has applications to study of higher dimension…

2009-12-15abs ↗pdf ↗

An arbitrary homomorphism between groups is nonincreasing for stable commutator length, and there are infinitely many (injective) homomorphisms between free groups which strictly decrease the stable commutator length of some elements. However, we show in this paper that a random homomorphism between free groups is almo…

2011-01-21abs ↗pdf ↗

This paper discusses topological and locally linear actions of finite groups on S4S^4. Local linearity of the orientation preserving actions on S4S^4 forces the group to be a subgroup of SO(5)SO(5). On the other hand, orientation reversing topological actions of "exotic" groups GG (i.e. G⊄O(5)G\not\subset O(5)) on S4S^4 are …

2014-12-18abs ↗pdf ↗

We prove a coisotropic intersection result and deduce the following: 1. Lower bounds on the displacement energy of a subset of a symplectic manifold, in particular a sharp stable energy-Gromov-width inequality. 2. A stable non-squeezing result for neighborhoods of products of unit spheres. 3. Existence of a "badly sque…

2011-01-05abs ↗pdf ↗

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.

Exotic submanifolds in 4-manifolds remain exotic after stabilizations.

problem Constructing exotic codimension-1 submanifolds in 4-manifolds.
method Constructing pairs of exotic codimension-1 submanifolds with diffeomorphic complements and showing they remain exotic after stabilizations.
result Exotic submanifolds remain exotic after any number of stabilizations.

Study uses AI to price exotic options with a new Levy process model.

problem Pricing exotic options with a non-Gaussian Levy process model.
method Introduced a new multivariate Levy process model and used a generative AI model to estimate the probability density function.
result Developed a method to price quanto options using a trained generative AI model.

The paper presents a new method to create exotic 4-manifolds and surfaces that remain exotic after stabilization.

problem Stabilization of exotic 4-dimensional phenomena and knotted surfaces.
method Elementary approach to constructing exotic 4-manifolds and surfaces, including examples in closed, simply connected 4-manifolds.
result The construction yields exotic surfaces in the 4-ball that remain exotic after stabilization, detected by Khovanov homology.

We show how to construct absolutely exotic smooth structures on compact 4-manifolds with boundary, including contractible manifolds. In particular, we prove that any compact smooth 4-manifold W with boundary that admits a relatively exotic structure contains a pair of codimension-zero submanifolds homotopy equivalent t…

2014-10-06abs ↗pdf ↗

New exotic structures found on 4-manifolds with specific groups.

problem Finding exotic smooth structures on 4-manifolds with certain fundamental groups.
method Constructing new smooth structures using definite intersection forms and fundamental groups.
result Infinitely many exotic smooth structures on 4-manifolds with fundamental group Z/2Z.

In this paper we introduce exotic twisted T\mathbb T-equivariant K-theory of loop space LZLZ depending on the (typically non-flat) holonomy line bundle LB{\mathcal L}^B on LZLZ induced from a gerbe with connection BB on ZZ. We also define exotic twisted T\mathbb T-equivariant Chern character that maps the exotic tw…

2017-12-18abs ↗pdf ↗

Classifies geodesic planes outside convex core of geometrically finite 3-manifolds.

problem Classifying geodesic planes in geometrically finite 3-manifolds.
method Constructive proof involving exotic rays and roofs.
result Existence of exotic roofs depends on the existence of exotic rays and bending lamination properties.

New results on localization of exotic diffeomorphisms in 4-manifolds.

problem Understanding when groups of exotic diffeomorphisms can be localized to smaller embedded submanifolds.
method Analyzing families Seiberg-Witten theory, Dehn twists, and properties of Seifert fibered homology spheres.
result Exotic diffeomorphisms cannot be localized to topologically embedded rational homology balls or homology spheres.