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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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55110165220 · Jun 202019922001200920172026
48 results for stable range

This paper extends homological stability results for configuration spaces of manifolds.

problem Homological stability of configuration spaces of manifolds.
method Analyzing the cohomology of configuration spaces of manifolds, focusing on stability in odd and even degrees.
result The stable range for homology groups of configuration spaces depends on the dimension of the manifold and the number of configuration points.

Research on long-range memory in financial and social systems using various models.

problem Understanding the nature of long-range memory in socioeconomic systems.
method Various Markov processes including point processes, stochastic differential equations, and agent-based models.
result New estimators of self-similarity and long-range memory for non-Gaussian systems are needed.

We prove a general homological stability theorem for certain families of groups equipped with product maps, followed by two theorems of a new kind that give information about the last two homology groups outside the stable range. (These last two unstable groups are the "edge" in our title.) Applying our results to auto…

2016-08-31abs ↗pdf ↗

Computes homotopy groups of diffeomorphism spaces for high-dimensional manifolds.

problem Determining homotopy groups of diffeomorphism spaces for high-dimensional manifolds.
method Computes rational homotopy groups of classifying spaces of diffeomorphisms.
result Determines rational pseudoisotopy stable range for compact spin manifolds.

We construct certain operations on stable moduli spaces and use them to compare cohomology of moduli spaces of closed manifolds with tangential structure. We obtain isomorphisms in a stable range provided the pp-adic valuation of the Euler characteristics agree, for all primes pp not invertible in the coefficients fo…

2019-12-21abs ↗pdf ↗

The paper extends stable minimal hypersurface results to δ-stable hypersurfaces in R^(n+1).

problem Extending stable minimal hypersurface results to δ-stable hypersurfaces.
method Regularity and compactness theorems for immersed δ-stable minimal hypersurfaces in R^(n+1).
result Optimal range of δ for δ-stable hypersurfaces.

Study shows configuration spaces' homological dimension increases monotonically.

problem Understanding the homological properties of configuration spaces of manifolds.
method Analyzing the homological monotonicity of unordered configuration spaces of manifolds.
result Homological dimension of configuration spaces increases monotonically in each degree.

We describe partial semi-simplicial resolutions of moduli spaces of surfaces with tangential structure. This allows us to prove a homological stability theorem for these moduli spaces, which often improves the known stability ranges and give explicit stability ranges in many new cases. In each of these cases the stable…

2009-09-23abs ↗pdf ↗

The paper establishes a new pseudoisotopy result for embedding spaces, leading to computations of homotopy groups of long knots.

problem Computing homotopy groups of spaces of long knots in high codimension.
method Using pseudoisotopy results and algebraic K-theory, the paper describes the difference in homotopy types of block and ordinary embeddings of a codimension at least three embedding.
result The homotopy type of spaces of long knots of codimension at least 3 is determined explicitly, including torsion information.

In this paper we consider the problem of finding stable maxima of expensive (to evaluate) functions. We are motivated by the optimisation of physical and industrial processes where, for some input ranges, small and unavoidable variations in inputs lead to unacceptably large variation in outputs. Our approach uses multi…

2019-02-21abs ↗pdf ↗

We propose a new blind source separation algorithm based on mixtures of alpha-stable distributions. Complex symmetric alpha-stable distributions have been recently showed to better model audio signals in the time-frequency domain than classical Gaussian distributions thanks to their larger dynamic range. However, infer…

2017-11-13abs ↗pdf ↗

The geometric Hopf invariant of a stable map F is a stable Z_2-equivariant map h(F) such that the stable Z_2-equivariant homotopy class of h(F) is the primary obstruction to F being homotopic to an unstable map. In this paper we express the geometric Hopf invariant of the Umkehr map F of an immersion f:M^m \to N^n in t…

2010-02-15abs ↗pdf ↗

New perspective on SGD reveals short-range memory effects in deep learning.

problem Understanding the efficacy of stochastic gradient descent (SGD) in deep learning.
method Proposed that SGD is a discretization of an SDE driven by fractional Brownian motion (FBM).
result SGD stays longer in flat minima, favoring generalization.

We prove that group homology of the diffeomorphism group of #gSn×Sn\#^g S^n \times S^n as a discrete group is independent of gg in a range, provided that n>2n>2. This answers the high dimensional version of a question posed by Morita about surface diffeomorphism groups made discrete. The stable homology is isomorphic to the…

2014-06-24abs ↗pdf ↗

Price fluctuations of commodities like cotton and wheat are thought to display probability distributions of returns that follow a Lévy stable distribution. Recent analysis of stocks and foreign exchange markets show that the probability distributions are not Lévy stable, a plausible result since commodity markets have …

2002-02-02abs ↗pdf ↗

We will present proofs for two conjectures stated in arXiv:1808.08073. The first one is that for an arbitrary manifold WW, the homotopy classes of proper maps W×RnRk+nW\times\mathbb{R}^n\to\mathbb{R}^{k+n} stabilise as nn\to\infty, and the second one is that in a stable range there is a Pontryagin--Thom type bijection for …

2019-05-19abs ↗pdf ↗

We prove that every term of the lower central series and Johnson filtrations of the Torelli subgroups of the mapping class group and the automorphism group of a free group are finitely generated in a stable range. This was originally proved for the commutator subgroup by Ershov-He.

2017-04-05abs ↗pdf ↗

We prove that every term of the lower central series and Johnson filtrations of the Torelli subgroups of the mapping class group and the automorphism group of a free group is finitely generated in a linear stable range. This was originally proved for the second terms by Ershov and He.

2017-11-13abs ↗pdf ↗

We compute the groups H(Aut(Fn);M)H^*(\mathrm{Aut}(F_n); M) and H(Out(Fn);M)H^*(\mathrm{Out}(F_n); M) in a stable range, where MM is obtained by applying a Schur functor to HQH_\mathbb{Q} or HQH^*_\mathbb{Q}, respectively the first rational homology and cohomology of FnF_n. For reasons which are not conceptually clear, taking coefficient…

2016-04-06abs ↗pdf ↗

The paper explores density of stable mappings and their properties.

problem Density of stable mappings in different dimensions.
method Infinitesimal and algebraic methods to prove density of proper stable and topologically stable mappings.
result Density of topologically stable mappings holds for any pair (n,p), and for proper stable mappings if (n,p) is in nice dimensions.

Develops deformation theory for mapping spaces related to Morse theory and Bott-Thom isomorphism.

problem Studying weak homotopy equivalences and decompositions of vector bundles.
method Morse theory on path spaces, deformation theory, Clifford representations, Bott-Thom isomorphism.
result Stable decompositions of vector bundles over sphere bundles derived from Clifford representations.

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

2008-09-09abs ↗pdf ↗

The paper provides a theoretical justification for using stable SSM blocks in deep sequential models.

problem Developing generalization bounds for deep sequential models with varying sequence lengths.
method Using Rademacher contraction and stability constraints, the paper derives a PAC bound that is independent of sequence length.
result The derived PAC bound decreases as the stability of SSM blocks increases, providing theoretical justification for their use.

This is an exposition of a proof of the Madsen-Weiss Theorem, which asserts that the homology of mapping class groups of surfaces, in a stable dimension range, is isomorphic to the homology of a certain infinite loopspace that arises naturally when one applies the "scanning method". The proof given here utilizes simpli…

2011-03-27abs ↗pdf ↗

We prove an explicit and sharp upper bound for the Castelnuovo-Mumford regularity of an FI-module V in terms of the degrees of its generators and relations. We use this to refine a result of Putman on the stability of homology of congruence subgroups, extending his theorem to previously excluded small characteristics a…

2015-06-02abs ↗pdf ↗

The recent emergence of cryptocurrencies such as Bitcoin and Ethereum has posed possible alternatives to global payments as well as financial assets around the globe, making investors and financial regulators aware of the importance of modeling them correctly. The Levy's stable distribution is one of the attractive dis…

2018-07-14abs ↗pdf ↗

In this paper we prove a stability theorem for block diffeomorphisms of 2d-dimensional manifolds that are connected sums of S^d x S^d. Combining this with a recent theorem of S. Galatius and O. Randal-Williams and Morlet's lemma of disjunction, we determine the homology of the classifying space of their diffeomorphism …

2012-03-19abs ↗pdf ↗

In this paper we study the topology of the space of Riemann surfaces in a simply connected space X, S_{g,n} (X, γ). This is the space consisting of triples, (F_{g,n}, φ, f), where F_{g,n} is a Riemann surface of genus g and n-boundary components, φis a parameterization of the boundary, and f : F_{g,n} \to X is a contin…

2006-01-31abs ↗pdf ↗

We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moment…

2014-01-28abs ↗pdf ↗

We use classical results in smoothing theory to extract information about the rational homotopy groups of the space of negatively curved metrics on a high dimensional manifold. It is also shown that smooth M-bundles over spheres equipped with fiberwise negatively curved metrics, represent elements of finite order in th…

2017-11-30abs ↗pdf ↗

The study examines order flow in financial markets using fractional Lévy stable motion.

problem Challenges in selecting the best models for financial time series data.
method Investigates order disbalance time series from the perspective of fractional Lévy stable motion.
result Orders exhibit stable anti-correlation for 18 randomly selected stocks.

Generative adversarial networks (GANs) have received a tremendous amount of attention in the past few years, and have inspired applications addressing a wide range of problems. Despite its great potential, GANs are difficult to train. Recently, a series of papers (Arjovsky & Bottou, 2017a; Arjovsky et al. 2017b; and Gu…

2017-05-06abs ↗pdf ↗

A well known conjecture of Yau states that the first eigenvalue of every closed minimal hypersurface MnM^n in the unit sphere Sn+1(1)S^{n+1}(1) is just its dimension nn. The present paper shows that Yau conjecture is true for minimal isoparametric hypersurfaces. Moreover, the more fascinating result of this paper is that t…

2012-01-03abs ↗pdf ↗

Uniswap -- and other constant product markets -- appear to work well in practice despite their simplicity. In this paper, we give a simple formal analysis of constant product markets and their generalizations, showing that, under some common conditions, these markets must closely track the reference market price. We al…

2019-11-08abs ↗pdf ↗

Study abelian cycles in Torelli group homology, proving new results in stable rational homology.

problem Understanding the structure of Torelli group homology and its quotients.
method Analyzing the Johnson homomorphism and its induced map on rational homology groups.
result Proves new results about the stable rational homology of Torelli groups and their quotients.