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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.

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48 results for tau

New estimators reduce computation for Kendall's tau and conditional Kendall's tau matrices under structural assumptions.

problem Efficient estimation of Kendall's tau and conditional Kendall's tau matrices for large dimensions.
method Averaging pairwise estimates over blocks or conditional estimates, exploiting structural assumptions.
result Improved estimators with reduced computational cost and similar error level.

We present a stochastic analysis of a data set consisiting of 10^6 quotes of the US Doller - German Mark exchange rate. Evidence is given that the price changes x(tau) upon different delay times tau can be described as a Markov process evolving in tau. Thus, the tau-dependence of the probability density function (pdf) …

2001-02-27abs ↗pdf ↗

There is a general method for constructing a soliton hierarchy from a splitting of a loop group as a positive and a negative sub-groups together with a commuting linearly independent sequence in the positive Lie subalgebra. Many known soliton hierarchies can be constructed this way. The formal inverse scattering associ…

2014-05-16abs ↗pdf ↗

We use grid diagrams to investigate the Ozsvath-Szabo concordance invariant tau, and to prove that |tau(K_1)-tau(K_2)|<=g, whenever there is a genus g knot cobordism joining K_1 to K_2. This leads to an entirely grid diagram-based proof of Kronheimer-Mrowka's theorem, formerly known as the Milnor conjecture.

2010-11-24abs ↗pdf ↗

We define a concordance invariant, epsilon(K), associated to the knot Floer complex of K, and give a formula for the Ozsváth-Szabó concordance invariant tau of K_{p,q}, the (p,q)-cable of a knot K, in terms of p, q, tau(K), and epsilon(K). We also describe the behavior of epsilon under cabling, allowing one to compute …

2012-02-07abs ↗pdf ↗

We use bordered Floer homology to give a formula for the knot Floer homology of any (p, pn+1)-cable of a thin knot K in terms of Delta_K(t), tau(K), p, and n. We also give a formula for the Ozsvath-Szabo concordance invariant tau(K_{p, pn+1}) in terms of tau(K), p, and n, and a formula for tau(K_{p,q}) for almost all r…

2009-11-13abs ↗pdf ↗

We find all m-spin structures on Klein surfaces of genus larger than one. An m-spin structure on a Riemann surface P is a complex line bundle on P whose m-th tensor power is the cotangent bundle of P. A Klein surface can be described by a pair (P,tau), where P is a Riemann surface and tau is an anti-holomorphic involut…

2015-02-23abs ↗pdf ↗

Let I_g,* denote the (pointed) Torelli group. This is the group of homotopy classes of homeomorphisms of the genus g >= 2 surface S_g with a marked point, acting trivially on H := H_1(S_g). In 1983 Johnson constructed a beautiful family of invariants tau_i: H_i(I_g,*) -> /\^{i+2} H for 0 <= i <= 2g-2, using a kind of A…

2010-01-07abs ↗pdf ↗

Any one-cusped hyperbolic manifold M with an unknotting tunnel tau is obtained by Dehn filling a cusp of a two-cusped hyperbolic manifold. In the case where M is obtained by "generic" Dehn filling, we prove that tau is isotopic to a geodesic, and characterize whether tau is isotopic to an edge in the canonical decompos…

2011-05-17abs ↗pdf ↗

In this paper we examine the relationship between various types of positivity for knots and the concodance invariant tau discovered by Ozsvath and Szabo and independently by Rasmussen. The main result shows that, for fibered knots, tau characterizes strong quasipositivity. This is quantified by the statement that for K…

2005-09-21abs ↗pdf ↗

This is the third in a series of papers attempting to describe a uniform geometric framework in which many integrable systems can be placed. A soliton hierarchy can be constructed from a splitting of an infinite dimensional group LL as positive and negative subgroups L_+, L_- and a commuting sequence in the Lie algebr…

2014-06-19abs ↗pdf ↗

We use bordered Heegaard Floer homology to compute the tau invariant of a family of satellite knots obtained via twisted infection along two components of the Borromean rings, a generalization of Whitehead doubling. We show that tau of the resulting knot depends only on the two twisting parameters and the values of tau…

2010-08-19abs ↗pdf ↗

Eguchi, Ooguri, and Tachikawa recently conjectured a new moonshine phenomenon. They conjecture that the coefficients of a certain mock modular form H(tau), which arises from the K3 surface elliptic genus, are sums of dimensions of irreducible representations of the Mathieu group M24. We prove that H(tau) surprisingly a…

2012-07-21abs ↗pdf ↗

Learning a classifier with control on the false-positive rate plays a critical role in many machine learning applications. Existing approaches either introduce prior knowledge dependent label cost or tune parameters based on traditional classifiers, which lack consistency in methodology because they do not strictly adh…

2018-01-15abs ↗pdf ↗

New integrable deformations for topological hierarchies from Frobenius manifolds.

problem Integrable deformations of topological hierarchies from Frobenius manifolds.
method Construction of integrable deformations with polynomial tau-structures.
result Conjecture of universal object for Riemann--Hopf hierarchy.

All complete, axially symmetric surfaces of constant mean curvature in R^3 lie in the one-parameter family D_tau of Delaunay surfaces. The elements of this family which are embedded are called unduloids; all other elements, which correspond to parameter value tau element in R^-, are immersed and are called nodoids. The…

2002-07-24abs ↗pdf ↗

Recently Penskoi [J. Geom. Anal. 25 (2015), 2645-2666, arXiv:1308.1628] generalized the well known two-parametric family of Lawson tau-surfaces τr,mτ_{r,m} minimally immersed in spheres to a three-parametric family Ta,b,cT_{a,b,c} of tori and Klein bottles minimally immersed in spheres. It was remarked that this family inclu…

2014-06-18abs ↗pdf ↗

Let B_n be the Artin braid group on n strings with standard generators sigma_1, ..., sigma_{n-1}, and let SB_n be the singular braid monoid with generators sigma_1^{+-1}, ..., sigma_{n-1}^{+-1}, tau_1, ..., tau_{n-1}. The desingularization map is the multiplicative homomorphism eta: SB_n --> Z[B_n] defined by eta(sigma…

2003-06-30abs ↗pdf ↗

We show how the problem of estimating conditional Kendall's tau can be rewritten as a classification task. Conditional Kendall's tau is a conditional dependence parameter that is a characteristic of a given pair of random variables. The goal is to predict whether the pair is concordant (value of 11) or discordant (val…

2018-06-23abs ↗pdf ↗

Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.

problem Integrable hierarchies for generalized Frobenius manifolds with non-flat unity.
method Constructs a bihamiltonian integrable hierarchy of hydrodynamic type.
result Integrable hierarchy possesses Virasoro symmetries and a tau structure.

We define a Chern-Simons invariant for a certain class of infinite volume hyperbolic 3-manifolds. We then prove an expression relating the Bergman tau function on a cover of the Hurwitz space, to the lifting of the function FF defined by Zograf on Teichmüller space, and another holomorphic function on the cover of the…

2012-09-19abs ↗pdf ↗

We prove that the extended Toda hierarchy of \cite{CDZ} admits nonabelian Lie algebra of infinitesimal symmetries isomorphic to the half of the Virasoro algebra. The generators LmL_m, m1m\geq -1 of the Lie algebra act by linear differential operators onto the tau function of the hierarchy. We also prove that the tau fu…

2003-08-15abs ↗pdf ↗

Study on hypermaps and KP hierarchy, proving tau function and enumerative meaning.

problem Understanding the partition function of meromorphic functions on the Riemann sphere.
method Analysis of Hurwitz Dubrovin--Frobenius manifold structure and rational reductions of the KP hierarchy.
result The all genera partition function is a tau function of a rational reduction of the Kadomtsev--Petviashvili hierarchy.

For two solutions of the WDVV equations that are related by the inversion symmetry, we show that the associated principal hierarchies of integrable systems are related by a reciprocal transformation, and the tau functions of the hierarchies are related by a Legendre type transformation. We also consider relationships b…

2010-12-28abs ↗pdf ↗

We study the behavior of the Ozsvath-Szabo and Rasmussen knot concordance invariants tau and s on K(m,n), the (m,n)-cable of a knot K where m and n are relatively prime. We show that for every knot K and for any fixed positive integer m, both of the invariants evaluated on K(m,n) differ from their value on the torus kn…

2008-03-04abs ↗pdf ↗

In this paper we study the knot Floer homology invariants of the twisted and untwisted Whitehead doubles of an arbitrary knot K. We present a formula for the filtered chain homotopy type of HFK(D(+,K,t)) in terms of the invariants for K, where D(+,K,t) denotes the t-twisted positive-clasped Whitehead double of K. In pa…

2006-06-05abs ↗pdf ↗

We show that if {L_n} is any infinite sequence of links with twist number tau(L_n) and with cyclotomic Jones polynomials of increasing span, then lim sup tau(L_n)=infty. This implies that any infinite sequence of prime alternating links with cyclotomic Jones polynomials must have unbounded hyperbolic volume. The main t…

2006-05-23abs ↗pdf ↗

As proved by Hedden and Ording, there exist knots for which the Ozsvath-Szabo and Rasmussen smooth concordance invariants, tau and s, differ. The Hedden-Ording examples have nontrivial Alexander polynomials and are not topologically slice. It is shown in this note that a simple manipulation of the Hedden-Ording example…

2006-02-27abs ↗pdf ↗

Modeling risk and performance with Levy-stable distributions.

problem Understanding risk and performance in financial markets with non-Gaussian distributions.
method Developed a finite-horizon model using Levy-stable scaling, identified parameters from data, derived formulas for various financial ratios.
result Horizon-correct formulas for risk measures are derived and validated across different horizons.

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 ↗

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 ↗

We unify two existing approaches to the tau invariants in instanton and monopole Floer theories, by identifying τGτ_{\mathrm{G}}, defined by the second author via the minus flavors KHI\underline{\operatorname{KHI}}^- and KHM\underline{\operatorname{KHM}}^- of the knot homologies, with τGτ_{\mathrm{G}}^{\sharp}, defined b…

2019-10-03abs ↗pdf ↗