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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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48 results for tau structure

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 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 ↗

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.

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 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 ↗

Linearizes Virasoro symmetries for semisimple Frobenius manifolds.

problem Linearizing Virasoro symmetries for semisimple Frobenius manifolds.
method Proving the existence of an infinite family of linearizable Virasoro symmetries under specific conditions.
result The Dubrovin-Zhang hierarchy associated with semisimple Frobenius manifolds has a bihamiltonian structure that can be represented by differential polynomials.

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 ↗

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.

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 ↗

Solves constant pre-factor problem for tt*-Toda equations using asymptotic data and symplectic structures.

problem Constant pre-factor problem for the tt*-Toda equations.
method Explicit evaluation using asymptotic data and introduction of symplectic structures.
result Preservation of symplectic structures by Riemann-Hilbert correspondence for wider class of solutions.

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 ↗

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 ↗

A framework to quantify deployment risk in ML systems, especially for rare states.

problem Under-supported rare states in ML models lead to unreliable performance in unseen data.
method Blind-Spot Mass (B_n(tau)) using Good-Turing unseen-species estimation.
result Identifies and quantifies the risk of under-supported states in ML models.

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 ↗

New findings challenge the importance of forecast accuracy in battery storage optimization, highlighting the role of rank correlation instead.

problem The challenge of optimizing battery storage dispatch decisions in multi-market electricity trading using forecast accuracy metrics.
method A hierarchical three-layer optimization system trading in multiple markets (FCR, aFRR, day-ahead, intraday) with real market data.
result Rank correlation (Kendall tau) is a better predictor of intraday dispatch value than forecast accuracy (MAE), with a threshold of tau around 0.85-0.95 capturing up to 97-100% of perfect-foresight revenue.

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 ↗

Continuing the previous work, we propose a further extension of the structure equation for a truncated CMC hierarchy by the non-commuting, truncated Virasoro algebra of non-local symmetries. Via a canonical dressing transformation, we first define a wave function for the CMC hierarchy. This leads to a pair of additiona…

2014-08-14abs ↗pdf ↗

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 ↗