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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.

168,657 papers · 148 categories

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305989118 · Jun 202019922001200920172026
48 results for three-variable series

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.

We apply a wild bootstrap method to the Lancaster three-variable interaction measure in order to detect factorisation of the joint distribution on three variables forming a stationary random process, for which the existing permutation bootstrap method fails. As in the i.i.d. case, the Lancaster test is found to outperf…

2016-03-02abs ↗pdf ↗

We introduce kernel nonparametric tests for Lancaster three-variable interaction and for total independence, using embeddings of signed measures into a reproducing kernel Hilbert space. The resulting test statistics are straightforward to compute, and are used in powerful interaction tests, which are consistent against…

2013-06-10abs ↗pdf ↗

We suggest a novel method of clustering and exploratory analysis of temporal event sequences data (also known as categorical time series) based on three-dimensional data grid models. A data set of temporal event sequences can be represented as a data set of three-dimensional points, each point is defined by three varia…

2015-05-06abs ↗pdf ↗

Harmonic functions of two variables are exactly those that admit a conjugate, namely a function whose gradient has the same length and is everywhere orthogonal to the gradient of the original function. We show that there are also partial differential equations controlling the functions of three variables that admit a c…

2012-05-30abs ↗pdf ↗

The main contribution of our paper is to give a partial classification of the quasi-exactly solvable Lie algebras of first order differential operators in three variables, and to show how this can be applied to the construction of new quasi-exactly solvable Schrödinger operators in three dimensions.

2007-09-28abs ↗pdf ↗

Let nn be a nonnegative integer, we use ribbon nn-graph diagrams and the Yamada polynomial skein relations to construct an algebra Yn{\mathcal Y}_n which is shown to be closely related to the Temerley-Lieb Algebra. We prove that the algebra Y2{\mathcal Y}_2 is isomorphic to some quotient of a three variables polynomi…

2012-03-27abs ↗pdf ↗

Oriented ribbon graphs (dessins d'enfant) are graphs embedded in oriented surfaces. The Bollobás-Riordan-Tutte polynomial is a three-variable polynomial that extends the Tutte polynomial to oriented ribbon graphs. A quasi-tree of a ribbon graph is a spanning subgraph with one face, which is described by an ordered chor…

2007-05-23abs ↗pdf ↗

We give a combinatorial treatment of transverse homology, a new invariant of transverse knots that is an extension of knot contact homology. The theory comes in several flavors, including one that is an invariant of topological knots and produces a three-variable knot polynomial related to the A-polynomial. We provide …

2010-10-03abs ↗pdf ↗

We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and theoretically. We demonstrate that th…

2014-04-29abs ↗pdf ↗

Given any oriented link diagram, two types of new knot invariants are constructed. They satisfy some generalized skein relations. The coefficients of each invariant is from a commutative ring. Homomorphisms and representations of those rings define new link invariants. For example, the HOMFLYPT polynomial with three va…

2010-04-13abs ↗pdf ↗

In this thesis, we analyze the stochastic completeness of a heat kernel on graphs which is a function of three variables: a pair of vertices and a continuous time, for infinite, locally finite, connected graphs. For general graphs, a sufficient condition for stochastic completeness is given in terms of the maximum vale…

2007-12-10abs ↗pdf ↗

The Kauffman-Vogel polynomials are three variable polynomial invariants of 44-valent rigid vertex graphs. A one-variable specialization of the Kauffman-Vogel polynomials for unoriented 44-valent rigid vertex graphs was given by using the Kauffman bracket and the Jones-Wenzl idempotent colored with 22. Bataineh, Elha…

2017-08-30abs ↗pdf ↗

We generalize Ng's two-variable algebraic/combinatorial 00-th framed knot contact homology for framed oriented knots in S3S^3 to knots in S1×S2S^1 \times S^2, and prove that the resulting knot invariant is the same as the framed cord algebra of knots. Actually, our cord algebra has an extra variable, which potentially co…

2014-07-31abs ↗pdf ↗

We investigate non-degenerate Lagrangians of the form f(ux,uy,ut)dxdydt \int f(u_x, u_y, u_t) dx dy dt such that the corresponding Euler-Lagrange equations (fux)x+(fuy)y+(fut)t=0 (f_{u_x})_x+ (f_{u_y})_y+ (f_{u_t})_t=0 are integrable by the method of hydrodynamic reductions. We demonstrate that the integrability conditions, which constitute an invol…

2007-07-23abs ↗pdf ↗

Colored knot polynomials possess a peculiar Z-expansion in certain combinations of differentials, which depends on the representation. The coefficients of this expansion are functions of the three variables (A,q,t) and can be considered as new distinguished coordinates on the space of knot polynomials, analogous to the…

2013-06-24abs ↗pdf ↗

In [2] Kauffman and Vogel constructed a rigid vertex regular isotopy invariant for unoriented four-valent graphs embedded in three dimensional space. It assigns to each embedded graph G a polynomial, denoted [G], in three variables, A, B and a, satisfying three skein relations, and is defined in terms of a state-sum an…

2002-04-16abs ↗pdf ↗

By generalizing the measurements on the game experiments of mixed strategy Nash equilibrium, we study the dynamical pattern in a representative dynamic stochastic general equilibrium (DSGE). The DSGE model describes the entanglements of the three variables (output gap [yy], inflation [ππ] and nominal interest rate [$…

2014-10-30abs ↗pdf ↗

Given a virtual knot KK, we construct a group VGKVG_K called the virtual knot group, and we use the elementary ideals of VGKVG_K to define invariants of KK called the virtual Alexander invariants. For instance, associated to the k=0k=0 ideal is a polynomial HK(s,t,q)H_K(s,t,q) in three variables which we call the virtual Alexa…

2014-09-04abs ↗pdf ↗

The classes of Monge-Ampère systems, decomposable and bi-decomposable Monge-Ampère systems, including equations for improper affine spheres and hypersurfaces of constant Gauss-Kronecker curvature are introduced. They are studied by the clear geometric setting of Lagrangian contact structures, based on the existence of …

2015-03-05abs ↗pdf ↗

The quest for diversification has led to an increasing number of complex funds with a high number of strategies and non-linear payoffs. The new generation of Alternative Risk Premia (ARP) funds are an example that has been very popular in recent years. For complex funds like these, a Reverse Stress Test (RST) is regard…

2019-06-26abs ↗pdf ↗

Paper proposes knockoff-based methods to simplify deep neural networks by controlling false discovery rates.

problem High-dimensional deep neural networks with many irrelevant parameters and inputs.
method Knockoff methods combined with regularized neural networks for variable screening.
result Proposed algorithms show satisfactory performance in controlling false discovery rates.

Unified quantum invariants via intersections of embedded Lagrangians.

problem Unified quantum invariants for Uq(sl(2))U_q(sl(2)).
method State sum of Lagrangian intersections in configuration spaces.
result Recovery of coloured Jones and Alexander polynomials.

For the purpose of understanding second-order scalar PDEs and their hydrodynamic integrability, we introduce G-structures that are induced on hypersurfaces of the space of symmetric matrices (interpreted as the fiber of second-order jet space) and are defined by non-degenerate scalar second-order-only (Hessian) PDEs in…

2010-10-28abs ↗pdf ↗

Study shows Lefschetz fibrations on Milnor fibers of certain singularities.

problem Understanding Lefschetz fibrations on Milnor fibers of specific singularities.
method Analyzes Milnor fibers of cusp and simple elliptic singularities to construct Lefschetz fibrations.
result Milnor fibers of cusp and simple elliptic singularities admit genus-one Lefschetz fibrations.

The theory of Vassiliev invariants deals with many modules of diagrams on which the algebra Lambda defined by Pierre Vogel acts. By specifying a quadratic simple Lie superalgebra, one obtains a character on Lambda. We show the coherence of these characters by building a map of graded algebras beetwen Lambda and a quoti…

2001-07-19abs ↗pdf ↗

Study cohomology of surfaces with punctures and boundaries, proving bounds on rational cohomology.

problem Understanding cohomology of surfaces with punctures and boundaries.
method Two proofs showing congruence subgroups have enormous rational cohomology.
result Bounds on cohomology are super-exponential in number of punctures and boundary components.

Derives a new formula for measuring risk aversion in markets.

problem Measuring the degree of risk aversion in markets accurately.
method Closed-form expression based on three variables: Treasury yields, returns, and market capitalization.
result Investors exhibit Decreasing Absolute Risk Aversion (DARA) but the degree of Relative Risk Aversion (RRA) varies.

Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, uiu_i, can be detected and quantified by studying the correlations in the magnitude series ui|u_i|, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …

2004-06-14abs ↗pdf ↗

Lie-Butcher (LB) series are formal power series expressed in terms of trees and forests. On the geometric side LB-series generalizes classical B-series from Euclidean spaces to Lie groups and homogeneous manifolds. On the algebraic side, B-series are based on pre-Lie algebras and the Butcher-Connes-Kreimer Hopf algebra…

2017-01-13abs ↗pdf ↗

Research into time series classification has tended to focus on the case of series of uniform length. However, it is common for real-world time series data to have unequal lengths. Differing time series lengths may arise from a number of fundamentally different mechanisms. In this work, we identify and evaluate two cla…

2019-10-10abs ↗pdf ↗

Study series invariants of plumbed 3-manifolds using root lattices.

problem Understanding invariants of plumbed 3-manifolds twisted by root lattices.
method Use formal series to study invariants, decompose Z^(q)\widehat{Z}(q), and compute in specific cases.
result Show that Z^(q)\widehat{Z}(q) is unique and decomposes into related series invariant under five Neumann moves.