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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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4999148197 · Jun 202019922001200920172026
48 results for topological indices

This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2000-2012. The correlations among the indices were calculated. The results showed that although the average correlations of the global indice…

2014-02-07abs ↗pdf ↗

Study on rational projective planes with small index singularities.

problem Existence and classification of rational homology projective planes with small index quotient singularities.
method Topological and smooth obstructions analysis, classification of singularities.
result Classification of quotient singularities for rational homology projective planes with indices up to three.

We define analytic indices which involve the eta form and the analytic torsion form. We show that these indices are independent of the geometric choices made in their definitions, and hence are topological in nature.

1995-03-13abs ↗pdf ↗

Unified framework for measuring concentration in weighted networks considering both weight distributions and network structure.

problem Traditional indices neglect the topology of relationships among network elements.
method Develops a family of topology-aware concentration indices that jointly account for weight distributions and network structure.
result The proposed indices preserve key properties and allow concentration to be evaluated across different dimensions of dependence.

Hyperbolic volume correlates with chemical properties of fullerenes.

problem Understanding the relationship between fullerene structure and chemical properties.
method Calculated hyperbolic volumes of fullerenes and correlated them with topological indices.
result Hyperbolic volume correlates with Wiener index and other topological indices of fullerenes.

Let X --> B be a proper submersion with a Riemannian structure. Given a differential K-theory class on X, we define its analytic and topological indices as differential K-theory classes on B. We prove that the two indices are the same.

2009-07-20abs ↗pdf ↗

This paper introduces quantum invariants for 3-alterfolds and proves their consistency with topological moves.

problem Quantum invariants for 3-alterfolds and their consistency with topological moves.
method Introduction of 3-alterfolds with embedded separating surfaces and spherical fusion categories.
result Quantum invariants of 3-alterfolds are consistent with topological moves and generalize invariants of 3-manifolds containing framed links.

This paper is first-line research expanding GANs into graph topology analysis. By leveraging the hierarchical connectivity structure of a graph, we have demonstrated that generative adversarial networks (GANs) can successfully capture topological features of any arbitrary graph, and rank edge sets by different stages a…

2017-07-19abs ↗pdf ↗

In this paper we show that topological subgroupoids of Lie groupoids, under special circumstances are Lie subgroupoids. Giving an example, we indicate that having the same topological dimension is a necessary condition for topological subgroupoids to be Lie subgroupoids. Also, we provide some conditions for double subg…

2018-03-14abs ↗pdf ↗

We indicate how to combine some classical topology (Thom's work on the Steenrod problem) with some modern topology (simplicial volume) to show that every map between certain manifolds must have degree zero. We furthermore discuss a homotopy theoretic interpretation of parts of our proof, using Thom spaces and Steenrod …

2018-08-12abs ↗pdf ↗

We use twisted Alexander polynomials to show that certain algebraically slice 2-bridge knots are not topologically slice, even though all prime power Casson-Gordon signatures vanish. We also provide some computations indicating the efficacy of Casson-Gordon signatures in obstructing the smooth sliceness of 2-bridge kno…

2015-07-06abs ↗pdf ↗

This work deals with the topological classification of germs of singular foliations on (C2,0)(\mathbb C^{2},0). Working in a suitable class of foliations we fix the topological invariants given by the separatrix set, the Camacho-Sad indices and the projective holonomy representations and we compute the moduli space of topo…

2017-05-15abs ↗pdf ↗

Methods of parabolic geometries have been recently used to construct a class of elliptic complexes on quaternionic manifolds, the Salamon's complex being the simplest case. The purpose of this paper is to describe an algorithm how to compute their analytical indices in terms of characteristic classes. Using this, we ar…

2009-08-31abs ↗pdf ↗

Study uses topological signatures to quantify financial market complexity.

problem Capturing temporal organization beyond volatility measures.
method Null validated topological approach using L1L^1 norm of persistence landscapes.
result Persistence landscape norms reveal dynamical structure during market stress.

A new method learns node embeddings for signed directed networks by capturing both first-order and high-order topologies.

problem Learning representative node embeddings for signed directed networks considering both first-order and high-order topologies.
method Proposes a decoupled variational embedding (DVE) method that leverages a specially designed auto-encoder structure to capture both first-order and high-order topologies.
result Extensive experiments on real-world datasets show the effectiveness of DVE in link sign prediction and node recommendation tasks.

We show that in any triangulated 3-manifold, every index n topologically minimal surface can be transformed to a surface which has local indices (as computed in each tetrahedron) that sum to at most n. This generalizes classical theorems of Kneser and Haken, and more recent theorems of Rubinstein and Stocking, and is t…

2012-10-16abs ↗pdf ↗

It is known that, for Dirac operators on Riemann surfaces twisted by line bundles with Hermitian-Einstein connections, it is possible to obtain estimates for the first eigenvalue in terms of the topology of the twisting bundle \cite{JL2}. Attempts to generalize topological estimates for higher rank bundles or higher di…

2013-10-14abs ↗pdf ↗

A surprising image of the stock market arises if the price time series of all Dow Jones Industrial Average stock components are represented in one chart at once. The chart evolves into a braid representation of the stock market by taking into account only the crossing of stocks and fixing a convention defining overcros…

2014-06-13abs ↗pdf ↗

Derive K-theoretic Donaldson invariants for various 4-manifolds using path integrals and topological twists.

problem Calculate K-theoretic Donaldson invariants for different 4-manifolds.
method Topological twisting of 5d Yang-Mills theory, integration over Coulomb branch, equivariant localization.
result Agree with previous results for algebraic surfaces and derive new invariants for more general manifolds.

New approach uses MST and copula-DCC-GARCH for systemic risk analysis in European insurance sector.

problem Analyzing systemic risk in European insurance sector through indirect connections.
method Combining copula-DCC-GARCH model and Minimum Spanning Trees (MST) for interlinkage dynamics analysis.
result Proposed approach useful for systemic risk analysis in insurance sector, with MST topological indicators as predictors.

We study a class of localized indices for the Dirac type operators on a complete Riemannian orbifold, where a discrete group acts properly, co-compactly and isometrically. These localized indices, generalizing the L2L^2-index of Atiyah, are obtained by taking certain traces of the higher index for the Dirac type operat…

2013-07-08abs ↗pdf ↗

The disk complex of a surface in a 3-manifold is used to define its {\it topological index}. Surfaces with well-defined topological index are shown to generalize well-known classes, such as incompressible, strongly irreducible, and critical surfaces. The main result is that one may always isotope a surface HH with top…

2009-01-02abs ↗pdf ↗

This paper is an exposition of the new subject of String Topology. We present an introduction to this exciting new area, as well as a survey of some of the latest developments, and our views about future directions of research. We begin with reviewing the seminal paper of Chas and Sullivan, which started String Topolog…

2005-03-28abs ↗pdf ↗

This paper optimizes portfolios using TDA and financial news sentiment.

problem Effective portfolio diversification through understanding asset similarity.
method Integrates TDA with FinBERT sentiment scores for dynamic rebalancing.
result Outperforms traditional methods in returns and risk-adjusted performance.

Let G be a group and let O_G denote the set of left orderings on G. Then O_G can be topologized in a natural way, and we shall study this topology to answer three conjectures. In particular we shall show that O_G can never be countably infinite. Furthermore in the case G is a countable nonabelian free group, we shall s…

2006-07-19abs ↗pdf ↗

Paper introduces TVaRD, a new topological risk measure for financial portfolios.

problem Traditional risk measures like VaR and CVaR are insufficient for complex market conditions.
method Topological data analysis (TDA) using cohomology groups on financial time series data.
result TVaRD reveals significant changes in financial time series during stress conditions.

For localization and mapping of indoor environments through WiFi signals, locations are often represented as likelihoods of the received signal strength indicator. In this work we compare various measures of distance between such likelihoods in combination with different methods for estimation and representation. In pa…

2018-09-19abs ↗pdf ↗

This paper introduces TDA and TSI for better business analytics.

problem Nonlinear, multi-scale business datasets under-represented by traditional tools.
method Topological Data Analysis (TDA) and Topological Stability Index (TSI).
result TSI reveals structural variability in business data.

We give a combinatorial model for r-spin surfaces with parametrised boundary based on Novak (2015). The r-spin structure is encoded in terms of Zr\mathbb{Z}_r-valued indices assigned to the edges of a polygonal decomposition. This combinatorial model is designed for our state sum construction of two-dimensional topolog…

2018-02-27abs ↗pdf ↗

First the title could be also understood as ``3-manifolds related by non-zero degree maps" or "Degrees of maps between 3-manifolds" for some aspects in this survey talk. The topology of surfaces was completely understood at the end of 19th century, but maps between surfaces kept to be an active topic in the 20th centur…

2003-04-21abs ↗pdf ↗

This work explores the characteristics of financial contagion in networks whose links distributions approaches a power law, using a model that defines banks balance sheets from information of network connectivity. By varying the parameters for the creation of the network, several interbank networks are built, in which …

2014-10-09abs ↗pdf ↗

Graphs with given k vertices generate an (acyclic) simplicial complex. We describe the homology of its quotient complex, formed by all connected graphs, and demonstrate its applications to the topology of braid groups, knot theory, combinatorics, and singularity theory. The multidimensional analogues of this complex ar…

2014-09-21abs ↗pdf ↗