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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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48 results for topological path integrals

A new formula connects supersymmetric path integrals to Chern-Simons theory.

problem Constructing a rigorous path integral for supersymmetric theories on spin manifolds.
method Using Chen differential forms and non-commutative geometry, a Chern-Simons transgression formula is derived.
result The supersymmetric path integral induces a differential topological invariant.

Introduces a massive variant of Ray-Singer Torsion to avoid zero modes in topological field theories.

problem Avoiding zero modes in the evaluation of path integrals for topological field theories.
method Introduces a massive variant of the Ray-Singer Torsion, involving determinants of the twisted Laplacian with mass but without zero modes.
result Explicitly evaluates the massive Ray-Singer Torsion on product manifolds and mapping tori.

Constructs a path integral for fermionic SPTs, solving anomalies in 2+1D topological orders.

problem Anomalies in (2+1)D fermionic topological phases and their computation.
method Combining (2+1)D fermionic topological order with symmetry fractionalization data to construct a (3+1)D path integral.
result Reproduces the Z16\mathbb{Z}_{16} anomaly indicator for time-reversal symmetric topological superconductors.

The path integral generalization of the Casson invariant as developed by Rozansky and Witten is investigated. The path integral for various three manifolds is explicitly evaluated. A new class of topological observables is introduced that may allow for more effective invariants. Finally it is shown how the dimensional …

1998-11-23abs ↗pdf ↗

Study topological twists of massive SQCD with gauge group SU(2) and 3 or fewer fundamental hypermultiplets.

problem Evaluate topological partition functions of massive SQCD with arbitrary gauge bundles and hypermultiplet masses.
method Develop techniques for evaluating low-energy path integrals on the Coulomb branch.
result Formulate theories for arbitrary gauge bundles on compact four-manifolds.

We present two different approaches to stochastic integration in frictionless model free financial mathematics. The first one is in the spirit of Itô's integral and based on a certain topology which is induced by the outer measure corresponding to the minimal superhedging price. The second one is based on the controlle…

2013-11-24abs ↗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.

The paper generalizes Yang-Mills theory to study four-manifold topology.

problem Understanding the topology of diffeomorphism groups of four-manifolds.
method Path integral formulation of supersymmetric Yang-Mills coupled to conformal supergravity.
result The invariants may contain nontrivial information about the topology of the diffeomorphism group.

This paper gives several simple constructions of the pathwise Ito integral 0tφdω\int_0^tφdω for an integrand φφ and a price path ωω as integrator, with φφ and ωω satisfying various topological and analytical conditions. The definitions are purely pathwise in that neither φφ nor ωω are assumed to be paths of stochast…

2015-12-05abs ↗pdf ↗

Tropical geometry aids in computing topological quantum field theories.

problem Computing Gromov-Witten invariants using tropical geometry.
method Using mathematical techniques of tropical geometry to compute topological quantum field theories of pseudoholomorphic maps.
result Identifies the tropicalization of localization equations and studies the geometry and symmetries of the theory.

Wilson lines in gauge theories admit several path integral descriptions. The first one (due to Alekseev-Faddeev-Shatashvili) uses path integrals over coadjoint orbits. The second one (due to Diakonov-Petrov) replaces a 1-dimensional path integral with a 2-dimensional topological σσ-model. We show that this σσ-model i…

2015-07-22abs ↗pdf ↗

Study evaluates topological contributions in massive SQCD on compact 4-manifolds.

problem Analyzing topological path integrals for massive SQCD with up to 3 massive hypermultiplets.
method Decouples hypermultiplets, evaluates massless limit, and merges singularities at Argyres-Douglas points. Uses mass expansions for P2\mathbb{P}^2 and K3K3.
result Physical partition functions match mathematical results on Segre numbers of instanton moduli spaces.

Study topological correlators for SU(2)SU(2) SYM on four-manifolds, deriving explicit formulae and confirming S-duality.

problem Topological correlation functions of SU(2)SU(2), N=2\mathcal{N}=2^* SYM on four-manifolds.
method Coupling to a Spin^c structure, deriving explicit formulae, and confirming S-duality.
result Topological correlators are mock modular forms for b2+=1b_2^+=1.

We present the alternative topological twisting of N=4 Yang-Mills, in which the path integral is dominated not by instantons, but by flat connections of the COMPLEXIFIED gauge group. The theory is nontrivial on compact orientable four-manifolds with nonpositive Euler number, which are necessarily not simply connected. …

1995-06-01abs ↗pdf ↗

This is an extended write-up of a talk given in April, 1993 in honor of Raoul Bott's 70th birthday. We first illustrate how some traditional topological and geometric invariants obey ``gluing laws'' inspired by those in classical and quantum field theory. Here we discuss characteristic numbers, particularly the Euler n…

1994-06-28abs ↗pdf ↗

Hexagon grid patterns emerge from conformal isometry in grid cell neural networks.

problem Understanding the algebraic, geometric, and topological properties of grid cells.
method Investigating recurrent neural network models of grid cells, focusing on Lie group and Lie algebra representations, conformal isometry, and hexagon periodic patterns.
result Conformal isometry leads to hexagon periodic patterns in grid cell responses and accurate path integration.

We construct a gauge fixed action for topological membranes on G2G_2-manifold such that its bosonic part is the standard membrane theory in a particular gauge. We prove that quantum mechanically the path-integral in this gauge localizes on associative submanifolds. Moreover on M×S1M\times S^1 the theory naturally reduces…

2005-09-22abs ↗pdf ↗

Geometrically reformulates Cosserat solid mechanics using differential geometry.

problem Formalizing Cosserat solid mechanics in modern differential geometry.
method Formulation as a principal fibre bundle, using Cartan's magic formula, and integrating infinitesimal strains.
result Reveals strain as a Lie algebra-valued one-form and finite strain through integration.

3D BF theory on certain 3-manifolds evaluated via residues and large k limits.

problem Singular and ill-defined partition function of 3D BF theory.
method Direct evaluation of path integral for specific 3-manifolds, using residues and large k limits of Chern-Simons matrix integrals.
result 3 definitions of the integral offer insights into the sum/integral over all flat connections.

A hyperlink is a finite set of non-intersecting simple closed curves in R×R3\mathbb{R} \times \mathbb{R}^3. We compute the Wilson Loop observable using a path integral with an Einstein-Hilbert action. Using axial-gauge fixing, we can write this path integral as the limit of a sequence of Chern-Simons integrals, studied e…

2017-01-11abs ↗pdf ↗

In this paper we analytically study the problem of pricing an arithmetically averaged Asian option in the path integral formalism. By a trick about the Dirac delta function, the measure of the path integral is defined by an effective action functional whose potential term is an exponential function. This path integral …

2010-08-28abs ↗pdf ↗

Path integral method calculates PDBS option prices with time-dependent parameters.

problem Pricing proportional double-barrier step options with time-dependent interest rates and volatilities.
method Path integral method applied to a quantum mechanical analogy of barrier options.
result Derivation of pricing kernel for PDBS options with time-dependent parameters.

Derives path-integrals for superstrings on curved backgrounds using string geometry theory.

problem Calculating path-integrals for superstrings on curved backgrounds.
method Derives path-integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path-integrals for perturbative superstrings on all string backgrounds.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

Proposes Geodesic Integrated Gradients (GIG) for more accurate feature attributions in deep networks.

problem Flawed attributions using straight paths from Integrated Gradients (IG).
method Introduces a model-induced Riemannian metric and computes attributions along geodesics.
result GIG produces more faithful attributions than IG on benchmarks.

Improved path integral method for financial derivatives pricing.

problem Analytical intractability of financial derivative pricing models.
method Generalized semi-classical path integral approach to time-dependent Hamiltonians.
result Accuracy and computational efficiency of the path integral approach for derivatives pricing.

Derives path integrals for perturbative strings on various backgrounds.

problem Calculating path integrals for strings on curved backgrounds.
method Derives path integrals from string geometry theory by considering fluctuations around string backgrounds.
result Derives path integrals of all order perturbative strings on various backgrounds.

The paper analyzes how grid cells perform path integration and learns hexagon grid patterns.

problem Understanding how grid cells perform path integration calculations.
method Theoretical analysis of a general representation model of path integration by grid cells, identifying group representation and isotropic scaling conditions.
result The learned model of hexagon grid patterns is capable of accurate long distance path integration.

New topology defined from spacetime paths, reconstructing spacetime structure.

problem Reconstructing spacetime structure from path homotopy classes.
method Defining a topology on spacetime based on timelike and causal homotopy classes.
result The topology on spacetime is reconstructed from the space of homotopy classes.

We define a topological quantum membrane theory on a seven dimensional manifold of G2G_2 holonomy. We describe in detail the path integral evaluation for membrane geometries given by circle bundles over Riemann surfaces. We show that when the target space is CY3×S1CY_3\times S^1 quantum amplitudes of non-local observables …

2006-11-29abs ↗pdf ↗

We give a pragmatic/pedagogical discussion of using Euclidean path integral in asset pricing. We then illustrate the path integral approach on short-rate models. By understanding the change of path integral measure in the Vasicek/Hull-White model, we can apply the same techniques to "less-tractable" models such as the …

2014-10-07abs ↗pdf ↗

Foundation for robust finance using rough path theory.

problem Mathematical models of financial markets under Knightian uncertainty.
method Introducing Property (RIE) for càdlàg paths, proving existence of rough integrals, verifying admissibility of trading strategies.
result Existence and stability of rough path integrals for non-gradient integrands.

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

Reduces path integrals for interacting systems using dependent coordinates.

problem Reducing path integrals for systems with symmetry.
method Reduction procedure based on Wiener-type path integral, optimal nonlinear filtering, and projection of mean curvature vector field.
result Shows non-invariance of the measure in the path integral under reduction and generates the Jacobian.

In this paper, we aim to understand Residual Network (ResNet) in a scientifically sound way by providing a bridge between ResNet and Feynman path integral. In particular, we prove that the effect of residual block is equivalent to partial differential equation, and the ResNet transforming process can be equivalently co…

2019-04-16abs ↗pdf ↗