Research
On-device research index

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.

169,291 papers · 148 categories

Trend · papers per month

144288432576 · Jun 202019922001200920182026
48 results for two filtrations

Extends FTAP to large financial markets with two filtrations.

problem Modeling asset pricing in complex financial markets.
method Generalizes FTAP to continuous time, large markets with two filtrations, without assuming specific properties of price processes.
result A simplified version of FTAP for large financial markets with two filtrations.

A new filtration of the spaces of tri-/univalent graphs B_m^u that occur in the theory of finite-type invariants of knots and 3-manifolds is introduced. Combining the results of the two preceding articles, the quotients of this filtration are modeled by spaces of graphs with two types of edges and four types of vertice…

2003-01-03abs ↗pdf ↗

We consider two mod-p central series of the free group given by Stallings and Zassenhaus. Applying these series to definitions of Dennis Johnson's filtration of the mapping class group we obtain two mod-p Johnson filtrations. Further, we adapt the definition of the Johnson homomorphisms to obtain mod-p Johnson homomorp…

2014-02-18abs ↗pdf ↗

In sequential anytime-valid inference, any admissible procedure must be based on e-processes: generalizations of test martingales that quantify the accumulated evidence against a composite null hypothesis at any stopping time. This paper proposes a method for combining e-processes constructed in different filtrations b…

2024-02-15abs ↗pdf ↗

Defines a filtration on variational bicomplex for concise functional form conditions.

problem Expressing functional form vanishing conditions concisely.
method Introduces a filtration on the variational bicomplex and studies its properties.
result Graded components of the filtration inherit module structures, simplifying functional form conditions.

The paper studies new filtrations and homomorphisms related to mapping class groups and 3-manifold invariants.

problem Exploring new filtrations and homomorphisms in mapping class groups.
method Investigates a new filtration introduced by Habiro and Massuyeau, compares it with existing filtrations, and connects it to the LMO functor.
result Alternative Johnson homomorphisms can be read in the tree reduction of the LMO functor.

We show that the Artin representation on concordance classes of string links induces a well-defined epimorphism modulo order n twisted Whitney tower concordance, and that the kernel of this map is generated by band sums of iterated Bing-doubles of any string knot with nonzero Arf invariant. We also continue J. Levine's…

2012-02-12abs ↗pdf ↗

Identifies filtration in Lagrangian fibrations to monodromy weight filtration in degenerations.

problem Understanding the relationship between Lagrangian fibrations and degenerations of hyper-Kähler manifolds.
method Identifies and compares perverse filtration with monodromy weight filtration.
result Identifies the perverse filtration of a Lagrangian fibration with the monodromy weight filtration of a degeneration.

An algorithm preserves topological features in dimensionality reduction.

problem Preserving topological features in dimensionality reduction.
method Simulated annealing for finding a linear projection preserving persistent homology.
result Measures of topological equivalence between filtrations.

This paper gives an exposition of relative weight filtrations on completions of mapping class groups associated to a stable degeneration of marked genus g curves. These relative weight filtrations have been constructed using Galois theory (with Matsumoto) and Hodge theory (with Pearlstein and Terasoma). It is shown tha…

2008-02-06abs ↗pdf ↗

A new method for optimal filtration learning in time-series data analysis.

problem Finding an optimal filtration for analyzing topological properties of discrete data.
method Formulated an optimization problem and proposed an algorithm for solving it.
result Derivation of the exact formula of the gradient of the loss function with respect to filtration parameters.

We introduce several families of filtrations on the space of vector bundles over a smooth projective variety. These filtrations are defined using the large k asymptotics of the kernel of the Dolbeault Dirac operator on a bundle twisted by the kth power of an ample line bundle. The filtrations measure the failure of the…

2011-11-02abs ↗pdf ↗

Counterexample disproves conjecture about Fano varieties with non-reductive automorphisms.

problem Disproving the conjecture about Loewy filtrations destabilizing non-reductive Fano varieties.
method Constructing a counterexample to the Loewy filtration conjecture.
result Found a Fano variety with non-reductive automorphism group that does not destabilize Loewy filtration.

Toeplitz operators linked to submultiplicative filtrations and weighted Bergman kernels.

problem Analyzing the asymptotics of weighted Bergman kernels for submultiplicative filtrations.
method Demonstrated that weight operator is a Toeplitz operator; analyzed asymptotics of weighted Bergman kernels.
result Local refinement of convergence of jumping measures towards geodesic ray pushforward measure.

Ricci-Filtration enhances retrieval-augmented generation rerankers for query-answer tasks by using discrete Ricci flow on graphs.

problem Improving retrieval-augmented generation rerankers for query-answer tasks.
method Discrete Ricci flow on graphs to evaluate structural importance of chunks.
result Ricci-Filtration outperforms baseline methods in accuracy, precision, recall, and F1 scores.

Study shows mapping class group actions on configuration spaces are trivial for specific stages.

problem Understanding the Johnson filtration on configuration spaces of surfaces.
method Analyzing the action of mapping class groups on homology groups.
result Trivial action of Johnson filtration stages on specific homology groups.

A knot in the 3-sphere is called doubly slice if it is a slice of an unknotted 2-sphere in the 4-sphere. We give a bi-sequence of new obstructions for a knot being doubly slice. We construct it following the idea of Cochran-Orr-Teichner's filtration of the classical knot concordance group. This yields a bi-filtration o…

2004-11-06abs ↗pdf ↗

Study shows infinite rank in bipolar filtration of topologically slice knots.

problem Understanding deeper structures in the smooth concordance group of topologically slice knots.
method Used higher order amenable Cheeger-Gromov L2L^2 ρρ-invariants and infinitely many Heegaard Floer correction term dd-invariants.
result Graded quotient of bipolar filtration has infinite rank at each stage greater than one.

We study knots of order 2 in the grope filtration $\{\G_h\}$ and the solvable filtration $\{\F_h\}$ of the knot concordance group. We show that, for any integer n4n\ge4, there are knots generating a Z2\Z_2^\infty subgroup of $\G_n/\G_{n.5}$. Considering the solvable filtration, our knots generate a Z2\Z_2^\infty subgro…

2015-02-16abs ↗pdf ↗

Proves finite generation of Johnson filtrations terms in mapping class groups and automorphism groups.

problem Finite generation of Johnson filtrations terms in mapping class groups and automorphism groups.
method Proves finite generation of terms in lower central series and Johnson filtrations of Torelli subgroups.
result Proves every term of the lower central series and Johnson filtrations of Torelli subgroups are finitely generated in a stable range.

We show that only finitely many links in a closed 3-manifold share the same complement, up to twists along discs and annuli. Using the same techniques, we prove that by adding 2-handles on the same link we get only finitely many smooth cobordisms between two given closed 3-manifolds. As a consequence, there are finitel…

2004-12-28abs ↗pdf ↗

The knot Floer complex and the concordance invariant ε\varepsilon can be used to define a filtration on the smooth concordance group. We exhibit an ordered subset of this filtration that is isomorphic to N×N\mathbb{N} \times \mathbb{N} and consists of topologically slice knots.

2013-09-08abs ↗pdf ↗

The knot Floer complex together with the associated concordance invariant epsilon can be used to define a filtration on the smooth concordance group. We show that the indexing set of this filtration contains the natural numbers cross the integers as an ordered subset.

2012-10-15abs ↗pdf ↗

The paper confirms a conjecture about optimal expected utility in markets with insider information.

problem Optimal expected utility in markets with insider information.
method An extension of the Black-Scholes-Merton model with a sequence of discrete-time economies.
result Optimal expected utility converges to the classic model when conditions are met.

We show, finitely generated rational VICQ\mathsf{VIC}_{\mathbb Q}-modules and SIQ\mathsf{SI}_{\mathbb Q}-modules are uniformly representation stable and all their submodules are finitely generated. We use this to prove two conjectures of Church and Farb, which state that the quotients of the lower central series of the To…

2016-08-23abs ↗pdf ↗

The paper develops a new theory of double Johnson filtrations for mapping class groups.

problem Understanding the structure of mapping class groups using filtrations.
method Developed a general theory of Johnson filtrations and homomorphisms for groups acting on filtered groups, specializing to mapping class groups.
result Obtained a theory of double Johnson filtrations and homomorphisms for mapping class groups of surfaces with one boundary component.

We study in this paper, the existence of tree types of filtrations of the space Dλμ(R2l+1n)\mathcal{D}_{λμ}(\R^{2l+1|n}) of differential operators on the superspaces R2l+1n\R^{2l+1|n} endowed with the standard contact structure αα. On this space Dλμ(R2l+1n)\mathcal{D}_{λμ}(\R^{2l+1|n}), we have the first filtration called canonical and bec…

2016-08-08abs ↗pdf ↗

We introduce a notion of intrinsic linking and knotting for virtual spatial graphs. Our theory gives two filtrations of the set of all graphs, allowing us to measure, in a sense, how intrinsically linked or knotted a graph is; we show that these filtrations are descending and non-terminating. We also provide several ex…

2006-06-09abs ↗pdf ↗

We define a filtration on the vector space spanned by Seifert matrices of knots related to Vassiliev's filtration on the space of knots. Further we show that the invariants of knots derived from the filtration can be expressed by coefficients of the Alexander polynomial.

1999-03-12abs ↗pdf ↗

We define a filtration of the smooth concordance group based on the genus of representative knots. We use the Heegaard Floer epsilon and Upsilon invariants to prove the quotient groups with respect to this filtration are infinitely generated. Results are applied to three infinite families of topologically slice knots.

2015-06-08abs ↗pdf ↗

New invariants of homology spheres derived from Torelli group and Johnson kernel.

problem Determining new rational differences between filtrations of the Torelli group.
method Analyzing the Johnson filtration and the lower central series, proving no other rational difference up to degree 6.
result Explicit computation of H1(Kg;Q)H_1(\mathcal{K}_g;\mathbb{Q}) and expression of finite type rational invariants of homology 3-spheres.

Study shows knots in homology spheres can be equivalent to knots in 3-sphere after any filtration step.

problem Detecting knots in homology spheres using the solvable filtration.
method Proved that for any knot in a homology sphere, there exists a knot in the 3-sphere equivalent modulo any term of the solvable filtration.
result Knots in homology spheres can be equivalent to knots in 3-sphere after any filtration step.