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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.

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285785113 · May 202619922001200920172026
48 results for universal index

The orbifold group of the Borromean rings with singular angle 90 degrees, UU, is a universal group, because every closed oriented 3--manifold M3M^{3} occurs as a quotient space M3=H3/GM^{3} = H^{3}/G, where GG is a finite index subgroup of UU. Therefore, an interesting, but quite difficult problem, is to classify the fin…

2007-10-31abs ↗pdf ↗

New index principle shows indistinguishability of certain knot crossings.

problem Identifying indistinguishable crossings in knot diagrams.
method Developed a universal index function on knot diagrams that respects Reidemeister moves and sign of crossings.
result Crossings of the same sign in a classical knot diagram cannot be distinguished by any inherent property.

The study shows how nonnegative Ricci curvature and metric cones imply the existence of abelian subgroups in the fundamental group of open manifolds.

problem Understanding the structure of fundamental groups of open manifolds with specific curvature properties.
method Analyzing the properties of the Riemannian universal cover and its asymptotic cones.
result The fundamental group of an open manifold with nonnegative Ricci curvature and certain geometric properties contains an abelian subgroup of finite index.

The systole function has a universal index gap on moduli spaces.

problem Understanding the index gap of systole functions on moduli spaces.
method Analyzing Morse theory properties of systole functions on moduli spaces and their compactifications.
result There exists a universal constant C>0C>0 such that any critical point in Mg,n\mathcal M_{g,n} has Morse index at least Cloglog(g+n)C\log\log(g+n).

We present a relatively detailed analysis of the persistence probability distributions in financial dynamics. Compared with the auto-correlation function, the persistence probability distributions describe dynamic correlations non-local in time. Universal and non-universal behaviors of the German DAX and Shanghai Index…

2005-11-23abs ↗pdf ↗

Study on scalar curvature bounds and manifold topological complexity.

problem Understanding the topological complexity of manifolds with scalar curvature constraints.
method Introduced a small scale index theorem to establish bounds for Gromov's simplicial norm.
result Upper bound for Gromov's simplicial norm established in terms of scalar curvature, volume, and injectivity radius.

We compute the analytic expression of the probability distributions F{AEX,+} and F{AEX,-} of the normalized positive and negative AEX (Netherlands) index daily returns r(t). Furthermore, we define the αre-scaled AEX daily index positive returns r(t)^αand negative returns (-r(t))^αthat we call, after normalization, the …

2010-04-07abs ↗pdf ↗

We revisit the cohomological index theorem for elliptic elements in the universal enveloping algebra of a Lie groupoid previously proved by the authors. We prove a Thom isomorphism for Lie algebroids which enables us to rewrite the "topological side" of the index theorem. This results in index formulae for Lie groupoid…

2013-08-01abs ↗pdf ↗

The study examines the universality of Gaussian data in high-dimensional generalized linear estimation.

problem Understanding when Gaussian data suffices for high-dimensional generalized linear estimation.
method Sharp asymptotic expressions for test and training errors in high-dimensional Gaussian mixture data with labels from a single-index model.
result The universality of Gaussian data in error estimation depends on the alignment between target weights and mixture cluster means and covariances.

In terms of the stock exchange returns, we compute the analytic expression of the probability distributions F{DAX,+} and F{DAX,-} of the normalized positive and negative DAX (Germany) index daily returns r(t). Furthermore, we define the alpha re-scaled DAX daily index positive returns r(t)^alpha and negative returns (-…

2010-04-07abs ↗pdf ↗

We decompose the twisted index obstruction θ(M)θ(M) against positive scalar curvature metrics for oriented manifolds with spin universal cover into a pairing of a twisted KK-homology with a twisted KK-theory class and prove that θ(M)θ(M) does not vanish if MM is an orientable enlargeable manifold with spin universal cov…

2011-08-18abs ↗pdf ↗

We analyze the constituents stocks of the Dow Jones Industrial Average (DJIA30) and the Standard & Poor's 100 index (S&P100) of the NYSE stock exchange market. Surprisingly, we discover the data collapse of the histograms of the DJIA30 price fluctuations and of the S&P100 price fluctuations to the universal non-paramet…

2008-10-14abs ↗pdf ↗

We investigate the Japanese personal income distribution in the high income range over the 112 years 1887-1998, and that in the middle income range over the 44 years 1955-98. It is observed that the distribution pattern of the lognormal with power law tail is the universal structure. However the indexes specifying the …

2000-11-22abs ↗pdf ↗

Italy and the Eurozone are heading in the year 2012 into a financial depression of unprecedented magnitude, with a forthcoming multitude of often contradictory public economic and financial stability emergency interventions whose ultimate endogenous and exogenous effects on public and private health spending and on the…

2012-07-26abs ↗pdf ↗
Physics of Personal Incomecond-mat.stat-mech

We report empirical studies on the personal income distribution, and clarify that the distribution pattern of the lognormal with power law tail is the universal structure. We analyze the temporal change of Pareto index and Gibrat index to investigate the change of the inequality of the income distribution. In addition …

2002-02-22abs ↗pdf ↗

The paper proves geometric rigidity using harmonic twisted spinors and scalar curvature comparison.

problem Proving geometric rigidity for closed Riemannian spin manifolds with specific properties.
method Using Gromov's exact-lift two-form method and harmonic spinors to analyze scalar curvature.
result The original metric is Einstein, and the universal cover is real hyperbolic in the positive-spectrum case.

We define combinatorial invariants of Legendrian and transverse links in universally tight lens spaces using grid diagrams, generalizing [OST08] and prove that they are equivalent to the invariants defined in [BVVV13] and [LOSS09]. We use these combinatorial invariants to characterize index one grid diagrams for knots …

2018-09-19abs ↗pdf ↗

We compute the analytic expression of the probability distributions F{FTSE100,+} and F{FTSE100,-} of the normalized positive and negative FTSE100 (UK) index daily returns r(t). Furthermore, we define the alpha re-scaled FTSE100 daily index positive returns r(t)^alpha and negative returns (-r(t))^alpha that we call, aft…

2010-04-07abs ↗pdf ↗

One of the principal statistical features characterizing the activity in financial markets is the distribution of fluctuations in market indicators such as the index. While the developed stock markets, e.g., the New York Stock Exchange (NYSE) have been found to show heavy-tailed return distribution with a characteristi…

2006-07-03abs ↗pdf ↗

The paper shows that for Coxeter groups, the commensurator of outer automorphisms is rigid.

problem The rigidity of commensurator of outer automorphisms of Coxeter groups.
method Study of the abstract commensurator of the outer automorphism group of a universal Coxeter group.
result For n5n \geq 5, the natural map is an isomorphism and every isomorphism between finite index subgroups is conjugation.

We derive the quantum Teichmüller space, previously constructed by Kashaev and by Fock and Chekhov, from tensor products of a single canonical representation of the modular double of the quantum plane. We show that the quantum dilogarithm function appears naturally in the decomposition of the tensor square, the quantum…

2010-06-19abs ↗pdf ↗

We construct eta- and rho-invariants for Dirac operators, on the universal covering of a closed manifold, that are invariant under the projective action associated to a 2-cocycle of the fundamental group. We prove an Atiyah-Patodi-Singer index theorem in this setting, as well as its higher generalization. Applications …

2013-12-22abs ↗pdf ↗

In this paper we discuss the index problem for geometric differential operators (Spin-Dirac operator, Gauß-Bonnet operator, Signature operator) on manifolds with metric horns. On singular manifolds these operators in general do not have unique closed extensions. But there always exist two extremal extensions DminD_{min}

1996-09-24abs ↗pdf ↗

Affirmative answer to splitting question for open manifolds with nonnegative Ricci curvature and linear volume growth.

problem Understanding the structure of universal covers of open manifolds with nonnegative Ricci curvature and linear volume growth.
method Proving the universal cover splits off an isometric R\mathbb{R}-factor.
result If an open manifold with nonnegative Ricci curvature has linear volume growth, its universal cover is isometric to a metric product RkimesN\mathbb{R}^k imes N.

The goal of this paper is to apply the universal gerbe of \cite{CMi1} and \cite{CMi2} to give an alternative, simple and more unified view of the relationship between index theory and gerbes. We discuss determinant bundle gerbes \cite{CMMi1} and the index gerbe of \cite{L} for the case of families of Dirac operators on…

2004-07-14abs ↗pdf ↗

In a previous paper, we showed nonvaninishing of the universal index elements in the K-theory of the maximal C*-algebras of the fundamental groups of enlargeable spin manifolds. The underlying notion of enlargeability was the one from the first relevant paper of Gromov and Lawson, involving contracting maps defined on …

2006-04-25abs ↗pdf ↗

Let D\mathcal{D} be a Hermitian symmetric space of tube type, and let SS be its Shilov boundary. We give a realization of the universal covering S~\widetilde{S} of SS. Then we describe on S~\widetilde{S} a primitive for the generalized Maslov cocycle as defined in [{\it Transform. Groups} {\bf 6} (2001), 303-320] an…

2004-03-21abs ↗pdf ↗

Stochastic gradient descent converges to universal limits in high dimensions.

problem Statistical tasks in high dimensions with specific data projections.
method Stochastic gradient descent applied to mixture distributions, proving universality of limits.
result The ODE limits are universal for mixtures of arbitrary product distributions.

This paper explores using SSIM for better image generation in generative models.

problem Improving perceptual quality in generated images using 2\ell_2 norm.
method Theoretical discussion and practical implementation of SSIM in generative models and autoencoders.
result SSIM can be used in generative models and autoencoders to generate better images.

The study constructs a dense orbit in the universal commensurability augmented Teichmüller space.

problem Understanding the dense orbit in the universal commensurability augmented Teichmüller space.
method Using isometric embeddings and directed limits of augmented Teichmüller and moduli spaces.
result The action of the universal commensurability modular group on the universal commensurability augmented Teichmüller space produces a dense orbit.