English
Related papers

Related papers: No-Arbitrage Symmetries

200 papers

The aim of this paper is to propose a criterion of spontaneous symmetry breaking that makes reference to the properties of pure phases defined by a translationally invariant state. By avoiding any reference to the ground state, at the basis…

Statistical Mechanics · Physics 2020-07-08 Carlo Heissenberg , Franco Strocchi

Any representation of data involves arbitrary investigator choices. Because those choices are external to the data-generating process, each choice leads to an exact symmetry, corresponding to the group of transformations that takes one…

Machine Learning · Statistics 2023-06-29 Soledad Villar , David W. Hogg , Weichi Yao , George A. Kevrekidis , Bernhard Schölkopf

Area-preserving nontwist maps locally violate the twist condition, giving rise to shearless curves. Nontwist systems appear in different physical contexts, such as plasma physics, climate physics, classical mechanics, etc. Generic…

Computational Physics · Physics 2025-01-15 Marcos V. de Moraes , Iberê L. Caldas , Yves Elskens

A fundamental tenet of gauge theory is that physical quantities should be gauge-invariant. This prompts the question: can gauge symmetries have physical significance? On one hand, the Noether theorems relate conserved charges to symmetries,…

History and Philosophy of Physics · Physics 2021-10-15 Henrique Gomes

We study the mechanism design problem of allocating a set of indivisible items without monetary transfers. Despite the vast literature on this very standard model, it still remains unclear how do truthful mechanisms look like. We focus on…

Computer Science and Game Theory · Computer Science 2017-05-31 Georgios Amanatidis , Georgios Birmpas , George Christodoulou , Evangelos Markakis

Invariant manifolds provide the geometric structures for describing and understanding dynamics of nonlinear systems. The theory of invariant manifolds for both finite and infinite dimensional autonomous deterministic systems, and for…

Dynamical Systems · Mathematics 2007-05-23 Jinqiao Duan , Kening Lu , Bjoern Schmalfuss

Motivated by recent discussions of fractons, we explore nonrelativistic field theories with a continuous global symmetry, whose charge is a spatial vector. We present several such symmetries and demonstrate them in concrete examples. They…

Strongly Correlated Electrons · Physics 2020-04-08 Nathan Seiberg

Physics takes for granted that interacting physical systems with no common history are independent, before their interaction. This principle is time-asymmetric, for no such restriction applies to systems with no common future, after an…

Quantum Physics · Physics 2007-05-23 Huw Price

In the framework of noncommutative geometry we describe spinor fields with nonvanishing winding number on a truncated (fuzzy) sphere. The corresponding field theory actions conserve all basic symmetries of the standard commutative version…

High Energy Physics - Theory · Physics 2009-10-28 H. Grosse , C. Klimcik , P. Presnajder

We consider Noether symmetries within Hamiltonian setting as transformations that preserve Poincar\'e-Cartan form, i.e., as symmetries of characteristic line bundles of nondegenerate 1-forms. In the case when the Poincar\'e-Cartan form is…

Mathematical Physics · Physics 2016-08-30 Bozidar Jovanovic

We show that a trader, who starts with no initial wealth and is not allowed to borrow money or short sell assets, is theoretically able to attain positive wealth by continuous trading, provided that she has perfect foresight of future asset…

Mathematical Finance · Quantitative Finance 2017-05-16 Jani Lukkarinen , Mikko S. Pakkanen

In this paper we classify invariant noncommutative connections in the framework of the algebra of endomorphisms of a complex vector bundle. It has been proven previously that this noncommutative algebra generalizes in a natural way the…

Mathematical Physics · Physics 2009-11-10 Thierry Masson , Emmanuel Serie

This thesis is dedicated to the study of symmetries in reduced models of gravity, with some frozen degrees of freedom. We focus on the minisuperspace reduction whith a finite number of degrees of freedom. Minisuperspaces are treated as…

General Relativity and Quantum Cosmology · Physics 2022-11-10 Francesco Sartini

Geometric phases describe how in a continuous-time dynamical system the displacement of a variable (called phase variable) can be related to other variables (shape variables) undergoing a cyclic motion, according to an area rule. The aim of…

Trading and Market Microstructure · Quantitative Finance 2017-06-27 Claudio Altafini

Spacetime geometry is twisted (deformed) into noncommutative spacetime geometry, where functions and tensors are now star-multiplied. Consistently, spacetime diffeomorhisms are twisted into noncommutative diffeomorphisms. Their deformed Lie…

High Energy Physics - Theory · Physics 2016-09-06 Paolo Aschieri

In the econometrics of financial time series, it is customary to take some parametric model for the data, and then estimate the parameters from historical data. This approach suffers from several problems. Firstly, how is estimation error…

Computational Finance · Quantitative Finance 2014-01-23 M. Duembgen , L. C. G. Rogers

We propose to extend ``invertibility'' to ``regularity'' for categories in general abstract algebraic manner. Higher regularity conditions and ``semicommutative'' diagrams are introduced. Distinction between commutative and…

Mathematical Physics · Physics 2007-05-23 Steven Duplij , Wladyslaw Marcinek

We define and study a model of winding for non-colliding particles in finite trees. We prove that the asymptotic behavior of this statistic satisfies a central limiting theorem, analogous to similar results on winding of bounded particles…

Combinatorics · Mathematics 2020-04-03 David A. Levin , Eric Ramos , Benjamin Young

We give a brief summary of the formalism of invariants in general scalar-tensor and multiscalar-tensor gravities without derivative couplings. By rescaling of the metric and reparametrization of the scalar fields, the theory can be…

General Relativity and Quantum Cosmology · Physics 2016-01-01 Laur Jarv , Piret Kuusk , Margus Saal , Ott Vilson

The discovery of physical laws consistent with empirical observations lies at the heart of (applied) science and engineering. These laws typically take the form of nonlinear differential equations depending on parameters, dynamical systems…

Pattern Formation and Solitons · Physics 2016-12-13 Or Yair , Ronen Talmon , Ronald R. Coifman , Ioannis G. Kevrekidis