2 papers
q-fin.MF2026
Martingale Cohomology, Holonomy, and Homological Arbitrage
Takanori Adachi
We introduce a transport cohomological framework for categorical filtrations. Given a contravariant filtration on a small category \(\mathcal T\…
q-fin.MF2026
Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets
Takanori Adachi, Keisuke Hara
We introduce a simplicial and categorical formulation of Aharonov--Bohm (AB) type arbitrage in filtered market systems. Given a filtration modeled as a contravariant functor $F : \…