arXiv research

Defines special Joyce structures for ASK manifolds encoding real HK structures.

In May 2015, a conference entitled "Groups, Geometry, and 3-manifolds" was held at the University of California, Berkeley. The organizers asked participants to suggest problems and open questions, related in some way to the subject of the conference. These have been collected here, roughly divided by topic. The name (o…

To a hyperbolic manifold one can associate a canonical projective structure and ask whether it can be deformed or not. In a cusped manifold, one can ask about the existence of deformations that are trivial on the boundary. We prove that if the canonical projective structure of a cusped manifold is infinitesimally proje…

The resolved conifold geometry is linked to a special Kähler manifold and an instanton-corrected hyperkähler manifold.

A new relaxed framework for pricing illiquid derivatives using bid-ask spreads.

In his 1974 thesis, Martin Scharlemann constructed a fake homotopy equivalence from a closed smooth manifold f:Q -> S^3 x S^1 # S^2 x S^2 and asked whether the manifold Q itself is diffeomorphic to S^3 x S^1 # S^2 x S^2. Here we answer this question affirmatively.

In this paper a finite discrete time market with an arbitrary state space and bid-ask spreads is considered. The notion of an equivalent bid-ask martingale measure (EBAMM) is introduced and the fundamental theorem of asset pricing is proved using (EBAMM) as an equivalent condition for no-arbitrage. The Cox-Ross-Rubinst…

Model predicts bid and ask price dynamics with spread-dependent intensities.

Paper uses reinforcement learning to optimize bid-ask spreads in OTC markets.

In its most general form, the recognition problem in Riemannian geometry asks for the identification of an unknown Riemannian manifold via measurements of metric invariants on the manifold. We introduce a new infinite sequence of invariants, the first term of which is the usual diameter, and illustrate the role of thes…

New manifolds with negative curvature limit to one with negative curvature.

We introduce, in continuous time, an axiomatic approach to assign to any financial position a dynamic ask (resp. bid) price process. Taking into account both transaction costs and liquidity risk this leads to the convexity (resp. concavity) of the ask (resp. bid) price. Time consistency is a crucial property for dynami…

An old problem asks whether a Riemannian manifold can be isospectral to a Riemannian orbifold with nontrivial singular set. In this short note we show that under the assumption of Schanuel's conjecture in transcendental number theory, this is impossible whenever the orbifold and manifold in question are length-commensu…

Confirming operator characterization on smooth manifolds.

We present the Round Handle Problem, proposed by Freedman and Krushkal. It asks whether a collection of links, which contains the Generalised Borromean Rings, are slice in a 4-manifold R constructed from adding round handles to the four ball. A negative answer would contradict the union of the surgery conjecture and th…

Study on Einstein manifolds with specific properties.

In this note, we answer positively a question by Belegradek and Kapovitch about the relation between rational homotopy theory and a problem in Riemannian geometry which asks that total spaces of which vector bundles over compact nonnegative curved manifolds admit (complete) metrics with nonnegative curvature.

In this paper we provide the classification of tight contact structures on some small Seifert fibered manifolds. As an application of this classification, combined with work of Lekili in \cite{L2010}, we obtain infinitely many counterexamples to a question of Honda-Kazez-Matić that asks whether a right-veering, non-des…

Using 4-dimensional arithmetic hyperbolic manifolds, we construct some new homological quantum error correcting codes. They are LDPC codes with linear rate and distance $n^ε$. Their rate is evaluated via Euler characteristic arguments and their distance using $\mathbb{Z}_2$-systolic geometry. This construction answers …

A well-known question asks whether any two non-isometric finite volume hyperbolic 3-manifolds are distinguished from each other by the finite quotients of their fundamental groups. At present, this has been proved only when one of the manifolds is a once-punctured torus bundle over the circle. We give substantial compu…

In the literature, there are two different versions of Hard Lefschetz theorems for a compact Sasakian manifold. The first version, due to Kacimi-Alaoui, asserts that the basic cohomology of a compact Sasakian manifold satisfies the transverse Lefschetz property. The second version, established far more recently by Capp…

Given a manifold M, it is natural to ask in how many ways it fibers (we mean fibering in a general way, where the base might be an orbifold -- this could be described as Seifert fibering)There are group-theoretic obstructions to the existence of even one fibering, and in some cases (such as Kahler manifolds or three-di…

Gromov showed that there is an upper bound on the Betti numbers of all closed Riemannian n-manifolds of nonnegative sectional curvature. Grove asked whether such manifolds (if simply connected) fall into only finitely many rational homotopy types. We give a negative answer, in fact in dimension 6, which is the smallest…

Holomorphic connections on Calabi-Yau manifolds are flat.

We explore nature of price formation in financial markets and develop a theory of bid and ask price dynamics in which the two prices form due to quantum-chaotic interaction between buy and sell orders. In this model bid and ask prices are represented by eigenvalues of a 2x2 price operator corresponding to 'bid' and 'as…

In the mid eighties Goldman proved an embedded curve could be isotoped to not intersect a closed geodesic if and only if their Lie bracket (as defined in that work) vanished. Goldman asked for a topological proof and about extensions of the conclusion to curves with self-intersection. Turaev, in the late eighties, aske…

In this work we ask when a group is a 3-manifold group, or more specifically, when does a group presentation come naturally from a Heegaard diagram for a 3-manifold? We will give some conditions for partial answers to this form of the Isomorphism Problem by addressing how the presentation associated to a diagram for a …

In this paper we study the adaptive learnability of decision trees of depth at most $d$ from membership queries. This has many applications in automated scientific discovery such as drugs development and software update problem. Feldman solves the problem in a randomized polynomial time algorithm that asks $\tilde O(2^…

Microstructure of market dynamics is studied through analysis of tick price data. Linear trend is introduced as a tool for such analysis. Trend arbitrage inequality is developed and tested. The inequality sets limiting relationship between trend, bid-ask spread, market reaction and average update frequency of price inf…

Develops a model for bid and ask prices using stochastic control.

Given a Hermitian manifold $(M^n,g)$, the Gauduchon connections are the one parameter family of Hermitian connections joining the Chern connection and the Bismut connection. We will call $\nabla^s = (1-\frac{s}{2})\nabla^c + \frac{s}{2}\nabla^b$ the $s$-Gauduchon connection of $M$, where $\nabla^c$ and $\nabla^b$ are r…

We compute the Minimal Entropy of every closed, orientable $3$-manifold, showing that its cube equals the sum of the cubes of the minimal entropies of each hyperbolic component arising from the $JSJ$ decomposition of each prime summand. As a consequence we show that the cube of the Minimal Entropy is additive with resp…

A new method calculates implied volatilities without using option prices.

In this paper we present a theoretical framework for determining dynamic ask and bid prices of derivatives using the theory of dynamic coherent acceptability indices in discrete time. We prove a version of the First Fundamental Theorem of Asset Pricing using the dynamic coherent risk measures. We introduce the dynamic …

We investigate the geometry of word metrics on fundamental groups of manifolds associated with the generating sets consisting of elements represented by closed geodesics. We ask whether the diameter of such a metric is finite or infinite. The first answer we interpret as an abundance of closed geodesics, while the seco…

In the domain of the so called Econophysics some attempts already have been made for applying the theory of Thermodynamics and Statistical Mechanics to economics and financial markets. In this paper a similar approach is made from a different perspective, trying to model the limit order book and price formation process…

A venerable problem in combinatorics and geometry asks whether a given incidence relation may be realized by a configuration of points and lines. The classic version of this would ask for algebraic lines over some field or possibly real pseudolines: embedded circles (isotopic to $RP^1$) in the real projective plane. In…

The spherical manifold realization problem asks which spherical three-manifolds arise from surgeries on knots in $S^3$. In recent years, the realization problem for C, T, O, and I-type spherical manifolds has been solved, leaving the D-type manifolds (also known as the prism manifolds) as the only remaining case. Every…

The Hitchin-Kobayashi correspondence for vector bundles, established by Donaldson, Kobayashi, Luebke, Uhlenbeck and Yau, states that an indecomposable holomorphic vector bundle over a compact Kaehler manifold is stable in the sense of Takemoto-Mumford if and only if the vector bundle admits a Hermitian-Einstein metric.…

Paper answers Jin and Rubinstein's question about Fano manifolds.

We study the realization problem which asks if a given oriented link in an open 3-manifold can be realized as a fiber of a submersion to the Euclidean plane. We correct the results obtained before by the author which contains an error and certain imperfection, and investigate a necessary and sufficient condition for th…

We study orbital functions associated to finitely generated geometrically infinite Kleinian groups acting on the hyperbolic space $\mathbb{H}^3$, developing a new method based on the use of the Brownian motion. On the way, we give some estimates of the orbital function associated to nilpotent covers of compact hyperbol…

New examples show non-abelian fundamental groups for positive Ricci curvature manifolds.

The paper proposes estimators for bid-ask spreads with and without serial dependence.

A new model predicts bid-ask spread dynamics in financial markets.

The paper shows how to calculate risk-neutral default probabilities from bid and ask CDS quotes.

In corporate bond markets, which are mainly OTC markets, market makers play a central role by providing bid and ask prices for a large number of bonds to asset managers from all around the globe. Determining the optimal bid and ask quotes that a market maker should set for a given universe of bonds is a complex task. U…

Researchers solved a complex problem for a specific type of 4-manifolds.