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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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48 results for Agol's announcement

This paper connects veering triangulations to pseudo-Anosov flows on 3-manifolds.

problem Understanding the dynamics of pseudo-Anosov flows on 3-manifolds.
method Building a dictionary between veering triangulations and pseudo-Anosov flows, using canonical circular orders and link spaces.
result A bijection between veering triangulations and pseudo-Anosov flows on 3-manifolds is established.

Agol proved that hyperbolic cubulated groups are virtually special. The aim of these notes is to make the proof accessible to a wider audience; we retain the underlying ideas and constructions of Agol, but substantially change or add to many parts of the argument to give a more transparent and detailed account.

2019-05-15abs ↗pdf ↗

Buser's inequality gives an upper bound on the first non-zero eigenvalue of the Laplacian of a closed manifold M in terms of the Cheeger constant h(M). Agol later gave a quantitative improvement of Buser's inequality. Agol's result is less transparent since it is given implicitly by a set of equations, one of which is …

2013-08-27abs ↗pdf ↗

In 2007 Agol showed that if N is an aspherical compact 3-manifold with empty or toroidal boundary such that its fundamental group is virtually RFRS, then NN is virtually fibered. We give a largely self-contained proof of Agol's theorem using complexities of sutured manifolds.

2012-10-17abs ↗pdf ↗

Investor emotions predict earnings announcements, but excitement lowers returns.

problem The impact of investor emotions on earnings announcements and their returns.
method Social media data analysis over a decade to test the relationship between investor emotions and earnings announcements.
result Excitement about earnings announcements is associated with lower announcement returns.

Agol recently introduced the concept of a veering taut triangulation, which is a taut triangulation with some extra combinatorial structure. We define the weaker notion of a "veering triangulation" and use it to show that all veering triangulations admit strict angle structures. We also answer a question of Agol, givin…

2010-11-16abs ↗pdf ↗

This study examines how earnings announcements affect option volatility and pricing.

problem The impact of earnings announcements on option volatility and pricing.
method Analysis of extremely short-term options data to study bimodality and concavity in IV curves.
result Investors pay a premium to hedge against extreme volatility during earnings announcements in the presence of concave IV smiles.

The study classifies policy announcements' impact on stock market volatility.

problem Evaluating the impact of Central Bank announcements on stock market volatility.
method Proposed a model-based classification method using Markov Switching dynamics and Multiplicative Error Model.
result Successful classification of 144 European Central Bank announcements on stock market volatility.

Predicts stock price changes based on clinical trial announcements.

problem Forecasting the impact of clinical trial results on pharma stock prices.
method BERT for sentiment analysis, Temporal Fusion Transformer for forecasting, graph convolution network for event relationships, gradient boosting for price change prediction.
result Identifies two crucial factors: drug portfolio size and network effect of related events.

Media tone around earnings announcements predicts stock returns.

problem Determining if media tone around earnings announcements provides useful information for stock prices.
method Conducted an event study on media tone around earnings announcements for nonfinancial S&P 500 firms.
result Media tone around earnings announcements predicts abnormal stock returns.

Recently, Ian Agol introduced a class of "veering" ideal triangulations for mapping tori of pseudo-Anosov homeomorphisms of surfaces punctured along the singular points. These triangulations have very special combinatorial properties, and Agol asked if these are "geometric", i.e. realised in the complete hyperbolic met…

2014-06-25abs ↗pdf ↗

The above title is the same, but with "semisimple" instead of "simple," as that of a notice by N. Kowalsky. There, she announced many theorems on the subject of actions of simple Lie groups preserving a Lorentz structure. Unfortunately, she published proofs for essentially only half of the announced results before her …

2006-01-09abs ↗pdf ↗

This study analyzes how the Indian stock market reacts to budget announcements using fractal methods.

problem Understanding the impact of Union Budget announcements on the Indian stock market.
method Utilizes fractal interpolation function and fractal dimensional analysis to study the NIFTY50 index over -15 to +15 days post-budget day.
result The budget announcements significantly affect the Indian stock market, as evidenced by average abnormal return and cumulative abnormal return.

We study an option pricing framework that accounts for the price impact of an earnings announcement (EA), and analyze the behavior of the implied volatility surface prior to the event. On the announcement date, we incorporate a random jump to the stock price to represent the shock due to earnings. We consider different…

2014-12-29abs ↗pdf ↗

We summarize properties of 3-manifold groups, with a particular focus on the consequences of the recent results of Ian Agol, Jeremy Kahn, Vladimir Markovic and Dani Wise.

2012-05-01abs ↗pdf ↗

This thesis identifies share buybacks and predicts their impact on stock performance.

problem Recognizing and predicting the impact of share buybacks on stock performance.
method NLP approaches for automated detection of share buybacks, machine learning models for prediction.
result Most companies underperform after a share buyback, but some significantly outperform.

Considered an important macroeconomic indicator, the Purchasing Managers' Index (PMI) on Manufacturing generally assumes that PMI announcements will produce an impact on stock markets. International experience suggests that stock markets react to negative PMI news. In this research, we empirically investigate the stock…

2018-06-12abs ↗pdf ↗

Study predicts stock price direction on earnings announcement days using multi-modal deep learning.

problem Predicting stock price movements during earnings announcements is challenging due to market noise and discontinuities.
method Constructed a multi-modal feature space combining fundamental metrics, technical indicators, and sentiment scores from financial news articles. Evaluated LSTM and Transformer models against a baseline.
result Transformer model outperforms LSTM in identifying volatile movements, achieving higher macro F1-score.

Study finds financial YouTube channel 3PROTV predicts stock market performance and sentiment changes.

problem Determining the informational value of financial YouTube channels.
method Analyzing 3PROTV's content and its impact on stock market performance and sentiment.
result 3PROTV's content, particularly negative sentiment, predicts stock market performance and sentiment changes.

New framework predicts earnings announcements using press release content, surpassing earnings surprises.

problem Predicting stock returns based on earnings press releases.
method Compared traditional and BERT-based embeddings of press releases, finding content as informative as earnings surprises.
result FinBERT yields highest predictive power for earnings announcement returns.

We construct a locally hyperbolic 3-manifold MM_\infty such that π1(M)π_ 1(M_\infty) has no divisible subgroup. We then show that MM_\infty is not homeomorphic to any complete hyperbolic manifold. This answers a question of Agol [DHM06,Mar07].

2017-11-30abs ↗pdf ↗

We prove that the three-sphere recognition problem lies in the complexity class NP. Our work relies on Thompson's original proof that the problem is decidable [Math. Res. Let., 1994], Casson's version of her algorithm, and recent results of Agol, Hass, and Thurston [ArXiv, 2002].

2004-07-05abs ↗pdf ↗

This paper quantifies the impact of Dow Jones Sustainability Index listing on stock returns.

problem Measuring the impact of listing on the Dow Jones Sustainability Index.
method A matching portfolio approach to analyze pre- and post-listing returns.
result Cumulative abnormal returns are significantly positive in the weeks leading to the official announcement.

Marden's Tameness Conjecture predicts that every hyperbolic 3-manifold with finitely generated fundamental group is homeomorphic to the interior of a compact 3-manifold. It was recently established by Agol and Calegari-Gabai. We will survey the history of work on this conjecture and discuss its many applications.

2010-07-31abs ↗pdf ↗

This paper is a follow-up to our joint paper with I. Agol, P. Storm and K. Whyte "Finiteness of arithmetic hyperbolic reflection groups". The main purpose is to investigate the effective side of the method developed there and its possible application to the problem of classification of arithmetic hyperbolic reflection …

2010-08-05abs ↗pdf ↗

The purpose of this note is to announce complete answers to the following questions. (1) For an essential simple loop on a 2-bridge sphere in a 2-bridge link complement, when is it null-homotopic in the link complement? (2) For two distinct essential simple loops on a 2-bridge sphere in a 2-bridge link complement, when…

2011-04-18abs ↗pdf ↗

The study reveals distinct patterns in retail investors' holding periods affecting stock returns.

problem Understanding the impact of retail investors' investment horizons on stock returns.
method Using self-reported holding periods from StockTwits, the study categorizes retail investors into long-horizon and short-horizon groups and analyzes their return patterns.
result Long-horizon retail investors exhibit underreaction to earnings announcements, while short-horizon investors show overreaction.

This paper contains a purely topological theorem and a geometric application. The topological theorem states that if M is a simple closed orientable 3-manifold such that π_1(M) contains a genus g surface group and H_1(M;Z/2Z) has rank at least 4g-1 then M contains a closed incompressible surface of genus at most g. Thi…

2005-06-20abs ↗pdf ↗