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arXiv research

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.

168,695 papers · 148 categories

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275582109 · May 202619922001200920172026
48 results for Centrality

A hypersurface MM in Rn\mathbb{R}^n, n4n \geq 4, has central ovaloid property if MM intersects some hyperplane transversally along an ovaloid and every such ovaloid on MM has central symmetry. We show that a complete, connected, smooth hypersurface with central ovaloid property must either be a cylinder over a centr…

2016-05-10abs ↗pdf ↗

The purpose of this paper is to show how central extensions of (possibly infinite-dimensional) Lie algebras integrate to central extensions of étale Lie 2-groups. In finite dimensions, central extensions of Lie algebras integrate to central extensions of Lie groups, a fact which is due to the vanishing of π_2 for each …

2012-04-25abs ↗pdf ↗

This paper identifies and bounds ICE central moments using PO marginal central moments.

problem Identifying and characterizing treatment effect heterogeneity.
method Using only marginal central moments of potential outcomes, the paper identifies and bounds central moments of individual causal effects.
result Identification and bounding of central moments of ICE using marginal moments of POs.

Study shows volume density in central harmonic spaces can vary arbitrarily.

problem Volume density in central harmonic spaces can vary arbitrarily.
method Analyzes asymptotics of volume density function in central harmonic manifolds.
result Volume density in central harmonic spaces can be specified arbitrarily and does not determine geometry.

Centralized exchanges influence staking behavior and decentralization in Proof of Stake blockchain ecosystems.

problem How do centralized exchanges affect staking behavior and decentralization in Proof of Stake blockchain ecosystems?
method Formulate a continuous-time mean field model of miners as validators and traders in a centralized market.
result Centralized trading activities enhance staking participation and promote decentralization through market incentives.

We prove: If a complete connected smooth surface M in euclidean 3-space has general position, intersects some plane along a clean figure-8 (a loop with total curvature zero) and all compact intersections with planes have central symmetry, then M is a (geometric) cylinder over some central figure-8. On the way, we estab…

2015-09-16abs ↗pdf ↗

We show existence of centrally symmetric maps on surfaces all of whose faces are quadrangles and pentagons for each orientable genus g0g \geq 0. We also show existence of centrally symmetric maps on surfaces all of whose faces are hexagons for each orientable genus g=2k1g = 2k-1, kNk\in \mathbb{N}. We enumerate centrally …

2014-02-18abs ↗pdf ↗

We construct a sequence of commuting central affine curve flows on Rn\0R^n\backslash 0 invariant under the action of SL(n,R)SL(n,R) and prove the following results: (a) The central affine curvatures of a solution of the j-th central affine curve flow is a solution of the j-th flow of Gelfand-Dickey (GDn_n) hierarchy on the s…

2014-11-11abs ↗pdf ↗

MakerDAO's governance is centralized despite its decentralized claim.

problem Decentralization illusion in Decentralized Finance (DeFi) governance.
method Empirical analysis using financial, transaction, network, and sentiment indicators.
result Centralized governance impacts Maker protocol and voting power distribution.

Each compact Riemannian manifold with no conjugate points admits a family of functions whose integrals vanish exactly when central Busemann functions split linearly. These functions vanish when all central Busemann functions are sub- or superharmonic. When central Busemann functions are convex or concave, they must be …

2018-02-13abs ↗pdf ↗

I show that the solution of a standard clearing model commonly used in contagion analyses for financial systems can be expressed as a specific form of a generalized Katz centrality measure under conditions that correspond to a system-wide shock. This result provides a formal explanation for earlier empirical results wh…

2017-06-01abs ↗pdf ↗

We construct some canonically defined central extensions of groups of symplectomorphisms. We show that this central extension is nontrivial in the case of a torus of dimension 6\ge 6 and in the case of a two-dimensional surface of genus 3\ge 3.

2004-06-10abs ↗pdf ↗

Central bank strategy to maintain currency exchange rate within limits.

problem Maintaining a currency exchange rate within a target zone despite adverse economic trends.
method Modeling the problem with a continuous-time market impact model and solving it as a stochastic control problem.
result Optimal strategy minimizes accumulated inventory of foreign currency.

Paper introduces input perturbation for privacy in machine learning models.

problem Protecting both training data and model parameters while maintaining privacy.
method Add noise to training data and train with perturbed data for differential privacy.
result Achieves (ε,δ)-differential privacy on the final model with privacy on original data.

Research uses machine learning to find central nodes and cliques in YouTube social networks.

problem Identifying central nodes and cliques in YouTube social networks.
method Unsupervised machine learning, Python programming, Bron-Kerbosch algorithm.
result Successfully found central nodes through clique-centrality and degree centrality.

In this study, we give the relationships between the conical curvatures of ruled surfaces drawn by the unit vectors of the ruling, central normal and central tangent of a regular ruled surface in the Euclidean -space. We obtain the differential equations characterizing slant ruled surfaces and if the reference ruled su…

2013-11-27abs ↗pdf ↗

We show that the canonical central extension of the group of sections of a Lie group bundle over a compact manifold, constructed in [NW09], is universal. In doing so, we prove universality of the corresponding central extension of Lie algebras in a slightly more general setting.

2010-10-18abs ↗pdf ↗

Proves CLT for Brownian paths on pinched negative curvature manifolds.

problem Distribution of Brownian paths on pinched negative curvature manifolds.
method Proof of central limit theorem for distances and Green functions.
result Central limit theorem holds for Brownian paths in pinched negative curvature.

The paper derives the QGS equations using stochastic central extensions.

problem Deriving the viscous quasi-geostrophic equations on the torus.
method Central extensions of Lie groups and Lie algebras, stochastic Lagrangian formulation, and Euler-Poincaré reduction.
result Stochastic perturbations to the central extension lead to solutions of the QGS equations.

Novel risk matrix for optimal portfolio choice with tail risk considerations.

problem Optimal portfolio choice with tail risk events.
method Risk matrix with Value-at-Risk and Delta-CoVaR measures, derived conditions for closed-form solution, examination of portfolio risk and centrality, demonstration of asset centrality's impact on optimal weight allocation.
result Portfolio risk is not necessarily increasing with stock centrality and can be improved by high connectivity.

Study finds significant price declines and capital reallocation from centralized to decentralized exchanges after FTX collapse.

problem Quantifying trust dynamics and redistribution between centralized and decentralized exchanges.
method Interdisciplinary approach combining causal inference and computational text analysis.
result Significant price declines and capital reallocation from centralized to decentralized exchanges following the FTX collapse.

Central limit theorem for Green metrics on hyperbolic groups.

problem Proving a central limit theorem for Green metrics on hyperbolic groups.
method Proving a central limit theorem for Green metrics on hyperbolic groups using probability measures and ordering elements.
result Proved a central limit theorem for Green metrics on hyperbolic groups.

We present a geometric construction of central extensions of covering groups of the group of volume preserving diffeomorphisms, integrating central extensions of the Lie algebra of divergence free vector fields defined by Lichnerowicz cocycles. Certain covering spaces of non-linear Grassmannians can be realized as preq…

2010-07-31abs ↗pdf ↗

Study on when the lower central series stops for various groups, including braid groups.

problem Understanding when the lower central series stops for different groups.
method Various techniques applied to braid groups and related groups.
result Complete computation of the lower central series for most groups studied.

Given a (smooth) complex analytic family of compact complex manifolds, we prove that the central fibre must be Moishezon if the other fibres are Moishezon. Using a "strongly Gauduchon metric" on the central fibre whose existence was proved in our previous work on limits of projective manifolds, we show that the irreduc…

2010-03-18abs ↗pdf ↗

Researchers solve a 25-year-old conjecture about vector fields.

problem Proving a 25-year-old conjecture about divergence-free vector fields.
method Analysis of a Leibniz algebra underlying these vector fields.
result Construction of the universal central extension for divergence-free vector fields and diffeomorphisms.

We consider a stochastic game between a trader and a central bank in a target zone market with a lower currency peg. This currency peg is maintained by the central bank through the generation of permanent price impact, thereby aggregating an ever increasing risky position in foreign reserves. We describe this situation…

2018-01-23abs ↗pdf ↗