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.
We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous time-steps for the presen…
A perfect-fluid space-time of dimension n>3 with 1) irrotational velocity vector field, 2) null divergence of the Weyl tensor, is a generalised Robertson-Walker space-time with Einstein fiber. Condition 1) is verified whenever pressure and energy density are related by an equation of state. The contraction of the Weyl …
We discuss some aspects about the computation of kinematic, spectroscopic, Fermi and astrometric relative velocities that are geometrically defined in general relativity. Mainly, we state that kinematic and spectroscopic relative velocities only depend on the 4-velocities of the observer and the test particle, unlike F…
We propose a predictive neural network architecture that can be utilized to update reference velocity models as inputs to the full waveform inversion. Deep learning models are explored to augment velocity model building workflows during processing the 3D seismic volume in salt-prone environments. Specifically, a neural…
By further developing the generalized Γ-calculus for hypoelliptic operators, we prove hypocoercive estimates for a large class of Kolmogorov type operators which are defined on non necessarily totally geodesic Riemannian foliations. We study then in detail the example of the velocity spherical Brownian motion, whose …
We prove that, in a space-time of dimension n>3 with a velocity field that is shear-free, vorticity-free and acceleration-free, the covariant divergence of the Weyl tensor is zero if the contraction of the Weyl tensor with the velocity is zero. The other way, if the covariant divergence of the Weyl tensor is zero, then…
In this paper the authors study the hyperbolic geometric flow on Riemann surfaces. This new nonlinear geometric evolution equation was recently introduced by the first two authors motivated by Einstein equation and Hamilton's Ricci flow. We prove that, for any given initial metric on R2 in certain class…
The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…
LFlows model fluid densities and velocities using invertible maps that satisfy the continuity equation.
problem Modeling fluid densities and velocities continuously in space and time.
method LFlows are based on invertible maps that satisfy the continuity equation, derived from classical theory of Lagrangian flows for smooth vector fields.
result LFlows show higher predictive accuracy in density modeling tasks compared to competing models in 2D and 3D.
A new method interprets astrophysical spectra using geometric paths to distinguish line profiles.
problem Tackling the indistinguishability of spectral line profiles under scalar summaries.
method Introduces a geometric representation of line profiles using rough path theory, mapping profiles to a common velocity grid and defining descriptors from path properties.
result Compact descriptors separate morphologies with similar scalar summaries, revealing ordered line structures.
Develops scalable model for learning velocity fields in complex traffic scenarios.
problem Learning heterogeneous and dynamic velocity fields in complex traffic scenarios.
method Nonparametric Bayesian modeling with hierarchical Dirichlet process and infinite hidden Markov model, Gaussian process prior, and scalable approximate inference.
result Demonstrates effective scalability and applicability to real-world traffic data.
We reconsider the problem of optimal trading in the presence of linear and quadratic costs, for arbitrary linear costs but in the limit where quadratic costs are small. Using matched asymptotic expansion techniques, we find that the trading speed vanishes inside a band that is narrower than in the absence of quadratic …
Time dilation 1−v21 and relative velocity v are observationally indistinguishable in the special theory of relativity, a duality that carries over into the general theory under Fermi coordinates along a curve (in coordinate-independent language, in the tangent Minkowski space along the curve). For …
An (r,n)-velocity is an r-jet with source at 0∈Rn, and target in a manifold Y. An (r,n)-velocity is said to be regular, if it has a representative which is an immersion at 0∈Rn. The manifold TnrY of (r,n)-velocities as well as its open, Lnr-invariant, dense submanifold $\Imm …
In this study, the concept of dual Lorentzian homotetic exponential motions in is discussed and their velocities, accelerations obtained. Also, some geometric results between velocity and acceleration vectors of a point in a spatial motion are obtained. Finally, the theorems related to acceleration and acceleration cen…
The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets may admit an arbitrage opportunity, the model under consideration is arbitrage-f…