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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.

168,742 papers · 148 categories

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82164245327 · Jun 202019922001200920172026
48 results for Dehornoy order

The relationships between braid ordering and the geometry of its closure is studied. We prove that if an essential closed surface FF in the complements of closed braid has relatively small genus with respect to the Dehornoy floor of the braid, FF is circular-foliated in a sense of Birman-Menasco's Braid foliation the…

2008-05-10abs ↗pdf ↗

We give an explicit geometric argument that Artin's braid group BnB_n is right-orderable. The construction is elementary, natural, and leads to a new, effectively computable, canonical form for braids which we call left-consistent canonical form. The left-consistent form of a braid which is positive (respectively negat…

1998-09-03abs ↗pdf ↗

The genus of knots is a one of the fundamental invariant and can be seen as a complexity of knots. In this paper, we give a lower bound of genus using Dehornoy floor, which is a measure of complexity of braids in terms of braid ordering.

2008-05-14abs ↗pdf ↗

A left orderable completely metrizable topological group is exhibited containing Artin's braid group on infinitely many strands. The group is the mapping class group (rel boundary) of the closed unit disk with a sequence of interior punctures converging to the boundary. This resolves an issue suggested by work of Dehor…

2003-03-04abs ↗pdf ↗

This is a draft of a book submitted for publication by the AMS. Its theme is the remarkable interplay, accelerating in the last few decades, between topology and the theory of orderable groups, with applications in both directions. It begins with an introduction to orderable groups and their algebraic properties. Many …

2015-11-16abs ↗pdf ↗

Based on a normal form for braid group elements suggested by Dehornoy, we prove several representations of braid groups by automorphisms of a free group to be faithful. This includes a simple proof of the standard Artin's representation being faithful.

2002-03-17abs ↗pdf ↗

A closed braid naturally gives rise to a transverse link in the standard contact 3-space. We study the effect of the dynamical properties of the braid monodromy, such as right-veering, on the contact-topological properties of the transverse link and its transverse invariants in knot Floer and Khovanov homologies. In pa…

2015-09-05abs ↗pdf ↗

Criterion for stopping conjugacy class enumeration in triangle groups.

problem Enumerating all conjugacy classes in cocompact triangle groups.
method Encoding by P. Dehornoy and T. Pinsky; stopping criterion based on geometric length.
result Stopping criterion for the generation of conjugacy classes in cocompact triangle groups.

Given a closed Riemannian manifold and a pair of multi-curves in it, we give a formula relating the linking number of the later to the spectral theory of the Laplace operator acting on differential one forms. As an application, we compute the linking number of any two multi-geodesics of the flat torus of dimension 3, g…

2017-09-04abs ↗pdf ↗

Study of quasimorphisms and bounded cohomology in braided Thompson groups.

problem Investigate quasimorphisms and bounded cohomology in braided versions of Thompson groups.
method Analyze quasimorphisms and bounded cohomology of various braided Thompson groups.
result Found infinite-dimensional spaces of quasimorphisms in some braided Thompson groups and trivial second bounded cohomology in others.

We prove that the exponential growth rate of the regular language of penetration sequences is smaller than the growth rate of the regular language of normal form words, if the acceptor of the regular language of normal form words is strongly connected. Moreover, we show that the latter property is satisfied for all irr…

2014-03-11abs ↗pdf ↗

The study of random positive 3-strand braids reveals patterns in the roots of their Alexander polynomials.

problem Investigating the roots of Alexander polynomials of random positive 3-strand braids.
method Experimental data analysis, conjectures refinement, and proof of results using tools like the signature function of links and Lyapunov exponent of the Burau representation.
result Generically, at least 69% of the roots of Alexander polynomials are on the unit circle, with a large root-free region near the origin.

A conjugation-free geometric presentation of a fundamental group is a presentation with the natural topological generators x1,...,xnx_1, ..., x_n and the cyclic relations: xikxik1...xi1=xik1...xi1xik=...=xi1xik...xi2x_{i_k}x_{i_{k-1}} ... x_{i_1} = x_{i_{k-1}} ... x_{i_1} x_{i_k} = ... = x_{i_1} x_{i_k} ... x_{i_2} with no conjugations on the generators. We have alre…

2010-09-07abs ↗pdf ↗

Proves HNN extensions of nilpotent groups are left-orderable, constructs non-left-orderable examples.

problem Characterizing left-orderability in HNN extensions of groups.
method Analyzes HNN extensions of torsion-free nilpotent groups and left-orderable groups.
result Constructs examples of non-left-orderable HNN extensions of left-orderable groups.

The paper characterizes L-space 3-manifolds using quandle orderability.

problem Characterizing L-space 3-manifolds using quandle orderability.
method Using quandles and their extensions, the paper investigates orderability and circular orderability conditions.
result The nn-quandle Qn(L)Q_n(L) of a link quandle is not right circularly orderable.

Optimal stock trading strategy with market orders and limit orders in a risky market.

problem Finding the best time and amount to place market and limit orders to minimize costs.
method Analyzes single and multi-period models with limit and market orders, considering liquidity risk.
result Optimal placement of market and limit orders can be determined under different market conditions.

Study analyzes order transitions in high, medium, and low market cap stocks using Markov chains.

problem Understanding order transitions in stocks of different market caps.
method First-order discrete-time Markov chain model applied to NASDAQ100 stocks.
result Limit orders exhibit higher inertia during opening hours but decrease in subsequent hours, while market orders increase.

The paper defines circular orderability for quandles and explores their properties.

problem Understanding the structure of quandles through circular orderings.
method Introduced circular orderability for quandles, showed embedding properties, and provided examples.
result Spaces of circular orderings embed in the space of all orderings, and examples of non-circularly orderable quandles are given.

Bi-orderable groups from left-orderable ones, showing non-profinite properties.

problem Non-profinite properties in bi-orderability and generalized torsion elements.
method Using fiber products to construct bi-orderable groups, showing non-profinite properties.
result Bi-orderability and generalized torsion elements are not profinite properties.

In financial markets, the order flow, defined as the process assuming value one for buy market orders and minus one for sell market orders, displays a very slowly decaying autocorrelation function. Since orders impact prices, reconciling the persistence of the order flow with market efficiency is a subtle issue. A poss…

2014-03-04abs ↗pdf ↗

It is well known that a countable group admits a left-invariant total order if and only if it acts faithfully on R by orientation preserving homeomorphisms. Such group actions are special cases of group actions on simply connected 1-manifolds, or equivalently, actions on oriented order trees. We characterize a class of…

2005-03-21abs ↗pdf ↗

New conditions for circular orderability of direct products, linking to left-orderability of groups.

problem Conditions for circular orderability of direct products GimesZ/nZG imes \mathbb{Z}/n\mathbb{Z}.
method Cohomological conditions and characterizations for left-orderability.
result New characterization for left-orderability of fundamental groups of rational homology 3-spheres.

We identify and analyze statistical regularities and irregularities in the recent order flow of different NASDAQ stocks, focusing on the positions where orders are placed in the orderbook. This includes limit orders being placed outside of the spread, inside the spread and (effective) market orders. We find that limit …

2017-02-14abs ↗pdf ↗

We investigate the probability distribution of order imbalance calculated from the order flow data of 43 Chinese stocks traded on the Shenzhen Stock Exchange. Two definitions of order imbalance are considered based on the order number and the order size. We find that the order imbalance distributions of individual stoc…

2017-07-18abs ↗pdf ↗

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of order positions and related queues around their fluid limits are analyzed. As a…

2015-05-18abs ↗pdf ↗

The paper explores circular orderability in 3-manifold groups, related to the L-space conjecture.

problem Circular orderability of 3-manifold groups and its relation to the L-space conjecture.
method Investigation of finite cyclic covers and Dehn surgeries to establish circular orderability.
result Circularly orderable fundamental groups of compact, connected, P^2-irreducible 3-manifolds are characterized.

We extend the Heegaard Floer homological definition of spectral order for closed contact 3-manifolds due to Kutluhan, Matić, Van Horn-Morris, and Wand to contact 3-manifolds with convex boundary. We show that the order of a codimension zero contact submanifold bounds the order of the ambient manifold from above. As the…

2016-01-21abs ↗pdf ↗

Improved stock price prediction model using generalized order flow imbalance.

problem Improving stock price prediction models using new order flow imbalance indicators.
method Proposed a generalized order flow imbalance construction method and applied it to CSI 500 stocks.
result Generalized Stationarized Order Flow Imbalance (log-GOFI) shows significant improvement in explaining stock price changes.

Two price regimes identified in limit order books: close and far from quotes.

problem Understanding the distribution and behavior of limit orders in limit order books.
method Analysis of limit order book data in dimensions of price, time, lifetime, and volume.
result Identification of two distinct regimes in the limit order book: close and far from quotes.

A key feature of inductive logic programming (ILP) is its ability to learn first-order programs, which are intrinsically more expressive than propositional programs. In this paper, we introduce techniques to learn higher-order programs. Specifically, we extend meta-interpretive learning (MIL) to support learning higher…

2019-07-25abs ↗pdf ↗

In this paper we define nnth order Hessian structures on manifolds and study them. In particular, when n=3n = 3, we make a detailed study and establish a one-to-one correspondence between {\it third-order Hessian structures} and a {\it certain class of connections} on the second-order tangent bundle of a manifold. Furt…

2005-08-25abs ↗pdf ↗

Motivated by recent activity in low-dimensional topology, we provide a new criterion for left-orderability of a group under the assumption that the group is circularly-orderable: A group GG is left-orderable if and only if G×Z/nZG \times \mathbb{Z}/n\mathbb{Z} is circularly-orderable for all n>1n > 1. This implies that eve…

2019-03-11abs ↗pdf ↗