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.
The paper improves inequalities for nearly spherical sets using quermassintegrals.
Strong Frankel theorem for shrinkers in all dimensions.
Proves Frankel theorem for generic submanifolds in Sasakian manifolds.
New curvature condition helps characterize Kähler manifolds.
In this paper, we will give an extension of Mok's theorem on the generalized Frankel conjecture under the condition of the orthogonal bisectional curvature.
In this short paper, we will give a simple and transcendental proof for Mok's theorem of the generalized Frankel conjecture. This work is based on the maximum principle in \cite{BS2} proposed by Brendle and Schoen.
In this note, we first give a criterion of pseudo-Einstein contact forms and then affirm the CR analogue of Frankel conjecture in a closed, spherical, strictly pseudoconvex CR manifold of nonnegative pseudohermitian curvature on the space of smooth representatives of the first Kohn-Rossi cohomology group. Moreover, we …
The paper proves a stronger Frankel theorem for minimal hypersurfaces of .
A classical theorem of Frankel for compact Kähler manifolds states that a Kähler S^1-action is Hamiltonian if and only if it has fixed points. We prove a metatheorem which says that when Hodge theory holds on non-compact manifolds, then Frankel's theorem still holds. Finally, we present several concrete situations in w…
The aim of this paper is to give a proof the Frankel conjecture by using the Kahler Ricci flow alone without assuming apriori the existence of Kahler Einstein metrics. However, there is an essential difference between the real case and the Kahler case. I didn't realize this difference in the calculation of the previous…
We prove some structure results for \emph{transverse reducible} Sasaki manifolds. In particular, we show Sasaki manifolds with positive Ricci curvature is transversely irreducible, and so there is no join (product) construction for irregular Sasaki-Einstein manifolds, as opposed to the quasi-regular case done by Wang-Z…
We prove that if an (n-1)-dimensional torus acts symplectically on a 2n-dimensional manifold, then the action has a fixed point if and only if the action is Hamiltonian. One may regard it as a symplectic version of Frankel theorem. The case of n=2 is the well known theorem of McDuff. From the well known example of McDu…
In this paper we obtain theorems of Barth-Lefschetz type in Sasakian geometry. As corollaries, this implis connectedness principle and Frankel's type theorem.
Researchers study spectral asymmetry using pseudodifferential projections on the massless Dirac operator.
Develops a new approach to spectral asymmetry using microlocal analysis.
In this note we provide a proof of the following: Any compact KRS with positive bisectional curvature is biholomorphic to the complex projective space. As a corollary, we obtain an alternative proof of the Frankel conjecture by using the Kähler-Ricci flow.
Rigidity theorem for critical points of Allen-Cahn equation on S³.
Study minimal hypersurfaces in manifolds with bounded Ricci curvature.
Research builds an index measuring analysts' perception of informational asymmetry.
We give soft, quantitatively optimal extensions of the classical Sphere Theorem, Wilking's connectivity principle and Frankel's Theorem to the context of -th Ricci curvature. The hypotheses are soft in the sense that they are satisfied on sets of metrics that are open in the -topology.
By decomposing asset returns into potential maximum gain (PMG) and potential maximum loss (PML) with price extremes, this study empirically investigated the relationships between PMG and PML. We found significant asymmetry between PMG and PML. PML significantly contributed to forecasting PMG but not vice versa. We furt…
The paper tackles multi-player information asymmetry bandits in metric spaces.
Bayesian analysis reveals asymmetry in financial data.
We classify simply connected compact Sasaki manifolds of dimension with positive transverse bisectional curvature. In particular, the Kähler cone corresponding to such manifolds must be bi-holomorphic to $\C^{n+1}\backslash \{0\}$. As an application we recover the Mori-Siu-Yau theorem on the Frankel conjecture a…
Study finds time-varying volatility and multifractality in Bitcoin, with asymmetry weakening as market efficiency increases.
Research shows that information asymmetry affects how quickly companies adjust their capital structure and expected returns.
The Finslerian extension of the Euclidean metric is proposed and studied under rigorous conditions that the associated indicatrix is regular and convex. The relativistic pseudo-Euclidean metric is extended, too. The extensions show distinct violation of the parity, so that the future-past asymmetry of the physical …
Inverse statistics in economics is considered. We argue that the natural candidate for such statistics is the investment horizons distribution. This distribution of waiting times needed to achieve a predefined level of return is obtained from (often detrended) historic asset prices. Such a distribution typically goes t…
Python package cegpy models processes with asymmetries.
The study reveals asymmetries in US financial shocks' international impacts.
We show that two properly embedded self-shrinkers in Euclidean space that are sufficiently separated at infinity must intersect at a finite point. The proof is based on a localized version of the Reilly formula applied to a suitable f-harmonic function with controlled gradient. In the immersed case, a new direct proof …
The percolation model of stock market speculation allows an asymmetry (in the return distribution) leading to fast downward crashes and slow upward recovery. We see more small upturns and more intermediate downturns.
Asymmetry PRISM outperforms CPU and GPU solvers for institutional rebalancing.
Investment horizon approach has been used to analyze indexes of Polish stock market.Optimal time horizon for each return value is evaluated by fitting appropriate function form of the distribution. Strong asymmetry of gain-loss curves is observed for WIG index, whereas gain and loss curves look similar for WIG20 and fo…
This paper tackles online strategic decision making with asymmetry and knowledge transportability.
New method automates asymmetric choice for better skill transfer in reinforcement learning.
We define a measure of spectral asymmetry for G_2 and Spin(7) manifolds. We show that this invariant can be computed in terms of characteristic classes and the covariant constant form defining the G_2 or Spin(7) structure.
In this paper we study the spectral asymmetry of (possibly nonselfadjoint) elliptic PsiDO's in terms of the difference of zeta functions coming from different cuttings. Refining previous formulas of Wodzicki in the case of odd class elliptic PsiDO's, our main results have several consequence concerning the local indepe…
We demonstrate that the gain/loss asymmetry observed for stock indices vanishes if the temporal dependence structure is destroyed by scrambling the time series. We also show that an artificial index constructed by a simple average of a number of individual stocks display gain/loss asymmetry - this allows us to explicit…
Market Mill is a complex dependence pattern leading to nonlinear correlations and predictability in intraday dynamics of stock prices. The present paper puts together previous efforts to build a dynamical model reflecting the market mill asymmetries. We show that certain properties of the conditional dynamics at a sing…
Previous research has shown that for stock indices, the most likely time until a return of a particular size has been observed is longer for gains than for losses. We establish that this so-called gain/loss asymmetry is present also for individual stocks and show that the phenomenon is closely linked to the well-known …
The paper proves a theorem about mean curvature in Euclidean and hyperbolic spaces.
Gradient-based methods can be biased by distributional asymmetries in bivariate categorical data.
Study examines asymmetry impacts on Japanese stock market volatility modeling and forecasting.
The abstract discusses financial irreversibility using quantum mechanics and projective geometry.
New algorithms learn and interpret asymmetry-labeled DAGs for COVID-19 fear.
Study shows gain-loss asymmetry in stock indices using a q-spin Potts model.
Researchers have studied the first passage time of financial time series and observed that the smallest time interval needed for a stock index to move a given distance is typically shorter for negative than for positive price movements. The same is not observed for the index constituents, the individual stocks. We use …