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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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59117176234 · Jun 202019922001200920172026
48 results for Gaussian volumes

Characterizes nodal volumes of Gaussian fields on manifolds, extending previous work.

problem Understanding the law and regularity of nodal volumes for Gaussian fields on manifolds.
method Gaussian measures, Morse theory, Malliavin-Sobolev spaces, ray absolute continuity.
result Extension and generalization of previous work on stationary fields to arbitrary dimensions.

Study on predicting sequences with Gaussian constraints, linking to intrinsic volumes and metric complexity.

problem Predicting sequences almost as well as the best Gaussian distribution with mean in a given subset.
method Expressed minimax regret in terms of intrinsic volumes, established comparison inequality for Wills functional, characterized global covering numbers and local Gaussian widths.
result Sharp estimates on the log-Laplace transform of intrinsic volume sequence for a general nonconvex set.

New chaos formula simplifies variance calculation for Gaussian nodal volumes.

problem Analyzing the variance of Gaussian nodal volumes on Riemannian manifolds.
method Explicit Wiener-Itô chaos decomposition, reducing complexity from 2+2n2+2n to 4 Hermite polynomials.
result New exact formula for variance and bounds, valid for arbitrary manifolds.

It is shown that 33 disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with nearly minimum total Gaussian surface area must be close to adjacent 120120 degree sectors, when n2n\geq2. These same results hold for any number mn+1m\leq n+1 of sets partitioning Rn\mathbb{R}^{n}, conditional on the solut…

2019-01-13abs ↗pdf ↗

It is shown that mm disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with minimum Gaussian surface area must be (m1)(m-1)-dimensional. This follows from a second variation argument using infinitesimal translations. The special case m=3m=3 proves the Double Bubble problem for the Gaussian measure,…

2018-05-25abs ↗pdf ↗

We introduce Gaussian-type measures on the manifold of all metrics with a fixed volume form on a compact Riemannian manifold of dimension 3\geq 3. For this random model we compute the characteristic function for the L2L^2 (Ebin) distance to the reference metric. In the Appendix, we study Lipschitz-type distance betwee…

2013-09-05abs ↗pdf ↗

Consider a d×dd\times d matrix MM whose rows are independent centered non-degenerate Gaussian vectors ξ1,...,ξdξ_1,...,ξ_d with covariance matrices Σ1,...,ΣdΣ_1,...,Σ_d. Denote by Ei\mathcal{E}_i the location-dispersion ellipsoid of ξi:Ei=xRd:xΣi1x1ξ_i:\mathcal{E}_i={\mathbf{x}\in\mathbb{R}^d : \mathbf{x}^\topΣ_i^{-1} \mathbf{x}\leqslant1}. We sh…

2012-06-02abs ↗pdf ↗

Stein variational gradient descent improves inference in Gaussian process models.

problem Inference in Gaussian process models with non-Gaussian likelihoods and large data volumes is computationally intensive and inaccurate with traditional methods.
method Stein variational gradient descent (SVGD) for non-parametric inference.
result SVGD monotonically decreases the Kullback-Leibler divergence from the sampling distribution to the true posterior.

We obtain sharp volume bound for a conic 2-sphere in terms of its Gaussian curvature bound. We also give the geometric models realizing the extremal volume. In particular, when the curvature is bounded in absolute value by 11, we compute the minimal volume of a conic sphere in the sense of Gromov. In order to apply th…

2016-03-31abs ↗pdf ↗

We use the explicit relation between genus filtrated ss-loop means of the Gaussian matrix model and terms of the genus expansion of the Kontsevich--Penner matrix model (KPMM), which is the generating function for volumes of discretized (open) moduli spaces Mg,sdiscM_{g,s}^{disc} (discrete volumes), to express Gaussian means…

2015-12-31abs ↗pdf ↗

Market-based asset price probability depends on trade volumes and values, improving forecasts and reliability.

problem Limited accuracy of frequency-based asset price statistical moments.
method Derive market-based variance and 3rd statistical moment from trade values and volumes, accounting for trade volume randomness.
result Market-based statistical moments improve price probability forecasts and reliability.

The abstract investigates how volume ratios relate to curvature in geometric surfaces.

problem Understanding the relationship between curvature and volume in geometric surfaces.
method Investigates the geometric meaning of a quantity related to curvature and volume ratios.
result Shows how the ratio of Gaussian curvature to a volume function can be represented as a function of volumes.

In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Our results show that the multi-fractal nature of traded volume comes es…

2005-12-24abs ↗pdf ↗

The paper sets limits on the accuracy of macroeconomic forecasts based on statistical moments and trade volumes.

problem Uncertainty in predicting macroeconomic variables like prices and returns.
method Defines theoretical lower bounds of uncertainty and upper limits on forecast accuracy based on statistical moments and trade volumes.
result Accuracy of forecasts of probabilities of macroeconomic variables doesn't exceed Gaussian approximations.

The daily volume of transaction on the New York Stock Exchange and its day-to-day fluctuations are analysed with respect to power-law tails as well long-term trends. We also model the transition to a Gaussian distribution for longer time intervals, like months instead of days.

2006-03-21abs ↗pdf ↗

The paper proves that Gaussian field critical points have finite moments.

problem Proving the finiteness of moments for Gaussian field critical points.
method General approach not specific to critical points, using Taylor polynomial non-degeneracy.
result The finiteness of moments of the number of critical points of Gaussian fields.

We prove that the ring $\Aff{\R}{M}$ of all polynomials defined on a real algebraic variety MRnM\subset\R^n is dense in the Hilbert space $L^2(M,e^{-|x|^2}\deμ)$, where $\deμ$ denotes the volume form of MM and $\deν=e^{-|x|^2}\deμ$ the Gaussian measure on MM.

1998-04-24abs ↗pdf ↗

The normal map given by Birkhoff orthogonality yields extensions of principal, Gaussian and mean curvatures to surfaces immersed in three-dimensional spaces whose geometry is given by an arbitrary norm and which are also called Minkowski spaces. We obtain characterizations of the Minkowski Gaussian curvature in terms o…

2018-05-05abs ↗pdf ↗

Model estimates lung well-aerated volume from CT images, independent of patient and imaging parameters.

problem Lack of clear connection between quantitative metrics in lung CT images and physiology.
method Patient-independent model using Gaussian fit to lower CT histogram data points.
result Model estimates well-aerated volume (WAVE) independent of CT reconstruction parameters and respiratory cycle.

In this paper, we show that any ancient solution to the Ricci flow with the reduced volume whose asymptotic limit is sufficiently close to that of the Gaussian soliton is isometric to the Euclidean space for all time. This is a generalization of Anderson's result for Ricci-flat manifolds. As a corollary, a gap theorem …

2008-08-03abs ↗pdf ↗

Gradient descent on LSE objectives implicitly performs EM, leading to collapse without volume control.

problem Gradient collapse in autoencoders without volume control.
method Introduced a single-layer encoder with an LSE objective and InfoMax regularization for volume control.
result Gradient--responsibility identity holds exactly; LSE alone collapses; variance prevents dead components; decorrelation prevents redundancy.

The hypercube's perimeter is significantly larger than expected near half volume.

problem Understanding the isoperimetric profile of the hypercube.
method Analytical proof of perimeter bounds and comparison to Gaussian isoperimetric profile.
result The isoperimetric profile of the hypercube does not converge to the Gaussian profile as dimension increases.

A new distillation framework predicts stock trading volumes more accurately with less model size.

problem Predicting stock trading volumes using regression models without class correlations.
method Transformed regression model into a probabilistic forecasting model, matching distributions and correlational relationships.
result Framework achieves superior prediction accuracy with significantly smaller model size.

Paper introduces PHI to identify structurally distinct payment patterns in UK municipal procurement.

problem Vulnerability of public procurement to error, fraud, and corruption in high-volume transactions.
method Introduces Payment Heterogeneity Index (PHI) using Gaussian Mixture Model (GMM) and non-parametric statistics.
result Identifies a significant cohort with structurally distinct payment patterns, improving procurement oversight.

The paper proves lower bounds for Gaussian-weighted curvature integrals of self-shrinkers.

problem Proving lower bounds for Gaussian-weighted \(L^2\)-curvature integrals of self-shrinkers.
method Combining normal coordinate functions with weighted Poincaré inequalities and first-eigenvalue estimates.
result Explicit lower bounds in terms of entropy for closed self-shrinkers, leading to curvature gaps.

A novel probabilistic approach forecasts imbalance prices in Belgium.

problem Forecasting imbalance prices in short-term energy markets.
method Two-step approach: compute net regulation volume state transition probabilities, then infer imbalance prices.
result The probabilistic approach outperforms deterministic and Gaussian Process models.

The paper explores how market trade values and volumes affect price and return statistics.

problem Understanding the statistical properties of market trade, price, and return.
method Introduces secondary averaging procedure to describe statistical moments of market trades, price, and return.
result Predictions of market-based probabilities of price and return are limited by Gaussian distributions.

The paper proves that symmetric sets with minimal Gaussian surface area are nearly convex cylinders.

problem Finding the shape of symmetric sets with minimal Gaussian surface area.
method Analyzing the boundary of symmetric sets and applying isoperimetric inequalities.
result Symmetric sets with minimal Gaussian surface area are nearly convex cylinders.

New weighted surface area measures for convex bodies with applications.

problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.