arXiv research

Proves quantitative Alexandrov theorem for capillary surfaces.

The book explores essential stats and psychology for quantitative trading.

SpArX creates faithful explanations of neural networks' decision-making.

Proves polynomial injectivity of Fubini-Study map for ample line bundles.

New method proves uniqueness in mean curvature flow.

The aim of this note is to extend the results in arXiv:1504.02043 to the case of approximate harmonic maps. More precisely, we will proved that the singular strata $S^k(u)$ of an approximate harmonic map are k-rectifiable, and we will show effect bounds on the quantitative strata. In the process we will simplify many o…

We establish a quantitative isoperimetric inequality for weighted Riemannian manifolds with $\mathrm{Ric}_{\infty} \ge 1$. Precisely, we give an upper bound of the volume of the symmetric difference between a Borel set and a sub-level (or super-level) set of the associated guiding function (arising from the needle deco…

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or complement of intervals (a result due to Bobkov and Houdré). Then we give a quan…

Modelling of contagion in interbank networks is discussed. A model taking into account bow-tie structure and dissasortativity of interbank networks is developed. The model is shown to provide a good quantitative description of the Russian interbank market. Detailed arguments favoring the non-percolative nature of conta…

In this paper we prove quantitative regularity results for stationary and minimizing extrinsic biharmonic maps. As an application, we determine sharp, dimension independent $L^p$ bounds for $\nabla^k f$ that do not require a small energy hypothesis. In particular, every minimizing biharmonic map is in $W^{4,p}$ for all…

New proofs and inequalities for capillarity problems quantify asymmetries.

Sharp stability of Alexandrov's theorem for $C^1$ domains in the small-excess regime

In this paper, we study the singular sets of $F$-subharmonic functions $u: B_{2}(0^{n})\rightarrow\mathbf{R}$, where $F$ is a subequation. The singular set $\mathcal{S}(u)\subset B_{2}(0^{n})$ has a stratification $\mathcal{S}^{0}(u)\subset\mathcal{S}^{1}(u)\subset\cdots\subset\mathcal{S}^{k}(u)\subset\cdots\subset\mat…

Many independent studies on stocks and futures contracts have established that market impact is proportional to the square-root of the executed volume. Is market impact quantitatively similar for option markets as well? In order to answer this question, we have analyzed the impact of a large proprietary data set of opt…

Sharp stability of Möbius group among sphere-valued maps proved in arbitrary dimensions.

Sharp estimates for mean curvature flow confirm bounded diameter conjecture.

Improved Yang-Yau inequality for all orientable surfaces except for specific genera.

New estimates quantify blow-up rates of spacelike singularities in gravitational collapse.

In this article, we study the regularity of minimizing and stationary $p$-harmonic maps between Riemannian manifolds. The aim is obtaining Minkowski-type volume estimates on the singular set $S(f)=\{x \ \ s.t. \ \ f \text{ is not continuous at } x\}$, as opposed to the weaker and non quantitative Hausdorff dimension bo…

Revises mean-field theory of Santa Fe model using kinetic theory.

Study metric perturbations to make degenerate harmonic forms non-degenerate.

Financial statements contain quantitative information and manager's subjective evaluation of firm's financial status. Using information released in U.S. 10-K filings. Both qualitative and quantitative appraisals are crucial for quality financial decisions. To extract such opinioned statements from the reports, we built…

Deep neural networks can accurately approximate option prices in stochastic volatility models.

Transformer architectures show significant promise for natural language processing. Given that a single pretrained model can be fine-tuned to perform well on many different tasks, these networks appear to extract generally useful linguistic features. A natural question is how such networks represent this information in…

Stability of non-abelian X-ray transform proven in higher dimensions.

This paper proves properties of uniformly hyperbolic sets and constructs Markov partitions.

The study counts Salem numbers linked to arithmetic hyperbolic orbifolds.

This paper analyzes stability and generalization of Markov chain stochastic gradient methods.

Sharp curvature pinching for mean curvature flow in spheres proved.

This paper concludes the series begun in [M. Dafermos and I. Rodnianski, Decay for solutions of the wave equation on Kerr exterior spacetimes I-II: the cases |a| << M or axisymmetry, arXiv:1010.5132], providing the complete proof of definitive boundedness and decay results for the scalar wave equation on Kerr backgroun…

This paper uses second-order Poincaré inequalities to establish quantitative central limit theorems for Gaussian neural networks.

Objective: To determine the completeness of argumentative steps necessary to conclude effectiveness of an algorithm in a sample of current ML/AI supervised learning literature. Data Sources: Papers published in the Neural Information Processing Systems (NeurIPS, née NIPS) journal where the official record showed a 2017…

Many real-world applications require robust algorithms to learn point processes based on a type of incomplete data --- the so-called short doubly-censored (SDC) event sequences. We study this critical problem of quantitative asynchronous event sequence analysis under the framework of Hawkes processes by leveraging the …

Metric spaces with upper curvature bounds have controlled Dehn functions.

We propose a dynamical theory of market liquidity that predicts that the average supply/demand profile is V-shaped and {\it vanishes} around the current price. This result is generic, and only relies on mild assumptions about the order flow and on the fact that prices are (to a first approximation) diffusive. This natu…

In this work we address the problem of argument search. The purpose of argument search is the distillation of pro and contra arguments for requested topics from large text corpora. In previous works, the usual approach is to use a standard search engine to extract text parts which are relevant to the given topic and su…

We investigate the distribution of eigenvalues of the weighted Laplacian on closed weighted Riemannian manifolds of nonnegative Bakry-Émery Ricci curvature. We derive some universal inequalities among eigenvalues of the weighted Laplacian on such manifolds. These inequalities are quantitative versions of the previous t…

In [dLMu05], DeLellis and Müller proved a quantitative version of Codazzi's theorem, namely for a smooth embedded surface $\ Σ\subseteq \mathbb{R}^3\$ with area normalized to $\ {\cal H}^2(Σ) = 4 π$, it was shown that $\ \parallel A_Σ- id \parallel_{L^2(Σ)} \leq C \parallel A^0_Σ\parallel_{L^2(Σ)}\$, and building on…

The paper analyzes the emergence of almost-honeycomb structures in low-energy planar clusters.

Study finds topological restrictions for stable free boundary CMC surfaces in negatively curved settings.

In this paper, we give a proof of the quantitative Morse theorem stated by {Y. Yomdin} in \cite{Y1}. The proof is based on the quantitative Sard theorem, the quantitative inverse function theorem and the quantitative Morse lemma.

We exhibit a closed hyperbolic 3-manifold which satisfies a very strong form of Thurston's Virtual Fibration Conjecture. In particular, this manifold has finite covers which fiber over the circle in arbitrarily many ways. More precisely, it has a tower of finite covers where the number of fibered faces of the Thurston …

We use Toponogov's triangle comparison theorem from Riemannian geometry along with quantitative scale oriented variants of classical propagation of singularities arguments to obtain logarithmic improvements of the Kakeya-Nikodym norms introduced in \cite{SKN} for manifolds of nonpositive sectional curvature. Using thes…

Qlib aims to integrate AI into quantitative investment.

It was recently shown by R. Souam and E. Toubiana that the (non constantly curved) Berger spheres do not contain totally umbilic surfaces. Nevertheless in this article we show, by perturbative arguments, that all analytic metrics sufficiently close to the round metric $g_{0}$ on $\mathbb{S}^{3}$ possess \textsl{general…

This report was originally written as an industry white paper on Hedge Funds. This paper gives an overview to Hedge Funds, with a focus on risk management issues. We define and explain the general characteristics of Hedge Funds, their main investment strategies and the risk models employed. We address the problems in H…

We present a study of price impact in the over-the-counter credit index market, where no limit order book is used. Contracts are traded via dealers, that compete for the orders of clients. Despite this distinct microstructure, we successfully apply the propagator technique to estimate the price impact of individual tra…

Analytic networks with bounded coefficients can't outperform polynomial approximations.