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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.

168,657 papers · 148 categories

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51103154205 · May 202619922001200920172026
48 results for REL zero

The paper calculates area Siegel--Veech constants for specific submanifolds of REL zero.

problem Calculating area Siegel--Veech constants for affine invariant submanifolds of REL zero.
method Using volumes of the principal boundary strata and intersection theory.
result Proves a conjectural formula for the area Siegel--Veech constant in the case of REL zero.

Study describes how to realize periods of holomorphic differentials with specific properties.

problem Realizing periods of holomorphic differentials with given zeros and invariants.
method Complete description of realizable relative period representations.
result Answers a question posed by Simion Filip about realizing periods of holomorphic differentials.

Long-term relative arbitrage exists in markets where the excess growth rate of the market portfolio is bounded away from zero. Here it is shown that under a time-homogeneity hypothesis this condition will also imply the existence of relative arbitrage over arbitrarily short intervals.

2015-10-08abs ↗pdf ↗

We use techniques based on the splitting tensor to explicitly integrate the Codazzi equation along the relative nullity distribution and express the second fundamental form in terms of the Jacobi tensor of the ambient space. This approach allows us to easily recover several important results in the literature on comple…

2019-10-09abs ↗pdf ↗

In this note, we investigate conformally flat submanifolds of Euclidean space with positive index of relative nullity. Let MnM^n be a complete conformally flat manifold and let f ⁣:MnRmf\colon M^n\to \R^m be an isometric immersion. We prove the following results: (1) If the index of relative nullity is at least two, then $M^…

2019-05-22abs ↗pdf ↗

We provide a simple, combinatorial criteria for a hierarchically hyperbolic space to be relatively hyperbolic by proving a new formulation of relative hyperbolicity in terms of hierarchy structures. In the case of clean hierarchically hyperbolic groups, this criteria characterizes relative hyperbolicity. We apply our c…

2019-05-29abs ↗pdf ↗

Finsler metrics with relatively non-negative (non-positive, respectively), constant and isotropic stretch curvatures are investigated in this paper. In particular, it is proved that every non-Riemannian (α,β)(α, β)-metric with a nonzero constant flag curvature and a non-zero relatively isotropic stretch curvature over a m…

2020-02-11abs ↗pdf ↗

We introduce the notion of \textit{relative LpL^p-cohomology} as a quasi-isometry invariant defined for Gromov-hyperbolic spaces, and apply it to the problem of quasi-isometry classification of Heintze groups. More precisely, we explicitly construct non-zero relative LpL^p-cohomology classes on a Heintze group of the f…

2019-12-07abs ↗pdf ↗

Paper improves zero-shot protein stability prediction by clarifying free-energy foundations.

problem Improving zero-shot protein stability prediction using inverse folding models.
method Clarifying the free-energy foundations of inverse folding models and proposing better estimates of relative stability.
result Significant gains in zero-shot performance can be achieved with simple methods.

A vector field X on a manifold M with possibly nonempty boundary is inward if it generates a unique local semiflow ΦXΦ^X. A compact relatively open set K in the zero set of X is a block. The Poincaré-Hopf index is generalized to an index for blocks that may meet the boundary. A block with nonzero index is essential. Le…

2012-04-05abs ↗pdf ↗

The following discourse is inspired by the works on hyperbolic groups of Epstein, and Neumann/Reeves. Epstein showed that geometrically finite hyperbolic groups are biautomatic. Neumann/Reeves showed that virtually central extensions of word hyperbolic groups are biautomatic. We prove the following generalisation: Theo…

2003-02-20abs ↗pdf ↗

The issue of giving an explicit description of the flow of information concerning the time of bankruptcy of a company (or a state) arriving on the market is tackled by defining a bridge process starting from zero and conditioned to be equal to zero when the default occurs. This enables to catch some empirical facts on …

2016-01-08abs ↗pdf ↗

The study finds dense orbits and absolute period leaves for complex flows.

problem Existence of dense orbits for real Rel flows on holomorphic 1-forms.
method Established a density criterion for mSL(2,R){ m SL}(2,\mathbb{R})-orbit closures, verified using explicit constructions.
result Found dense leaves and examples of absolute period foliation.

Markets composed of stocks with capitalization processes represented by positive continuous semimartingales are studied under the condition that the market excess growth rate is bounded away from zero. The following examples of these markets are given: i) a market with a singular covariance matrix and instantaneous rel…

2015-12-08abs ↗pdf ↗

We study several questions involving relative Ricci-flat Kähler metrics for families of log Calabi-Yau manifolds. Our main result states that if p:(X,B)Yp:(X,B)\to Y is a Kähler fiber space such that (Xy,BXy)\displaystyle (X_y, B|_{X_y}) is generically klt, KX/Y+BK_{X/Y}+B is relatively trivial and p(m(KX/Y+B))p_*(m(K_{X/Y}+B)) is Hermitian fla…

2019-08-19abs ↗pdf ↗

Relative Thom polynomials for maps around boundaries established.

problem Understanding singularities in maps around boundaries.
method Introducing and analyzing Thom polynomials relative to prescribed maps around boundaries, establishing structure theorems and correction terms.
result Unified framework for invariants of immersions and singularities of their extensions.

We show how to construct absolutely exotic smooth structures on compact 4-manifolds with boundary, including contractible manifolds. In particular, we prove that any compact smooth 4-manifold W with boundary that admits a relatively exotic structure contains a pair of codimension-zero submanifolds homotopy equivalent t…

2014-10-06abs ↗pdf ↗

We study the statistical regularities of opening call auction using the ultra-high-frequency data of 22 liquid stocks traded on the Shenzhen Stock Exchange in 2003. The distribution of the relative price, defined as the relative difference between the order price in opening call auction and the closing price of last tr…

2009-05-05abs ↗pdf ↗

Study classifies static potentials on 3-manifolds, proving one-dimensionality under specific conditions.

problem Classifying the dimension of static potentials on 3-manifolds.
method Analysis of relative zero sets of static potentials, using Miao and Tam's technique.
result Proves one-dimensionality of static potentials under specific conditions.

Rigidity theorem shows massless hyperboloidal data embeds into Minkowski space.

problem Characterizing massless initial data sets in General Relativity.
method Precise decay estimates for spinors on harmonic level sets.
result Asymptotically hyperboloidal IDS with zero mass embed isometrically into Minkowski space.

Let WW be a manifold with boundary MM given together with a conformal class Cˉ\bar C which restricts to a conformal class CC on MM. Then the relative Yamabe constant YCˉ(W,M;C)Y_{\bar C}(W,M;C) is well-defined. We study the short-time behavior of the relative Yamabe constant Y[gˉt](W,M;C)Y_{[\bar g_t]}(W,M;C) under the Ricci flow $\b…

2019-01-31abs ↗pdf ↗

Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decentralized exchanges (DEX) with flexible capacity. On DEX, HFTs acquire …

2019-07-24abs ↗pdf ↗

Given a Kähler fiber space p:XYp:X\to Y whose generic fiber is of general type, we prove that the fiberwise singular Kähler-Einstein metric induces a semipositively curved metric on the relative canonical bundle KX/YK_{X/Y} of pp. We also propose a conjectural generalization of this result for relative twisted Kähler-Eins…

2017-10-04abs ↗pdf ↗

We compute, using a formula of Dittmann, the Bures metric tensor (g) for the eight-dimensional convex set of three-level quantum systems, employing a newly-developed Euler angle-based parameterization of the 3 x 3 density matrices. Most of the individual metric elements (g_{ij}) are found to be expressible in relativel…

2000-08-15abs ↗pdf ↗

We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…

2014-11-20abs ↗pdf ↗

The paper finds the shortest time to exploit arbitrage in multi-stock markets.

problem Finding the shortest time to exploit arbitrage in multi-stock markets.
method Characterizes the minimal time horizon for relative arbitrage in markets with 2 to 3 stocks and uses geometric flows for markets with 4 or more stocks.
result Explicit computation of minimal time horizon for 2 and 3 stocks markets, and characterization via geometric flows for markets with 4 or more stocks.

Formula calculates homology groups of Milnor fibres for real hypersurface singularities.

problem Calculating homology groups of Milnor fibres for real hypersurface singularities.
method Established a formula for homology groups of Milnor fibres relative to their boundaries.
result Formula provides a method to compute homology groups of Milnor fibres.

The paper solves a general case of the cohomological relative index problem for foliations.

problem Solving the cohomological relative index problem for foliations of non-compact manifolds.
method Generalizing Gromov and Lawson's results to Dirac operators on non-compact complete Riemannian manifolds, involving all terms of the Connes-Chern character.
result Establishing a relative topological index and Connes-Chern character equality for two leafwise Dirac operators on non-compact manifolds.

It is well-known that a knot in a contact manifold (M,C)(M,C) transverse to a trivialized contact structure possesses the natural framing given by the first of the trivialization vectors along the knot. If the Euler class eCH2(M)e_C\in H^2(M) of CC is nonzero, then CC is nontrvivializable and the natural framing of transvers…

2001-03-31abs ↗pdf ↗

Stabilizes complex systems using diffusion models trained on Lyapunov functions.

problem Generating stabilizing controllers for complex dynamical systems.
method Trains a diffusion model on pairs of asymptotically stable vector fields and their Lyapunov functions to identify the closest stable field and adjust control functions.
result Efficient and rapid stabilization of unseen systems, showcasing generalizability.