We establish a new algebraic characterization of sectional curvature bounds sec≥k and sec≤k using only curvature terms in the Weitzenböck formulae for symmetric p-tensors. By introducing a symmetric analogue of the Kulkarni-Nomizu product, we provide a simple formula for such curvature terms. We also gi…
Study shows fiduciary duty reduces municipal bond yields by 9% after SEC rule.
problem Effect of fiduciary duty on municipal bond yields and fees.
method Difference-in-differences analysis using hand-collected data.
result Bond yields decrease by 9% after SEC rule, but smaller issuers see increased borrowing costs.
Meta clustering categorizes learners for collaborative learning.
problem Filtering out unqualified collaborators in collaborative learning.
method Select-Exchange-Cluster (SEC) method to classify learners by their supervised functions.
result SEC can cluster learners into accurate collaboration sets and enhance single-learner performance.
Study uses LLMs to generate investor briefs from company reports and SEC filings.
problem Improving data analysis for individual investors.
method Preprocessed data, used gpt-4o model in RAG regime, evaluated by investors.
result LLMs can generate useful investor briefs from company reports and SEC filings.
Study shows SEC crypto classification led to significant market reactions.
problem Impact of SEC classification of crypto assets as securities.
method Event study methodology focusing on explicitly named crypto assets.
result Significant adverse market reactions, with returns plummeting 12% over one week.
We classify four-dimensional shrinking Ricci solitons satisfying Sec≥241R, where Sec and R denote the sectional and the scalar curvature, respectively. They are isometric to either R4 (and quotients), S4, RP4 or CP2 with their standard metrics…
The study analyzes trading imbalances from SEC Form 13F-HR filings to identify profitable trading opportunities.
problem Identifying profitable trading opportunities based on SEC Form 13F-HR filings.
method Statistical analysis of holdings variations and imbalances between consecutive reporting periods.
result A profitable trading strategy can be implemented by betting against the sign of imbalances with a 1-2 month time horizon.
New rigidity results for critical metrics with curvature pinching.
problem Understanding critical metrics with curvature pinching conditions.
method Proving rigidity for metrics defined on closed smooth manifolds that are critical for a quadratic functional.
result Bach-flat metrics with constant scalar curvature satisfying Sec > 1/48 R are Einstein and isometric to specific spaces.
We study Weil-Petersson (WP) geodesics with narrow end invariant and develop techniques to control length-functions and twist parameters along them and prescribe their itinerary in the moduli space of Riemann surfaces. This class of geodesics is rich enough to provide for examples of closed WP geodesics in the thin par…
Paper reviews Viro's definition of Khovanov homology for tangles.
problem Defining Khovanov homology for unoriented framed tangles.
method Explains Viro's definition and the relation between R-matrix and Kauffman bracket. result Clarifies the relation between R-matrix and Kauffman bracket in Khovanov homology. We investigate length decreasing maps f:M→N between Riemannian manifolds M, N of dimensions m≥2 and n, respectively. Assuming that M is compact and N is complete such that $$\sec_M>-σ\quad\text{and}\quad{\Ric}_M\ge(m-1)σ\ge(m-1)\sec_N\ge-μ,$$ where σ, μ are positive constants, we show that the m…
We consider minimal maps f:M→N between Riemannian manifolds (M,gM) and (N,gN), where M is compact and where the sectional curvatures satisfy secN≤σ≤secM for some σ>0. Under certain assumptions on the differential of the map and the second fundamental form of the graph Γ(f)…
A Lorentzian manifold is defined here as a smooth pseudo-Riemannian manifold with a metric tensor of signature ((2n +1, 1)). A Robinson manifold is a Lorentzian manifold (M) of dimension (\geqslant 4) with a subbundle (N) of the complexification of (TM) such that the fibers of (N\to M) are maximal totally null (isotrop…
We show that in each dimension n≥10 there exist infinite sequences of homotopy equivalent but mutually non-homeomorphic closed simply connected Riemannian n-manifolds with 0≤sec≤1, positive Ricci curvature and uniformly bounded diameter. We also construct open manifolds of fixed diffeomorphism type whic…
Large language models learn company embeddings from SEC filings.
problem Lack of a rigorous definition of company similarity.
method Pre-trained and finetuned large language models (LLMs) to learn embeddings from SEC filings.
result LLMs can reproduce GICS classifications and indicate similar financial performance.
Fine-grained event tagging system for SEC 8-K filings improves precision to 96%.
problem Coarse SEC item codes mislabel routine and significant events.
method Two-stage system tagging 8-K disclosures against a 119-event taxonomy.
result LLM judge finds precision rises to 96% with quality scores.
The study of fibrations of the target manifolds of string/M/F-theories has provided many insights to the dualities among these theories or even as a tool to build up dualities since the work of Strominger, Yau, and Zaslow on the Calabi-Yau case. For M-theory compactified on a Joyce manifold M7, the fact that M7 i…
Network analysis detects insider trading by flagging coordinated trades.
problem Detecting insider trading due to limited labelled data.
method Data-driven network approach using SEC trade data.
result Algorithm identifies insider trading clusters with high accuracy.
FinReflectKG builds a comprehensive financial knowledge graph from SEC filings, improving extraction quality.
problem Lack of large-scale, open-source financial knowledge graph datasets.
method Intelligent document parsing, table-aware chunking, schema-guided iterative extraction, reflection-driven feedback loop.
result Reflection-agent-based mode achieves best balance of efficiency, accuracy, and reliability.
FinReflectKG - EvalBench benchmarks financial KG extraction from SEC 10-K filings.
problem Lack of universal benchmark and evaluation framework for financial KG construction.
method Agentic and holistic evaluation principles, deterministic commit-then-justify judging protocol, binary and ordinal evaluations.
result Reflection-based extraction outperforms single-pass extraction in comprehensiveness, precision, and relevance.
The paper explores numerical characteristics of compact Riemannian manifolds and proves inequalities.
problem Analyzing numerical characteristics of compact Riemannian manifolds.
method Proving inequalities involving scalar curvature, Ricci curvature, and sectional curvature.
result Proven inequalities for the curvature of compact Riemannian manifolds.
Study finds CNNs perform better with financial ratio data than fundamental data.
problem Improving CNN performance with financial data.
method Developed and analyzed three image encoding methods for financial data.
result Image encoding methods improve CNN performance for financial ratio data but not significantly for fundamental data.
We show that the 2-jet bundle of local Riemannian metrics on an arbitrary differentiable manifold admits a section which pointwise fulfills the curvature relation sec(g)=a for any real number a. It follows by Gromov's h-principle for open, invariant differential relations that every noncompact differentiable manifold c…
Proves compactness of geometric models for certain homogeneous spaces.
problem Existence and uniqueness of geometric models for locally homogeneous spaces.
method Proves existence and uniqueness of geometric models in the pointed C1,α-topology. result Compact set of geometric models for sectional curvature ≤ 1.
Let M be a 5 dimensional Riemannian manifold with SecM∈[0,1], Σ be a locally conformally flat hypersphere in M with mean curvature H. We prove that, there exists ε0>0, such that ∫Σ(1+H2)2≥8π2/3, provided H≤ε0. In particular, if Σ is a locally conformally flat mi…
Proves existence of infinite order elements in curvature spaces.
problem Existence of elements in curvature spaces.
method Analyzes homotopy groups of spaces with positive curvature.
result Proves existence of infinite order elements in high-dimensional spaces with positive curvature.
Given a closed 3-manifold with an initial Riemannian metric of negative sec- tional curvature, we consider the cross curvature flow an evolution equation of metric on M3. We prove long-time existence of a solution to the cross curvature flow via the maximum principle theorem. Besides, we demonstrate the solution exists…
Rigidity results are obtained for Riemannian d-manifolds with sec⩾1 and spherical rank at least d−2>0. Conjecturally, all such manifolds are locally isometric to a round sphere or complex projective space with the (symmetric) Fubini--Study metric. This conjecture is verified in all odd dimensions, for …
The paper studies magnetic curvature and proves the existence of closed orbits on low energy levels.
problem Existence of closed magnetic geodesics on low energy levels.
method Derived magnetic curvature operator and used Bonnet-Myers argument.
result Established the existence of a contractible periodic orbit on closed manifolds.
The Blaschke's conjecture asserts that if $\diam(M)=\text{Inj}(M)=\frac\pi2$ (up to a rescaling) for a complete Riemannian manifold M, then M is isometric to Sn(21), RPn, CPn, HPn or CaP2 endowed with the canonical metric. In the paper…
New restrictions found on 4-manifolds with pinched curvature.
problem Restrictions on Euler characteristic and signature of 4-manifolds with pinched curvature.
method Proved new restrictions on Euler characteristic and signature of oriented 4-manifolds with pinched sectional curvature.
result Simply connected 4-manifolds with δ≤sec≤1 are homeomorphic to S4 or CP2. Financial markets are extremely data-driven and regulated. Participants rely on notifications about significant events and background information that meet their requirements regarding timeliness, accuracy, and completeness. As one of Europe's leading providers of financial data and regulatory solutions vwd processes a…
We construct an expanding gradient Ricci soliton in dimension three over the topological manifold R x T^2 (the product of a line and a torus) that aproaches asymptotically a constant curvature cusp at one end, and a flat manifold on the other end. We prove that this is the only gradient soliton with this topology, prov…
Let N be a complete manifold with bounded geometry, such that secN≤−σ<0 for some positive constant σ. We investigate the mean curvature flow of the graphs of smooth length-decreasing maps f:Rm→N. In this case, the solution exists for all times and the evolving submanifold stays the graph of a…
We derive general structure and rigidity theorems for submetries f:M→X, where M is a Riemannian manifold with sectional curvature secM≥1. When applied to a non-trivial Riemannian submersion, it follows that diamX≤π/2. In case of equality, there is a Riemannian submersion S→M fro…
Insider trading is one of the numerous white collar crimes that can contribute to the instability of the economy. Traditionally, the detection of illegal insider trades has been a human-driven process. In this paper, we collect the insider tradings made available by the US Securities and Exchange Commissions (SEC) thro…
The paper classifies holonomy groups of special connections on manifolds.
problem Understanding the holonomy groups of manifolds with density.
method Examining examples and general properties of holonomy groups of connections introduced by Wylie.
result Classification of holonomy groups in dimension 2 and two infinite families.
Study on convergence rate of Bergman metrics on Kähler manifolds.
problem Analyzing convergence rate of Bergman metrics on Kähler manifolds.
method Using Tian's peak section method to show uniform C1,α convergence. result Uniform C1,α convergence of Bergman metrics is demonstrated. Deep RL model uses multimodal data for better stock portfolio optimization.
problem Optimizing trading strategies for SP100 stocks using complex data sources.
method Multimodal deep reinforcement learning with state tensors, CNNs, and RNNs.
result Agent outperforms standard benchmarks in portfolio performance.
GAN improves financial risk prediction by generating synthetic minority events.
problem Data imbalance in financial market supervision.
method Generative Adversarial Networks (GAN) to generate synthetic data.
result GAN-generated synthetic data significantly improves prediction accuracy.
Experts predict significant adoption of decentralized finance by 2034, with traditional finance adapting.
problem Adoption and integration of decentralized finance (DeFi) in financial services.
method Survey analysis using New Institutional Economics and Dynamic Capabilities Theory.
result Experts expect adoption of DeFi to rise from negligible to 43% by 2034, with traditional finance likely to embrace it.
Analyzing a comprehensive news dataset, we document that joint news coverage triggers attention contagion, causing temporarily inflated valuations for affected stocks. Tracing SEC EDGAR visits from unique IPs, we provide direct evidence of attention spillovers between stocks. Stocks with greater joint news coverage exh…
Benchmark evaluates AI-generated financial QA hallucinations, highlighting system vulnerabilities.
problem Ensuring factual accuracy of AI-generated financial QA outputs.
method Developed a benchmark dataset and evaluated six detection methods under clean and noisy conditions.
result LLM-based judges and embedding methods perform best, but degrade under noisy conditions.
Study uses neural networks to predict firm earnings, outperforming benchmarks and analysts.
problem Limited coverage and biased estimates by financial analysts.
method Developed a neural network model using 40 years of financial data.
result Model outperforms benchmarks and analysts' forecasts for fiscal-year-end earnings predictions.
Deep learning shows ETF imbalances are more informative than market imbalances.
problem Determining causality between ETF and market imbalances.
method Deep learning econometric methodology applied to stock and ETF transactions.
result ETF imbalance messages are more informative than market imbalance messages.
Corrects technical error in change of measure for HTB models.
problem Technical error in change of measure for HTB models.
method Provided supplement conditions to correct the error.
result Corrected technical error in change of measure for HTB models.
LLMs cause inconsistent financial outputs, smaller models are more reliable.
problem Inconsistent outputs from LLMs undermine auditability and trust in financial workflows.
method Finance-calibrated deterministic test harness, task-specific invariant checking, model classification, and cross-provider validation.
result Smaller models (Granite-3-8B, Qwen2.5-7B) achieve 100% output consistency, while larger models like GPT-OSS-120B have high drift.
Paper defines weak (1, 3) homotopy for knot projections and classifies trivial knots.
problem Classifying knot projections under weak (1, 3) homotopy.
method Defines weak (1, 3) homotopy, introduces a map to knot isotopy classes, and determines trivial knots.
result Determines which knot projections are trivial under weak (1, 3) homotopy.