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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.

168,742 papers · 148 categories

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100200300400 · Jun 202019922001200920172026
48 results for Sides Order Index (SOI)

Analyzing available FAO data from 176 countries over 21 years, we observe an increase of complexity in the international trade of maize, rice, soy, and wheat. A larger number of countries play a role as producers or intermediaries, either for trade or food processing. In consequence, we find that the trade networks bec…

2019-01-17abs ↗pdf ↗

Minimal hypersurfaces in real projective spaces have at least n+2 Morse index.

problem Understanding the Morse index of minimal hypersurfaces in real projective spaces.
method Analyzing unstable one-sided and two-sided minimal hypersurfaces in real projective spaces.
result The Morse index of minimal hypersurfaces is at least n+2, with specific examples provided.

Paper introduces Lie algebroid index theory and a generalized Riemann-Roch theorem.

problem Generalizing Riemann-Roch theorem for manifolds with regular foliations.
method Developed Lie algebroid index theory and applied it to obtain a generalized Riemann-Roch theorem.
result Obtained a generalized Riemann-Roch theorem for manifolds with regular foliations.

For an immersed minimal surface in R3\mathbb{R}^3, we show that there exists a lower bound on its Morse index that depends on the genus and number of ends, counting multiplicity. This improves, in several ways, an estimate we previously obtained bounding the genus and number of ends by the index. Our new estimate resol…

2018-08-20abs ↗pdf ↗

We show that for an immersed two-sided minimal surface in R3R^3, there is a lower bound on the index depending on the genus and number of ends. Using this, we show the nonexistence of an embedded minimal surface in R3R^3 of index 22, as conjectured by Choe. Moreover, we show that the index of a immersed two-sided mini…

2014-05-28abs ↗pdf ↗

New spectral estimates for minimal surfaces with boundary conditions.

problem Quantifying the Morse index of free boundary minimal surfaces.
method Adapted Montiel-Ros partitioning methods to compact manifolds with boundary, accounting for mixed and group actions.
result Explicit two-sided linear bounds on the Morse index for minimal surfaces.

The combined work of Guaraco, Hutchinson, Tonegawa and Wickramasekera has recently produced a new proof of the classical theorem that any closed Riemannian manifold of dimension n+13n + 1 \geq 3 contains a minimal hypersurface with a singular set of Hausdorff dimension at most n7n-7. This proof avoids the Almgren--Pitts …

2017-04-25abs ↗pdf ↗

The comparison theory for the Riccati equation satisfied by the shape operator of parallel hypersurfaces is generalized to semi-Riemannian manifolds of arbitrary index, using one-sided bounds on the Riemann tensor which in the Riemannian case correspond to one-sided bounds on the sectional curvatures. Starting from 2-d…

1997-07-25abs ↗pdf ↗

We revisit the cohomological index theorem for elliptic elements in the universal enveloping algebra of a Lie groupoid previously proved by the authors. We prove a Thom isomorphism for Lie algebroids which enables us to rewrite the "topological side" of the index theorem. This results in index formulae for Lie groupoid…

2013-08-01abs ↗pdf ↗

The use of bundle gerbes and bundle gerbe modules is considered as a replacement for the usual theory of Clifford modules on manifolds that fail to be spin. It is shown that both sides of the Atiyah-Singer index formula for coupled Dirac operators can be given natural interpretations using this language and that the re…

2003-02-10abs ↗pdf ↗

In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the "sell-side shape" and "buy-side shape" of an order book converges to a pair of deterministic measure-valued processes in a c…

2014-11-27abs ↗pdf ↗

Defines and computes geometric pairings for discrete groups using Baum-Connes assembly map.

problem Defining and computing geometric pairings for discrete countable groups.
method Constructs explicit morphisms and the Chern-Baum-Connes assembly map.
result Explicit formulation of a Chern-Connes pairing with the periodic cyclic cohomology of the group algebra.

This paper explores topological aspects of index theory for infinite-dimensional manifolds.

problem Formulating index theory for infinite-dimensional manifolds with LT-actions.
method Introducing RKK-theory and constructing assembly maps for proper LT-spaces.
result Formulation of infinite-dimensional Poincaré duality and assembly maps.

In this paper, we consider immersed two-sided minimal hypersurfaces in Rn\mathbb{R}^n with finite total curvature. We prove that the sum of the Morse index and the nullity of the Jacobi operator is bounded from below by a linear function of the number of ends and the first Betti number of the hypersurface. When n=4n=4, …

2016-05-31abs ↗pdf ↗

Study proves rigidity of capillary surfaces in curved 3D spaces.

problem Proving rigidity of capillary surfaces in curved 3D spaces.
method Local rigidity result for infinitesimally rigid capillary surfaces in Riemannian 3-manifolds with mean convex boundary.
result Bounds on genus, boundary components, and area of compact capillary minimal surfaces with low index.

Near a birth-death critical point in a one-parameter family of gradient flows, there are precisely two Morse critical points of index difference one on the birth side. This paper gives a self-contained proof of the folklore theorem that these two critical points are joined by a unique gradient trajectory up to time-shi…

2017-06-23abs ↗pdf ↗

We propose a model for price formation in financial markets based on clearing of a standard call auction with random orders, and verify its validity for prediction of the daily closing price distribution statistically. The model considers random buy and sell orders, placed following demand- and supply-side valuation di…

2019-04-16abs ↗pdf ↗

We prove that for generic metrics on a 3-sphere, the minimal surface obtained from the min-max procedure of Simon-Smith has index 1. We prove an analogous result for minimal surfaces arising from strongly irreducible Heegaard sweepouts in 3-manifolds. We also confirm a conjecture of Pitts-Rubinstein that a strongly irr…

2017-09-27abs ↗pdf ↗

A new framework for SPX and VIX hedging that combines AI and market dynamics.

problem Jointly hedging SPX and VIX exposures under transaction costs and regime shifts.
method Integrates an SSVI-based implied-volatility surface and a Cboe-compliant VIX computation with a control layer that enforces safety as constraints.
result Reduces expected shortfall while suppressing nuisance turnover in a reproducible synthetic environment.

This study compares Bitcoin and S&P 500 returns using a new GTS distribution method.

problem Analyzing the daily return distributions and tail probabilities of Bitcoin and S&P 500.
method Used advanced Fast Fractional Fourier transform (FRFT) to fit the seven-parameter General Tempered Stable (GTS) distribution.
result Bitcoin has heavier tails and higher prevalence of high returns compared to S&P 500.

Extends a theorem for first-order elliptic operators on manifolds.

problem Proving the relative index theorem for general first-order elliptic operators.
method Using boundary value problems and graphical decomposition of elliptically regular boundary conditions.
result Proves the relative index theorem for general first-order elliptic operators.

We consider a continuous curve of linear elliptic formally self-adjoint differential operators of first order with smooth coefficients over a compact Riemannian manifold with boundary together with a continuous curve of global elliptic boundary value problems. We express the spectral flow of the resulting continuous fa…

2005-04-07abs ↗pdf ↗

DINOSAUR improves retrieval by accounting for embedding uncertainty in recommender systems.

problem Retrieval bias towards popular items due to noisy embeddings.
method Samples multiple embeddings per item and queries with sampled embeddings to account for uncertainty.
result Improves coverage of long-tail niche content without sacrificing recall.

Over the last decade, dividends have become a standalone asset class instead of a mere side product of an equity investment. We introduce a framework based on polynomial jump-diffusions to jointly price the term structures of dividends and interest rates. Prices for dividend futures, bonds, and the dividend paying stoc…

2018-03-06abs ↗pdf ↗

In this paper, we prove a Morse index theorem for the index form of even order linear Hamiltonian systems on the closed interval with reasonable self-adjoint boundary conditions. The highest order term is assumed to be nondegenerate.

2005-04-07abs ↗pdf ↗

Study identifies Kähler-Einstein, Kähler-Ricci soliton, and Sasaki-Einstein metrics on log del Pezzo surfaces.

problem Characterizing log del Pezzo surfaces with specific geometric properties.
method Examining two classes of non-toric log del Pezzo surfaces and analyzing their geometric properties.
result Examples found that admit Kähler-Ricci solitons but not Sasaki-Einstein cone links.

We establish multiplicity results for geometrically distinct contractible closed Reeb orbits of non-degenerate contact forms on a broad class of prequantization bundles. The results hold under certain index requirements on the contact form and are sharp for unit cotangent bundles of CROSS's. In particular, we generaliz…

2017-03-12abs ↗pdf ↗