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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.

169,291 papers · 148 categories

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0111 · Oct 200019922001200920182026
8 results for Volume-Dependent

Study improves optimal execution model with trading volume considerations.

problem Optimizing trading strategies in models with varying market volumes.
method Introduced a penalization method for an adaptive optimization problem in the Almgren-Chriss model.
result Verified the optimality of the volume-weighted average-price strategy and derived a second-order asymptotic expansion of the optimal strategy.

We study the spectrum of the Dirac operator on hyperbolic manifolds of finite volume. Depending on the spin structure it is either discrete or the whole real line. For link complements in S^3 we give a simple criterion in terms of linking numbers for when essential spectrum can occur. We compute the accumulation rate o…

2000-10-25abs ↗pdf ↗

In this paper, we prove that the systolic volume of a closed aspherical 3-manifold is bounded below in terms of complexity. Systolic volume is defined as the optimal constant in a systolic inequality. Babenko showed that the systolic volume is a homotopy invariant. Moreover, Gromov proved that the systolic volume depen…

2015-09-25abs ↗pdf ↗

New proofs of Cheeger-like inequalities for coexact 1-forms on hyperbolic manifolds.

problem Cheeger-like inequalities for coexact 1-forms on hyperbolic manifolds.
method Properties of magnetic geodesic flow and behavior at Mañé's critical energy level.
result Improved Cheeger constants and volume dependence in proofs.

Study on variance of Laplace eigenfunctions on manifolds.

problem Investigating the variance of Laplace eigenfunctions on compact manifolds.
method Combining Kac-Rice formula, Wiener-Itô chaos decompositions, and pointwise Weyl law analysis.
result Established a quantitative bound for the fluctuations of nodal volumes, improving existing results.