Study improves optimal execution model with trading volume considerations.
arXiv research
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Study examines market impact of small orders in futures contracts.
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…
Study floating bodies of polytopes, linking volume to flags.
We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP).The set of solutions is a polytope, which volume depends on the constraintsapplied and reveals the potential fragility of the economic circuit,with no need to study the dynamics. Several …
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…
New proofs of Cheeger-like inequalities for coexact 1-forms on hyperbolic manifolds.
Study on variance of Laplace eigenfunctions on manifolds.