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.
The paper studies curves in surfaces using flow-spines and apparent contours.
problem Understanding curves in arbitrary surfaces using flow-spines and apparent contours.
method By considering generic curves and their apparent contours relative to a traversing flow, the paper reconstructs curves and allows them to vary up to homotopy.
result A finite set of local moves on decorated graphs allows for the reconstruction and variation of curves within a fixed generic flow.
It is well-known that the LIE(Locally Induction Equation) admit soliton-type solutions and same soliton solutions arise from different and apparently irrelevant physical models. By comparing the solitons of LIE and Killing magnetic geodesics, we observe that these solitons are essentially decided by two families of iso…
In this paper, we assume that the permanent market impact of metaorders is linear and that the price is a martingale. Those two hypotheses enable us to derive the evolution of the price from the dynamics of the flow of market orders. For example, if the market order flow is assumed to follow a nearly unstable Hawkes pr…
In this paper we characterize the intrinsic geometry of apparent horizons (outermost marginally outer trapped surfaces) in asymptotically flat spacetimes; that is, the Riemannian metrics on the two sphere which can arise. Furthermore we determine the minimal ADM mass of a spacetime containing such an apparent horizon. …
In this paper we find new examples of Riemannian manifolds with outermost apparent horizons with nonspherical topology, in dimensions four and above. More precisely, for any n,m≥1, we construct asymptotically flat, scalar flat Riemannian manifolds containing smooth outermost minimal hypersurfaces with topology $S^n…
We study the long memory of order flow for each of three liquid currency pairs on a large electronic trading platform in the foreign exchange (FX) spot market. Due to the extremely high levels of market activity on the platform, and in contrast to existing empirical studies of other markets, our data enables us to perf…
We prove a conjecture of Tom Ilmanen's and Hubert Bray's regarding the existence of the outermost generalized apparent horizon in an initial data set and that it is outer area minimizing.
We establish a Positive Mass Theorem for initial data sets of the Einstein equations having generalized trapped surface boundary. In particular we answer a question posed by R. Wald concerning the existence of generalized apparent horizons in Minkowski space.
Given a submanifold S⊂Rn of codimension at least three, we construct an asymptotically Euclidean Riemannian metric on Rn with nonnegative scalar curvature for which the outermost apparent horizon is diffeomorphic to the unit normal bundle of S.
For asymptotically flat initial data of Einstein's equations satisfying an energy condition, we show that the Penrose inequality holds between the ADM mass and the area of an outermost apparent horizon, if the data are restricted suitably. We prove this by generalizing Geroch's proof of monotonicity of the Hawking mass…
Using a proprietary dataset of meta-orders and prediction signals, and assuming a quasi-linear impact model, we deconvolve market impact from past correlated trades and a predictable return component to elicit the temporal dependence of the market impact of a single daily meta-order, over a ten day horizon in various e…
This work originates from a heart's images tracking which is to generate an apparent continuous motion, observable through intensity variation from one starting image to an ending one both supposed segmented. Given two images p0 and p1, we calculate an evolution process p(t, \cdot) which transports p0 to p1 by using th…
We prove the Riemannian Penrose conjecture, an important case of a conjecture made by Roger Penrose in 1973, by defining a new flow of metrics. This flow of metrics stays inside the class of asymptotically flat Riemannian 3-manifolds with nonnegative scalar curvature which contain minimal spheres. In particular, if we …
We construct asymptotically Euclidean solutions of the vacuum Einstein constraint equations with an apparent horizon boundary condition. Specifically, we give sufficient conditions for the constant mean curvature conformal method to generate such solutions. The method of proof is based on the barrier method used by Ise…
Viewing a data set such as the clouds of Jupiter, coherence is readily apparent to human observers, especially the Great Red Spot, but also other great storms and persistent structures. There are now many different definitions and perspectives mathematically describing coherent structures, but we will take an image pro…
In a paper \cite{P} in 1973, R. Penrose made a physical argument that the total mass of a spacetime which contains black holes with event horizons of total area A should be at least A/16π. An important special case of this physical statement translates into a very beautiful mathematical inequality in Riemann…
The paper addresses causal estimation for text data with apparent overlap violations.
problem Estimating causal effects from text data with unknown confounders and apparent overlap.
method Uses supervised representation learning to create a representation that preserves confounding information while eliminating predictive information, satisfying overlap assumptions.
result Shows how to obtain robust causal estimation in the presence of apparent overlap violations.