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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.

168,657 papers · 148 categories

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19385776 · Jun 202619922001200920172026
48 results for constantly curved

This paper explores constantly curved holomorphic 2-spheres in complex Grassmannian and confirms their rarity.

problem Classifying constantly curved holomorphic 2-spheres of degree 6 in the complex Grassmannian G(2,5)G(2,5).
method Invoking the moduli space structure of sextic curves in Fano 3-folds and using PSL2PSL_2-transvectant and engaged unitary analyses.
result The moduli space of constantly curved sextic curves in G(2,5)G(2,5) is semialgebraic of dimension 2, with only one nonhomogeneous member.

Researchers classify special curved spheres in a complex space.

problem Classifying special holomorphic two-spheres in a complex Grassmannian.
method Completely classified noncongruent spheres with constant curvature and second fundamental form.
result Found all homogeneous spheres with constant curvature and second fundamental form.

This is a survey on quaternion Hermitian Weyl (locally conformally quaternion Kähler) and hyperhermitian Weyl (locally conformally hyperkähler) manifolds. These geometries appear by requesting the compatibility of some quaternion Hermitian or hyperhermitian structure with a Weyl structure. The motivation for such a stu…

2001-05-05abs ↗pdf ↗

In this paper we analyzed dependencies in commodity markets investigating correlations of future contracts for commodities over the period 1998.09.01 - 2007.12.14. We constructed a minimal spanning tree based on the correlation matrix. The tree provides evidence for sector clusterization of investigated contracts. We a…

2008-03-27abs ↗pdf ↗

We consider hypersurfaces in the real Euclidean space Rn+1\mathbb{R}^{n+1} (n2n\geq2) which are relatively normalized. We give necessary and sufficient conditions a) for a surface of negative Gaussian curvature in R3\mathbb{R}^3 to be ruled, b) for a hypersurface of positive Gaussian curvature in Rn+1\mathbb{R}^{n+1} to be…

2014-04-07abs ↗pdf ↗

We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with decreasing sampling frequency. Our study is based on high-frequency recordings of …

2007-04-05abs ↗pdf ↗

Researchers have constantly asked whether stock returns can be predicted by some macroeconomic data. However, it is known that macroeconomic data may exhibit nonstationarity and/or heavy tails, which complicates existing testing procedures for predictability. In this paper we propose novel empirical likelihood methods …

2014-04-30abs ↗pdf ↗

The importance of nodes in a network constantly fluctuates based on changes in the network structure as well as changes in external interest. We propose an evolving teleportation adaptation of the PageRank method to capture how changes in external interest influence the importance of a node. This framework seamlessly g…

2012-03-27abs ↗pdf ↗

A lightweight model predicts IT system KPIs from historical data.

problem Predicting future KPIs of interconnected IT systems is hard due to diverse and changing components.
method A weighted heterogeneous ensemble method combining neural network and mean predictor.
result Achieved R2R^2 scores of 0.10 and 0.15 on test data.

This study improves scalability of randomized smoothing for certifying classifier robustness.

problem Certifying machine learning classifiers against adversarial attacks is challenging and scalable solutions are needed.
method The study reviews and explores randomized smoothing and its derivatives, focusing on scalability.
result The study provides theoretical guarantees and discusses scalability challenges of randomized smoothing.

Modeling market makers' quoting strategies to understand price impact.

problem Understanding how price impact arises from market makers' quoting strategies.
method Modeling market making as a dynamic auction using Stochastic Differential Games and finding Nash Equilibrium.
result The price impact function derived from market makers' strategies matches the Almgren-Chriss model.

Model assesses systemic risk in crude oil and gasoline futures markets.

problem Systemic risk in high-frequency crude oil and gasoline futures markets.
method Hawkes flocking model examining endogeneity and interactivity.
result Significantly higher endogenous systemic risk in WTI crude oil compared to gasoline, with gasoline having a higher influence on WTI.

Machine learning refactors knowledge to improve learning efficiency.

problem Inductive program synthesis efficiency through knowledge restructuring.
method Introduces Knorf, a system that refactors knowledge bases using constraint optimization.
result Learning from refactored knowledge improves predictive accuracy fourfold and reduces learning time by half.

The Newman-Penrose-Perjes formalism is applied to smooth contact structures on riemannian 3-manifolds. In particular it is shown that a contact 3-manifold admits an adapted riemannian metric if and only if it admits a metric with a divergence-free, constantly twisting, geodesic congruence. The shear of this congruence …

2000-12-05abs ↗pdf ↗

We investigate the use of regularized Newton methods with adaptive norms for optimizing neural networks. This approach can be seen as a second-order counterpart of adaptive gradient methods, which we here show to be interpretable as first-order trust region methods with ellipsoidal constraints. In particular, we prove …

2019-05-22abs ↗pdf ↗

Study compares deep learning stock trading strategies in adverse market conditions.

problem Comparing deep learning models for stock trading performance in extreme market downturns.
method Reconstructed three deep learning models and compared their strategies through trading simulations.
result Deep learning models, especially LSTM, can mitigate losses in severe market downturns.

This paper compares LSTM, GRU, and Transformer models for stock price prediction.

problem Improving stock price prediction accuracy in fast-paced financial markets.
method Training models on Tesla stock data from 2015 to 2024, comparing LSTM, GRU, and Transformer.
result LSTM model achieved 94% accuracy in predicting stock prices.

Eisenhart's theorem extended to sub-Riemannian metrics on specific Lie algebras.

problem Extending Eisenhart's theorem to sub-Riemannian metrics on step 2 distributions.
method Introducing ad-surjective step 2 nilpotent Lie algebras and extending Eisenhart's theorem.
result The theorem holds for sub-Riemannian metrics on ad-surjective step 2 distributions.

Investors use various asset allocation strategies to meet financial goals.

problem Finding the optimal asset allocation for individual investors is challenging.
method Conducted a benchmark study comparing traditional and machine learning approaches.
result Deep reinforcement learning models outperformed traditional methods in both bullish and bearish markets.

Research shows that information asymmetry affects how quickly companies adjust their capital structure and expected returns.

problem The relationship between capital structure adjustment speed and expected returns is influenced by information asymmetry.
method A hybrid data regression model was used to test the hypotheses based on data from 120 companies in the Tehran Stock Exchange.
result Information asymmetry positively affects the relationship between capital structure adjustment speed and expected returns.

Neural GARCH models financial time series with time-varying coefficients.

problem Modeling conditional heteroskedasticity in financial time series.
method Neural network adaptation of GARCH and BEKK models with time-varying coefficients parameterized by a recurrent neural network.
result Neural Students t model consistently outperforms other models on financial time series.

Fermat-Torricelli points help assess investment risks by smoothing series data.

problem Analyzing investment risks in series with large variance, nonlinear trends, or non-normal distributions.
method Construct Fermat-Torricelli points to reduce random component influence.
result Smoothing series by Fermat-Torricelli points reduces risk assessment errors.

By generalizing the measurements on the game experiments of mixed strategy Nash equilibrium, we study the dynamical pattern in a representative dynamic stochastic general equilibrium (DSGE). The DSGE model describes the entanglements of the three variables (output gap [yy], inflation [ππ] and nominal interest rate [$…

2014-10-30abs ↗pdf ↗