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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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4.2%8.3%12.5%16.7% · Sep 199519922001200920172026
48 results for contracting flow

Curvature flows in hyperbolic space preserve positive sectional curvature and contract to a point.

problem Preserving positive sectional curvature in contracting curvature flows in hyperbolic space.
method Homogeneous speed flow with positive sectional curvature, including kkth mean curvature flow.
result Positive sectional curvature is preserved and the hypersurface contracts to a round point in finite time.

We study contractivity properties of gradient flows for functions on normed spaces or, more generally, on Finsler manifolds. Contractivity of the flows turns out to be equivalent to a new notion of convexity for the functions. This is different from the usual convexity along geodesics in non-Riemannian Finsler manifold…

2010-09-13abs ↗pdf ↗

Predicts short-term futures contract direction using neural networks and order flow data.

problem Challenges in predicting short-term directional movement of futures contracts.
method Engineering features from technical analysis, order flow, and order-book data; training a Tabnet neural network.
result Achieved an accuracy of 0.601 in predicting directional change on the Silver Futures Contract.

Study on contracting maps and their rigidity under curvature constraints.

problem Rigidity of contracting maps between manifolds with positive curvature.
method Analysis of curvature pinching and contracting conditions involving singular values.
result Established the relation between curvature pinching and contracting conditions.

We consider contracting flows in (n+1)(n+1)-dimensional hyperbolic space and expanding flows in (n+1)(n+1)-dimensional de Sitter space. When the flow hypersurfaces are strictly convex we relate the contracting hypersurfaces and the expanding hypersurfaces by the Gauss map. The contracting hypersurfaces shrink to a point $x_0…

2016-04-08abs ↗pdf ↗

Establishes exponential contraction in Wasserstein distance on manifolds and flows.

problem Analyzing contraction rates in Wasserstein distance on manifolds and their evolution.
method Explicit estimates and extension to evolving manifolds under geometric flow.
result Gradient estimates with exponential contraction rate under weak curvature conditions.

We give a criterion under which a solution g(t) of the Kahler-Ricci flow contracts exceptional divisors on a compact manifold and can be uniquely continued on a new manifold. As t tends to the singular time T from each direction, we prove convergence of g(t) in the sense of Gromov-Hausdorff and smooth convergence away …

2010-03-03abs ↗pdf ↗

We consider contracting and expanding curvature flows in $\Ss$. When the flow hypersurfaces are strictly convex we establish a relation between the contracting hypersurfaces and the expanding hypersurfaces which is given by the Gauß map. The contracting hypersurfaces shrink to a point x0x_0 while the expanding hypersur…

2013-08-07abs ↗pdf ↗

This paper develops a method to select a reference contract for multi-contract quoting to minimize execution risk.

problem Minimizing execution risk in multi-contract quoting sequences.
method Develops a diagnostic framework using order-flow Hawkes forecasts and CLF to select a stable reference contract.
result Event-history and LOB-state signals offer complementary views for reference-contract selection.

Nearly spherical, positively curved surfaces are mapped from a sphere.

problem Mapping nearly spherical, positively curved surfaces from a sphere.
method Combines Ricci flow, Kim-Milman construction, and Bakry-Émery criterion.
result Every nearly spherical, positively curved surface is the contractive image of a round sphere.

The paper solves a 5-manifold foliation problem using a Sasaki-Ricci flow.

problem Solving foliation singularities on Sasakian 5-manifolds.
method Applying the Sasaki-Ricci flow to resolve cyclic quotient foliation singularities.
result Proves a Sasaki analogue of the analytic minimal model program.

We prove that convex hypersurfaces in Rn+1{\mathbb R}^{n+1} contracting under the flow by any power α>1n+2α>\frac{1}{n+2} of the Gauss curvature converge (after rescaling to fixed volume) to a limit which is a smooth, uniformly convex self-similar contracting solution of the flow. Under additional central symmetry of the ini…

2015-10-02abs ↗pdf ↗

The paper studies how convex surfaces shrink under mean curvature flow with a free boundary.

problem Mean curvature flow of convex surfaces with a free boundary on convex barriers.
method Introduced a new perturbation argument to establish convexity and pinching estimates.
result The flow contracts a sufficiently convex surface to a point in finite time, asymptotic to a half-sphere.

The paper shows how heat flows and Wasserstein distances relate to space rigidity.

problem Understanding rigidity in Wasserstein contraction along heat flows.
method Establishing equivalence between rigidity and Bakry-Émery gradient estimates, applying results from Ambrosio-Brué-Semola and Han.
result Spaces with specific curvature bounds exhibit rigidity in Wasserstein contraction.

Study on curve shortening flow with boundary conditions, proving convergence or contraction.

problem Analyzing curve shortening flow with free boundaries.
method Introduced a reflected chord-arc profile and obtained chord-arc estimates.
result Proved that flows either converge to a critical chord or contract to a round half-point.

In this paper, we consider the contracting curvature flow of smooth closed surfaces in 33-dimensional hyperbolic space and in 33-dimensional sphere. In the hyperbolic case, we show that if the initial surface M0M_0 has positive scalar curvature, then along the flow by a positive power αα of the mean curvature HH, t…

2019-04-01abs ↗pdf ↗

We consider two types of pp-centro affine flows on smooth, centrally symmetric, closed convex planar curves, pp-contracting, respectively, pp-expanding. Here pp is an arbitrary real number greater than 1. We show that, under any pp-contracting flow, the evolving curves shrink to a point in finite time and the only…

2012-05-29abs ↗pdf ↗

The paper studies how convex hypersurfaces evolve under curvature flows in space forms.

problem Understanding the evolution of convex hypersurfaces under curvature flows in different space forms.
method Flow by powers of the Gauss curvature in space forms.
result Convex hypersurfaces under the flow by powers of the Gauss curvature in space forms contract to a point in finite time or converge to geodesic spheres.

We consider compact convex hypersurfaces contracting by functions of their curvature. Under the mean curvature flow, uniformly convex smooth initial hypersurfaces evolve to remain smooth and uniformly convex, and contract to points after finite time. The same holds if the initial data is only weakly convex or non-smoot…

2011-04-05abs ↗pdf ↗

We prove the existence and uniqueness of the weak Kahler-Ricci flow on projective varieties with log terminal singularities. It is also shown that the weak Kahler-Ricci flow can be uniquely continued through divisorial contractions and flips if they exist. We then propose an analytic version of the Minimal Model Progra…

2009-09-26abs ↗pdf ↗

3-manifolds with positive scalar curvature and bounded geometry are contractible.

problem Characterizing 3-manifolds with positive scalar curvature and bounded geometry.
method Maximal weak solution to inverse mean curvature flow.
result Complete contractible 3-manifolds with positive scalar curvature and bounded geometry are R3\mathbb R^3.

Prediction markets can be manipulated by traders who can move contract settlements, harming price discovery.

problem Manipulation of settlement times in prediction markets leads to unfair wealth transfer and harms price discovery.
method Developed a model showing how settlement manipulation transfers wealth and harms price discovery, and observed real-world effects on Polymarket's Bitcoin contract.
result Manipulators capture significant profits from retail traders, especially when settlement times are short.

In this short note, we study the behavior of Kaher-Ricci flow on Kahler manifolds which contract divisors to smooth submanifolds. We show that the Kahler potentials are Holder continuous and the flow converges sequentially in Gromov-Hausdorff topology to a compact metric space which is homeomorphic to the base manifold…

2018-09-11abs ↗pdf ↗

The blow-up rates of derivatives of the curvature function will be presented when the closed curves contract to a point in finite time under the general curve shortening flow. In particular, this generalizes a theorem of M.E. Gage and R.S. Hamilton about mean curvature flow in R2\mathbb{R}^{2}.

2009-08-13abs ↗pdf ↗

This study examines lead-lag relationships in Chinese futures markets using high-frequency data.

problem Understanding high-frequency trading dynamics and information flow in futures markets.
method High-frequency tick-by-tick data analysis of lead-lag relationships between different maturity futures contracts.
result The near-month futures lead longer-dated contracts by one tick, with a negative feedback effect on the leading asset.

Study on Ricci flows of awesome homogeneous spaces, proving finite extinction time.

problem Understanding the long-time behavior of Ricci flows on homogeneous spaces.
method Analyzing Ricci flows on non-compact manifolds, focusing on finite extinction time.
result Ricci flows on non-contractible spaces have finite extinction time, confirming conjecture.

We investigate the convergence of the mean curvature flow of arbitrary codimension in Riemannian manifolds with bounded geometry. We prove that if the initial submanifold satisfies a pinching condition, then along the mean curvature flow the submanifold contracts smoothly to a round point in finite time. As a consequen…

2012-03-31abs ↗pdf ↗

Nonnegative sectional curvature linked to matrix displacement convexity.

problem Nonnegative sectional curvature in Riemannian manifolds.
method Matrix displacement convexity as a criterion for nonnegative sectional curvature.
result Entropy functional matrix displacement convexity implies nonnegative sectional curvature.