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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.

168,695 papers · 148 categories

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48 results for dissolving limit

The study analyzes river water quality using statistical and machine learning methods.

problem Analyzing spatio-temporal dynamics of dissolved oxygen in the River Thames.
method Superstatistical methods and machine learning (e.g., Light Gradient Boosting Machine, Informer model).
result The Informer model outperforms others in long-term dissolved oxygen concentration forecasting.

We prove that many simply connected symplectic four-manifolds dissolve after connected sum with only one copy of S2×S2S^{2}\times S^{2}. For any finite group G that acts freely on the three-sphere we construct closed smooth four-manifolds with fundamental group G which do not admit metrics of positive scalar curvature, bu…

2003-06-05abs ↗pdf ↗

A method uses ITD and XGBoost for precise power transformer fault diagnosis.

problem Fault diagnosis of power transformers using DGA data.
method Ranking DGA parameters by skewness, extracting ITD features, and using an XGBoost classifier.
result The method achieves over 95% accuracy in classification.

The purpose of this note is to show that classical cobordism arguments, which go back to the pioneering works of Mandelbaum and Moishezon, provide quick and unified proofs of any knot surgered compact simply-connected 4-manifold X_K becoming diffeomorphic to X after a single stabilization by connected summing with S^2 …

2017-04-14abs ↗pdf ↗

For any given CC^\infty immersion r:S1R2{\bf r}: S^1\to \mathbb{R}^2 such that the set NSr=R2sS1(r(s)+drs(Ts(S1)))\mathcal{NS}_{\bf r}=\mathbb{R}^2-\cup_{s\in S^1}\left({\bf r}(s)+d{\bf r}_{s}(T_s(S^1))\right) is not empty, a simple geometric model of crystal growth is constructed. It is shown that our geometric model of crystal growth never form…

2014-04-21abs ↗pdf ↗

Novel spatio-temporal LSTM model forecasts oceanic variables across sensors and scales.

problem Data sparsity and lack of connected spatial and temporal information in environmental datasets.
method SPATIAL LSTM architecture that learns across spatial and temporal scales.
result Framework accurately forecasts oceanic variables with comparable performance to state-of-the-art models.

The paper proves prevalent existence and partially determines moduli space of area-minimizing surfaces with fractal singular sets.

problem Existence and moduli space of area-minimizing surfaces with fractal singular sets.
method Proof of prevalent existence, determination of moduli space, refinement of strata.
result Sharp results on moduli space and refinement of strata, showing fractal singularities do not completely dissolve under generic perturbations.

For most positive integer pairs (a,b)(a,b), the topological space $#a{\mathbb C \mathbb P}^2#b{\bar{\mathbb C \mathbb P^2}}$ is shown to admit infinitely many inequivalent smooth structures which dissolve upon performing a single connected sum with S2×S2S^2\times S^2. This is then used to construct infinitely many non-equiva…

2016-07-10abs ↗pdf ↗

New algorithm tackles optimization with distributed constraints.

problem Optimization problems with generalized orthogonality constraints in a decentralized setting.
method Introduced a novel algorithm that tracks gradients and Jacobians simultaneously.
result Global convergence with an iteration complexity established.

Holomorphic networks on modular arithmetic show clear success or failure, no in-between.

problem Understanding when neural networks can represent modular arithmetic tasks.
method Two-layer networks with holomorphic monomial activations trained on modular tasks.
result The network's output is confined to a subspace of characters, and representability depends on the task's Fourier support.

CLQT benchmarks LLM portfolio managers by evaluating their decision-making process, not just returns.

problem Most benchmarks rank LLMs by returns, ignoring their decision-making process and potential for look-ahead leakage.
method CLQT reframes evaluation as diagnosis, using a closed-loop, cost-aware, strategy-consistent environment with a five-stage cycle.
result CLQT provides a durable map of agent competencies and limitations, separating outcome from process.

Cryptocurrency markets treat infrastructure failures and regulatory shocks differently, but the effect is not statistically significant.

problem Understanding how cryptocurrency markets differentiate between infrastructure failures and regulatory shocks.
method A multi-moment event study using GJR-GARCH-X model with matched dependence-robust inference.
result The differential impact of infrastructure failures and regulatory shocks on cryptocurrency markets is not statistically significant.

We show that for a strongly convergent sequence of geometrically finite Kleinian groups with geometrically finite limit, the Cannon-Thurston maps of limit sets converge uniformly. If however the algebraic and geometric limits differ, as in the well known examples due to Kerckhoff and Thurston, then provided the geometr…

2011-07-05abs ↗pdf ↗

New examples show strong Kato limits can be branching and not satisfy known conditions.

problem Exploring the boundaries of strong Kato limits and their properties.
method Constructing specific examples of non-collapsed strong Kato limits.
result Found examples of strong Kato limits that are branching and do not satisfy CD(K,)\mathrm{CD}(K,\infty) or MCP(K,N)\mathrm{MCP}(K,N) conditions.

We explore the plane-wave limit of homogeneous spacetimes. For plane-wave limits along homogeneous geodesics the limit is known to be homogeneous and we exhibit the limiting metric in terms of Lie algebraic data. This simplifies many calculations and we illustrate this with several examples. We also investigate the beh…

2005-04-07abs ↗pdf ↗

The large-N limit of Segal-Bargmann transform on spheres is studied.

problem Understanding the behavior of Segal-Bargmann transform on spheres as dimension increases.
method Analyzing the large-N limit of the transform on SN1(N)S^{N-1}(\sqrt N), describing geometric models, and showing the transform remains unitary.
result The limiting transform is still a unitary map from the limiting domain onto the limiting range.

A limit group is the limit of a sequence of conjugates of the diagonal Cartan subgroup, C, of SL(3,R). We show C has 5 possible limit groups, up to conjugacy. Each limit group is determined by an equivalence class of nonstandard triangle, and we give a criterion for a sequence of conjugates of C to converge to each of …

2014-06-17abs ↗pdf ↗

We investigate the Penrose limits of classical string and M-theory backgrounds. We prove that the number of (super)symmetries of a supergravity background never decreases in the limit. We classify all the possible Penrose limits of AdS x S spacetimes and of supergravity brane solutions. We also present the Penrose limi…

2002-02-18abs ↗pdf ↗

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of order positions and related queues around their fluid limits are analyzed. As a…

2015-05-18abs ↗pdf ↗

Two price regimes identified in limit order books: close and far from quotes.

problem Understanding the distribution and behavior of limit orders in limit order books.
method Analysis of limit order book data in dimensions of price, time, lifetime, and volume.
result Identification of two distinct regimes in the limit order book: close and far from quotes.

Study compares price limit and circuit breaker effects in stock markets.

problem Preventing rapid and steep price drops in stock exchanges.
method Agent-based model for financial market simulation.
result Price limit and circuit breaker have similar effects under same conditions, but price limit less effective with shorter limit time range.

In this paper we derive a scaling limit for an infinite dimensional limit order book model driven by Hawkes random measures. The dynamics of the incoming order flow is allowed to depend on the current market price as well as on a volume indicator. With our choice of scaling the dynamics converges to a coupled SDE-ODE s…

2017-09-05abs ↗pdf ↗

Study of conformal limits in Nakajima quiver varieties.

problem Understanding the conformal limits of Nakajima quiver varieties.
method Defined and studied a conformal limit construction for Nakajima quiver varieties, proving it is a limit of a one-parameter family and gives a biholomorphic map.
result Proved the conformal limit is a biholomorphic map between Lagrangian submanifolds of different quiver varieties.

Study on the limits of projective special real manifolds and their symmetries.

problem Understanding the limits of projective special real manifolds.
method Evolution of defining polynomial and centro-affine fundamental form along curves.
result Found a list of possible limit geometries and a lower bound for symmetry groups.

New framework for understanding infinite-width neural networks.

problem Understanding the infinite-width limit behavior of neural networks.
method General framework to study limit behavior of neural models based on hyperparameter scaling.
result Derives scaling for existing mean-field and neural tangent kernel limits and introduces new dynamically stable limits.

Study examines infinite limits of transformer dynamics, identifying key parameterizations.

problem Understanding the training dynamics of transformer models in the feature learning regime.
method Analysis of infinite scaling limits using dynamical mean field theory.
result Identified parameterizations that admit well-defined infinite width and depth limits.

The aim of the paper is to investigate the relation between inverse limit of branched manifolds and codimension zero laminations. We give necessary and sufficient conditions for such an inverse limit to be a lamination. We also show that codimension zero laminations are inverse limits of branched manifolds. The inverse…

2012-04-28abs ↗pdf ↗

We examine the correlation of the limit price with the order book, when a limit order comes. We analyzed the Rebuild Order Book of Stock Exchange Electronic Trading Service, which is the centralized order book market of London Stock Exchange. As a result, the limit price is broadly distributed around the best price acc…

2007-02-04abs ↗pdf ↗

Troels Jorgensen conjectured that the algebraic and geometric limits of an algebraically convergent sequence of isomorphic Kleinian groups agree if there are no new parabolics in the algebraic limit. We prove that this conjecture holds in 'most' cases. In particular, we show that it holds when the domain of discontinui…

1999-03-12abs ↗pdf ↗