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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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189377566754 · Jun 202019922001200920172026
48 results for distributional volume forms

New integral defined for Hölder continuous functions, characterizing distributional volume forms.

problem Defining and characterizing a new integral for Hölder continuous functions.
method Constructing a distribution from Hölder continuous functions and using integral properties.
result Characterizes the Hölder regularity of the constructed distribution.

A dynamic herding model with interactions of trading volumes is introduced. At time tt, an agent trades with a probability, which depends on the ratio of the total trading volume at time t1t-1 to its own trading volume at its last trade. The price return is determined by the volume imbalance and number of trades. The …

2008-03-06abs ↗pdf ↗

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation proce…

2013-02-13abs ↗pdf ↗

Natural volume forms defined for pseudo-Finslerian manifolds with specific metrics.

problem Defining natural volume forms on pseudo-Finslerian manifolds with mm-th root metrics.
method Definitions depend on the parity of mm, expressed in terms of Cayley hyperdeterminants.
result Volume forms computation simplified by avoiding integration over the indicatrix.

Study shortest geodesics on flat cone spheres with conical singularities.

problem Understanding the distribution of shortest geodesics on flat cone spheres.
method Proved a recurrent relation on the distribution of the length of shortest geodesics with respect to Thurston's volume form.
result Proved a recurrent relation on the distribution of the length of shortest geodesics.

S. Donaldson introduced a metric on the space of volume forms, with fixed total volume on any compact Riemmanian manifold. With this metric, the space of volume forms formally has non-positive curvature. The geodesic equation is a fully nonlinear degenerate elliptic equation. We solve the geodesic equation and its pert…

2008-10-21abs ↗pdf ↗

In the context of Synthetic Differential Geometry, we describe the square volume of a ``second-infinitesimal simplex'', in terms of square-distance between its vertices. The square-volume function thus described is symmetric in the vertices. The square-volume gives rise to a characterization of the volume form in the t…

2000-06-02abs ↗pdf ↗

Researchers find highest volumes for isospectral spherical orbifolds and space forms.

problem Finding the maximum volumes of isospectral spherical orbifolds and space forms.
method Analyzing isospectral properties and calculating volumes of spherical orbifolds and space forms.
result Highest volumes for specific dimensions and conditions of isospectral spherical orbifolds and space forms.

Infinite volume moduli spaces of hyperbolic surfaces are redefined with exponential forms.

problem Infinite volume of moduli spaces of hyperbolic surfaces with cusps.
method Introduce exponential volume form exp(-W)Vol(K,L) where W is a function of hyperbolic areas.
result Exponential volume forms make moduli spaces finite and relevant to open string theory.

Study geodesic equation on mixed-volume forms on balanced manifolds, proving existence of solutions.

problem Existence of solutions to the Calabi-Yau equation for balanced metrics.
method Introduced a L2L^2 metric space of mixed-volume forms and derived a geodesic equation.
result Existence of solutions to the Calabi-Yau equation on all balanced manifolds.

The paper explores the connection between Poisson-Lie structures and invariant volume forms in Hamiltonian dynamics.

problem Understanding the relationship between Poisson-Lie structures and invariant volume forms in Hamiltonian systems.
method Analyzing the existence and preservation of invariant volume forms under Hamiltonian vector fields on Poisson-Lie groups.
result A unimodular Poisson-Lie structure ensures the preservation of a multiple of any left-invariant volume, and the existence of a preserving volume form implies unimodularity.

The paper defines unimodularity for coisotropic Poisson spaces and discusses invariant volume forms.

problem Understanding unimodularity and invariant volume forms for Hamiltonian dynamics on coisotropic Poisson spaces.
method Introducing multiplicative unimodularity and discussing its properties for coisotropic Poisson homogeneous spaces.
result Existence of invariant volume forms for explicit Hamiltonian systems on coisotropic Poisson spaces.

Geodesically equivalent Finsler metrics share invariant volume forms and first integrals.

problem Understanding shared properties of geodesically equivalent Finsler metrics.
method Computing first integrals as coefficients of a characteristic polynomial.
result Geodesically invariant functions are first integrals of geodesically equivalent Finsler metrics.

For a knot K in S^3 we construct according to Casson--or more precisely taking into account Lin and Heusener's further works--a volume form on the SU(2)-representation space of the group of K. We prove that this volume form is a topological knot invariant and explore some of its properties.

2004-09-27abs ↗pdf ↗

We prove the following nonholonomic version of the classical Moser theorem: given a bracket-generating distribution on a connected compact manifold (possibly with boundary), two volume forms of equal total volume can be isotoped by the flow of a vector field tangent to this distribution. We describe formal solutions of…

2008-02-12abs ↗pdf ↗

Let MM be a compact nn-manifold of RicM(n1)H\operatorname{Ric}_M\ge (n-1)H (HH is a constant). We are concerned with the following space form rigidity: MM is isometric to a space form of constant curvature HH under either of the following conditions: (i) There is ρ>0ρ>0 such that for any xMx\in M, the open ρρ-ball at $x^…

2016-04-24abs ↗pdf ↗

The paper derives formulas for symplectic volume forms on surface representation varieties.

problem Calculating symplectic volume forms on surface representation varieties.
method Multiplicative gluing formulas and Heusener-Porti results.
result Symplectic volume form on Σg,0Σ_{g,0} is a product of forms on Σ2,1Σ_{2,1} and Σ2,2Σ_{2,2}.

We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. First, we extend our previous analysis to 1000 US stocks and perform a new estimation of market impact that accounts for splitting of large ord…

2004-03-02abs ↗pdf ↗

In this paper, we are interested in flat metric structures with conical singularities on surfaces which are obtained by deforming translation surface structures. The moduli space of such flat metric structures can be viewed as some deformation of the moduli space of translation surfaces. Using geodesic triangulations, …

2010-02-17abs ↗pdf ↗

We study the flux homomorphism for closed forms of arbitrary degree, with special emphasis on volume forms and on symplectic forms. The volume flux group is an invariant of the underlying manifold, whose non-vanishing implies that the manifold resembles one with a circle action with homologically essential orbits.

2005-03-12abs ↗pdf ↗

We calculate finite volumes of moduli spaces of flat surfaces with conical singularities.

problem Calculating volumes of moduli spaces of flat surfaces with prescribed conical singularities.
method Induction on the Euler characteristics of the punctured surface for almost all orders of the singularities.
result Explicit computation of volumes is possible.

We prove that on any compact complex manifold one can find Gauduchon metrics with prescribed volume form. This is equivalent to prescribing the Chern-Ricci curvature of the metrics, and thus solves a conjecture of Gauduchon from 1984.

2015-03-16abs ↗pdf ↗

VSPS creates flexible prediction regions for multi-target regression with guaranteed coverage.

problem Uncertainty quantification in multi-target regression with complex distributions.
method Conditional normalizing flows with conformal calibration to identify dense regions.
result VSPS produces smaller, more informative prediction regions with robust coverage guarantees.

A simpler edge-based discretization method without dual volumes.

problem Efficiently computing edge-based discretization vectors without forming dual volumes.
method Directly compute edge-midpoint vectors and reduce dual volume formation.
result Significant reduction in computing time for tetrahedral grids.

We introduce a flow of Riemannian metrics and positive volume forms over compact oriented manifolds whose formal limit is a shrinking Ricci soliton. The case of a fixed volume form has been considered in our previous work. We still call this new flow the Soliton-Ricci flow. It corresponds to a forward Ricci type flow u…

2014-06-03abs ↗pdf ↗

Developed new Crofton formulas for pseudo-Riemannian spaces.

problem Computing volumes and curvature integrals in pseudo-Riemannian space forms.
method Introduced Crofton formulas using distributions and Alesker's Radon transform.
result Explicit Crofton formulas for all isometry-invariant valuations on pseudo-Riemannian spaces.

Given dNd\in \mathbb{N}, gN{0}g\in \mathbb{N} \cup\{0\}, and an integral vector κ=(k1,,kn)κ=(k_1,\dots,k_n) such that ki>dk_i>-d and k1++kn=d(2g2)k_1+\dots+k_n=d(2g-2), let ΩdMg,n(κ)Ω^d\mathcal{M}_{g,n}(κ) denote the moduli space of meromorphic dd-differentials on Riemann surfaces of genus gg whose zeros and poles have orders prescribed by κκ. We…

2019-02-13abs ↗pdf ↗

We calculate the asymptotic behavior of hyperbolic volume and Chern-Simons invariant.

problem Calculating the asymptotic behavior of hyperbolic volume and Chern-Simons invariant.
method Renormalization of the Chern-Simons invariant using asymptotics along an equidistance foliation.
result The leading coefficient introduces a complex-valued quantity consisting of mean curvature and torsion 2-form.

New method optimizes prediction set volume in conformal prediction.

problem Achieving volume optimality in conformal prediction without sacrificing coverage guarantees.
method Dynamic programming algorithm for finding near-optimal volume unions of k-intervals.
result Efficient algorithm finds unions of k-intervals with near-optimal volume for any distribution.