Market makers face a trade-off between fill probability and post-fill returns, requiring contrarian strategies.
problem Navigating the trade-off between fill probability and post-fill returns in market making.
method Analysis of live trading data from Binance Bitcoin perpetual.
result A negative correlation between maker fill likelihood and post-fill returns, necessitating contrarian strategies.
Study fills and adverse selection effects on trading strategy simulation.
problem Effects of fill probabilities and adverse fills on trading strategy simulation.
method Stochastic optimal control market-making problem, empirical evidence on liquid futures contracts.
result Fill probabilities and adverse fills significantly affect trading strategy performance.
The paper analyzes fill probabilities in limit order books with varying price levels.
problem Determining the likelihood of limit orders being executed in a limit order book.
method Developed a state-dependent stochastic framework to model limit order book dynamics.
result Derived semi-analytical expressions for fill probabilities and mid-price changes.
Paper proposes a deep learning method to estimate fill probabilities of limit orders in LOBs.
problem Estimating the fill probabilities of limit orders in different levels of a limit order book.
method Survival analysis model using a convolutional-Transformer encoder and a monotonic neural network decoder.
result The proposed method significantly outperforms other approaches in survival analysis.
Quantum computing improves fill probability estimation in bond trading.
problem Estimating fill probabilities in complex financial markets with uncertainties.
method Quantum learning algorithms applied to real bond trading data.
result Quantum-enhanced models achieve up to 34% better performance in fill prediction.
Trains a neural network to predict high-frequency trading outcomes.
problem Predicting the fill probability function for high-frequency trading.
method High-quality high-frequency data and neural network training with a weighted loss function.
result Strong state dependence properties of the fill probability function.
Herein, we generate pseudo-features based on the multivariate probability distributions obtained from the feature maps in layers of trained deep neural networks. Further, we augment the minor-class data based on these generated pseudo-features to overcome the imbalanced data problems. The proposed method, i.e., cavity …
New algorithms ensure generated objects evolve and fill a distribution, unlike static neural networks.
problem Ensure generated objects evolve and fill a distribution, unlike static neural networks.
method Propose a numerical paradigm based on Radon-Sobolev statistical distances to ensure objects do not repeat and evolve.
result Objects created by VAEs evolve and fill the target probability distribution, unlike static neural networks.
Unified framework for constructing nonconvex sparse recovery methods.
problem Constructing valid nonconvex regularization functions remains open.
method Unified framework based on probability density function, using Weibull distribution.
result New nonconvex sparse recovery method based on Weibull distribution.
The paper uses XAI to predict RFQ fulfillment accuracy.
problem Improving accuracy in predicting RFQ fulfillment for less liquid asset classes.
method Advanced algorithms like Logistic Regression, Random Forest, XGBoost, and Bayesian Neural Tree.
result Improved accuracy in RFQ fill rate predictions.
Study Stein and Milnor fillings of links from surface singularities.
problem Comparing Stein and Milnor fillings of links from surface singularities.
method Analyzing the topology and obstructions of Stein fillings and Milnor fillings.
result Milnor fillings have bounded topology, while Stein fillings can be more varied.
Proves upper bound on systolic ratio for circle fillings.
problem Bounding systolic ratio for circle fillings.
method Proved upper bound on systolic ratio depending on genus.
result Filling Area Conjecture holds for large genus.
The paper constructs minimal coherent filling pairs on surfaces.
problem Finding minimal intersecting coherent filling pairs on surfaces.
method Geometric procedure starting from a torus filling pair.
result Construction of minimal intersecting coherent filling pairs on Sg for g≥3. Almost forty years ago, C.T.C. Wall systematically analyzed the set of "thickenings" of a finite CW complex. Of the results he obtained, probably the most computationally important is the "suspension theorem," which is an exact sequence relating the n-dimensional thickenings of a finite complex to its (n+1)-dimensional…
The paper classifies symplectic fillings of lens spaces and constructs cobordisms.
problem Classifying symplectic fillings of lens spaces and constructing cobordisms.
method Analyzing tight and universally tight contact structures, using plumbing of disk bundles, and constructing cobordisms.
result Maximal second homology Stein fillings of lens spaces are given by specific plumbing.
Computes A-polynomials of knots from Whitehead sister link fillings.
problem Computing A-polynomials for knots from Whitehead sister link fillings.
method Using results on A-polynomials of Dehn fillings, formulas are derived for the A-polynomials of knots.
result Formulas to compute A-polynomials for knots from Whitehead sister link fillings.
If a simple 3-manifold M admits a reducible and a toroidal Dehn filling, the distance between the filling slopes is known to be bounded by three. In this paper, we classify all manifolds which admit a reducible Dehn filling and a toroidal Dehn filling with distance 3.
We give three infinite families of examples of nonhyperbolic Dehn fillings on hyperbolic manifolds. A manifold in the first family admits two Dehn fillings of distance two apart, one of which is toroidal and annular, and the other is reducible and ∂-reducible. A manifold in the second family has boundary consi…
Study negative definite spin fillings of knot covers.
problem Existence of negative definite spin fillings in branched double covers.
method Derive obstructions and characterize special knots.
result Characterization of special alternating knots.
The paper proves finiteness of cosmetic fillings on a specific type of 3-manifold.
problem Cosmetic fillings on specific 3-manifolds.
method Analysis of Dehn fillings on compact, orientable 3-manifolds with incompressible torus boundaries.
result There are only finitely many pairs of purely cosmetic fillings.
Study generalizes Lebesgue curves to new space-filling and fractal sets.
problem Generating space-filling curves from planar substitutions.
method Generalized Lebesgue's construction to new curves and fractal sets.
result Some substitutions create relatively dense fractal-like sets.
We use Menke's JSJ-type decomposition theorem for symplectic fillings to reduce the classification of strong and exact symplectic fillings of virtually overtwisted torus bundles to the same problem for tight lens spaces. For virtually overtwisted structures on elliptic or parabolic torus bundles, this gives a complete …
Let M be a simple 3-manifold with a toral boundary component partial_0 M. If Dehn filling M along partial_0 M one way produces a toroidal manifold and Dehn filling M along partial_0 M another way produces a boundary-reducible manifold, then we show that the absolute value of the intersection number on partial_0 M of th…
If a hyperbolic 3-manifold M admits a reducible and a finite Dehn filling, the distance between the filling slopes is known to be 1. This has been proved recently by Boyer, Gordon and Zhang. The first example of a manifold with two such fillings was given by Boyer and Zhang. In this paper, we give examples of hyperboli…
Affirmative proof that rank 3 3-manifolds have filling links.
problem Existence of filling links in rank 3 3-manifolds.
method Introduced and used the concept of filling links, proved for rank 3 manifolds.
result Every rank 3 closed orientable 3-manifold contains a filling link.
Study filling links in 3-manifolds to understand their topological properties.
problem Understanding the topological properties of 3-manifolds through filling links.
method Introduce and study filling links, prove their existence and injectivity properties.
result Existence of k-filling links in the 3-torus for each k>1.
New method fills cluster seeds with exact Lagrangian structures.
problem Surjectivity of map from Lagrangian fillings to cluster seeds.
method Construction of quiver with potential and Lagrangian disk surgeries.
result Trivial deformation space of quiver allows manipulation of fillings.
Study shows connectedness of Bowditch boundary persists in long Dehn fillings.
problem Persistence of Bowditch boundary connectedness in Dehn fillings.
method Analysis of relatively hyperbolic group pairs and peripheral subgroups.
result Connectedness of Bowditch boundary persists in sufficiently long Dehn fillings without needing restrictions.
Positive braids have endless filling possibilities.
problem Understanding exact Lagrangian fillings of positive braid links.
method Analyzing positive braid Legendrian links and their fillings.
result Positive braid Legendrian links have infinitely many exact Lagrangian fillings.
This paper classifies and determines the length of the shortest filling pairs on a specific type of surface.
problem Classifying and determining the length of the shortest filling pairs on a specific type of surface.
method Classifying and determining the length of the shortest filling pairs on a specific type of surface.
result The paper classifies and determines the length of the shortest minimal filling pairs on a genus two surface.
Let M be an irreducible, compact, connected, orientable 3-manifold whose boundary is a torus. We show that if M is hyperbolic, then it admits at most six finite/cyclic fillings of maximal distance 5. Further, the distance of a finite/cyclic filling to a cyclic filling is at most 2. If M has a non-boundary-paralle…
Four-dimensional Einstein Dehn filling is impossible.
problem Complex-hyperbolic Einstein Dehn filling in four dimensions.
method Proof of impossibility.
result Complex-hyperbolic Einstein Dehn filling cannot be performed in dimension four.
Study Stein fillings of planar contact 3-manifolds with relative trisection genus 2.
problem Classify Stein fillings of planar contact 3-manifolds under constraints on their relative trisections.
method Partial classification of diffeomorphism types of fillings with relative trisections of genus at most 2.
result Partially classify the diffeomorphism types of Stein fillings with relative trisections of genus at most 2.
Study on Legendrian knots and their non-orientable Lagrangian fillings.
problem Conditions for Legendrian knots to have non-orientable exact Lagrangian fillings.
method Developed combinatorial obstructions and classified fillability for various knot families.
result Completely determined decomposably non-orientable fillability for alternating and plus-adequate knots.
Study shows no large mean curvature fill-ins for nonnegative scalar curvature.
problem Existence of fill-ins with nonnegative scalar curvature and large mean curvature.
method Analyzes closed Riemannian manifolds and scalar curvature properties.
result No closed Riemannian manifold admits a fill-in with nonnegative scalar curvature and large mean curvature.
We extend Thurston's metric to projective filling currents, embedding Teichmüller space into the larger space.
problem Embedding Teichmüller space into the space of projectivized filling currents.
method Extending the symmetrized Thurston metric to PCfill(S) and studying its geometry. result There is no quasi-isometric projection back from PCfill(S) to T(S). We give an algorithm which produces infinitely many pairwise exotic Stein fillings of the same contact 3-manifolds, applying positive allowable Lefschetz fibrations over the disk. As a corollary, for a large class of Stein fillings, we realize the topological invariants (i.e. fundamental group, homology group, homology…
Symplectic fillings of prequantization bundles are shown to be disk bundles under certain conditions.
problem Characterizing symplectic fillings of prequantization bundles with finite capacities.
method Analysis of symplectic capacities and diffeomorphisms.
result Symplectic fillings of prequantization bundles are diffeomorphic to disk bundles under finite capacity conditions.
Filling length measures the length of the contracting closed loops in a null-homotopy. The filling length function of Gromov for a finitely presented group measures the filling length as a function of length of edge-loops in the Cayley 2-complex. We give a bound on the filling length function in terms of the log of an …
Develops a diagrammatic method for symplectic filling classifications.
problem Classifying exact/weak symplectic fillings of 3D contact manifolds.
method Symplectic JSJ decomposition applied to contact surgery diagrams.
result Recover symplectic fillings for certain lens spaces and torus bundles, and classify fillings for a large class of plumbed 3-manifolds.
The study of symplectic fillings for rational cuspidal curves.
problem Understanding symplectic fillings of contact manifolds associated with rational cuspidal curves.
method Exploration through Stein handlebodies and rational blow-downs.
result Examples of contact manifolds that are links of normal surface singularities, and those that do not admit symplectic fillings.
Study finds many Lagrangian fillings for certain Legendrian links.
problem Understanding Lagrangian fillings for Legendrian links of finite type.
method Use of N-graphs and combinatorics of seed patterns.
result Proves existence of at least seeds many exact embedded Lagrangian fillings for Legendrian links of type ADE.
Gromov's universal filling inequalities relate the filling radius and the filling volume of a Riemannian manifold to its volume. The main result of the present article is that in dimensions at least three the optimal constants in the filling inequalities depend only on dimension and orientability, not on the manifold i…
New proof shows rationality of scl for non-filling curves.
problem Understanding stable commutator length in non-filling curves.
method New proof using extremal surfaces for scl.
result Rationality of stable commutator length for non-filling curves.
The paper connects different types of Lagrangian fillings to Legendrian weaves and their sheaf quantizations.
problem Understanding and comparing different types of Lagrangian fillings of Legendrian weaves.
method Establishing new Reidemeister moves and combinatorial isotopies between Lagrangian fillings, comparing sheaf quantizations.
result Legendrian weaves generalize previously known methods to produce infinitely many distinct Lagrangian fillings.
New approach finds minima of geodesic lengths for non-uniform fillings.
problem Finding minima of geodesic length functions for non-uniform fillings.
method Elementary optimization for 4-regular topological fillings, analysis of fat graphs and optimization techniques.
result Minima of geodesic length functions are found to be at triangle surfaces in both analyzed classes of non-uniform fillings.
We give examples of contact structures which admit exact symplectic fillings, but no Stein fillings, answering a question of Ghiggini.
Let Fg denote a closed oriented surface of genus g. A set of simple closed curves is called a filling of Fg if its complement is a disjoint union of discs. The mapping class group Mod(Fg) of genus g acts on the set of fillings of Fg. The union of the curves in a filling forms a graph on the surfa…