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.
Study proves fluid limits of fragmented limit-order markets.
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…
The paper models CBF dynamics using queueing theory and insurance risk models.
The field of fluid mechanics is rapidly advancing, driven by unprecedented volumes of data from field measurements, experiments and large-scale simulations at multiple spatiotemporal scales. Machine learning offers a wealth of techniques to extract information from data that could be translated into knowledge about the…
Smartfluidnet accelerates Eulerian fluid simulation with neural networks.
We study the free boundary Euler equations in two spatial dimensions. We prove that if the boundary is sufficiently regular, then solutions of the free boundary fluid motion converge to solutions of the Euler equations in a fixed domain when the coefficient of surface tension tends to infinity.
In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the "sell-side shape" and "buy-side shape" of an order book converges to a pair of deterministic measure-valued processes in a c…
New minimal surfaces found from vortex crystals.
A machine learning model captures non-Newtonian fluid dynamics from molecular details.
We evaluate how modern outlier detection methods perform in identifying outliers in e-commerce conversion rate data. Based on the limitations identified, we then present a novel method to detect outliers in e-commerce conversion rate. This unsupervised method is made more business relevant by letting it automatically a…
We consider the kinematics of specific fluid spacetimes admitting timelike congruences of Ricci Solitons. These fluids includes string cloud, string fluid, perfect fluid, radially symmetric fluid, anisotropic fluid and relativistic magneto-fluid. Results are obtained and important physical aspects are discussed.
Proves existence and uniqueness of rotating fluid bodies in GR to second order.
In our previous article [Rad16], we investigated the asymptotic behaviour of orthogonal Bianchi class B perfect fluids close to the initial singularity and proved the Strong Cosmic Censorship conjecture in this setting. In several of the statements, the case of a stiff fluid had to be excluded. The present paper fills …
Paper proves a rigidity result for static perfect fluids.
Novel deep learning approach for fast, differentiable fluid simulations.
Model simulates correlation emergence in two coupled limit order books.
FLUID-LLM uses LLMs to predict fluid dynamics with improved accuracy.
New approach links 2D fluid dynamics to matrix theory.
We present a geometric analysis of the incompressible averaged Euler equations for an ideal inviscid fluid. We show that solutions of these equations are geodesics on the volume-preserving diffeomorphism group of a new weak right invariant pseudo metric. We prove that for precompact open subsets of , thi…
On curved spaces, viscous fluids reach equilibrium quickly.
Fluid approximations have seen great success in approximating the macro-scale behaviour of Markov systems with a large number of discrete states. However, these methods rely on the continuous-time Markov chain (CTMC) having a particular population structure which suggests a natural continuous state-space endowed with a…
The study examines perfect fluid spacetimes and their properties.
The paper finds conditions for pseudosymmetric spacetimes to be perfect fluids.
The study examines properties of perfect fluid spacetimes in Einstein's theory.
Derives a fluid model for fish swarming in arbitrary dimensions.
This research smooths out fluid equations to avoid sudden shocks.
The study identifies unique fluid flow patterns.
This paper presents a novel generative model to synthesize fluid simulations from a set of reduced parameters. A convolutional neural network is trained on a collection of discrete, parameterizable fluid simulation velocity fields. Due to the capability of deep learning architectures to learn representative features of…
Simulates financial market orders using anomalous diffusion models.
Study on static perfect fluid space-time geometry and boundary estimates.
Certain solutions of a sextic sigma-model Lagrangian reminiscent of Skyrme model correspond to perfect fluids with stiff matter equation of state. We analyse from a differential geometric perspective this correspondence extended to general barotropic fluids.
Paper develops a new fluid flow model with energy exchange through boundaries.
The computational cost associated with simulating fluid flows can make it infeasible to run many simulations across multiple flow conditions. Building upon concepts from generative modeling, we introduce a new method for learning neural network models capable of performing efficient parameterized simulations of fluid f…
Survey on matrix hydrodynamics, a 2D fluid model.
Using a simple and well-motivated modification of the stress-energy tensor for a viscous fluid proposed by Lichnerowicz, we prove that Einstein's equations coupled to a relativistic version of the Navier-Stokes equations are well-posed in a suitable Gevrey class if the fluid is incompressible and irrotational. These la…
RotEqNet preserves rotation symmetry in fluid systems using high-order tensors.
Study of -almost Yamabe solitons in perfect fluid spacetimes.
We proposed a novel graph convolutional neural network that could construct a coarse, sparse latent point cloud from a dense, raw point cloud. With a novel non-isotropic convolution operation defined on irregular geometries, the model then can reconstruct the original point cloud from this latent cloud with fine detail…
Geometric Hydrodynamics tackles open problems in fluid dynamics.
Proves well-posedness for hard phase model in general relativity.
Incompressible fluid dynamics on special manifolds.
Investigates fluid flow perturbations using geometric theory.
We analyze a tractable model of a limit order book on short time scales, where the dynamics are driven by stochastic fluctuations between supply and demand. We establish the existence of a limiting distribution for the highest bid, and for the lowest ask, where the limiting distributions are confined between two thresh…
The paper explores the geometric properties of fluid flows and their symmetries.
The paper studies geometric structures in perfect fluid spacetimes with specific metrics.
In this paper geometrical aspects of perfect fluid spacetime with torse-forming vector field ξare discribed and Ricci soliton in perfect fluid spacetime with torse-forming vector field ξare determined. Conditions for the Ricci soliton to be expanding, steady or shrinking are also given.
There is a remarkable and canonical problem in 3D geometry and topology: To understand existing models of 3D fluid motion or to create new ones that may be useful. We discuss from an algebraic viewpoint the PDE called Euler's equation for incompressible frictionless fluid motion. In part I we define a "finite dimension…
Researchers identify surfaces with special fluid flow fields.