arXiv research

The paper explores how to measure and optimize ad reach while maintaining user privacy.

New harmonic functions show nodal sets can be topologically complex despite frequency and regularity constraints.

Study analyzes order transitions in high, medium, and low market cap stocks using Markov chains.

The paper models SaaS products as insurance, offering new pricing tools.

KFAtt improves CTR prediction by modeling user behavior with Kalman filtering attention.

Robinhood users react strongly to overnight price changes and big losers, trading quickly after extreme losses.

Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither …

Study shows investor sentiment boosts intraday trading in Chinese markets.

The paper uses LSMC to price capped American options with time-dependent caps.

It is classically known that generic smooth maps of R^2 into R^3 admit only cross cap singularities. This suggests that the class of cross caps might be an important object in differential geometry. We show that the standard cross cap (u,uv,v^2) has non-trivial isometric deformations with infinite dimensional freedom. …

Study symmetry of cross-cap surfaces with folding maps.

Paper classifies symmetries of cross caps using invariants.

This paper proves geodesic curvature measures are bounded for curves near cross cap singularities.

Two cross caps in Euclidean $3$-space are said to be formally isometric if their Taylor expansions of the first fundamental forms coincide by taking a suitable local coordinate system. For a given $C^\infty$ cross cap $f$, we give a method to find all cross caps which are formally isometric to $f$. As an application, w…

We give a variational proof of the existence and uniqueness of a convex cap with the given upper boundary. The proof uses the concavity of the total scalar curvature functional on the space of generalized convex caps. As a byproduct, we prove that generalized convex caps with the fixed boundary are globally rigid, that…

This study improves mid-cap equity performance with a data-driven, market-neutral approach.

3D spherical caps are rigid under certain perturbations.

Improved LDA with capped l_{2,1}-norm reduces outlier sensitivity.

Study on singularities of area-minimizing currents, focusing on frequency and branch points.

In the paper we consider the following conjecture: if a finite group $G$ possesses a solvable $π$-Hall subgroup $H$, then there exist elements $x,y,z,t\in G$ such that the identity $H\cap H^x\cap H^y\cap H^z\cap H^t=O_π(G)$ holds. The minimal counter example is shown to be an almost simple group of Lie type.

Study of free boundary minimal Möbius bands in spherical caps.

Proposes a diagnostic method to evaluate factor models using cap-axis integrals.

Proposes a diagnostic method to evaluate factor models using cap-axis integrals.

We show that there is a well-defined cap-product structure on the Fintushel-Stern spectral sequence. Hence we obtain the induced cap-product structure on the ${\BZ}_8$-graded instanton Floer homology. The cap-product structure provides an essentially new property of the instanton Floer homology, from a topological poin…

Measuring information value in markets using covariance of price changes and order flow.

Let $M$ be a smooth closed $4k$-manifold whose Yamabe invariant $Y(M)$ is nonpositive. We show that $Y(M\sharp l \Bbb HP^k\sharp m \bar{\Bbb HP^k})=Y(M),$ where $l,m$ are nonnegative integers, and $\Bbb HP^k$ is the quaternionic projective space. When $k=4$, we also have $$Y(M\sharp l CaP^2\sharp m \bar{CaP^2})=Y(M),…

This paper examines the valuation of American capped call options with two-level caps. The structure of the immediate exercise region is significantly more complex than in the classical case with constant cap. When the cap grows over time, making extensive use of probabilistic arguments and local time, we show that the…

The paper uses Floer homology to study twist coefficients and their behavior after capping off.

We construct cup and cap products in intersection (co)homology with field coefficients. The existence of the cap product allows us to give a new proof of Poincare duality in intersection (co)homology which is similar in spirit to the usual proof for ordinary (co)homology of manifolds.

CAP adapts optimization to class attributes for better fairness.

Investors face constraints in Heston's model; optimal allocation differs from naive capped strategy.

The paper studies parallel surfaces of cuspidal cross caps and their degeneracy.

New method distinguishes 4-manifold types using trisections.

On a fixed Riemann surface $(M_0,g_0)$ with $N$ Euclidean ends and genus $g$, we show that, under a topological condition, the scattering matrix $S_V(\la)$ at frequency $\la > 0$ for the operator $Δ+V$ determines the potential $V$ if $V\in C^{1,α}(M_0)\cap e^{-γd(\cdot,z_0)^j}L^\infty(M_0)$ for all $γ>0$ and for some $…

We prove relative versions of the symplectic capping theorem and sufficiency of Giroux's criterion for Stein fillability and use these to study the 4-genus of knots.

FSD-CAP improves graph feature imputation under high missing rates.

The study finds the optimal metrics for free boundary minimal surfaces in spherical caps.

Let $(G,h)$ be a nilpotent Lie group endowed with a left invariant Riemannian metric, $\mathfrak{g}$ its Euclidean Lie algebra and $Z(\mathfrak{g})$ the center of $\mathfrak{g}$. By using an orthonormal basis adapted to the splitting $\mathfrak{g}=(Z(\mathfrak{g})\cap[\mathfrak{g},\mathfrak{g}])\oplus O^+\oplus (Z(\mat…

CAP algorithm controls FCR in online selective prediction.

We study PCA as a stochastic optimization problem and propose a novel stochastic approximation algorithm which we refer to as "Matrix Stochastic Gradient" (MSG), as well as a practical variant, Capped MSG. We study the method both theoretically and empirically.

Let $H, K$ be two finitely generated subgroups of a free group, let $\langle H, K \rangle$ denote the subgroup generated by $H, K$, called the join of $H, K$, and let neither of $H$, $K$ have finite index in $\langle H, K \rangle$. We prove the existence of an epimorphism $ζ: \langle H, K \rangle \to F_2$, where $F_2$ …

Study a flow in a ball that preserves volume and converges to spherical caps.

In this note we show that a closed oriented contact manifold is obtained from the standard contact sphere of the same dimension by contact surgeries on isotropic and coisotropic spheres. In addition, we observe that all closed oriented contact manifolds admit symplectic caps.

Geometric Brownian motion simulates stock prices for Brazilian small caps index.

Paper calculates perpetual put option pricing with drawdown cap.

It is well-known:Suppose there are three 1-dimensional links $K_+$, $K_-$, $K_0$ such that $K_+$, $K_-$, and $K_0$ coincide out of a 3-ball $B$ trivially embedded in $S^3$ and that $K_+\cap B$, $K_-\cap B$, and $K_0\cap B$ are drawn as follows. Then $Δ_{K_+}-Δ_{K_+}=(t-1)\cdotΔ_{K_0}$, where $Δ_{K}$ is the Alexander po…

An important class of contact 3--manifolds are those that arise as links of rational surface singularities with reduced fundamental cycle. We explicitly describe symplectic caps (concave fillings) of such contact 3--manifolds. As an application, we present a new obstruction for such singularities to admit rational homo…

New flow for capillary surfaces converges to spherical caps.