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 on minimal hypersurfaces in Schwarzschild manifolds intersecting the horizon orthogonally.
problem Behavior of minimal hypersurfaces in Schwarzschild manifolds intersecting the horizon orthogonally.
method Analysis of free boundary minimal hypersurfaces and totally geodesic hyperplanes in Schwarzschild n-manifolds.
result A free boundary minimal hypersurface and a totally geodesic hyperplane must intersect when the distance between them is achieved in a bounded region.
We prove that a large class of smooth solutions ψ to the linear wave equation □gψ=0 on subextremal rotating Kerr spacetimes which are regular and decaying along the event horizon become singular at the Cauchy horizon. More precisely, we show that assuming appropriate upper and lower bounds on the energy along t…
Market dynamic is quantified in terms of the entropy S(τ,n) of the clusters formed by the intersections between the series of the prices pt and the moving average pt,n. The entropy S(τ,n) is defined according to Shannon as ∑P(τ,n)logP(τ,n), with P(τ,n) the probability for the cluster t…
We study the quasi-local energy (QLE) and the surface geometry for Kerr spacetime in the Boyer-Lindquist coordinates without taking the slow rotation approximation. We also consider in the region r≤2m, which is inside the ergosphere. For a certain region, r>rk(a), the Gaussian curvature of the surface with co…
We consider axisymmetric stationary dirty black holes with regular non-extremal or extremal horizons, and compute their on-horizon Petrov types. The Petrov type (PT) in the frame of the observer crossing the horizon can be different from that formally obtained in the usual (but singular in the horizon limit) frame of a…
The paper finds diffeomorphic complex intersections with distinct Hodge numbers.
problem Identifying complex intersections with different Hodge numbers.
method Provided three pairs of 3-dimensional and one pair of 5-dimensional complex complete intersections, all diffeomorphic but with different Hodge numbers.
result Diffeomorphic complex intersections can have different Hodge numbers.
In this paper we present the algorithms for calculating the differential geometric properties {t,n,b1,b2,b3,k1,k2,k3,k4} along-with geodesic curvature and geodesic torsion of the transversal intersection curve of four hypersurfaces (given by parametric representation) in Euclidean space R^5. In transversal intersection…
We generalize the PL intersection product for chains on PL manifolds and for intersection chains on PL stratified pseudomanifolds to products of locally finite chains on non-compact spaces that are natural with respect to restriction to open sets. This is necessary to sheafify the intersection product, an essential ste…
The study reveals distinct patterns in retail investors' holding periods affecting stock returns.
problem Understanding the impact of retail investors' investment horizons on stock returns.
method Using self-reported holding periods from StockTwits, the study categorizes retail investors into long-horizon and short-horizon groups and analyzes their return patterns.
result Long-horizon retail investors exhibit underreaction to earnings announcements, while short-horizon investors show overreaction.
By considering a (not necessarily locally-flat) PL knot as the singular locus of a PL stratified pseudomanifold, we can use intersection homology theory to define intersection Alexander polynomials, a generalization of the classical Alexander polynomial invariants for smooth or PL locally-flat knots. We show that the i…
James McClure recently showed that the domain for the intersection pairing of PL chains on a PL manifold M is a subcomplex of C∗(M)⊗C∗(M) that is quasi-isomorphic to C∗(M)⊗C∗(M) and, more generally, that the intersection pairing endows C∗(M) with the structure of a partially-defined commutati…
Study examines Wang-Yau quasi-local energy in strong fields near apparent horizons.
problem Examining the behavior of Wang-Yau quasi-local energy near apparent horizons in strong fields.
method Analyzing the limit of the Wang-Yau quasi-local energy as a spacelike surface approaches an apparent horizon, considering bounded coordinate functions and spacelike mean curvature.
result The limit of the Wang-Yau quasi-local energy falls into two cases: it blows up or remains finite, depending on whether the horizon can be isometrically embedded into R3.
This paper studies the utility maximization problem with changing time horizons in the incomplete Brownian setting. We first show that the primal value function and the optimal terminal wealth are continuous with respect to the time horizon T. Secondly, we exemplify that the expected utility stemming from applying th…
We continue here the investigation of the relationship between the intersection of a pair of subgroups of a Kleinian group, and in particular the limit set of that intersection, and the intersection of the limit sets of the subgroups. Of specific interest is the extent to which the intersection of the limit sets being …
This paper solves the consumption-investment problem under Epstein-Zin preferences on a random horizon. In an incomplete market, we take the random horizon to be a stopping time adapted to the market filtration, generated by all observable, but not necessarily tradable, state processes. Contrary to prior studies, we do…
In this paper we study relations between intersection numbers on moduli spaces of curves and Hurwitz numbers. First, we prove two formulas expressing Hurwitz numbers of (generalized) polynomials via intersections on moduli spaces of curves. Then we show, how intersection numbers can be expressed via Hurwitz numbers. An…
This paper presents a novel framework for accurate pedestrian intent prediction at intersections. Given some prior knowledge of the curbside geometry, the presented framework can accurately predict pedestrian trajectories, even in new intersections that it has not been trained on. This is achieved by making use of the …