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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.

168,694 papers · 148 categories

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116233349465 · Jun 202019922001200920172026
48 results for large volume

The paper proposes a new order slicing strategy to reduce market impact in large-volume trading.

problem Significant market impact and slippage in large-volume trading.
method Volatility-volume-based order slicing strategy using Exponential Weighted Moving Average and Markov Chain Monte Carlo simulations.
result Improves trade execution efficiency and reduces market impact.

Study Turaev-Viro invariants of Seifert fibered 3-manifolds, proving volume conjecture.

problem Understanding the asymptotic behavior of Turaev-Viro invariants for Seifert fibered 3-manifolds.
method Analysis of large rr asymptotic behavior of Turaev-Viro invariants.
result Proved the volume conjecture for Seifert fibered 3-manifolds with empty and non-empty boundaries.

The paper calculates super Weil-Petersson volumes for large genus.

problem Calculating super Weil-Petersson volumes for large genus.
method Analyzes super intersection numbers, proves coefficients are polynomials, and provides an algorithm to compute them.
result Proves existence of a complete asymptotic expansion of super Weil-Petersson volumes.

The study proves uniqueness of large isoperimetric sets in specific noncompact manifolds.

problem Proving uniqueness of large isoperimetric sets in noncompact manifolds with nonnegative Ricci curvature.
method Analyzing properties of complete Riemannian manifolds with specific curvature conditions.
result There exists a set of volumes with density 1 at infinity where isoperimetric sets are unique and strictly volume preserving stable.

We study the statistical properties of the recurrence intervals ττ between successive trading volumes exceeding a certain threshold qq. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2…

2010-02-06abs ↗pdf ↗

In this paper we consider the problem of minimizing the relative perimeter under a volume constraint in the interior of a conically bounded convex set, i.e., an unbounded convex body admitting an \emph{exterior} asymptotic cone. Results concerning existence of isoperimetric regions, the behavior of the isoperimetric pr…

2014-04-01abs ↗pdf ↗

This paper proves that every oriented non-disk Seifert surface FF for a knot KK in S3S^3 is smoothly concordant to a Seifert surface FF^{\prime} for a hyperbolic knot KK^{\prime} of arbitrarily large volume. This gives a new and simpler proof of the result of Friedl and of Kawauchi that every knot is SS-equivalent…

2017-01-02abs ↗pdf ↗

The paper calculates large genus limits for quadratic differential volumes and constants.

problem Large genus asymptotics for intersection numbers and principal strata volumes of quadratic differentials.
method Combining recursive relations (Virasoro constraints) and asymmetric simple random walk jump probabilities.
result Confirm predictions about Masur-Veech volumes and area Siegel-Veech constants.

We consider the rate of volume growth of large Carnot-Carathéodory metric balls on a class of unbounded model hypersurfaces in C2\mathbb{C}^2. When the hypersurface has a uniform global structure, we show that a metric ball of radius δ1δ\gg 1 either has volume on the order of δ3δ^3 or δ4δ^4. We also give necessary and …

2016-08-05abs ↗pdf ↗

We use a large census of hyperbolic 3-manifolds to experimentally investigate a conjecture of Neumann regarding the Bloch Group. We present an augmented census including, for feasible invariant trace fields, explicit manifolds (associated to that field) that appear to generate the Bloch group of that field. We also mak…

2016-09-28abs ↗pdf ↗

Study of large-nn asymptotics for Weil-Petersson volumes of hyperbolic surfaces with cusps.

problem Understanding the geometry and spectral properties of random hyperbolic surfaces with many cusps.
method Large-nn asymptotic analysis, spectral theory, and moduli space volumes.
result Linear number of small Laplacian eigenvalues and relative frequency of simple vs. non-simple closed geodesics.

If (M^n, g) is a complete Riemannian manifold with filling radius at least R, then we prove that it contains a ball of radius R and volume at least c(n)R^n. If (M^n, hyp) is a closed hyperbolic manifold and if g is another metric on M with volume at most c(n)Volume(M,hyp), then we prove that the universal cover of (M,g…

2006-10-06abs ↗pdf ↗

We study the isoperimetric structure of asymptotically flat Riemannian 3-manifolds (M,g) that are C^0-asymptotic to Schwarzschild of mass m>0. Refining an argument due to H. Bray we obtain an effective volume comparison theorem in Schwarzschild. We use it to show that isoperimetric regions exist in (M, g) for all suffi…

2011-02-15abs ↗pdf ↗

We prove a law of large numbers for the volumes of families of random hyperbolic mapping tori and Heegaard splittings providing a sharp answer to a conjecture of Dunfield and Thurston.

2019-05-13abs ↗pdf ↗

Proves a conjecture about the maximum tet-volume of triangulations of a 2-sphere.

problem Proving the conjectured maximum tet-volume for all triangulations of a 2-sphere.
method Simplified version of Mathieu and Thurston's combinatorial proof using more general volume notions.
result Proves the full conjecture about the maximum tet-volume for all triangulations of a 2-sphere.

We investigate the conjectural relations between the Reshetikhin-Turaev-Witten quantum SU(2) invariants and the volume of hyperbolic 3-manifolds. Given a finite set of sufficiently large positive integers, say J, we construct examples of closed hyperbolic 3-manifolds with the same invariants at all levels in J and diff…

2007-09-29abs ↗pdf ↗

The study shows conditions for larger volumes in the universal cover of a manifold.

problem Conditions for larger volumes in the universal cover of a manifold.
method Analyzes the relationship between the volume of a manifold and the volume of its universal cover.
result Guarantees the existence of balls with greater-than-hyperbolic volumes in the universal cover.

We show the existence of isoperimetric regions of sufficiently large volumes in general asymptotically hyperbolic three manifolds. Furthermore, we show that large coordinate spheres in compact perturbations of Schwarzschild-anti-deSitter are uniquely isoperimetric. This is relevant in the context of the asymptotically …

2014-03-24abs ↗pdf ↗

In any connected non-compact semi-simple Lie group without factors locally isomorphic to SL_2(R), there can be only finitely many lattices (up to isomorphism) of a given covolume. We show that there exist arbitrarily large families of pairwise non-isomorphic arithmetic lattices of the same covolume. We construct these …

2011-07-15abs ↗pdf ↗

Twisted torus knots and links are given by twisting adjacent strands of a torus link. They are geometrically simple and contain many examples of the smallest volume hyperbolic knots. Many are also Lorenz links. We study the geometry of twisted torus links and related generalizations. We determine upper bounds on their …

2010-07-17abs ↗pdf ↗

Uniform volume estimate for Kähler metrics in big cohomology classes.

problem Estimating volume for singular Kähler metrics in big cohomology classes.
method Generalized mixed energy estimate for functions in complex Sobolev space to big cohomology classes.
result Uniform non-collapsing volume estimate for local Kähler metrics.