arXiv research

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

Generative Adversarial Network creates realistic halo merger trees.

TraderTalk uses LLMs to simulate human trading interactions in financial markets.

A simpler edge-based discretization method without dual volumes.

We study the long time existence theory for a non local flow associated to a free boundary problem for a trapped non liquid drop. The drop has free boundary components on two horizontal plates and its free energy is anisotropic and axially symmetric. For axially symmetric initial surfaces with sufficiently large volume…

Optimizes large stock order execution with LSTM neural networks.

Simulates realistic execution and costs in limit order books.

Simulation is a useful tool in situations where training data for machine learning models is costly to annotate or even hard to acquire. In this work, we propose a reinforcement learning-based method for automatically adjusting the parameters of any (non-differentiable) simulator, thereby controlling the distribution o…

Infinite family of hyperbolic 3-manifolds with large volumes.

CHARM creates mock halo catalogs from dark matter density fields using neural networks.

This note explores the consequences of nonlinear price impact functions on price dynamics within the chartist-fundamentalist framework. Price impact functions may be nonlinear with respect to trading volume. As indicated by recent empirical studies, a given transaction may cause a large (small) price change if market d…

The study predicts large genus behavior of quadratic differential volumes and constants.

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

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

We describe a class of genus 2 closed hyperbolic 3-manifolds of arbitrarily large volume.

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

SynthETIC simulates insurance claims with customizable features.

We study the statistical properties of the recurrence intervals $τ$ between successive trading volumes exceeding a certain threshold $q$. 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…

Deep learning speeds up material property quantification using stress waves.

Study shows volume and genus unrelated for hyperbolic fibred knots.

We construct an algorithm that lists all closed essential surfaces in the complement of a knot that lies on the fiber of a trefoil or figure eight knot. Such knots are Berge knots and hence admit lens space surgeries. Furthermore they may have arbitrarily large hyperbolic volume. Using this algorithm we concoct large v…

We prove that a reversible Berwaldian Finsler structure $\left(M,F\right)$ with base-independent non-negative radial flag curvature and large volume growth does not have any closed geodesics.

RL agents optimize order execution in a realistic market simulation.

In this paper, we study the topology of complete noncompact Riemannian manifolds with asymptotically nonnegative Ricci curvature and large volume growth. We prove that they have finite topological types under some curvature decay and volume growth conditions. We also generize it to the manifolds with $k$-th asymptotica…

The high-dimensionality and volume of large scale multistream data has inhibited significant research progress in developing an integrated monitoring and diagnostics (M&D) approach. This data, also categorized as big data, is becoming common in manufacturing plants. In this paper, we propose an integrated M\&D approach…

Study of limits of Einstein-Bogomol'nyi metrics on P^1 in two regimes.

By obtaining surgery descriptions of knots which lie on the genus one fiber of the trefoil or figure eight knot, we show that these include hyperbolic knots with arbitrarily large volume. These knots admit lens space surgeries and form two families of Berge knots. By way of tangle descriptions we also obtain surgery de…

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…

A major challenge for building statistical models in the big data era is that the available data volume far exceeds the computational capability. A common approach for solving this problem is to employ a subsampled dataset that can be handled by available computational resources. In this paper, we propose a general sub…

Study on fibered knots in 3-manifolds, proving unrelated volume and genus.

New metrics on 3D manifolds with large Steklov eigenvalues.

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

Bayesian neural networks improve cosmic parameter estimation from modified gravity simulations.

Upper bound for Laplacian eigenvalue via conformal volume.

Study Turaev-Viro invariants of 3-manifolds with toroidal boundary.

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

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

We obtain an estimate for the volume of neighbourhoods of sets of large curvature in three-dimensional Kähler-Einstein manifolds.

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the specific kernel ridge regression setup, a simple distance-based test statistic is prop…

Formulae for Masur-Veech volumes derived from intersection numbers of curves.

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…

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

We show that the renormalized volume of a quasifuchsian hyperbolic 3-manifold is equal, up to an additive constant, to the volume of its convex core. We also provide a precise upper bound on the renormalized volume in terms of the Weil-Petersson distance between the conformal structures at infinity. As a consequence we…

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…

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…

Study examines if LLMs' trading styles match real market behavior.

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…

Equity auctions show linear price impact up to a large volume, then non-linear.