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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.

168,695 papers · 148 categories

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63126189252 · Jun 202019922001200920172026
48 results for low volume

The Gibbs algorithm's generalization error is bounded, improving with prior volume in low temperatures.

problem Bounding the generalization error of the Gibbs algorithm in low temperature regimes.
method Analyzes the Gibbs algorithm's performance, extending known high-temperature bounds to low-temperature scenarios.
result With high probability, the generalization error decreases with the total prior volume of similar hypotheses.

We construct here two new examples of non-orientable, non-compact, hyperbolic 4-manifolds. The first has minimal volume vm=4π2/3v_m = 4π^2/3 and two cusps. This example has the lowest number of cusps among known minimal volume hyperbolic 4-manifolds. The second has volume 2vm2\cdot v_m and one cusp. It has lowest volume among…

2014-02-11abs ↗pdf ↗

The scaling properties of the time series of asset prices and trading volumes of stock markets are analysed. It is shown that similarly to the asset prices, the trading volume data obey multi-scaling length-distribution of low-variability periods. In the case of asset prices, such scaling behaviour can be used for risk…

2005-01-13abs ↗pdf ↗

We prove that there are at least 2 commensurability classes of minimal-volume hyperbolic 4-manifolds. Moreover, by applying a well-known technique due to Gromov and Piatetski-Shapiro, we build the smallest known non-arithmetic hyperbolic 4-manifold.

2017-10-20abs ↗pdf ↗

This paper is the second in a series whose goal is to understand the structure of low-volume complete orientable hyperbolic 3-manifolds. Using Mom technology, we prove that any one-cusped hyperbolic 3-manifold with volume <= 2.848 can be obtained by a Dehn filling on one of 21 cusped hyperbolic 3-manifolds. We also sho…

2007-05-30abs ↗pdf ↗

High-fee pools attract more liquidity but execute less volume; low-fee pools have more stable LPs.

problem Optimal liquidity supply and execution on decentralized exchanges with fixed gas costs.
method Analysis of Uniswap data to compare high- and low-fee pools.
result Fragmented liquidity leads to more LPs and competition, improving overall market efficiency.

We study the Masur-Veech volumes MVg,nMV_{g,n} of the principal stratum of the moduli space of quadratic differentials of unit area on curves of genus gg with nn punctures. We show that the volumes MVg,nMV_{g,n} are the constant terms of a family of polynomials in nn variables governed by the topological recursion/Virasor…

2019-05-24abs ↗pdf ↗

For a pseudo-Anosov homeomorphism ff on a closed surface of genus g2g\geq 2, for which the entropy is on the order 1g\frac{1}{g} (the lowest possible order), Farb-Leininger-Margalit showed that the volume of the mapping torus is bounded, independent of gg. We show that the analogous result fails for a surface of fixe…

2019-12-31abs ↗pdf ↗

The low velocity dynamic of a doubly periodic monopole, also called a monopole wall or monowall for short, is described by geodesic motion on its moduli space. This moduli space is hyperkaehler and non-compact. We establish a relation between the Kaehler potential of this moduli space and the volume of a region in Eucl…

2019-06-11abs ↗pdf ↗

Hyperideal tetrahedra are the fundamental building blocks of hyperbolic 3-manifolds with geodesic boundary. The study of their geometric properties (in particular, of their volume) has applications also in other areas of low-dimensional topology, like the computation of quantum invariants of 3-manifolds and the use of …

2018-01-16abs ↗pdf ↗

Since the set of volumes of hyperbolic 3-manifolds is well ordered, for each fixed g there is a genus-g surface bundle over the circle of minimal volume. Here, we introduce an explicit family of genus-g bundles which we conjecture are the unique such manifolds of minimal volume. Conditional on a very plausible assumpti…

2010-02-18abs ↗pdf ↗

In low dimensions, minimizers for the second conformal eigenvalue do not exist near the round sphere.

problem Nonexistence of minimizers for the second conformal eigenvalue near the round sphere in low dimensions.
method Analysis of conformal classes and renormalized volume in dimensions 3 to 10.
result Existence of minimizers is proven not to hold for metrics sufficiently close to the round metric on the sphere in dimensions 3 to 10.

Geometric bounds for low Steklov eigenvalues on hyperbolic surfaces with boundaries.

problem Finding lower bounds for low Steklov eigenvalues of hyperbolic surfaces with geodesic boundaries.
method Analysis of eigenfunction behavior on an adapted thick-thin decomposition for hyperbolic surfaces with geodesic boundaries.
result Sharp geometric lower bounds for low Steklov eigenvalues that depend on the shortest multi-geodesic disconnecting the surfaces.

Background: Three-dimensional, whole heart, balanced steady state free precession (WH-bSSFP) sequences provide delineation of intra-cardiac and vascular anatomy. However, they have long acquisition times. Here, we propose significant speed ups using a deep learning single volume super resolution reconstruction, to reco…

2019-12-22abs ↗pdf ↗

Study on simplicial volume and Euler characteristic of aspherical manifolds.

problem Whether vanishing simplicial volume implies vanishing Euler characteristic.
method Various strategies for both affirmative and negative answers, context with other problems, and comparative analysis of additivity properties.
result Found counterexamples among aspherical spaces that are homology equivalent to manifolds but not manifolds themselves.

The volume spectrum of fiber bundles is bounded by the product of the base's volume spectrum and the fiber's volume.

problem Bounding the volume spectrum of fiber bundles and understanding its relationship with the base and fibers.
method Established an inequality relating the volume spectrum of a fiber bundle to the volume spectrum of its base and the volume of the largest fiber.
result The volume spectrum of a fiber bundle is bounded by the product of the volume spectrum of the base and the volume of the largest fiber.

Proposes methods to accurately learn manifolds and their distributions.

problem Data often lives on low-dimensional manifolds, but normalizing flows struggle with this.
method Introduces two methods to calculate the volume-change term for flows on manifolds.
result Tractable calculation of volume-change term leads to more accurate manifold learning.

A new distillation framework predicts stock trading volumes more accurately with less model size.

problem Predicting stock trading volumes using regression models without class correlations.
method Transformed regression model into a probabilistic forecasting model, matching distributions and correlational relationships.
result Framework achieves superior prediction accuracy with significantly smaller model size.

This review discusses challenges and solutions for AI in chemical engineering.

problem Challenges in applying classical machine learning to chemical engineering data.
method Identifying four data characteristics and discussing their applications and solutions.
result Current research extends data science and machine learning to handle chemical engineering data challenges.

We prove various inequalities measuring how far from an isometry a local map from a manifold of high curvature to a manifold of low curvature must be. We consider the cases of volume-preserving, conformal and quasi-conformal maps. The proofs relate to a conjectural isoperimetric inequality for manifolds whose curvature…

2014-03-17abs ↗pdf ↗

We propose a model for price formation in financial markets based on clearing of a standard call auction with random orders, and verify its validity for prediction of the daily closing price distribution statistically. The model considers random buy and sell orders, placed following demand- and supply-side valuation di…

2019-04-16abs ↗pdf ↗

New bounds found for vertices of hyperbolic polyhedra in dimensions 5 to 12.

problem Determining minimum number of ideal and finite vertices in hyperbolic polyhedra.
method Geometric method of orthogonal gluings combined with double counting and recurrence relations.
result Improved lower bounds for vertices in all dimensions up to 12.

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…

2004-03-30abs ↗pdf ↗

This paper examines how wash traders exploit market conditions in Bitcoin, finding strategic timing and spillover effects.

problem Wash trading in cryptocurrency markets to inflate volume and manipulate market conditions.
method Analysis of 18 million Mt. Gox transactions, exogenous demand shock study.
result Wash trading intensifies in low legitimate trading volume and responds to demand shocks, indicating strategic behavior.

We prove that if nn is even, (M,g)(M,g) is a compact nn-dimensional Riemannian manifold whose Pfaffian form is a positive multiple of the volume form, and yC1,α(M;Rn+1)y\in C^{1,α}(M;\mathbb{R}^{n+1}) is an isometric immersion with n/(n+1)<α1n/(n+1)< α\leq 1, then y(M)y(M) is a surface of bounded extrinsic curvature. This is proved by showi…

2016-01-22abs ↗pdf ↗