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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.

168,657 papers · 148 categories

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18365472 · Jun 202019922001200920172026
48 results for macroscopic universality

In this note we construct a closed 4-manifold having torsion-free fundamental group and whose universal covering is of macroscopic dimension 3. This yields a counterexample to Gromov's conjecture about the falling of macroscopic dimension.

2009-04-30abs ↗pdf ↗

We give a homological characterization of nn-manifolds whose universal covering $\Wi M$ has Gromov's macroscopic dimension $\dim_{mc}\Wi M<n$. As the result we distinguish dimmc\dim_{mc} from the macroscopic dimension dimMC\dim_{MC} defined by the author \cite{Dr}. We prove the inequality $\dim_{mc}\Wi M<\dim_{MC}\Wi M=n$ f…

2013-07-03abs ↗pdf ↗

We show that for a rationally inessential orientable closed nn-manifold MM whose fundamental group ππ is a duality group the macroscopic dimension of its universal cover is strictly less than nn:$$ \dim_{MC}\Wi M<n.$$ As a corollary we obtain the following 0.1 Theorem. The inequality $ \dim_{MC}\Wi M<n$ holds for t…

2012-08-02abs ↗pdf ↗

Take a torus with a Riemannian metric. Lift the metric on its universal cover. You get a distance which in turn yields balls. On these balls you can look at the Laplacian. Focus on the spectrum for the Dirichlet or Neumann problem. We describe the asymptotic behaviour of the eigenvalues as the radius of the balls goes …

2002-02-28abs ↗pdf ↗

We prove the Gromov conjecture on the macroscopic dimension of the universal covering of a closed spin manifold with a positive scalar curvature under the following assumptions on the fundamental group: 1. The Strong Novikov Conjecture holds for ππ. 2. The natural map per:kon(Bπ)KOn(Bπ)per:ko_n(Bπ)\to KO_n(Bπ) is injective.

2009-01-28abs ↗pdf ↗

New metric properties show volume constraints in collapsing spaces.

problem Volume constraints in collapsing spaces.
method Generalization of recent progress in metric geometry involving the volume of balls of radius in a certain range with collapsing at different scales.
result For every Riemannian metric on a manifold of sufficiently small volume, there is a point with volume constraints in the universal cover.

Macroscopic price evolution models are commonly used for investment strategies. There are first promising achievements in defining microscopic agent based models for the same purpose. Microscopic models allow a deeper understanding of mechanisms in the market than the purely phenomenological macroscopic models, and thu…

2011-03-28abs ↗pdf ↗

Inspired by Gromov's work on 'Metric inequalities with scalar curvature' we establish band width inequalities for Riemannian bands of the form (V=M×[0,1],g)(V=M\times[0,1],g), where Mn1M^{n-1} is a closed manifold. We introduce a new class of orientable manifolds we call filling enlargeable and prove: If MM is filling enlargeable…

2019-11-29abs ↗pdf ↗

We introduce a Z\mathbb{Z}--coefficient version of Guth's macroscopic stability inequality for almost-minimizing hypersurfaces. In manifolds with a lower bound on macroscopic scalar curvature, we use the inequality to prove a lower bound on areas of hypersurfaces in terms of the Gromov simplicial norm of their homolog…

2017-12-12abs ↗pdf ↗

Study on random matrices in deep neural networks with IID entries.

problem Distribution of singular values in product of random matrices for deep neural networks.
method Random matrix theory with a streamlined approach for non-Gaussian data.
result Generalization of macroscopic universality property to non-Gaussian data.

This study compares microscopic and macroscopic models for commodity index derivatives pricing.

problem Lack of accurate futures curve dynamics in macroscopic models for real scenarios.
method Calibrated both microscopic and macroscopic models using S\&P GSCI Crude Oil excess-return index derivatives.
result Macroscopic models struggle to capture futures curve dynamics, affecting pricing and sensitivities.

The paper proves conditions for the existence of small Urysohn width hypersurfaces in manifolds with positive scalar curvature.

problem Conditions for the existence of small Urysohn width hypersurfaces in manifolds with positive scalar curvature.
method Adaptation of Guth's macroscopic version of the Schoen-Yau descent argument.
result A complete Riemannian manifold with positive macroscopic scalar curvature contains a non-nullhomologous hypersurface of small Urysohn width.

The macroscopic version of Urysohn width for scalar curvature is disproven in high dimensions.

problem Disproving the macroscopic version of Gromov's Urysohn width conjecture for scalar curvature.
method Novel estimate on Urysohn width of circle bundles and a new notion of ruling for Riemannian manifolds.
result The macroscopic version of Gromov's Urysohn width conjecture for scalar curvature is false in dimensions four and above.

Complex spatiotemporal dynamics of physicochemical processes are often modeled at a microscopic level (through e.g. atomistic, agent-based or lattice models) based on first principles. Some of these processes can also be successfully modeled at the macroscopic level using e.g. partial differential equations (PDEs) desc…

2019-09-12abs ↗pdf ↗

Physics: Similar long-distance properties can mask vastly different short-distance metrics.

problem Classifying homogeneous metrics on group manifolds by long-distance properties.
method Apply universality concept to geometry, focusing on metrics on Lie groups.
result Many metrics on low-dimensional Lie groups have similar long-distance properties despite differing short-distance properties.

In this paper we prove the following. Let ΣΣ be an nn--dimensional closed hyperbolic manifold and let gg be a Riemannian metric on Σ×S1Σ\times \mathbb{S}^1. Given an upper bound on the volumes of unit balls in the Riemannian universal cover (Σ×S1~,g~)(\widetilde{Σ\times \mathbb{S}^1},\widetilde{g}), we get a lower bound on th…

2017-05-08abs ↗pdf ↗

Numerous networks in the real world change over time, in the sense that nodes and edges enter and leave the networks. Various dynamic random graph models have been proposed to explain the macroscopic properties of these systems and to provide a foundation for statistical inferences and predictions. It is of interest to…

2019-04-06abs ↗pdf ↗

Study curvature and symplectic properties of symmetric products of surfaces.

problem Distinguishing between macroscopic dimensions in Riemannian manifolds.
method Detailed study of curvature and symplectic properties using symmetric products of surfaces.
result Symmetric products of surfaces sharply distinguish between two macroscopic dimensions.

Market impact is the link between the volume of a (large) order and the price move during and after the execution of this order. We show that under no-arbitrage assumption, the market impact function can only be of power-law type. Furthermore, we prove that this implies that the macroscopic price is diffusive with roug…

2018-05-18abs ↗pdf ↗

Gromov's Conjecture states that for a closed nn-manifold MM with positive scalar curvature the macroscopic dimension of its universal covering M~\tilde M satisfies the inequality dimmcM~n2\dim_{mc}\tilde M\le n-2\cite{G2}. We prove this inequality for totally non-spin nn-manifolds whose fundamental group is a virtual duali…

2014-02-18abs ↗pdf ↗

Inspired by the unsupervised learning or self-organization in the machine learning context, here we attempt to draw `learning curve' for the collective behavior of job-seeking `zero-intelligence' labors in successive job-hunting processes. Our labor market is supposed to be opened especially for university graduates in…

2013-09-19abs ↗pdf ↗

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally achieves the best action and memory loss that leads to randomized behavior. We show tha…

2004-08-20abs ↗pdf ↗

The paper extends macroscopic market making to stochastic games, revealing properties and solving equations.

problem Price competition among market makers in a stochastic game setting.
method Extension of macroscopic market making framework to stochastic games, introducing multidimensional characteristic equations.
result New well-posedness results for forward-backward stochastic differential equations.

A new macroscopic market making model connects market making and optimal execution.

problem Connecting market making and optimal execution problems.
method Using continuous processes for orders, the model bridges the gap between market making and optimal execution.
result Demonstrates the model's effectiveness through various noise and intensity function scenarios.

Identifying behavior that is relatively invariant under different conditions is a challenging task in far-from-equilibrium complex systems. As an example of how the existence of a semi-invariant signature can be masked by the heterogeneity in the properties of the components comprising such systems, we consider the exc…

2016-06-20abs ↗pdf ↗

Physical systems differring in their microscopic details often display strikingly similar behaviour when probed at macroscopic scales. Those universal properties, largely determining their physical characteristics, are revealed by the powerful renormalization group (RG) procedure, which systematically retains "slow" de…

2017-04-20abs ↗pdf ↗

We show that for a taut foliation F with one-sided branching of an atoroidal 3-manifold M, one can construct a pair of genuine laminations with solid torus complementary regions which bind every leaf of F in a geodesic lamination. These laminations come from a universal circle, a refinement of the universal circles pro…

2001-01-03abs ↗pdf ↗

Constructs infinitely many examples of large manifolds with circle bundles of positive scalar curvature.

problem Existence of circle bundles over large manifolds with positive scalar curvature metrics.
method Symplectic geometry techniques.
result Infinitely many examples of macroscopically large manifolds with circle bundles of positive scalar curvature.

Meta-materials simulation sped up with energy surrogates.

problem Challenging simulation of complex meta-materials due to high-fidelity PDEs.
method Learned component-level surrogates using neural networks to model stored potential energy.
result Surrogates enable accurate macroscopic behavior simulation without full structure simulation.

Study on functions computed by deep-layered machines finds same distribution in neural networks and Boolean circuits.

problem Understanding the space of functions computed by deep-layered machines.
method Investigation of Boolean functions on random-layered machines, including neural networks and Boolean circuits.
result The space of functions computed at large depth limit is characterized and the macroscopic entropy of Boolean functions is either monotonically increasing or decreasing with depth.

A new model for defective media using two scales.

problem Modeling defects in media with two scales.
method Generalization of Riemann-Cartan manifolds and fibre bundle theory, constructing a first-order placement map.
result Emergent behaviors like dislocations and disclinations arise from the interaction of macroscopic and microscopic scales.

We proposed a market simulation model (micro model) which displays multifractality and reproduces many important stylized facts of speculative markets. From this model we analytically extracted the MMAR model (Multifractal Model of Asset Returns) for the macroscopic limit.

2003-04-15abs ↗pdf ↗