Research
On-device research index

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.

169,051 papers · 148 categories

Trend · papers per month

50100149199 · Jun 202019922001200920182026
48 results for market-level metrics

This paper optimizes search experiences in two-sided marketplaces by balancing multiple conflicting metrics.

problem Balancing conflicting business metrics in two-sided marketplaces like eBay and Etsy.
method Joint optimization of market-level metrics using Evolutionary Strategies.
result Demonstrated effectiveness of the proposed method on Etsy data.

The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper investigates a unique transaction dataset that enables us to inspect the imbalance of buying and selling on the man-times level at high freq…

2018-02-04abs ↗pdf ↗

Study shows how algorithmic prediction affects US housing market, reducing racial wealth disparities.

problem Impact of algorithmic prediction on housing market and racial wealth disparities.
method Natural experiment using digitization of housing records to study entry, allocation, and prices.
result Digitization leads to increased sale prices for minority-owned homes, reducing racial wealth disparities.

Study analyzes crypto asset risk exposures using a divide-and-conquer approach.

problem Lack of high-frequency macro-financial proxies for estimating risk.
method Two-stage divide-and-conquer approach: first stage estimates idiosyncratic and market risk, second stage identifies latent economy-wide factors.
result Heterogeneous exposures to idiosyncratic and systematic risk across crypto assets.

Develops methods to improve demand counterfactuals from imperfect proxies.

problem Imperfect proxies in demand models lead to biased counterfactuals and invalid inference.
method Practical toolkit for market-level and individual data, requiring minimal computation.
result Improves substitution prediction and counterfactual performance.

Topological anomaly scores predict return curves in S&P 500 stocks

problem Detecting anomalies in financial time series
method BallMapper, decoder-conditional VAE, Function-on-Function regression
result Anomaly history carries predictive content for return curves

The paper introduces mortgage-rate-adjusted home prices to help buyers and adjust housing indices.

problem Impact of mortgage rates on home prices and property purchase decisions.
method Derives mortgage-rate-adjusted 'effective price' and constructs a price-mortgage rate neutrality line.
result Mortgage rates significantly affect home prices over long periods but not during the pandemic.

Diffolio uses a diffusion model for multivariate financial forecasting and portfolio construction.

problem Probabilistic forecasting of multivariate financial time-series with complex cross-sectional dependencies.
method Diffolio employs a denoising network with hierarchical attention architecture, incorporating asset-level and market-level layers and a correlation-guided regularizer.
result Diffolio outperforms various probabilistic forecasting baselines in multivariate forecasting accuracy and portfolio performance.

This study examines non-retail trading on Polymarket, revealing unique behavior patterns and structural limitations.

problem Lack of address-level quote-lifecycle data in Polymarket prediction markets.
method Empirical analysis of 13 million order-filled events using DBSCAN clustering on a six-feature fill-side vector.
result Non-retail behavior is uni-modal, contradicting previous archetypal hypotheses.

In this essay, we study the sufficient and necessary conditions for a Randers metrc to be of constant Ricci curvature without the restriction of strong convexity (regularity). The classification result for the case βα>1\|β\|_α>1 is provided, which is similar to the famous Bao-Robles-Shen's result for strongly convex Rand…

2017-05-31abs ↗pdf ↗

We prove the equivalences of several classical complete metrics on the Teichmüller and the moduli spaces of Riemann surfaces. We use as bridge two new Kähler metrics, the Ricci metric and the perturbed Ricci metric and prove that the perturbed Ricci metric is a complete Kähler metric with bounded negative holomorphic s…

2004-03-03abs ↗pdf ↗

Study on geodesics of Finsler metrics derived from Riemannian metrics.

problem Investigating geodesics in Finsler metrics derived from Riemannian metrics.
method Proved geodesic lemma for a family of Riemannian geodesic orbit metrics, analyzed geodesic graphs.
result Derived Finsler metrics have geodesic orbit property and belong to a new class of metrics.

New Kähler metrics generalize Calabi's and relate to Fano manifolds.

problem Existence of extremal Kähler metrics on Fano manifolds.
method Introducing σσ-extremal Kähler metrics and relating them to multiplier Hermitian-Einstein metrics.
result Existence of σσ-extremal Kähler metrics implies existence of multiplier Hermitian-Einstein metrics on Fano manifolds.

New Finsler metrics defined by Riemannian and 1-forms are studied.

problem Characterize and study properties of (α,β,γ)(α,β,γ)-metrics.
method Introduced and defined (α,β,γ)(α,β,γ)-metrics, analyzed their properties, and found conditions for local projective flatness and Douglas type.
result Necessary and sufficient conditions for (α,β,γ)(α,β,γ)-metrics to be locally projectively flat and Douglas type were found.

Study on special Finsler metrics with conditions for Riemannian and isotropic properties.

problem Characterizing Finsler metrics with specific geometric properties.
method Analyzing conditions for Riemannian and isotropic properties of AR-Finsler metrics.
result Conditions for isotropic SS-curvature and mean Landsberg curvature leading to vanishing curvature.

Survey of spectral, probabilistic, and deep metric learning methods.

problem Developing effective distance metrics for various machine learning tasks.
method Divided into spectral, probabilistic, and deep approaches, covering various techniques and their applications.
result Comprehensive overview of metric learning methods, including new developments and applications.

Study shows convergence of Lagrangian submanifolds under certain metrics.

problem Understanding convergence of Lagrangian submanifolds under specific metrics.
method Proves convergence to an embedded Lagrangian submanifold using a monotonicity lemma applied on a carefully-chosen metric ball.
result Convergence to an embedded Lagrangian submanifold implies convergence in the Hausdorff metric for a class of metrics.

In this paper, we study an important class of Finsler metrics--square metrics. We give two expressions of such metrics in terms of a Riemannian metric and a 1-form. We show that Einstein square metrics can be classified up to the classification of Einstein Riemannian metrics.

2012-09-18abs ↗pdf ↗

The current paper deals with some new classes of Finsler metrics with reversible geodesics. We construct weighted quasi-metrics associated with these metrics. Further, we investigate some important geometric properties of weighted quasi-metric space. Finally, we discuss the embedding of quasi-metric spaces with general…

2018-01-17abs ↗pdf ↗

Douglas metrics are metrics with vanishing Douglas curvature which is an important projective invariant in Finsler geometry. To find more Douglas metrics, in this paper we consider a class of Finsler metrics called general (α,β)(α,β)-metrics, which are defined by a Riemannian metric α=aij(x)yiyjα=\sqrt{a_{ij}(x)y^iy^j} and a 11-fo…

2016-06-26abs ↗pdf ↗

Proposes a method to select fair performance metrics through metric elicitation.

problem Choosing fair performance metrics in multiclass classification with multiple sensitive groups.
method Metric elicitation strategy that requires only relative preference feedback and is robust to noise.
result Elicits group-fair performance metrics for multiclass classification problems.

In this paper, we give two classes of positive semi-definite metrics on 2-manifolds. The one is called a class of Kossowski metrics and the other is called a class of Whitney metrics: The pull-back metrics of wave fronts which admit only cuspidal edges and swallowtails in R3\boldsymbol{R}^3 are Kossowski metrics, and t…

2014-09-01abs ↗pdf ↗

In this paper, we introduce the notion of Einstein-reversibility for Finsler met- rics. We study a class of p-power Finsler metrics determined by a Riemann metric and 1-form which are of Einstein-reversibility. It shows that such a class of Finsler metrics of Einstein-reversibility are always Einstein metrics. In parti…

2013-10-13abs ↗pdf ↗

Introduces new metric for Riemannian metrics, extending unbalanced optimal transport.

problem Extending unbalanced optimal transport to Riemannian metrics.
method Dynamic and static formulations of unbalanced optimal transport on Riemannian metrics.
result Wasserstein--Ebin metric provides a new Riemannian structure on the space of Riemannian metrics.

In this paper, we study generalized Douglas-Weyl (α,β)(α, β)-metrics. Suppose that an regular (α,β)(α, β)-metric FF is not of Randers type. We prove that FF is a generalized Douglas-Weyl metric with vanishing S-curvature if and only if it is a Berwald metric. Moreover by ignoring the regularity, if FF is not a Berwald met…

2015-10-26abs ↗pdf ↗

The paper introduces two new metrics on outer space and shows fixed points for their actions.

problem Analyzing metrics on outer space and their geometric group theory implications.
method Defined and analyzed entropy and pressure metrics on outer space, comparing to Weil-Petersson metric.
result For rank r4r \geq 4, the metrics have fixed points in their actions on outer space.