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.
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…
In complex financial systems, the sector structure and volatility clustering are respectively important features of the spatial and temporal correlations. However, the microscopic generation mechanism of the sector structure is not yet understood. Especially, how to produce these two features in one model remains chall…
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.
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 ∥β∥α>1 is provided, which is similar to the famous Bao-Robles-Shen's result for strongly convex Rand…
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…
We consider geometries on the space of Riemannian metrics conformally equivalent to the widely studied Ebin L^2 metric. Among these we characterize a distinguished metric that can be regarded as a generalization of Calabi's metric on the space of Kähler metrics to the space of Riemannian metrics, and we study its geome…
We study the geodesic equation for the Dirichlet (gradient) metric in the space of Kaehler potentials. We first solve the initial value problem for the geodesic equation of the combination metric, including the gradient metric. We then discuss a comparison theorem between it and the Calabi metric. As geometric motivati…
The study examines Lee metrics on groups and their properties.
problem Characterizing groups that admit Lee metrics.
method Analyzing conditions for groups to have or not have Lee metrics, studying specific families of groups, and providing tables for groups of order ≤ 31.
result Conditions for groups to have Lee metrics, including specific families and non-cyclic groups.
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.
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…
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)-metrics, which are defined by a Riemannian metric α=aij(x)yiyj and a 1-fo…
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 are Kossowski metrics, and t…
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…
In this paper, we study generalized Douglas-Weyl (α,β)-metrics. Suppose that an regular (α,β)-metric F is not of Randers type. We prove that F 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 F is not a Berwald met…
This is the author's Ph.D. thesis, submitted to the University of Leipzig. It deals with the L2 Riemannian metric on the manifold of all smooth Riemannian metrics on a fixed closed, finite-dimensional manifold. The main body of the thesis is a description of the completion manifold of metrics with respect to the $L^…