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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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265379105 · May 202619922001200920172026
48 results for mixed volumes

Let ViV_i be a finite dimensional Hermitian vector space of holomorphic sections of a line bundle LiL_i on a complex nn-dimensional manifold XX. We associate to ViV_i the non-negative Hermitian quadratic form gig_i on X,X, define a Hermitian mixed volume of XX for a "mixing tuple" of nn non-negative Hermitian forms…

2018-11-14abs ↗pdf ↗

Study geodesic equation on mixed-volume forms on balanced manifolds, proving existence of solutions.

problem Existence of solutions to the Calabi-Yau equation for balanced metrics.
method Introduced a L2L^2 metric space of mixed-volume forms and derived a geodesic equation.
result Existence of solutions to the Calabi-Yau equation on all balanced manifolds.

Uniform volume estimate for Kähler metrics in big cohomology classes.

problem Estimating volume for singular Kähler metrics in big cohomology classes.
method Generalized mixed energy estimate for functions in complex Sobolev space to big cohomology classes.
result Uniform non-collapsing volume estimate for local Kähler metrics.

Consider a d×dd\times d matrix MM whose rows are independent centered non-degenerate Gaussian vectors ξ1,...,ξdξ_1,...,ξ_d with covariance matrices Σ1,...,ΣdΣ_1,...,Σ_d. Denote by Ei\mathcal{E}_i the location-dispersion ellipsoid of ξi:Ei=xRd:xΣi1x1ξ_i:\mathcal{E}_i={\mathbf{x}\in\mathbb{R}^d : \mathbf{x}^\topΣ_i^{-1} \mathbf{x}\leqslant1}. We sh…

2012-06-02abs ↗pdf ↗

At the heart of convex geometry lies the observation that the volume of convex bodies behaves as a polynomial. Many geometric inequalities may be expressed in terms of the coefficients of this polynomial, called mixed volumes. Among the deepest results of this theory is the Alexandrov-Fenchel inequality, which subsumes…

2018-11-21abs ↗pdf ↗

New weighted surface area measures for convex bodies with applications.

problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.

The paper finds lower bounds for volumes of complex geometric structures.

problem Estimating the volume of complex geometric structures.
method Reduction to a counting problem in the unit tangent bundle, solved using exponential multiple mixing for the geodesic flow.
result First known lower bound for the volume of these manifolds in terms of curve length.

Solves Christoffel-Minkowski problem for axially symmetric bodies.

problem Necessary and sufficient conditions for mixed area measures of axially symmetric convex bodies.
method Introduced a new method to transform mixed area measures and mixed volumes of axially symmetric bodies, refining Firey's classification and improving estimates.
result Complete solution to the mixed Christoffel-Minkowski problem for axially symmetric bodies without regularity assumptions.

We consider curvature flows in hyperbolic space with a monotone, symmetric, homogeneous of degree 1 curvature function F. Furthermore we assume F to be either concave and inverse concave or convex. For compact initial hypersurfaces, which are strictly convex by horospheres, we show the long time existence of mixed volu…

2012-08-09abs ↗pdf ↗

Proves Hodge-Riemann relations for mixed valuations and strengthens geometric inequalities.

problem Geometric inequalities and mixed Hodge-Riemann relations for translation-invariant valuations.
method Proves mixed Hodge-Riemann relations for various convex bodies and their mixed volumes.
result Strengthened geometric inequalities for lower dimensional convex bodies.

The paper connects Chern-Simons invariants to mixed Tate motives in hyperbolic 3-manifolds.

problem Understanding the relationship between Chern-Simons invariants and mixed Tate motives in hyperbolic 3-manifolds.
method Constructing a mixed Tate motive over the invariant trace field whose image equals the Chern-Simons invariant and complex volume.
result The mixed Hodge realization of the motive is a quotient of the path torsor of the augmented character variety.

Paper extends capillary convex body results to anisotropic setting with Alexandrov-Fenchel inequalities.

problem Extending capillary convex body results to anisotropic setting.
method Developed theory for anisotropic capillary convex bodies in half-space and established Alexandrov-Fenchel inequality for mixed volumes.
result Established a general Alexandrov-Fenchel inequality for mixed volumes of anisotropic capillary convex bodies, weakening and extending previous results.

In a seminal paper "Volumen und Oberfläche" (1903), Minkowski introduced the basic notion of mixed volumes and the corresponding inequalities that lie at the heart of convex geometry. The fundamental importance of characterizing the extremals of these inequalities was already emphasized by Minkowski himself, but has to…

2019-02-26abs ↗pdf ↗

In this paper we investigate the flow of surfaces by a class of symmetric functions of the principal curvatures with a mixed volume constraint. We consider compact surfaces without boundary that can be written as a graph over a sphere. The linearisation of the resulting fully nonlinear PDE is used to prove a short time…

2012-10-29abs ↗pdf ↗

We consider the flow of closed convex hypersurfaces in Euclidean space Rn+1\mathbb{R}^{n+1} with speed given by a power of the kk-th mean curvature EkE_k plus a global term chosen to impose a constraint involving the enclosed volume Vn+1V_{n+1} and the mixed volume Vn+1kV_{n+1-k} of the evolving hypersurface. We prove that i…

2017-08-14abs ↗pdf ↗

Study of Anosov flows using microlocal analysis for ergodicity and mixing properties.

problem Ergodicity and mixing properties of Anosov flows and their isometric extensions.
method Microlocal analysis of Pollicott-Ruelle resonances to study isometric extensions of Anosov flows.
result Ergodicity of frame flow on negatively-curved Riemannian manifolds under specific curvature assumptions.

The Orlicz-Brunn-Minkowski theory receives considerable attention recently, and many results in the LpL_p-Brunn-Minkowski theory have been extended to their Orlicz counterparts. The aim of this paper is to develop Orlicz LφL_φ affine and geominimal surface areas for single convex body as well as for multiple convex bod…

2014-03-07abs ↗pdf ↗

We are generalizing to higher dimensions the Bavard-Ghys construction of the hyperbolic metric on the space of polygons with fixed directions of edges. The space of convex d-dimensional polyhedra with fixed directions of facet normals has a decomposition into type cones that correspond to different combinatorial types …

2013-10-06abs ↗pdf ↗

Let XX be an nn-dimensional manifold and V1,,VnC(X,R)V_1,\ldots,V_n\subset C^\infty(X,\mathbb R) finite-dimensional vector spaces. For systems of equations {fi=ai ⁣:fiVi,aiR,i=1,,n}\{f_i = a_i\colon\: f_i\in V_i,\:a_i \in\mathbb R,\:i=1,\ldots,n\} we discover a relationship between the average number of their solutions and mixed volumes of convex bo…

2019-10-01abs ↗pdf ↗

We generalize the Riesz potential of a compact domain in Rm\mathbb{R}^{m} by introducing a renormalization of the rαmr^{α-m}-potential for α0α\le0. This can be considered as generalization of the dual mixed volumes of convex bodies as introduced by Lutwak. We then study the points where the extreme values of the (renorm…

2010-08-16abs ↗pdf ↗

We construct an oriented cobordism between moduli spaces of flat connections on the three holed sphere and disjoint unions of toric varieties, together with a closed two-form which restricts to the symplectic forms on the ends. As applications, we obtain formulas for mixed Pontrjagin numbers and Witten's formulas for s…

1997-07-24abs ↗pdf ↗

We consider Feller mean-reverting square-root diffusion, which has been applied to model a wide variety of processes with linearly state-dependent diffusion, such as stochastic volatility and interest rates in finance, and neuronal and populations dynamics in natural sciences. We focus on the statistical mixing (or sup…

2009-10-08abs ↗pdf ↗

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial market: the trading volume and the price fluctuations. From the segmentation proce…

2013-02-13abs ↗pdf ↗

We study dual volume sampling, a method for selecting k columns from an n x m short and wide matrix (n <= k <= m) such that the probability of selection is proportional to the volume spanned by the rows of the induced submatrix. This method was proposed by Avron and Boutsidis (2013), who showed it to be a promising met…

2017-03-08abs ↗pdf ↗

Let XX be an nn-dimensional manifold and V1,,VnC(X,R)V_1, \ldots, V_n \subset C^\infty(X, \mathbb R) finite-dimensional vector spaces with Euclidean metric. We assign to each ViV_i a Finsler ellipsoid, i.e., a family of ellipsoids in the fibers of the cotangent bundle of XX. We prove that the average number of isolated common…

2018-02-08abs ↗pdf ↗

Transformer model with mixed-frequency data improves stock volatility prediction.

problem Improving stock volatility prediction using mixed-frequency data.
method Transformer model trained on mixed-frequency data (GARCH-MIDAS model for frequency alignment).
result Transformer model reduces mean square error from 1.00 to 0.86.

We examine the total mixed scalar curvature of a fixed distribution as a functional of a pseudo-Riemannian metric. We develop variational formulas for quantities of extrinsic geometry of the distribution to find the critical points of this action. Together with the arbitrary variations of the metric, we consider also v…

2016-09-29abs ↗pdf ↗

Let GG be a noncompact real algebraic group and $\G<G$ a lattice. One purpose of this paper is to show that there is an smooth, volume preserving, mixing action of GG or $\G$ on a compact manifold which admits a smooth deformation. We also describe some other, rather special, deformations when G=SO(1,n)G=SO(1,n) and provide…

2004-07-24abs ↗pdf ↗

We present a new framework for Hermite fractional financial markets, generalizing the fractional Brownian motion and fractional Rosenblatt markets. Considering pure and mixed Hermite markets, we introduce a strategy-specific arbitrage tax on the rate of transaction volume acceleration of the hedging portfolio as the pr…

2017-09-26abs ↗pdf ↗

Paper proposes an online learning algorithm for a neuro-fuzzy classifier with mixed data.

problem Inability of GFMMNN learning algorithms to handle mixed-attribute data.
method Extended online learning algorithm for GFMMNN that can handle both continuous and categorical features.
result Superior and stable classification performance compared to other learning algorithms.

We present an affine-invariant random walk for drawing uniform random samples from a convex body KRn\mathcal{K} \subset \mathbb{R}^n that uses maximum volume inscribed ellipsoids, known as John's ellipsoids, for the proposal distribution. Our algorithm makes steps using uniform sampling from the John's ellipsoid of the …

2018-03-06abs ↗pdf ↗

Considering a mixed signal composed of various audio sources and recorded with a single microphone, we consider on this paper the blind audio source separation problem which consists in isolating and extracting each of the sources. To perform this task, nonnegative matrix factorization (NMF) based on the Kullback-Leibl…

2019-07-04abs ↗pdf ↗

Study on Lane-Emden equation on curved spaces, revealing new existence and non-existence phenomena.

problem Existence and non-existence of positive solutions for the Lane-Emden equation on Riemannian models.
method Analysis of the subcritical Lane-Emden equation on various Riemannian manifolds with polynomial volume growth.
result Subcritical regime divides into three ranges with distinct existence and non-existence phenomena.