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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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591418 · Mar 202619922001200920172026
48 results for neutral hydrogen

New method predicts quasar continuum near Lyman-α with high precision and accuracy.

problem Precise measurement of quasar red damping wing for epoch of reionization.
method Fully probabilistic approach using conditional neural spline flows.
result Achieved state-of-the-art precision and accuracy in predicting quasar continua.

Optimal scheduling of hydrogen production in dynamic pricing power market can maximize the profit of hydrogen producer; however, it highly depends on the accurate forecast of hydrogen consumption. In this paper, we propose a deep leaning based forecasting approach for predicting hydrogen consumption of fuel cell vehicl…

2018-06-27abs ↗pdf ↗

Low redispatch prices boost green hydrogen production cost, encouraging electrolyzer siting.

problem Uncertainty in redispatch power availability and its impact on green hydrogen production cost.
method Historic redispatch time series analysis and power purchase scenarios evaluation.
result Low price levels can lead to notable production cost reductions, incentivizing electrolyzer siting.

Hydrogen atom confined in an inverted-Gaussian potential, with detailed numerical methods and results.

problem Studying hydrogen atom in a specific potential.
method Three numerical methods: Lagrange-mesh, fourth order finite differences, and finite element method.
result Accurate numerical results for hydrogen atom energies and eigenfunctions, improving previous literature.

Mathematician summarizes protein geometry and mutation effects.

problem Understanding how proteins mutate and their structure-function relationship.
method Mathematical analysis of protein structures and functions, focusing on hydrogen bonds and secondary structure.
result Protein secondary structure regulates mutation by stabilizing or destabilizing regions.

21cmEMU speeds up EoR simulations by 10^4x, predicting key observables with sub-percent accuracy.

problem Efficiently simulating and inferring Epoch of Reionization properties from limited computational resources.
method Developed an emulator for 21cmFAST simulation outputs, reducing computational cost by 10^4x.
result Sub-percent accurate predictions of 6 key observables from EoR simulations.

[New and updated results were published in Nature Chemistry, doi:10.1038/s41557-020-0544-y.] The electronic Schrödinger equation describes fundamental properties of molecules and materials, but can only be solved analytically for the hydrogen atom. The numerically exact full configuration-interaction method is exponent…

2019-09-16abs ↗pdf ↗

The paper studies nilpotent structures in oriented neutral vector bundles and neutral hyperKähler structures.

problem Nilpotent structures in oriented neutral vector bundles and their relation to neutral hyperKähler structures.
method Defined HH-nilpotent structures for Lie subgroups of SO(2n,2n)SO(2n, 2n) related to neutral hyperKähler structures.
result Existence of complex and paracomplex structures forming neutral hyperKähler structures if and only if there exists an HH-nilpotent structure.

The purpose of this article is to review some recent results on the geometry of neutral signature metrics in dimension four and their twistor spaces. The following topics are considered: Neutral Kähler and hyperkähler surfaces, Walker metrics, Neutral anti-self-dual 4-manifolds and projective structures, Twistor spaces…

2008-04-14abs ↗pdf ↗

In this paper we show how to place Michael Berry's discovery of knotted zeros in the quantum states of hydrogen in the context of general knot theory and in the context of our formulations for quantum knots. Berry gave a time independent wave function for hydrogen, as a map from three space to the complex plane and suc…

2019-04-15abs ↗pdf ↗

This study optimizes energy storage scheduling under price uncertainty, balancing risk and reward.

problem Optimizing energy storage operation under price uncertainty and risk.
method Two-stage stochastic risk-constrained approach using conditional value-at-risk.
result Increasing risk aversion leads to substantial benefits in terms of risk reduction and expected reward.

This paper considers aspects of 4-manifold topology from the point of view of the null cone of a neutral metric, a point of view we call neutral causal topology. In particular, we construct and investigate neutral 4-manifolds with null boundaries that arise from canonical 3- and 4-dimensional settings. A null hypersurf…

2016-05-31abs ↗pdf ↗

The paper shows how to calculate risk-neutral default probabilities from bid and ask CDS quotes.

problem Calculating risk-neutral default probabilities from market quotes.
method Using conic finance framework and Poisson process to formulate and solve the calibration problem.
result A unique solution for risk-neutral default probabilities and implied liquidity.

The aim of this paper is to give examples of compact neutral 4-manifolds (M,g)(M,g) whose Ricci tensor ρρ satisfies the relation Xρ(X,X)=13Xτg(X,X)\nabla_Xρ(X,X) =\frac13Xτg(X,X). We present also a family of new Einstein bi-Hermitian neutral metrics on ruled surfaces of genus g>1g>1.

2008-01-14abs ↗pdf ↗

RNA structures show that a significant portion of bases do not form hydrogen bonds.

problem Understanding the unpaired bases in RNA secondary structures.
method Comparing random words in free groups to RNA sequences, analyzing word lengths.
result The expected fraction of unpaired bases converges to a constant λ2λ_2.

Paper studies pricing and hedging of nonreplicable insurance contracts using benchmark-neutral approach.

problem Pricing and hedging of long-term insurance contracts like variable annuities.
method Benchmark-neutral pricing framework using stock growth optimal portfolio as numéraire.
result Prices can be significantly lower than risk-neutral ones, offering attractive long-term risk-management.

Extends wealth tax neutrality framework to stochastic volatility and non-homothetic preferences.

problem Ensuring wealth taxes are neutral under various economic conditions.
method Extended Frøseth's neutrality framework to stochastic volatility and non-homothetic preferences, identified four channels of non-neutrality, and applied the framework to global minimum wealth taxes.
result Non-uniform assessment, general equilibrium effects, progressive thresholds, and endogenous labour supply can cause non-neutrality under CRRA preferences.

We reformulate wealth taxation using Fokker-Planck equations to ensure tax neutrality.

problem Ensuring tax neutrality in wealth taxation frameworks.
method Reformulating the neutral wealth tax framework using stochastic dynamics and statistical physics, specifically Fokker-Planck equations.
result The framework clarifies when wealth taxation is a benign rescaling of dynamics and when it introduces new physics.

Generative model prices options and extracts risk-neutral densities.

problem Price options and extract risk-neutral densities from market data.
method Model log-returns as a generative model, using neural nets for location, scale, and higher-order moments, with stringent conditions to avoid arbitrage.
result The model efficiently generates samples to price options and accommodates diverse risk-neutral densities.

AlphaZeroBeta uses deep reinforcement learning for market-neutral portfolios, outperforming traditional methods.

problem Traditional portfolio management methods often fail during market regime shifts or when assumptions break down.
method Combines a composite reward function and CNN-GRU policy trained end-to-end via Recurrent PPO.
result Achieves higher Sharpe ratios than baselines while maintaining near-zero benchmark correlations.

Study finds cryptocurrency market diversity patterns inconsistent with neutral models.

problem Cryptocurrency market diversity patterns not consistent with neutral models.
method Analysis borrowing methods from ecology, focusing on diversity patterns and community structure.
result Cryptocurrency market diversity patterns not consistent with neutral models, suggesting strong interactions between species.

We extend the Feynman-Kac formula for Schrödinger type operators on vector bundles over noncompact Riemannian manifolds to possibly very singular potentials that appear in hydrogen like quantum mechanical problems and that need not be bounded from below or locally square integrable. This path integral formula is then u…

2011-09-01abs ↗pdf ↗

Study extends wealth tax neutrality framework to heterogeneous investors.

problem Analyzing wealth tax neutrality in populations with varying return-generating ability.
method Extended Fokker-Planck framework to heterogeneous investors, deriving extended Fokker-Planck equation.
result Proportional wealth tax no longer neutral due to varying return-generating ability, leading to different real incidence and wealth distribution changes.

Investment strategy for NYSE stocks minimizes market correlation.

problem Minimizing market correlation for steady returns.
method Combining momentum, fundamentals, and analyst recommendations; feature selection; backtesting various portfolio construction methods.
result Risk parity outperformed other methods, offering higher Sharpe ratio and lower beta.

The paper embeds CR manifolds into twistor spaces and constructs neutral hyperkähler metrics.

problem Embedding CR manifolds into twistor spaces and constructing neutral hyperkähler metrics.
method Embedding a real analytic twistor CR manifold into the twistor space of a Poincaré-Einstein metric, constructing the associated Fefferman ambient metric as a neutral hyperkähler metric.
result The construction of neutral hyperkähler metrics associated with twistor CR manifolds.

Proposes a method to construct risk-neutral marginals from arbitrage-free option prices.

problem Lack of risk-neutral marginals that are free of arbitrage and easy to use.
method Explicit construction of risk-neutral marginals from discrete arbitrage-free option prices.
result Explicit construction guarantees risk-neutral marginals free of butterfly and calendar arbitrage.

In this paper, we propose novel strategies for neutral vector variable decorrelation. Two fundamental invertible transformations, namely serial nonlinear transformation and parallel nonlinear transformation, are proposed to carry out the decorrelation. For a neutral vector variable, which is not multivariate Gaussian d…

2017-05-30abs ↗pdf ↗

We establish a connection between capillary floating in neutral equilibrium and the billiard ball problem. This allows us to reduce the question of floating in neutral equilibrium at any orientation with a prescribed contact angle for infinite homogeneous cylinders to a question about billiard caustics for their orthog…

2010-12-11abs ↗pdf ↗