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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.

168,694 papers · 148 categories

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48 results for open interest

We study a coverings of open books and virtually overtwisted contact manifolds using open book foliations. We show that open book coverings produces interesting examples such as transverse knots with depth grater than 1. We also demonstrate explicit examples of virtually overtwisted open books.

2015-09-01abs ↗pdf ↗

We use an index-theoretic technique of Hitchin to show that the space of complete Riemannian metrics of nonnegative sectional curvature on certain open spin manifolds has nontrivial homotopy groups in infinitely many degrees. A new ingredient of independent interest is homotopy density of the subspace of metrics with c…

2018-05-06abs ↗pdf ↗

We present a few general results on foliations of 4-manifolds by surfaces: existence, tautness, relations to minimal genus of embedded surfaces; as well as some open problems. We hope to stimulate interest in this area.

2003-02-26abs ↗pdf ↗

This study reviews decentralized prediction markets, identifying key design variants and open problems.

problem Designing and implementing decentralized prediction markets with desirable properties.
method Modular workflow comprising eight stages: infrastructure, market topic, share structure, pricing, market initialization, trading, resolution, settlement, and archiving. Analysis of design variants and trade-offs.
result Identification of open problems for researchers in the field of decentralized prediction markets.

We are interested in contractible n-manifolds M which "split" as M = A union B where A,B, and A intersect B are all homeomorphic to Euclidean n-space (such M are called open n-splitters) or A,B, and A intersect B are all homeomorphic to the n-dimensional unit ball (such M are called closed n-splitters). We introduce a …

2015-02-11abs ↗pdf ↗

A coordinate cone in R^n is an intersection of some coordinate hyperplanes and open coordinate half-spaces. A semi-monotone set is a defnable in an o-minimal structure over the reals, open bounded subset of R^n such that its intersection with any translation of any coordinate cone is connected. This can be viewed as a …

2010-04-28abs ↗pdf ↗

A polynomial knot is a smooth embedding κ:nκ: \real \to \real^n whose components are polynomials. The case n=3n = 3 is of particular interest. It is both an object of real algebraic geometry as well as being an open ended topological knot. This paper contains basic results for these knots as well as many examples.

2006-12-28abs ↗pdf ↗

Study on polynomiality and outer nature of functors from Jacobi diagrams to group homomorphisms.

problem Understanding polynomiality and outer nature of functors from Jacobi diagrams to group homomorphisms.
method Analyzing polynomiality and outer nature of functors from Jacobi diagrams to group homomorphisms.
result Results generalize previous work by Katada and study polynomiality and outer nature of these functors.

Chronos models improve financial forecasting by integrating multivariate data.

problem Improving financial forecasting accuracy using multivariate data.
method Evaluation of Chronos-2 on multivariate and univariate financial forecasting models.
result Multivariate forecasts consistently outperform univariate forecasts, especially for interest rates.

The AlphaGo, AlphaGo Zero, and AlphaZero series of algorithms are remarkable demonstrations of deep reinforcement learning's capabilities, achieving superhuman performance in the complex game of Go with progressively increasing autonomy. However, many obstacles remain in the understanding of and usability of these prom…

2019-02-12abs ↗pdf ↗

Long, flexible physical filaments are naturally tangled and knotted, from macroscopic string down to long-chain molecules. The existence of knotting in a filament naturally affects its configuration and properties, and may be very stable or disappear rapidly under manipulation and interaction. Knotting has been previou…

2016-11-18abs ↗pdf ↗

In this paper we present a correlation inequality with respect to Cauchy type measures. To prove our inequality, we transport the problem onto the Riemannian sphere then state and solve some special cases for a spherical correlation problem. This method, as we shall explain, opens up a new class of interesting problems…

2013-10-30abs ↗pdf ↗

As machine learning systems become ubiquitous, there has been a surge of interest in interpretable machine learning: systems that provide explanation for their outputs. These explanations are often used to qualitatively assess other criteria such as safety or non-discrimination. However, despite the interest in interpr…

2017-02-28abs ↗pdf ↗

In 1938, Tarski proved that a formula is not intuitionistically valid if, and only if, it has a counter-model in the Heyting algebra of open sets of some topological space. In fact, Tarski showed that any Euclidean space R^n with n >= 1 suffices, as does e.g. the Cantor space. In particular, intuitionistic logic cannot…

2017-01-18abs ↗pdf ↗

Open category detection is the problem of detecting "alien" test instances that belong to categories or classes that were not present in the training data. In many applications, reliably detecting such aliens is central to ensuring the safety and accuracy of test set predictions. Unfortunately, there are no algorithms …

2018-08-01abs ↗pdf ↗

In many recent applications, data is plentiful. By now, we have a rather clear understanding of how more data can be used to improve the accuracy of learning algorithms. Recently, there has been a growing interest in understanding how more data can be leveraged to reduce the required training runtime. In this paper, we…

2011-06-06abs ↗pdf ↗

Many systems of interest in science and engineering are made up of interacting subsystems. These subsystems, in turn, could be made up of collections of smaller interacting subsystems and so on. In a series of papers David Spivak with collaborators formalized these kinds of structures (systems of systems) as algebras o…

2016-02-02abs ↗pdf ↗

Study open orbits in causal flag manifolds with applications in AQFT.

problem Understanding open orbits in causal flag manifolds for applications in AQFT.
method Analyzing open orbits of symmetric subgroups on causal flag manifolds, focusing on invariant causal structures and modular flows.
result Determine the positivity regions of modular flows and their global hyperbolicity for different types of open orbits.

As a means to better understanding manifolds with positive curvature, there has been much recent interest in the study of non-negatively curved manifolds which contain either a point or an open dense set of points at which all 2-planes have positive curvature. We study infinite families of biquotients defined by Eschen…

2008-09-27abs ↗pdf ↗

We give an overview of how calculus of the embedding functor can be used for the study of long knots and summarize various results connecting the calculus approach to the rational homotopy type of spaces of long knots, collapse of the Vassiliev spectral sequence, Hochschild homology of the Poisson operad, finite type k…

2006-01-12abs ↗pdf ↗

This survey aims to cover the motivation for and history of the study of local rigidity of group actions. There is a particularly detailed discussion of recent results, including outlines of some proofs. The article ends with a large number of conjectures and open questions and aims to point to interesting directions f…

2005-07-21abs ↗pdf ↗

We give an overview of various recent results concerning the topology of symplectic 4-manifolds and singular plane curves, using branched covers and isotopy problems as a unifying theme. While this paper does not contain any new results, we hope that it can serve as an introduction to the subject, and will stimulate in…

2004-11-10abs ↗pdf ↗

In this paper, we show how to reduce the Penrose conjecture to the known Riemannian Penrose inequality case whenever certain geometrically motivated systems of equations can be solved. Whether or not these special systems of equations have general existence theories is therefore an important open problem. The key tool …

2009-05-15abs ↗pdf ↗

There is a growing interest and literature on intrinsic motivations and open-ended learning in both cognitive robotics and machine learning on one side, and in psychology and neuroscience on the other. This paper aims to review some relevant contributions from the two literature threads and to draw links between them. …

2019-12-31abs ↗pdf ↗

We introduce a class of objects which we call 'affine surfaces'. These provide families of foliations on surfaces whose dynamics we are interested in. We present and analyze a couple of examples, and we define concepts related to these in order to motivate several questions and open problems. In particular we generalis…

2016-09-07abs ↗pdf ↗

This study examines how DEXs impact traders' behavior in perpetual futures contracts.

problem Understanding trader behavior in decentralized exchanges.
method Categorizing DEX models and analyzing their impact on trading patterns.
result DEXs, particularly those using VAMM, show differential effects on long and short positions.