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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.

168,657 papers · 148 categories

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118237355473 · Jun 202019922001200920172026
48 results for position limits

Order positions are key variables in algorithmic trading. This paper studies the limiting behavior of order positions and related queues in a limit order book. In addition to the fluid and diffusion limits for the processes, fluctuations of order positions and related queues around their fluid limits are analyzed. As a…

2015-05-18abs ↗pdf ↗

Study k-positive surface group representations and their degenerations.

problem Understanding the behavior of surface group representations under degenerations.
method Introduced k-positive representations and studied their degenerations using a limit theorem for positively ratioed representations.
result Degenerations of k-positive representations can lead to limits that are at least (k-3)-positive and irreducible limits are (k-1)-positive.

Study shows limits of metrics with positive scalar curvature on spheres.

problem Non-negativity of scalar curvature is not preserved under certain limits.
method Examined metrics conformal to the round metric on SnS^n for n4n\geq 4.
result Any conformal metric to the round metric on SnS^n for n4n\geq 4 can be a limit of metrics with positive scalar curvature.

Approximations to utility indifference prices are provided for a contingent claim in the large position size limit. Results are valid for general utility functions on the real line and semi-martingale models. It is shown that as the position size approaches infinity, the utility function's decay rate for large negative…

2012-02-17abs ↗pdf ↗

Classifies Zariski closures of positive representations in Lie groups.

problem Classifying Zariski closures of positive representations in Lie groups.
method Classifies the Lie algebra of the Zariski closure of a discrete subgroup with specific properties.
result Obtains a new proof of Guichard's classification of Zariski closures of Hitchin representations.

New examples of manifolds with positive scalar curvature and infinitely many poles.

problem Constructing manifolds with positive scalar curvature and understanding their limits.
method Extending previous examples to create new sequences of manifolds.
result Found new examples of manifolds with infinitely many poles and positive scalar curvature.

Study shows mass distribution of random holomorphic sections follows a central limit theorem.

problem Understanding mass distribution of random holomorphic sections.
method Proved a central limit theorem for mass distribution of random holomorphic sections associated with positive line bundles.
result Almost every sequence of random holomorphic sections exhibits quantum ergodicity.

The paper proves that Kähler manifolds with positive holomorphic sectional curvature have a limited diameter.

problem Diameter rigidity of Kähler manifolds with positive holomorphic sectional curvature.
method Establishing diameter rigidity for Kähler manifolds with positive holomorphic sectional curvature.
result Kähler manifolds with positive holomorphic sectional curvature have a limited diameter.

The study examines exceptional sets for radial limits of superharmonic functions on curved manifolds.

problem Understanding exceptional sets for radial limits of superharmonic functions on curved manifolds.
method Analysis of radial geodesic rays, Poisson integrals, Green potentials, and Riesz decomposition.
result Sharp bounds on Hausdorff dimensions of exceptional sets for superharmonic functions.

The study of random positive 3-strand braids reveals patterns in the roots of their Alexander polynomials.

problem Investigating the roots of Alexander polynomials of random positive 3-strand braids.
method Experimental data analysis, conjectures refinement, and proof of results using tools like the signature function of links and Lyapunov exponent of the Burau representation.
result Generically, at least 69% of the roots of Alexander polynomials are on the unit circle, with a large root-free region near the origin.

Geometrically infinite Kleinain groups have nonconical limit sets with the cardinality of the continuum. In this paper, we construct a geometrically infinite Fuchsian group such that the Hausdorff dimension of the nonconical limit set equals zero. For finitely generated, geometrically infinite Kleinian groups, we prove…

2019-09-19abs ↗pdf ↗

We develop two new methods of constructing sequences of manifolds with positive scalar curvature that converge in the Gromov-Hausdorff and Intrinsic Flat sense to limit spaces with "pulled regions". The examples created rigorously within using these methods were announced by us a few years ago and have influenced the s…

2019-11-06abs ↗pdf ↗

Combines machine learning and convex limiting for accurate subgrid flux modeling in shallow-water equations.

problem Accurate subgrid flux modeling in shallow-water equations.
method Machine learning and flux limiting for property-preserving subgrid scale modeling.
result The proposed method produces meaningful closures even in untrained scenarios.

Two types of nonidentifiability in latent position graphs identified and characterized.

problem Identifying and characterizing nonidentifiability in latent position random graph models.
method Defined and examined subspace nonidentifiability and model-based nonidentifiability, providing examples and characterizing limits.
result Characterized the limits of model-based nonidentifiability and obtained additional limiting results for specific graph models.

Whether you trade futures for yourself or a hedge fund, your strategy is counted. Long and short position limits make the number of unique strategies finite. Formulas of the numbers of strategies, transactions, do nothing actions are derived. A discrete distribution of actions, corresponding probability mass, cumulativ…

2017-12-19abs ↗pdf ↗

Survey of nonnegative scalar curvature sequences and their limits.

problem Understanding sequences of manifolds with nonnegative scalar curvature.
method Analyzing sequences of manifolds with nonnegative scalar curvature and proving convergence.
result Proved the GH and SWIF convergence of an extreme example.

New examples of manifolds in tangent cones of non-collapsed Ricci limit spaces.

problem Uncertainty in homeomorphism types of tangent cones of non-collapsed Ricci limit spaces.
method Construction of limit spaces in all dimensions at least 5.
result Any finite collection of manifolds can appear as cross sections of tangent cones of the same point.

New method learns from either positive or negative feedback alone.

problem Limited applicability of existing preference optimization methods in scenarios with only unpaired feedback.
method Decouples learning from positive and negative feedback, using expectation-maximization (EM) to optimize probability of positive outcomes and explicitly incorporate negative examples.
result Stable learning from negative feedback alone demonstrated.

The paper examines compactness of scalar curvature sequences on conformal manifolds.

problem Compactness of sequences of Riemannian manifolds with positive scalar curvature.
method Analyzes the conformal case of Riemannian manifolds, focusing on compactness and convergence properties.
result Compactness of conformal factors and C0C^0 convergence away from a singular set.

Ancient Ricci flows with bounded girth found in 3D and higher.

problem Finding ancient Ricci flows with bounded girth in dimensions 3 and higher.
method Invariant conditions on curvature and its derivatives under O(2)imesO(n1)O(2) imes O(n-1) symmetry, proving Ricci flow invariance.
result Construction of new ancient Ricci flows with positive curvature operator and bounded girth.

We show that the limiting unicolored sl(N)\mathfrak{sl}(N) Khovanov-Rozansky chain complex of any infinite positive braid categorifies a highest-weight projector. This result extends an earlier result of Cautis categorifying highest-weight projectors using the limiting complex of infinite torus braids. Additionally, we sh…

2017-09-19abs ↗pdf ↗

New flow expands hypersurfaces in hyperbolic space, showing round limiting shape for certain powers.

problem Understanding the limiting shape of hypersurfaces expanding in hyperbolic space.
method Introduced shifted inverse curvature flow with positive power pp for a smooth curvature function.
result For 0<p10<p\leq 1, limiting shape is always round as maximal existence time is approached.

We show that the limiting Khovanov chain complex of any infinite positive braid categorifies the Jones-Wenzl projector. This result extends Lev Rozansky's categorification of the Jones-Wenzl projectors using the limiting complex of infinite torus braids. We also show a similar result for the limiting Lipshitz-Sarkar-Kh…

2016-10-14abs ↗pdf ↗

Modified Perceptron handles strategic agents with limited position changes.

problem Learning linear classifiers in the presence of strategic agents that can manipulate their positions.
method Developed a modified Perceptron algorithm with bounded mistakes under various manipulation costs.
result The modified Perceptron achieves bounded mistakes even when manipulation costs are unknown.

In this work, we consider the task of classifying binary positive-unlabeled (PU) data. The existing discriminative learning based PU models attempt to seek an optimal reweighting strategy for U data, so that a decent decision boundary can be found. However, given limited P data, the conventional PU models tend to suffe…

2017-11-21abs ↗pdf ↗

I study Gromov-Hausdorff limits of complex curves endowed with singular flat metrics of constant diameter. I formulate a criterion that the limit is collapsed in terms of a certain piecewise affine weight function on the dual intersection complex of a semi-stable model of the degeneration introduced by Kontsevich and S…

2018-02-11abs ↗pdf ↗

New metrics found for 6k-dimensional manifolds with positive Ricci curvature.

problem Finding metrics of positive Ricci curvature on simply-connected manifolds.
method Using labeled bipartite graphs to describe certain manifolds and constructing metrics of positive Ricci curvature.
result Many new examples of 6k-dimensional manifolds with positive Ricci curvature.

The paper classifies and proves properties of ALE manifolds and orbifolds.

problem Classifying and understanding the structure of ALE manifolds and orbifolds.
method Proving structure theorems and using properties of conformal blow-up and compactification.
result Several classifications and properties of ALE manifolds and orbifolds are given in low dimensions.

In this paper we produce a sequence of Riemannian manifolds MjmM_j^m, m2m \ge 2, which converge in the intrinsic flat sense to the unit mm-sphere with the restricted Euclidean distance. This limit space has no geodesics achieving the distances between points, exhibiting previously unknown behavior of intrinsic flat lim…

2018-10-29abs ↗pdf ↗

In this paper, we study a nonlocal elliptic problem with the fractional Laplacian on RnR^n. We show that the problem has infinite positive solutions in Cτ(Rn)Hlocα(Rn)C^τ(R^n)\bigcap H^α_{loc}(R^n). Moreover each of these solutions tends to some positive constant limit at infinity. We extend Lin's result to the nonlocal problem on …

2014-12-31abs ↗pdf ↗