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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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137274411548 · Jun 202019922001200920172026
48 results for stretched distributions

Modeling financial returns as conditionally independent random variables explains power-law tails.

problem Understanding the distribution of financial returns and their relation to volatility.
method Assuming returns are conditionally independent given volatility, which varies randomly over time.
result Returns distribution can be described by the sum of conditionally independent random variables, showing scaling and power-law tails.

Paper proposes a method to efficiently cluster stretched mixtures.

problem Clustering stretched elliptical mixtures using standard methods like PCA and k-means fails.
method Proposes a non-convex program to transform data into a one-dimensional point cloud.
result Efficient first-order algorithm achieves near-optimal statistical precision.

Finsler metrics with relatively non-negative (non-positive, respectively), constant and isotropic stretch curvatures are investigated in this paper. In particular, it is proved that every non-Riemannian (α,β)(α, β)-metric with a nonzero constant flag curvature and a non-zero relatively isotropic stretch curvature over a m…

2020-02-11abs ↗pdf ↗

The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in nature and society display long range correlations. Hence, in the last few year…

2008-03-12abs ↗pdf ↗

Study stretch laminations in hyperbolic 3-manifolds via circle-valued maps.

problem Characterize stretch laminations in hyperbolic 3-manifolds.
method Use Thurston norm and Dehn filling slope length to determine stretch laminations as unions of core curves.
result Show existence of infinitely many examples with fibration and only closed leaves.

The Teichmüller space T(Σ)\mathcal{T}(Σ) of a surface ΣΣ is equipped with Thurston's asymmetric metric. Stretch lines are oriented geodesics for this metric on T(Σ)\mathcal{T}(Σ). We give the asymptotic behavior of the lengths of the measured geodesic laminations as one follows a stretch line in the positive direction.

2018-04-30abs ↗pdf ↗

Minimal stretch factor for non-orientable surfaces is small.

problem Finding the minimal stretch factor for pseudo-Anosov homeomorphisms on non-orientable surfaces.
method Adapting Thurston's theory of fibered faces for non-orientable 3-manifolds.
result The minimal stretch factor is asymptotically on the order of 1/g.

The paper studies maximal stretch and Lipschitz maps on negatively curved manifolds.

problem Investigating maximal stretch and Lipschitz maps on negatively curved manifolds.
method Defined maximal stretch for negatively curved manifolds and connected it to best Lipschitz maps.
result The Mather set may not be lifts of geodesic laminations but shares similar features.

Quadratic-time algorithm computes stretch factors and foliations for pseudo-Anosov mapping classes.

problem Computing stretch factors and foliations for pseudo-Anosov mapping classes efficiently.
method Quadratic-time algorithm using input word and length as complexity measure.
result First algorithm to compute stretch factors and foliations in sub-exponential time.

We explicitly construct pseudo-Anosov maps on the closed surface of genus gg with orientable foliations whose stretch factor λλ is a Salem number with algebraic degree 2g2g. Using this result, we show that there is a pseudo-Anosov map whose stretch factor has algebraic degree dd, for each positive even integer dd s…

2014-01-08abs ↗pdf ↗

Minimal stretch factors for certain pseudo-Anosov maps are bounded.

problem Bounding the stretch factor of orientation-reversing pseudo-Anosov maps.
method Using the silver ratio and properties of puncture orbits to derive bounds.
result The bound λ(f)χ(S)σ2λ(f)^{-χ(S)} \geq σ^2 is asymptotically sharp.

Study how large-scale flows align small-scale vortices in 3D Euler equations.

problem Understanding how large-scale flows align small-scale vortices in 3D Euler equations.
method Constructing a Lagrangian coordinate to identify when the Lie bracket is zero and investigating the locality of the pressure term.
result Clarified conditions under which small-scale vortices are aligned by large-scale flows.

Study connects group invariants through outer automorphisms and polynomial relations.

problem Understanding polynomial invariants of free-by-cyclic groups.
method Introducing orientable fully irreducible outer automorphisms to relate McMullen polynomial and Alexander polynomial.
result Characterization of when homological stretch factor equals geometric stretch factor.

The paper examines properties of spherical Finsler metrics, proving their semi-C-reducibility and conditions for vanishing mean stretch curvature.

problem Analyzing curvature properties of spherical Finsler metrics.
method Proving semi-C-reducibility and finding conditions for vanishing mean stretch curvature.
result Conditions for a general spherically symmetric Finsler metric to have vanishing mean stretch curvature.

We determine the smallest stretch factor among pseudo-Anosov maps with an orientable invariant foliation on the closed nonorientable surfaces of genus 4, 5, 6, 7, 8, 10, 12, 14, 16, 18 and 20. We also determine the smallest stretch factor of an orientation-reversing pseudo-Anosov map with orientable invariant foliation…

2018-05-31abs ↗pdf ↗

Study reveals uniform difference in stretch factors between genus two handlebody group and outer automorphism group.

problem Analyzing the relationship between stretch factors in genus two handlebody group and outer automorphism group.
method Examined natural homomorphism from genus g handlebody group to outer automorphism group of free groups, focusing on pseudo-Anosov mapping classes and their stretch factors.
result Minimum stretch factor in genus two handlebody group is less than ten times the stretch factor of fully irreducible outer automorphism.

The motivation for this paper is to justify a remark of Thurston that the algebraic degree of stretch factors of pseudo-Anosov maps on a surface SS can be as high as the dimension of the Teichmüller space of SS. In addition to proving this, we completely determine the set of possible algebraic degrees of pseudo-Anoso…

2015-06-21abs ↗pdf ↗

The study examines cryptocurrency market activity, revealing multifractal inter-transaction times and challenging traditional statistical models.

problem Analyzing long-range autocorrelations and multifractality in cryptocurrency market activity.
method Analysis of tick-by-tick data from multiple cryptocurrency trading platforms, focusing on inter-transaction times, transaction volumes, and volatility.
result Inter-transaction times exhibit multifractality, indicating periods of increased market activity are more complex than quiet periods.

New geometric invariant limits the number of semi-arithmetic groups.

problem Understanding the structure of semi-arithmetic Fuchsian groups.
method Introducing a new geometric invariant called stretch and using the arithmetic Margulis lemma.
result There exist only finitely many conjugacy classes of semi-arithmetic groups with bounded arithmetic dimension, stretch, and coarea.

Study on price fluctuations in NFT market, showing heavy-tailed distributions and long-range memory.

problem Characterizing price fluctuations in NFT market.
method Analysis of capitalization, floor price, transactions, inter-transaction times, and volume value of NFTs.
result NFT market exhibits heavy-tailed probability distribution functions, well described by stretched exponentials, with long-range memory.

We consider the problem of distortion minimal morphing of nn-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1\R^{n+1}. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…

2006-05-25abs ↗pdf ↗

Starting from the generalized exponential function expκ(x)=(1+κ2x2+κx)1/κ\exp_κ(x)=(\sqrt{1+κ^{2}x^{2}}+κx)^{1/κ}, with exp0(x)=exp(x)\exp_{0}(x)=\exp(x), proposed in Ref. [G. Kaniadakis, Physica A \textbf{296}, 405 (2001)], the survival function P>(x)=expκ(βxα)P_{>}(x)=\exp_κ(-βx^α), where xR+x\in\mathbf{R}^{+}, α,β>0α,β>0, and κ[0,1)κ\in[0,1), is considered in order to…

2006-07-31abs ↗pdf ↗

The paper compares inserting and stretching points for grid refinement near critical points.

problem Decreased accuracy of finite difference methods near discontinuities.
method Comparison of inserting and stretching points for grid refinement near critical points.
result Proposes a new fast and simple stretching function.

The study examines the stretch factors of outer automorphisms and their latent symmetry.

problem Understanding stretch factors of outer automorphisms in free groups.
method Analyzes the latent symmetry of graphs and uses it to bound stretch factors.
result A precise notion of latent symmetry provides a lower bound on the number of folds required.

New periodic solutions found in 2n-body problem, braids of pseudo-Anosov type with stretch factors as metallic ratios.

problem Periodic solutions of the 2n-body problem and their braid types.
method Analyzing braid types and stretch factors associated with pseudo-Anosov braids.
result Braids from new periodic solutions are of pseudo-Anosov type with stretch factors as metallic ratios.

A cylindrical stretch line is a stretch line, in the sense of Thurston, whose horocyclic lamination is a weighted multicurve. In this paper, we show that two correctly parameterized cylindrical lines are parallel if and only if these lines converge towards the same point in Thurston's boundary of Teichmüller space.

2009-07-10abs ↗pdf ↗

We define metrics on Culler-Vogtmann space, which are an analogue of the Teichmuller metric and are constructed using stretching factors. In fact the metrics we study are related, one being a symmetrised version of the other. We investigate the basic properties of these metrics, showing the advantages and pathologies o…

2008-03-05abs ↗pdf ↗

In 1986 William P. Thurston introduced the celebrated (asymmetric) Lipschitz distance on the Teichmueller space of a (closed or punctured) surface. In this paper we extend his work to the Teichmueller space of a surface with boundary endowed the arc distance. In this new setting we construct a large family of geodesics…

2019-11-23abs ↗pdf ↗

We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution has generically a stretched-exponential form, but can assume also an algebraic …

2010-09-14abs ↗pdf ↗

We consider the question of whether solutions of variants of Teichmüller harmonic map flow from surfaces MM to general targets can degenerate in finite time. For the original flow from closed surfaces of genus at least 22, as well as the flow from cylinders, we prove that such a finite-time degeneration must occur in…

2018-07-17abs ↗pdf ↗

Analyzes financial return distributions over various time scales.

problem Understanding the changing nature of financial return distributions over time.
method Modeling return distributions using power-law, stretched exponential, and q-Gaussian functions.
result The 'inverse-cubic power-law' is still a good fit for short-term returns, but market dynamics are more complex.