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.
Study predicts cricket match outcomes using machine learning.
Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.
Physicists believe, with some justification, that there should be a correspondence between familiar properties of Newtonian gravity and properties of solutions of the Einstein equations. The Positive Mass Theorem (PMT), first proved over twenty years ago \cite{SchoenYau79b,Witten81}, is a remarkable testament to this f…
The strong symmetric genus of a finite group is the minimum genus of a compact Riemann surface on which the group acts as a group of automorphisms preserving orientation. A characterization of the infinite number of groups with strong symmetric genus zero and one is well-known and the problem is finite for each strong …
Summarizes key algorithmic trading problems and recent advances.
This paper is a survey of the subject of variations of Hodge structure (VHS) considered as exterior differential systems (EDS). We review developments over the last twenty-six years, with an emphasis on some key examples. In the penultimate section we present some new results on the characteristic cohomology of a homog…
Capital usually leads to income, and income is more accurately and easily measured. Thus we summarize income distributions in USA, Germany, etc.
We present about twenty conjectures, problems and questions about flat manifolds. Many of them build the bridges between the flat world and representation theory of the finite groups, hyperbolic geometry and dynamical systems.
Framework evaluates medical image classification methods using a probabilistic model and a Twenty Questions paradigm.
LES reduces over-exploration in LSO, improving solution quality.
A new mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock as well as new initial and boundary conditions. Conventional notions of maturity time and strike prices are not used. The Black-Scholes equation is solved…
We develop a model of how information flows into a market, and derive algorithms for automatically detecting and explaining relevant events. We analyze data from twenty-two "political stock markets" (i.e., betting markets on political outcomes) on the Iowa Electronic Market (IEM). We prove that, under certain efficienc…
We consider self-dual metrics on 3CP^2 of positive scalar curvature admitting a non-trivial Killing field, but which is not conformally isometric to LeBrun's metrics. Firstly, we determine defining equations of the twistor spaces of such self-dual metrics. Next we prove that conversely, the complex threefolds defined b…
Geometric methods solve the Hessian one equation.
This work is an introduction to the local geometric theory of Veronese webs developed in the last twenty years. Among the different possible approach, here one has chosen the point of view of differential forms. Moreover, in order to make its reading easier, this text is self-contained in which directly regards Verones…
We show existence of constant mean curvature 1 surfaces in both hyperbolic 3-space and de Sitter 3-space with two complete embedded ends and any positive genus up to genus twenty. We also find another such family of surfaces in de Sitter 3-space, but with a different non-embedded end behavior.
Let be a Riemannian 2-disc of area , diameter and length of the boundary . We prove that it is possible to contract the boundary of through curves of length . This answers a twenty-year old question of S. Frankel and M. Katz, a version of which was asked …
A simplified model shows how wealth distribution can be derived from random exchanges.
Twenty years ago Gromov asked about how large is the set of isomorphism classes of groups whose systolic area is bounded from above. This article introduces a new combinatorial invariant for finitely presentable groups called {\it simplicial complexity} that allows to obtain a quite satisfactory answer to his question.…
Model predicts risk-adjusted returns across various financial markets.
Proves Montesinos-Nakanishi 3-move conjecture for links up to 20 crossings.
New method generates portfolios using market weights and past data.
The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best charac…
Makeev proved that among centrally symmetric four-dimensional polytopes, with more than twenty facets and circumscribed about the Euclidean ball of diameter one, there is no universal cover for the family of unit diameter sets. In this paper we examine the converse problem, and prove that each centrally symmetric polyt…
Paper uses Lyapunov functions to improve trading strategies.
Quant hedge funds boost inequality by trading equities.
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…
MEMGAN uses memory to improve anomaly detection by isolating abnormal data.
HIRM models noisy, sparse, heterogeneous relational data using hierarchical clustering and Dirichlet processes.
We analyse the temporal changes in the cross correlations of returns on the New York Stock Exchange. We show that lead-lag relationships between daily returns of stocks vanished in less than twenty years. We have found that even for high frequency data the asymmetry of time dependent cross-correlation functions has a d…
Hamiltonian cycles found in toroidal maps.
Stablecoins are unstable, but some are more stable than others.
Algorithmic trading systems on DEXs reject most candidate tokens, but the counterfactual outcome of rejected candidates is rarely measured.
Paper proposes a new embedding method for face verification and clustering.
Survey of conformal geometry on 4-manifolds, focusing on invariants and applications.
Theory of JSJ decompositions for groups, developed over 20 years.
The Hull-White one factor model is used to price interest rate options. The parameters of the model are often calibrated to simple liquid instruments, in particular European swaptions. It is therefore very important to have very efficient pricing formula for simple instruments. Such a formula is proposed here for Europ…
EGPR method forecasts power grid load and generation with high accuracy.
SentARL uses sentiment features to improve trading profits.
Econophysics is a new research field, which makes an attempt to bring economics in the fold of natural sciences or specifically attempts for a "physics of economics". The term Econophysics was formally born in Kolkata in 1995. The entry on Econophysics in The New Palgrave Dictionary of Economics, 2nd Ed., Vol 2, Macmil…
Contractibility of tight contact structures on proven.
Book reviews Riemann's work's impact on math, philosophy, physics.
A great deal of academic and theoretical work has been dedicated to optimal liquidation of large orders these last twenty years. The optimal split of an order through time (`optimal trade scheduling') and space (`smart order routing') is of high interest \rred{to} practitioners because of the increasing complexity of t…
Quantum computing poses a threat to Bitcoin and Ethereum, but only to spending and not mining.
By proving precisely which singularity index lists arise from the pair of invariant foliations for a pseudo-Anosov surface homeomorphism, Masur and Smillie determined a Teichmüller flow invariant stratification of the space of quadratic differentials. In this final paper of a three-paper series, we give a first step to…
In an orientable surface with boundary, free homotopy classes of curves on surfaces are in one to one correspondence with cyclic reduced words in a set of standard generators of the fundamental group. The combinatorial length of a class is the number of letters of the corresponding word. The self-intersection of a free…
Paper disproves a theorem about Kauffman bracket skein module structure.
Three algorithms improve starting solutions for clustering problems.