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.
Unique maximal curve systems found for up to 5 punctures.
Unique solution found for financial system risk.
Simplified proof of mass center system's uniqueness and generalized Pappus' theorem across Euclidean, spherical, and hyperbolic geometries.
The Poincaré map is widely used to study the qualitative behavior of dynamical systems. For instance, it can be used to describe the existence of periodic solutions. The Poincaré map for dynamical systems with impulse effects was introduced in the last decade and mainly employed to study the existence of limit cycles (…
We consider a financial model where the prices of risky assets are quoted by a representative market maker who takes into account an exogenous demand. We characterize these prices in terms of a system of BSDEs with quadratic growth. We show that this system admits a unique solution for every bounded demand if and only …
Study global solutions for Boussinesq systems on curved manifolds.
We show uniqueness of cylindrical blowups for mean curvature flow in all dimension and all codimension. Cylindrical singularities are known to be the most important; they are the most prevalent in any codimension. Mean curvature flow in higher codimension is a nonlinear parabolic system where many of the methods used f…
Signature tensors uniquely identify ODE solutions.
Study proves uniqueness of corrugated negatively curved immersions in differential geometry.
We study an optimal execution problem in illiquid markets with both instantaneous and persistent price impact and stochastic resilience when only absolutely continuous trading strategies are admissible. In our model the value function can be described by a three-dimensional system of backward stochastic differential eq…
Paper studies rigidity phenomena for elliptic systems on Riemannian manifolds.
The paper studies hyperbolic equations in a spacetime foliation, proving existence and uniqueness.
New algorithm detects unique events in time series data.
Study proves existence of equilibrium in incomplete economies with discontinuous volatility.
A variational proof is provided of the existence and uniqueness of evolutions of regular Lagrangian systems.
We prove that a topological contact isotopy uniquely defines a topological contact Hamiltonian. Combined with previous results from [MS11], this generalizes the classical one-to-one correspondence between smooth contact isotopies and their generating smooth contact Hamiltonians and conformal factors to the group of top…
Alternative approach to regularize time-dependent singular Lagrangian systems.
Unique asymptotics found for special geometric flows.
New framework for 3D spatial topology enumeration and identification.
Paper proves existence and uniqueness of solutions to nonlocal systems, generalizing stochastic game theory.
A uniqueness result in the inverse problem for an inhomogeneous hyperbolic system on a real vector bundle over a smooth compact manifold, based on energy measurements for improperly known sources, is established.
The Ricci flow is an evolution system on metrics. For a given metric as initial data, its local existence and uniqueness on compact manifolds was first established by Hamilton \cite{Ha1}. Later on, De Turck \cite{De} gave a simplified proof. In the later of 80's, Shi \cite{Sh1} generalized the local existence result to…
We study the limiting behaviour of the empirical measure of a system of diffusions interacting through their ranks when the number of diffusions tends to infinity. We prove that the limiting dynamics is given by a McKean-Vlasov evolution equation. Moreover, we show that in a wide range of cases the evolution of the cum…
In this paper we try to design the necessary calculation needed for backtesting trading systems when only candle chart data are available. We lay particular emphasis on situations which are not or not uniquely decidable and give possible strategies to handle such situations.
We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show the existence and uniqueness of a steady state for these ODE's.
We study an interacting particle system in motivated by Stein variational gradient descent [Q. Liu and D. Wang, NIPS 2016], a deterministic algorithm for sampling from a given probability density with unknown normalization. We prove that in the large particle limit the empirical measure of the particle s…
This paper provides a general framework for modeling financial contagion in a system with obligations in multiple illiquid assets (e.g., currencies). In so doing, we develop a multi-layered financial network that extends the single network of Eisenberg and Noe (2001). In particular, we develop a financial contagion mod…
We analyze a market impact game between risk averse agents who compete for liquidity in a market impact model with permanent price impact and additional slippage. Most market parameters, including volatility and drift, are allowed to vary stochastically. Our first main result characterizes the Nash equilibrium in t…
Paper proves trajectories of Chaplygin systems are reparametrized geodesics.
Establishing unique identities for both humans and end systems has been an active research problem in the security community, giving rise to innovative machine learning-based authentication techniques. Although such techniques offer an automated method to establish identity, they have not been vetted against sophistica…
Given a sub-hyperbolic semi-rational branched covering which is not CLH-equivalent a rational map, it must have the non-empty canonical Thurston obstruction. By using this canonical Thurston obstruction, we decompose this dynamical system in this paper into several sub-dynamical systems. Each of these sub-dynamical sys…
The paper challenges the assumption of a unique global time in financial markets, highlighting market incompleteness.
We compute the characteristic Cartan connection associated with a system of third order ODEs. Our connection is different from Tanaka normal one, but still is uniquely associated with the system of third order ODEs. This allows us to find all fundamental invariants of a system of third order ODEs and, in particular, de…
We show the short time existence and uniqueness of solutions to the Cauchy problem for fully nonlinear systems of arbitrary even order on closed manifolds which are strongly parabolic at the initial values. The proof uses a linearization procedure and a fixed-point argument, and the key ingredient is the well known Sch…
This thesis discusses the Newtonian limit of General Relativity for static isolated systems with compactly supported matter. We call these systems "geometrostatic" to underline their geometric nature. We introduce new quasi-local notions of mass and center of mass that can be read off locally in the vicinity of the mat…
We consider the Toda systems of VHS type with singular sources and provide a criterion for the existence of solutions with prescribed asymptotic behaviour near singularities. We also prove the uniqueness of solution. Our approach uses Simpson's theory of constructing Higgs-Hermitian-Yang-Mills metrics from stability.
Introduces a new system for modeling bank solvency contagion with heterogeneous impacts and exposures.
We present a simple uniqueness argument for a collection of McKean-Vlasov problems that have seen recent interest. Our first result shows that, in the weak feedback regime, there is global uniqueness for a very general class of random drivers. By weak feedback we mean the case where the contagion parameters are small e…
We introduce the concept of a standard form for two embedded maximal sphere systems in the doubled handlebody, and we prove an existence and uniqueness result. In particular, we show that pairs of maximal sphere systems in the doubled handlebody (up to homeomorphism) bijectively correspond to square complexes satisfyin…
Two geometric tests for forward-flatness are shown to be dual.
Modern deep learning-based recommendation systems exploit hundreds to thousands of different categorical features, each with millions of different categories ranging from clicks to posts. To respect the natural diversity within the categorical data, embeddings map each category to a unique dense representation within a…
All DeFi markets are essentially CFMMs with increasing invariants.
The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we deve…
Defines a functional for Riemann surfaces, proving a unique solution.
Abstract: Determines thermoelastic coefficients from boundary data.
Study finds unique self-expanders for mean curvature flow.
In this note, we show that the solution to the Dirichlet problem for the minimal surface system in any codimension is unique in the space of distance-decreasing maps. This follows as a corollary of the following stability theorem: if a minimal submanifold is the graph of a (strictly) distance-decreasing map, then $…
We investigate a parabolic-elliptic system which is related to a harmonic map from a compact Riemann surface with a smooth boundary into a Lorentzian manifold with a warped product metric. We prove that there exists a unique global weak solution for this system which is regular except for at most finitely many singular…