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.
We discuss some aspects about the computation of kinematic, spectroscopic, Fermi and astrometric relative velocities that are geometrically defined in general relativity. Mainly, we state that kinematic and spectroscopic relative velocities only depend on the 4-velocities of the observer and the test particle, unlike F…
The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…
A new method interprets astrophysical spectra using geometric paths to distinguish line profiles.
problem Tackling the indistinguishability of spectral line profiles under scalar summaries.
method Introduces a geometric representation of line profiles using rough path theory, mapping profiles to a common velocity grid and defining descriptors from path properties.
result Compact descriptors separate morphologies with similar scalar summaries, revealing ordered line structures.
Develops scalable model for learning velocity fields in complex traffic scenarios.
problem Learning heterogeneous and dynamic velocity fields in complex traffic scenarios.
method Nonparametric Bayesian modeling with hierarchical Dirichlet process and infinite hidden Markov model, Gaussian process prior, and scalable approximate inference.
result Demonstrates effective scalability and applicability to real-world traffic data.
An (r,n)-velocity is an r-jet with source at 0∈Rn, and target in a manifold Y. An (r,n)-velocity is said to be regular, if it has a representative which is an immersion at 0∈Rn. The manifold TnrY of (r,n)-velocities as well as its open, Lnr-invariant, dense submanifold $\Imm …
Time dilation 1−v21 and relative velocity v are observationally indistinguishable in the special theory of relativity, a duality that carries over into the general theory under Fermi coordinates along a curve (in coordinate-independent language, in the tangent Minkowski space along the curve). For …
A new principle minimizes residual and introduces momentum to improve PDE solution dynamics.
problem Ill-conditioning in Dirac-Frenkel residual minimization leads to non-unique parameter dynamics.
method Introduces a history variable (momentum) to select better-conditioned parameter velocities, preserving residual minimization while promoting smooth parameter evolutions.
result The approach leads to increased robustness in singular and near-singular PDE solution regimes.
The paper develops a new class of financial market models. These models are based on generalized telegraph processes: Markov random flows with alternating velocities and jumps occurring when the velocities are switching. While such markets may admit an arbitrage opportunity, the model under consideration is arbitrage-f…
In this study, the concept of dual Lorentzian homotetic exponential motions in is discussed and their velocities, accelerations obtained. Also, some geometric results between velocity and acceleration vectors of a point in a spatial motion are obtained. Finally, the theorems related to acceleration and acceleration cen…
We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous time-steps for the presen…
We generalise the description of the dynamics of the order book of financial markets in terms of a Brownian particle embedded in a fluid of incoming, exiting and annihilating particles by presenting a model of the velocity on each side (buy and sell) independently. The improved model builds on the time-averaged number …
We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time of money. The result indicates that the velocity is governed by behavior pattern…
In this paper the dependence of wealth distribution and the velocity of money on the required reserve ratio is examined based on a random transfer model of money and computer simulations. A fractional reserve banking system is introduced to the model where money creation can be achieved by bank loans and the monetary a…
The square root velocity framework is a method in shape analysis to define a distance between curves and functional data. Identifying two curves if they differ by a reparametrisation leads to the quotient space of unparametrised curves. In this paper we study analytical and topological aspects of this construction for …