Optimizes bounds for threefold singularity volumes.
problem Bounding local volumes of threefold singularities.
method Analyzes Gorenstein canonical non-hypersurface threefold singularities.
result Establishes optimal upper bound for local volumes.
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48 results for “volume optimality”
New method optimizes prediction set volume in conformal prediction.
problem Achieving volume optimality in conformal prediction without sacrificing coverage guarantees.
method Dynamic programming algorithm for finding near-optimal volume unions of k-intervals.
result Efficient algorithm finds unions of k-intervals with near-optimal volume for any distribution.
In the seminal paper on optimal execution of portfolio transactions, Almgren and Chriss (2001) define the optimal trading strategy to liquidate a fixed volume of a single security under price uncertainty. Yet there exist situations, such as in the power market, in which the volume to be traded can only be estimated and…
Proves optimal volume growth for certain nonnegative Ricci curvature manifolds.
problem Volume growth of manifolds with nonnegative Ricci curvature and positive bi-Ricci curvature.
method Analyzes bi-Ricci curvature and uses Gromov's volume bound conjecture analogy.
result Proves optimal volume growth for manifolds with specific curvature conditions.
In this study, we introduce an explicit trading-volume process into the Almgren-Chriss model, which is a standard model for optimal execution. We propose a penalization method for deriving a verification theorem for an adaptive optimization problem. We also discuss the optimality of the volume-weighted average-price st…
The signed volume function for polyhedra can be generalized to a mean volume function for volume elements by averaging over the triangulations of the underlying polyhedron. If we consider these up to translation and scaling, the resulting quotient space is diffeomorphic to a sphere. The mean volume function restricted …
Optimizes minimum-volume prediction sets for multivariate regression.
problem Lack of efficient methods for multivariate conformal prediction.
method Optimization-driven framework for minimum-volume covering sets.
result Efficient and informative prediction sets with tight coverage.
Paper proves volume growth estimate for steady gradient Ricci solitons.
problem Estimating the volume growth of steady gradient Ricci solitons.
method Proved a volume growth estimate using Nash entropy.
result Volume growth rate is no smaller than $r^{ rac{n+1}{2}}$.
SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.
problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.
Volume entropy semi-normmath.GT
We introduce the volume entropy semi-norm in real homology and show that it satisfies functorial properties similar to the ones of the simplicial volume. Answering a question of M. Gromov, we prove that the volume entropy semi-norm is equivalent to the simplicial volume semi-norm in every dimension. We also establish a…
The study reveals traders' risk aversion and a new risk premium from market volumes.
problem Understanding traders' rationality and risk aversion from market volumes.
method Optimal Merton dynamics model to estimate average risk aversion and price of risk.
result Validation of the proposed trading strategy model on real data.
Optimal inequalities for systole, inradius, and volume in hyperbolic 3-manifolds
problem Establishing optimal inequalities relating systole, inradius, and volume in hyperbolic 3-manifolds
method Using systole-volume inequalities for extremal manifolds
result Extremal manifolds for systole, inradius, and volume are identified
We show that a certain entropy-like function is convex, under an optimal transport problem that is adapted to Ricci flow. We use this to reprove the monotonicity of Perelman's reduced volume.
Optimal geometric estimates for Kähler manifolds with bounded Nash entropy
problem Optimal geometric estimates for compact Kähler manifolds
method Proving Sobolev-type inequality and local volume noncollapsing with optimal exponents
result Uniformly bounded -Nash entropy
Software finds ideal polyhedra with rational dihedral angles and volume maxima.
problem Finding ideal convex polyhedra with maximal volume in hyperbolic 3-space.
method Rivin's variational characterization and combinatorial optimization algorithms.
result Maximal volume ideal polyhedra have dihedral angles that are rational multiples of π.
We study the relationship between price spread, volatility and trading volume. We find that spread forms as a result of interplay between order liquidity and order impact. When trading volume is small adding more liquidity helps improve price accuracy and reduce spread, but after some point additional liquidity begins …
Study rigidity and volume optimization of hyperbolic polyhedra.
problem Rigidity and volume optimization of hyperbolic polyhedra.
method Analyzing decorated 1-3 type hyperbolic polyhedra and their metrics.
result Decorated 1-3 type hyperbolic polyhedra are rigid up to isometry and change of decorations.
Using -invariants and Newton--Okounkov bodies, we derive the optimal volume upper bound for Kähler manifolds with positive Ricci curvature, from which we get a new characterization of the complex projective space.
In this short note, we study an optimization problem of expected implementation shortfall (IS) cost under general shaped market impact functions. In particular, we find that an optimal strategy is a VWAP (volume weighted average price) execution strategy when the market model is a Black-Scholes type with stochastic clo…
Study shows infimum of dual volume equals convex core volume for hyperbolic 3-manifolds.
problem Infimum of dual volume of convex co-compact hyperbolic 3-manifolds.
method Varying geometry by quasi-isometric deformations to deduce infimum.
result Linear lower bound on quasi-Fuchsian manifold volume based on bending lamination length.
Given a hypothesis space, the large volume principle by Vladimir Vapnik prioritizes equivalence classes according to their volume in the hypothesis space. The volume approximation has hitherto been successfully applied to binary learning problems. In this paper, we extend it naturally to a more general definition which…
Study predicts intraday stock trading volume using ML models.
problem Predicting intraday trading volumes in equity markets.
method Used machine learning models with HF predictors.
result Intraday stock trading volume is highly predictable.
Active Learning (AL) is a learning task that requires learners interactively query the labels of the sampled unlabeled instances to minimize the training outputs with human supervisions. In theoretical study, learners approximate the version space which covers all possible classification hypothesis into a bounded conve…
The volume weighted average price (VWAP) execution strategy is well known and widely used in practice. In this study, we explicitly introduce a trading volume process into the Almgren-Chriss model, which is a standard model for optimal execution. We then show that the VWAP strategy is the optimal execution strategy for…
In this paper, we prove that the systolic volume of a closed aspherical 3-manifold is bounded below in terms of complexity. Systolic volume is defined as the optimal constant in a systolic inequality. Babenko showed that the systolic volume is a homotopy invariant. Moreover, Gromov proved that the systolic volume depen…
Estimates for graph embeddings into symmetric spaces derived from coarse geometry.
problem Estimating optimal volume of graph embeddings into symmetric spaces.
method Coarse geometric thick embeddings and wiring techniques.
result Optimal and lower bounds for graph embeddings in symmetric spaces of different ranks.
We study the optimal design problems where the goal is to choose a set of linear measurements to obtain the most accurate estimate of an unknown vector in dimensions. We study the -optimal design variant where the objective is to minimize the average variance of the error in the maximum likelihood estimate of th…
Study proposes deep learning for VWAP execution in crypto markets, outperforming traditional methods.
problem Challenges in achieving VWAP due to dynamic volume and price factors.
method Direct optimization of VWAP execution using deep learning, bypassing volume curve prediction.
result Deep learning approach consistently achieves lower VWAP slippage in volatile markets.
The study finds a limit on the volume growth of certain 3-manifolds.
problem Volume growth of noncompact 3-manifolds with specific curvature properties.
method Analyzes 3-dimensional complete non-compact Riemannian manifolds with asymptotically nonnegative Ricci curvature and positive scalar curvature.
result Optimal asymptotic volume ratio for manifolds with finite first Betti number and linear volume growth.
A rigidity theorem for smooth Legendrian self-shrinkers is proven.
problem Understanding the structure of Legendrian self-shrinkers.
method Estimating weighted volume to prove optimal volume growth.
result Rigidity theorem for entire smooth Legendrian self-shrinkers.
Hexagonal tilings minimize perimeter with unequal volumes.
problem Finding optimal tessellations with unequal cell volumes.
method Minimizing perimeter functionals for different classes of problems.
result Hexagonal tilings are optimal among partitions with almost equal areas.
Study optimizes prediction intervals in conformal regression.
problem Optimizing the length of prediction intervals in conformal regression.
method Introduces EffOrt and Ad-EffOrt methodologies to minimize interval length.
result Demonstrates theoretical and empirical improvements over classical methods.
We study the problem of optimal execution of a trading order under Volume Weighted Average Price (VWAP) benchmark, from the point of view of a risk-averse broker. The problem consists in minimizing mean-variance of the slippage, with quadratic transaction costs. We devise multiple ways to solve it, in particular we stu…
New method for NMF without tuning parameter.
problem Finding latent structures in noisy data matrices.
method Inspired by square-root lasso, proposes a tuning-free minimum-volume NMF.
result Optimal tuning parameter value is noise level-independent.
Study reveals optimal price prediction through volume imbalance analysis.
problem Understanding the relationship between prices and volume imbalance in high-frequency trading.
method Developed a market-making model to analyze price-imbalance connection and solve optimization problems.
result Optimal quoting of predictive imbalance is confirmed, useful for financial regulation.
A new method for SSMF improves upon existing algorithms.
problem Identify identifiable solutions in simplex-structured matrix factorization.
method Dual simplex volume maximization approach.
result The proposed method outperforms state-of-the-art SSMF algorithms.
Given a finite metric CW complex and an element , what are the properties of a geometrically optimal representative of ? We study the optimal volume of as a function of . Asymptotically, this function, whose inverse, for reasons of tradition, we call the volume distortion, turns out to be an…
Gromov's universal filling inequalities relate the filling radius and the filling volume of a Riemannian manifold to its volume. The main result of the present article is that in dimensions at least three the optimal constants in the filling inequalities depend only on dimension and orientability, not on the manifold i…
Optimizes dimension estimate for holomorphic functions on Kähler manifolds.
problem Determining the optimal dimension for holomorphic functions with polynomial growth.
method Analyzes Kähler manifolds with non-negative holomorphic bisectional curvature.
result Identifies the specific gap and optimal dimension for maximal volume growth.
Optimizes crowdsourced preference-based subjective evaluation with online learning.
problem Large-scale evaluation of generative media using crowdsourcing due to combinatorial explosion.
method Automatic optimization of pair combination selections and evaluation volumes with online learning.
result Optimizes evaluation by reducing pair combinations and allocating optimal evaluation volumes.
Gradient descent on LSE objectives implicitly performs EM, leading to collapse without volume control.
problem Gradient collapse in autoencoders without volume control.
method Introduced a single-layer encoder with an LSE objective and InfoMax regularization for volume control.
result Gradient--responsibility identity holds exactly; LSE alone collapses; variance prevents dead components; decorrelation prevents redundancy.
Some methods based on simple regularizing geometric element transformations have heuristically been shown to give runtime efficient and quality effective smoothing algorithms for meshes. We describe the mathematical framework and a systematic approach to global optimization-based versions of such methods for mixed volu…
Paper uses Transformers to predict intraday volume ratio with high accuracy.
problem Accurate prediction of intraday volume ratio for VWAP strategies.
method Transformer architecture with log-normal transformation and external features.
result Probabilistic forecasting captures mean and standard deviation of volume ratios.
Study Liouville equation on Riemannian surfaces, linking volume growth to classification results.
problem Classifying solutions and manifolds of the Liouville equation on Riemannian surfaces.
method Analyzing the Liouville equation on Riemannian surfaces with non-negative Ricci curvature, considering asymptotic volume growth.
result Established classification results for solutions and manifolds, revealing a connection between volume growth and classification.
New constraints rule out some optimal domains for helicity maximisation.
problem Finding a smooth domain of fixed volume that maximizes helicity.
method Established additional geometric constraints on optimal domains.
result Ruled out the optimality of a broad class of solid tori.
New geometric approach gives apriori estimate for optimal transport maps.
problem Proving regularity of optimal transport maps under Ma--Trudinger--Wang condition.
method Geometric derivation using pseudo-Riemannian geometry.
result New derivation of interior estimate for optimal maps.
Optimal isoperimetric inequalities for complete proper minimal submanifolds in hyperbolic spacemath.DG
Let be a -dimensional complete proper minimal submanifold in the Poincaré ball model of hyperbolic geometry. If we consider as a subset of the unit ball in Euclidean space, we can measure the Euclidean volumes of the given minimal submanifold and the ideal boundary , say $\…
In this note, we describe a new link between Perelman's monotonicity formula for the reduced volume and ideas from optimal transport theory.