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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.

169,051 papers · 148 categories

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48 results for volumes of directions

The paper studies volumes of direct images for high tensor powers of ample bundles.

problem Understanding asymptotics of Monge-Ampère volumes for high tensor powers of ample line bundles.
method Analyzes the leading term of asymptotics and classifies bundles saturating a topological bound.
result Provides a characterization of bundles admitting projectively flat Hermitian structures in the case of high symmetric powers of ample vector bundles.

A simpler edge-based discretization method without dual volumes.

problem Efficiently computing edge-based discretization vectors without forming dual volumes.
method Directly compute edge-midpoint vectors and reduce dual volume formation.
result Significant reduction in computing time for tetrahedral grids.

Paper studies metric ribbon graphs and provides a recursion for their volumes.

problem Calculating volumes of combinatorial moduli spaces of directed metric ribbon graphs.
method Decomposes directed ribbon graphs into simpler graphs with one vertex, proving a canonical recursion scheme for volumes.
result Explicit recursion for volumes of four-valent metric ribbon graphs provided.

Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.

problem Complexity of successful price prediction models hinders understanding.
method Deep learning models for high-frequency price prediction, focusing on volatility and directional prediction.
result Inadequately defined target price process renders predictions meaningless.

We study the Lipschitz simplicial volume, which is a metric version of the simplicial volume. We introduce the piecewise straightening procedure for singular chains, which allows us to generalize the proportionality principle and the product inequality to the case of complete Riemannian manifolds of finite volume with …

2014-09-11abs ↗pdf ↗

Constructs ε-splitting maps for geodesic balls with non-negative Ricci curvature.

problem Constructing ε-splitting maps for geodesic balls with non-negative Ricci curvature.
method Induction and stratified almost Gou-Gu Theorem for finding directional points; error estimates for projections.
result Constructs εε-splitting maps on concentric geodesic balls with uniformly small radius.

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.

The paper proves a fibration theorem for collapsing sequences of Alexandrov spaces.

problem Understanding the structure of collapsing sequences of Alexandrov spaces.
method Constructing almost Lipschitz submersions and proving locally trivial fibrations.
result A locally trivial fibration is established under certain conditions on volumes and singularity weakness.

Weyl's intrinsic volumes converge to the Euler characteristic of the base manifold under certain metrics.

problem Convergence of intrinsic volumes on Riemannian manifolds.
method Defined a new metric and used it to study the convergence of intrinsic volumes.
result Intrinsic volumes converge to the Euler characteristic of the base manifold.

Study finds option volume imbalance predicts equity market returns.

problem Predicting equity market returns using option volume imbalance.
method Nonlinear analysis of option volumes decomposed into five market participant classes.
result Strong signals of predictability of excess market returns from Market-Maker volumes.

Positive simplicial volume found for certain non-positively curved manifolds with specific submanifolds.

problem Determining conditions for positive simplicial volume in non-positively curved manifolds.
method Analyzing isolated, closed totally geodesic submanifolds of codimension one and their impact on simplicial volume.
result Positive simplicial volume for certain non-positively curved manifolds with specific submanifolds.

Negative curvature manifolds have vanishing bounded volume class if and only if Cheeger constant is positive.

problem Negative curvature manifolds and their volume classes.
method Integration of volume forms and isoperimetric constants.
result Vanishing of bounded volume class implies positivity of Cheeger constant and vice versa.

Researchers create non-homogeneous finite-volume ends on quaternionic Kähler manifolds.

problem Constructing non-homogeneous quaternionic Kähler manifolds with finite volume ends.
method Using cohomogeneity one deformation of symmetric spaces, the researchers constructed manifolds with specific fundamental groups.
result The constructed manifolds are aspherical and have finite volume ends, not locally homogeneous.

The paper validates a classifier for identifying intraday regime shifts in MNQ futures.

problem Developing reliable trading signals from intraday regime shifts in MNQ futures.
method Constructed a composite day-classification system using three observable conditions.
result Classifier-positive days exhibit distinct intraday behavior but fail to generate profitable trading signals.

We are generalizing to higher dimensions the Bavard-Ghys construction of the hyperbolic metric on the space of polygons with fixed directions of edges. The space of convex d-dimensional polyhedra with fixed directions of facet normals has a decomposition into type cones that correspond to different combinatorial types …

2013-10-06abs ↗pdf ↗

Survey on 4-manifolds with specific curvature properties.

problem Understanding the structure of 4-manifolds with nonnegative Ricci curvature and Euclidean volume growth.
method Analysis of blow-downs and cone-like structures at infinity.
result Manifolds look like cones over spherical space forms at infinity.

Let M be a smooth compact connected oriented manifold of dimension at least two endowed with a volume form. Assuming certain conditions on the fundamental group π1(M)π_1(M) we construct quasi-isometric embeddings of either free Abelian or direct products of non-Abelian free groups into the group of volume preserving diffe…

2011-08-25abs ↗pdf ↗

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.

We prove the following entropy-rigidity result in finite volume: if XX is a negatively curved manifold with curvature b2KX1-b^2\leq K_X \leq -1, then Enttop(X)=n1Ent_{top}(X) = n-1 if and only if XX is hyperbolic. In particular, if XX has the same length spectrum of a hyperbolic manifold X0X_0, the it is isometric to X0X_0 (we a…

2017-02-08abs ↗pdf ↗

The study proves properties of intersections of horospheres in harmonic spaces.

problem Properties of intersections of horospheres in harmonic spaces.
method Constructing volume preserving mappings using Busemann functions.
result Upper bound of the volume of intersection of horospheres is independent of Busemann function differences.

The paper examines how market trade values and volumes affect price autocorrelation.

problem Understanding the impact of market trade values and volumes on price autocorrelation.
method Derives the dependence of price statistical moments and volatility on trade values and volumes, and assesses statistical moments and correlations by conventional frequency-based probabilities.
result Highlights the impact of market trade randomness on price statistical moments and autocorrelation.

New proof shows affine manifolds with parallel volume are Riemannian-flat.

problem Characterize compact affine manifolds with parallel volume.
method Construct a representative metric with Levi-Civita connection, using Hessian of volume-normalized distance functions.
result Affine manifolds with parallel volume are Riemannian-flat.

Study volume conjecture for links with multiple hyperbolic pieces.

problem Volume conjecture for links with more than one hyperbolic piece.
method Constructing infinite families of prime links, analyzing their complements, and using colored Jones polynomials and simplicial volume.
result Exponential growth rates of colored Jones polynomials capture the simplicial volume of link complements.

Dead-Direction Signatures (DDS) provide a cheap, closed-form spectral reading of a network's singular complexity.

problem Estimating the complexity of deep networks through their loss singularities.
method DDS replaces the SGLD posterior chain with spectral linear algebra.
result DDS observables rank-track the network's singular complexity at the framework-predicted sign.

The SIP's accuracy is questioned, leading to skewed returns for high-volume stocks.

problem Inaccuracy of the SIP in reporting trades and quotes.
method Analysis of Trade and Quote data, use of first differences to highlight latency and inaccuracy.
result Up to 60% of trades are reported out of sequence, skewing returns.

Sharp isoperimetric inequalities for the sine transform of even isotropic measures are established. The corresponding reverse inequalities are obtained in an asymptotically optimal form. These new inequalities have direct applications to strong volume estimates for convex bodies from data about their sections or projec…

2012-07-31abs ↗pdf ↗

We study the localization of sets with constant nonlocal mean curvature and prescribed small volume in a bounded open set with smooth boundary, proving that they are {\em sufficiently close} to critical points of a suitable non-local potential. We then consider the fractional perimeter in half-spaces. We prove the exis…

2018-02-05abs ↗pdf ↗

Novel weak solutions for volume-preserving mean curvature flow established.

problem Existence and uniqueness of solutions to volume-preserving mean curvature flow.
method Introducing varifold solutions coupled with phase volumes and new calibrations.
result Uniqueness of classical solutions among varifold solutions.

Study σ2σ_2-curvature and volume of compact manifolds, proving conditions for Einstein metrics and geodesic balls.

problem Understanding σ2σ_2-curvature and volume in compact manifolds.
method Critical point analysis, volume comparison, variational properties, geodesic balls.
result Sufficient and necessary condition for a critical metric to be Einstein, volume comparison results.

Given a warped product space R×fN\mathbb{R} \times_{f} N with logarithmically convex warping function ff, we prove a relative isoperimetric inequality for regions bounded between a subset of a vertical fiber and its image under an almost everywhere differentiable mapping in the horizontal direction. In particular, given…

2010-07-29abs ↗pdf ↗

We present some new Stokes' type theorems on complete non-compact manifolds that extend, in different directions, previous work by Gaffney and Karp and also the so called Kelvin-Nevanlinna-Royden criterion for (p-)parabolicity. Applications to comparison and uniqueness results involving the p-Laplacian are deduced.

2010-05-13abs ↗pdf ↗

Given a pair of integers m and n such that 1 < m < n, we show that every n-dimensional manifold admits metrics of arbitrarily small total volume, and possessing the following property: every m-dimensional submanifold of less than unit m-volume is necessarily torsion in homology. This result is different from the case o…

2001-06-19abs ↗pdf ↗

Machine learning models predict EUR/USD currency direction with 58.52% accuracy.

problem Predicting the directional movement of EUR/USD in the Foreign Exchange market.
method Comparative analysis of machine learning models, including decorrelated and non-decorrelated feature sets, and meta-estimators.
result 58.52% accuracy for one-day ahead forecasts.