Newest and Highest Rated Papers
Price manipulation schemes of new crypto-tokens in decentralized exchanges
Manuel Naviglio, Francesco Tarantelli, Fabrizio Lillo
arXiv·2025
Blockchain technology has revolutionized financial markets by enabling decentralized exchanges (DEXs) that operate without intermediaries. Uniswap V2, a leading DEX, facilitates the rapid creation and trading of new tokens, which offer high return potential but exposing investors to significant risks. In this work, we analyze the financial impact of newly created tokens, assessing their market dynamics, profitability and liquidity manipulations. Our findings reveal that a significant portion of market liquidity is trapped in honeypots, reducing market efficiency and misleading investors. Applying a simple buy-and-hold strategy, we are able to uncover some major risks associated with investing in newly created tokens, including the widespread presence of rug pulls and sandwich attacks. We extract the optimal sandwich amount, revealing that their proliferation in new tokens stems from higher profitability in low-liquidity pools. Furthermore, we analyze the fundamental differences between token price evolution in swap time and physical time. Using clustering techniques, we highlight these differences and identify typical patterns of honeypot and sellable tokens. Our study provides insights into the risks and financial dynamics of decentralized markets and their challenges for investors.
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View paper →Constrained deep learning for pricing and hedging european options in incomplete markets
Nicolas Baradel
arXiv·2025
In incomplete financial markets, pricing and hedging European options lack a unique no-arbitrage solution due to unhedgeable risks. This paper introduces a constrained deep learning approach to determine option prices and hedging strategies that minimize the Profit and Loss (P&L) distribution around zero. We employ a single neural network to represent the option price function, with its gradient serving as the hedging strategy, optimized via a loss function enforcing the self-financing portfolio condition. A key challenge arises from the non-smooth nature of option payoffs (e.g., vanilla calls are non-differentiable at-the-money, while digital options are discontinuous), which conflicts with the inherent smoothness of standard neural networks. To address this, we compare unconstrained networks against constrained architectures that explicitly embed the terminal payoff condition, drawing inspiration from PDE-solving techniques. Our framework assumes two tradable assets: the underlying and a liquid call option capturing volatility dynamics. Numerical experiments evaluate the method on simple options with varying non-smoothness, the exotic Equinox option, and scenarios with market jumps for robustness. Results demonstrate superior P&L distributions, highlighting the efficacy of constrained networks in handling realistic payoffs. This work advances machine learning applications in quantitative finance by integrating boundary constraints, offering a practical tool for pricing and hedging in incomplete markets.
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View paper →Observational constraints on f(Q,T) gravity from the mass-radius relation and stability of compact stars
S. K. Maurya, Abdul Aziz, Ksh. Newton Singh, G. Mustafa, Y. Sekhmani, Saibal Ray
arXiv·2025
In this investigation we examine the astrophysical consequences of the influence of pressure anisotropy on the physical properties of observed pulsars within the background of $f(Q,T)$ gravity by choosing a specific form $f(Q, T)=ψ_1\, Q + ψ_2 T$, where $ψ_1$ and $ψ_2$ are the model parameters. Initially, we solve the modified field equations for anisotropic stellar configurations by assuming the physically valid metric potential along with anisotropic function for the distribution of the interior matter. We test the derived gravitational model subject to various stability conditions to confirm physically existence of compact stars within the $f(Q,T)$ gravity context. We analyze thoroughly the influence of anisotropy on the effective density, pressure and mass-radius relation of the stars. The present inspection of the model implies that the current gravitational models are non-singular and able to justify for the occurrence of observed pulsars with masses exceeding 2 $M_{\odot}$ as well as masses fall in the {\em mass gap} regime, in particular merger events like GW190814. The predicted radii for the observed stars of different masses fall within the range \{10.5 km, 14.5 km\} for $ψ_1\leq 1.05$ whereas the radius of PSR J074+6620 is predicted to fall within \{13.09 km, 14.66 km\} which is in agreement with the predicted radii range \{11.79 km, 15.01 km\} as can be found in the recent literature.
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View paper →Can Gibbons-Hawking Radiation and Inflation Arise Due to Spacetime Quanta?
Naouel Boulkaboul
arXiv·2020
In this study, we provide an alternatively reformulated interpretation of Gibbons-Hawking radiation as well as inflation. By using a spacetime quantization procedure, proposed recently by L.C. Céleri et al., in anti-de Sitter space we show that Gibbons-Hawking radiation is an intrinsic property of the concerned space, that arises due to the existence of a scalar field whose quanta "carry" a length $l$ (i.e. the radius of the hyperboloid curvature). Furthermore, within the context of Tsallis q-framework, we propose an inflationary model that depends on the non-extensive parameter $q$. The main source of such an inflation is the same scalar field mentioned before. Being constrained by the observational data, the q-parameter along with the rest of the model's parameters has been used to estimate the time at which inflation ends as well as the reheating temperature. The latter is found to be related to Gibbons-Hawking temperature. Thus, the present model offers an alternative perspective regarding the nature of the cosmic background radiation (CMB).
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View paper →X-ray reflection spectroscopy with Kaluza-Klein black holes
Jiachen Zhu, Askar B. Abdikamalov, Dimitry Ayzenberg, Mustapha Azreg-Ainou, Cosimo Bambi, Mubasher Jamil, Sourabh Nampalliwar, Ashutosh Tripathi, Menglei Zhou
arXiv·2020
Kaluza-Klein theory is a popular alternative theory of gravity, with both non-rotating and rotating black hole solutions known. This allows for the possibility that the theory could be observationally tested. We present a model which calculates the reflection spectrum of a black hole accretion disk system, where the black hole is described by a rotating solution of the Kaluza-Klein theory. We also use this model to analyze X-ray data from the stella-mass black hole in GRS 1915+105 and provide constraints on the free parameters of the Kaluza-Klein black holes.
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View paper →Spin precession frequencies of a test gyroscope around a naked singularity and quasi-periodic oscillations
Tehreem Zahra, Mubasher Jamil, Mustapha Azreg-Aïnou
arXiv·2025
Various studies show that the gravitational collapse of inhomogeneous matter clouds leads to naked singularity formation. We investigate here the spin precession frequency of a test gyroscope attached to a stationary observer in a rotating naked singularity spacetime. In the weak field limit, Lense-Thirring precession for rotating naked singularity and geodetic precession in the asymptotic limit for null naked singularity are found to be equal to that of a Kerr black hole and a Schwarzschild black hole, respectively. In addition, we can distinguish a rotating naked singularity and a Kerr naked singularity for an observer in the equatorial plane using spin precession. To this end, we have found the constraints on the parameters of rotating naked singularity by employing the Monte Carlo Markov Chain simulation and using the observation from five quasi-periodic sources within the relativistic precession model. Our analysis shows that the measurement of spin parameter estimate for GRO J1655-40 is in disagreement with the value found from the continuum-fitting method, while for XTEJ1859+226 and GRS 1915+105, it is inconsistent with spectral analysis results.
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View paper →Memory effects in Kundt wave spacetimes
Indranil Chakraborty, Sayan Kar
arXiv·2020
Memory effects in the exact Kundt wave spacetimes are shown to arise in the behaviour of geodesics in such spacetimes. The types of Kundt spacetimes we consider here are direct products of the form $H^2\times M(1,1)$ and $S^2\times M(1,1)$. Both geometries have constant scalar curvature. We consider a scenario in which initial velocities of the transverse geodesic coordinates are set to zero (before the arrival of the pulse) in a spacetime with non-vanishing background curvature. We look for changes in the separation between pairs of geodesics caused by the pulse. Any relative change observed in the position and velocity profiles of geodesics, after the burst, can be solely attributed to the wave (hence, a memory effect). For constant negative curvature, we find there is permanent change in the separation of geodesics after the pulse has departed. Thus, there is displacement memory, though no velocity memory is found. In the case of constant positive scalar curvature (Plebański-Hacyan spacetimes), we find both displacement and velocity memory along one direction. In the other direction, a new kind of memory (which we term as frequency memory effect) is observed where the separation between the geodesics shows periodic oscillations once the pulse has left. We also carry out similar analyses for spacetimes with a non-constant scalar curvature, which may be positive or negative. The results here seem to qualitatively agree with those for constant scalar curvature, thereby suggesting a link between the nature of memory and curvature.
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View paper →Rotating five-dimensional electrically charged Bardeen regular black holes
Muhammed Amir, Md Sabir Ali, Sunil D. Maharaj
arXiv·2020
We derive a rotating counterpart of the five-dimensional electrically charged Bardeen regular black holes spacetime by employing the Giampieri algorithm on static one. The associated nonlinear electrodynamics source is computed in order to justify the rotating solution. We thoroughly discuss the energy conditions and the other properties of the rotating spacetime. The black hole thermodynamics of the rotating spacetime is also presented. In particular, the thermodynamic quantities such as the Hawking temperature and the heat capacity are calculated and plotted to see the thermal behavior. The Hawking temperature profile of the black hole implies that the regular black holes are thermally colder than its singular counterpart. On the other hand, we find that the heat capacity has two branches: the negative branch corresponds to the unstable phase and the positive branch corresponds to that of the stable phase for a suitable choice of the physical parameters characterizing the black holes.
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View paper →Nonlinear magnetically charged black holes in 4D Einstein-Gauss-Bonnet gravity
Kimet Jusufi
arXiv·2020
In this letter we present an exact spherically symmetric and magnetically charged black hole solution with exponential model of nonlinear electrodynamics [S. Kruglov, Annals Phys. 378, 59-70 (2017)] in the context of 4D Einstein-Gauss-Bonnet (EGB) gravity. We show that our $-$ve branch, in the limit of GB coupling coefficient $α\rightarrow 0$ and the nonlinear parameter $β\to 0$, reduces to the magnetically charged black hole of Einstein-Maxwell gravity in GR. In addition we study the embedding diagram of the black hole geometry and the thermodynamic properties such as the Hawking temperature and the heat capacity of our black hole solution.
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View paper →Constraining the tidal charge of brane black holes using their shadows
Juliano C. S. Neves
arXiv·2020
A constraint on the tidal charge generated within a brane world is shown. Using the shadow of a rotating black hole in a brane context in order to describe the M87* parameters recently announced by the Event Horizon Telescope Collaboration, the deviation from circularity of the reported shadow produces an upper bound on the bulk's nonlocal effect, which is conceived of as a tidal charge in the four-dimensional brane induced by the five-dimensional bulk. Therefore, a deviation from circularity $\lesssim 10\%$ leads to an upper bound on the tidal charge $\lesssim 0.004M^2$.
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View paper →Introducing Claude 4
Anthropic
Anthropic Blog·2025
Discover Claude 4's breakthrough AI capabilities. Experience more reliable, interpretable assistance for complex tasks across work and learning.
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View paper →Leveraging the Bias‐Variance Tradeoff in Quantum Chemistry for Accurate Negative Singlet‐Triplet Gap Predictions: A Case for Double‐Hybrid DFT
Atreyee Majumdar, Raghunathan Ramakrishnan
Journal of Computational Chemistry·2025
<jats:title>ABSTRACT</jats:title><jats:p>Molecules that have been suggested to violate the Hund's rule, having a first excited singlet state () energetically below the triplet state (), are rare. Yet, they hold the promise to be efficient light emitters. Their high‐throughput identification demands exceptionally accurate excited‐state modeling to minimize qualitatively wrong predictions. We benchmark twelve energy gaps to find that the local‐correlated versions of ADC(2) and CC2 excited state methods deliver excellent accuracy and speed for screening medium‐sized molecules. Notably, we find that double‐hybrid DFT approximations (e.g., B2GP‐PLYP and PBE‐QIDH) exhibit high mean absolute errors () despite very low standard deviations (). Exploring their parameter space reveals that a configuration with 75% exchange and 55% correlation, which reduces the mean absolute error to below 5 meV, but with an increased variance. Using this low‐bias parameterization as an internal reference, we correct the systematic error while maintaining low variance, effectively combining the strengths of both low‐bias and low‐variance DFT parameterizations to enhance overall accuracy. Our findings suggest that low‐variance DFT methods, often overlooked due to their high bias, can serve as reliable tools for predictive modeling in first‐principles molecular design. The bias‐correction data‐fitting procedure can be applied to any general problem where two flavors of a method, one with low bias and another with low variance, have been identified a priori.</jats:p>
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