arXiv research

Study uses ML to analyze financial behavior in big data.

The increasing accessibility of data provides substantial opportunities for understanding user behaviors. Unearthing anomalies in user behaviors is of particular importance as it helps signal harmful incidents such as network intrusions, terrorist activities, and financial frauds. Many visual analytics methods have bee…

Study on Einstein solitons with bounds and asymptotic behavior.

COHORTNEY groups web users based on activity patterns.

We study the analytic torsion of odd-dimensional hyperbolic orbifolds $Γ\backslash \mathbb{H}^{2n+1}$, depending on a representation of $Γ$. Our main goal is to understand the asymptotic behavior of the analytic torsion with respect to sequences of representations associated to rays of highest weights.

Recently, Cappell and Miller extended the classical construction of the analytic torsion for de Rham complexes to coupling with an arbitrary flat bundle and the holomorphic torsion for $\bar{\partial}$-complexes to coupling with an arbitrary holomorphic bundle with compatible connection of type $(1,1)$. Cappell and Mil…

A behavior of extreme networks under deformations of their boundary sets is investigated. It is shown that analyticity of a deformation of boundary set guarantees preservation of the networks types for minimal spanning trees, minimal fillings and so-called stable shortest trees in the Euclidean space.

This paper introduces TDA and TSI for better business analytics.

Multimodal analysis assesses job interview performance and provides feedback.

We define analytic torsion of Z_2-graded elliptic complexes as an element in the graded determinant line of the cohomology of the complex, generalizing most of the variants of Ray-Singer analytic torsion in the literature. It applies to a myriad of new examples, including flat superconnection complexes, twisted analyti…

Neural network approximates Bayesian decision-making parameters.

In this paper we prove a universal inequality describing the asymptotic behavior of support points for planar continuous curves. As corollaries we get an analogous result for tangent points of differentiable planar curves and some (partially known) assertions on the asymptotic of the mean value points for various class…

Analytic surgery and gluing formula for torsion forms in fiber bundles.

This paper uses SDEs to analyze GANs training and long-run behavior.

Extends machine learning models for analytic boundary conditions in differential equations.

In this paper, we introduce the pseudo-torsion functions along spacelike curves whose curvature vector field has isolated lightlike points in Lorentz-Minkowski 3-space, and prove the fundamental theorem. Moreover, we analyze the behavior of the torsion function at such points. As a corollary, we obtain a necessary and …

Analytic torsion behavior studied for degenerating manifolds with equivariant bundles.

Wide networks with polynomial activations have proven asymptotic behavior.

We show that $C^0$-fine approximation of convex functions by smooth (or real analytic) convex functions on $\R^d$ is possible in general if and only if $d=1$. Nevertheless, for $d\geq 2$ we give a characterization of the class of convex functions on $\R^d$ which can be approximated by real analytic (or just smoother) c…

Analyzed a generalized voter model with power-law herding intensity, revealing anomalous diffusion and long-range memory.

In this paper we present qualitative and quantitative comparison of various analytical and numerical approximation methods for calculating a position of the early exercise boundary of the American put option paying zero dividends. First we analyze their asymptotic behavior close to expiration. In the second part of the…

We prove that the mass endomorphism associated to the Dirac operator on a Riemannian manifold is non-zero for generic Riemannian metrics. The proof involves a study of the mass endomorphism under surgery, its behavior near metrics with harmonic spinors, and analytic perturbation arguments.

Unified framework for complex, split-complex, and dual numbers.

Study small eigenvalues of Riemann surfaces degenerating with Kähler metrics.

The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated time series in real systems contain various trends. We investigate the effects of polynomial trends on the scaling behaviors and the performa…

In this paper we continue our program of extending the methods of geometric scattering theory to encompass the analysis of the Laplacian on symmetric spaces of rank greater than one and their geometric perturbations. In our previous work we described the resolvent, and specifically the asymptotic behavior of the Green'…

When we implement a portfolio selection methodology under a mean-risk formulation, it is essential to correctly model investors' risk aversion which may be time-dependent, or even state-dependent during the investment procedure. In this paper, we propose a behavior risk aversion model, which is a piecewise linear funct…

Study examines implied volatility behavior in Bachelier model.

Study projective connections on surfaces using osculating spaces.

We study the behavior of the heat kernel of the Hodge Laplacian on a contact manifold endowed with a family of Riemannian metrics that blow-up the directions transverse to the contact distribution. We apply this to analyze the behavior of global spectral invariants such as the eta-invariant and the determinant of the L…

Study uses Bayesian regression to analyze consumer behavior changes in restaurants post-COVID-19.

We show that the dynamical equations describing the collective behavior of the model introduced by Cavagna et al. i) are not their Eqs. (5,6) but rather ii) are the same as those of the minority game (MG). As a consequence the analytic solution of the MG presented in [PRL, 84, 1824 (2000)] holds also for this model. Fi…

We investigate large changes, bursts, of the continuous stochastic signals, when the exponent of multiplicativity is higher than one. Earlier we have proposed a general nonlinear stochastic model which can be transformed into Bessel process with known first hitting (first passage) time statistics. Using these results w…

We develop a general framework, based on Boltzmann transport theory, to analyze the distribution of wealth in societies. Within this framework we derive the distribution function of wealth by using a two-party trading model for the poor people while for the rich people a new model is proposed where interaction with wea…

Regshock visualizes financial risks to help regulators manage systemic shocks.

We investigate the Kähler-Ricci flow modified by a holomorphic vector field. We find equivalent analytic criteria for the convergence of the flow to a Kähler-Ricci soliton. In addition, we relate the asymptotic behavior of the scalar curvature along the flow to the lower boundedness of the modified Mabuchi energy.

In empirical risk optimization, it has been observed that stochastic gradient implementations that rely on random reshuffling of the data achieve better performance than implementations that rely on sampling the data uniformly. Recent works have pursued justifications for this behavior by examining the convergence rate…

We construct a continuous time model for price-mediated contagion precipitated by a common exogenous stress to the banking book of all firms in the financial system. In this setting, firms are constrained so as to satisfy a risk-weight based capital ratio requirement. We use this model to find analytical bounds on the …

We analyze the slope gap distribution of Veech surfaces, finding finite non-analytic points and quadratic tail decay.

Extends Fried's result to arbitrary representations of compact hyperbolic manifolds.

In this paper, we use replica analysis to investigate the influence of correlation among the return rates of assets on the solution of the portfolio optimization problem. We consider the behavior of the optimal solution for the case where the return rate is described with a single-factor model and compare the findings …

We study graphs of positive extrinsic curvature with a non-removable isolated singularity in 3-dimensional warped product spaces, and describe their behavior at the singularity in several natural situations. We use Monge-Ampère equations to give a classification of the surfaces in 3-dimensional space forms which are em…

Paper proves SVV model reproduces power-law skew in implied volatilities.

We compare observed corporate cumulative default probabilities to those calculated using a stochastic model based on an extension of the work of Black and Cox and find that corporations default as if via diffusive dynamics. The model, based on a contingent-claims analysis of corporate capital structure, is easily calib…

Let $\mathcal{M}_1$ denote the space of solutions $z(x,y)$ to an elliptic, real analytic Monge-Ampère equation ${\rm det} (D^2 z)=\varphi(x,y,z,Dz)>0$ whose graphs have a non-removable isolated singularity at the origin. We prove that $\mathcal{M}_1$ is in one-to-one correspondence with $\mathcal{M}_2\times Z_2$, where…

Extends saddle-point method for large-time volatility smiles.

We formulate a precise conjecture about the universal behavior near the diagonal of the spectral function of the Laplacian of a smooth compact Riemann manifold. We prove this conjecture when the manifold and the metric are real analytic, and we also present an alternate proof when the manifold is the round sphere.

We utilize a recently developed genetic algorithm, in conjunction with discrete wavelets, for carrying out successful forecasts of the trend in financial time series, that includes the NASDAQ composite index. Discrete wavelets isolate the local, small scale variations in these non-stationary time series, after which th…