The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…
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Enhances pairs trading with neural networks and Kalman Filters.
problem Inaccurate linear models in pairs trading lead to suboptimal performance.
method Augments Kalman Filter with Neural Networks to improve financial indicator extraction.
result Empirically shows improved trading performance compared to benchmarks.
Exploiting the geometry of heterogeneous networks: A case study of the Indian stock marketphysics.soc-ph
Study models Indian stock market using hyperbolic geometry for market stability and volatility analysis.
problem Identifying market stability and volatility in the Indian stock market.
method Modelled as a heterogeneous scale-free network, embedded in a 2D hyperbolic space, applied coalescent embedding, hyperbolic kmeans, and Bollinger Band analysis.
result Clusters in the embedded network better represent market communities than Euclidean clusters, allowing for early detection of market changes.
FutureQuant Transformer predicts price ranges and volatility for futures trading.
problem Complex futures trading with real-time LOBs and vast data.
method FutureQuant Transformer model using attention mechanisms.
result Significantly improved trading performance with an average gain of 0.1193%.
Technical trading rules have been widely used by practitioners in financial markets for a long time. The profitability remains controversial and few consider the stationarity of technical indicators used in trading rules. We convert MA, KDJ and Bollinger bands into stationary processes and investigate the profitability…
Hybrid AI system combines technical, sentiment analysis for adaptive equity trading.
problem Traditional trading strategies fail during high volatility and regime shifts.
method Combines trend-following, mean-reversion, sentiment analysis, machine learning, and market regime filtering.
result Hybrid model achieved 135.49% return on investment over 24 months.
In this paper, we propose a minimal model beyond geometric Brownian motion that aims to describe price actions with market inefficiency. From simple financial theory considerations, we arrive at a simple two-variable hidden Markovian time series model, with one of the variable entirely unobserved. Then, we analyze the …
Every link is shown to be presentable as a boundary of an unknotted flat banded surface. A (flat) banded link is defined as a boundary of an unknotted (flat) banded surface. A link's (flat) band index is defined as the minimum number of bands required to present the link as boundaries of an unknotted (flat) banded surf…
This study improves stock price prediction for Apple Inc. using feature selection and regression models with technical indicators.
problem Improving stock price prediction accuracy for Apple Inc. using technical indicators.
method Evaluation of 123 technical indicators and 10 regression models on 13 years of Apple Inc. data.
result Combining feature selection with regression models significantly improves prediction accuracy.
Study finds traditional technical indicators underperform in high-frequency trading, suggesting risk management over prediction.
problem Inadequately explored effectiveness of technical indicators in high-frequency trading, particularly at minute-level frequency.
method Evaluation of random forest models with traditional technical indicators on minute-level SPY data.
result In-sample performance is superior to out-of-sample, with risk-adjusted metrics not outperforming a simple buy-and-hold strategy.
Satellite knots can be trivialized by a single band move.
problem Satellite knots and their trivialization.
method Infinite family of satellite knots and a single band move.
result No disjoint band unknotting exists for satellite knots.
Paper proves a noncompact version of Gromov's band-width estimate.
problem Proving a precise upper bound for noncompact Riemannian bands.
method Developed a quantitative partitioned manifold index theory.
result Proved a version of Gromov's band-width estimate for noncompact Riemannian bands.
Study shows upper limit for torical band width with spectral curvature bounds.
problem Understanding the band width of torical bands with spectral curvature constraints.
method Used the warped \( μ\)-bubble method with spectral curvature bounds.
result Upper bound for the band width of torical bands is established.
New rational band moves simplify knot classification.
problem Classifying knots using rational moves.
method Introduced oriented rational band moves and proved their effectiveness.
result Knots that can be unlinkified by rational moves are rationally slice.
In cellular systems, the user equipment (UE) can request a change in the frequency band when its rate drops below a threshold on the current band. The UE is then instructed by the base station (BS) to measure the quality of candidate bands, which requires a measurement gap in the data transmission, thus lowering the da…
We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…
Mamba outperforms Reformer in minute-level stock prediction using LLM sentiment scores.
problem Improving minute-level stock market prediction accuracy in volatile markets.
method Combining sentiment scores from top LLMs with stock price data, training Mamba and Reformer models.
result Mamba achieved lower error rates across all tested LLMs, especially with LLaMA 3.3--70B.
We show that a band-connected sum of knots and along a band is equal to the connected sum if and only if is a trivial band.
Nonparametric, Nonasymptotic Confidence Bands with Paley-Wiener Kernels for Band-Limited Functionsstat.ML
The paper creates nonparametric confidence bands for band-limited functions.
problem Estimating confidence bands for band-limited functions with finite samples and unknown noise.
method Uses Paley-Wiener reproducing kernel Hilbert spaces and gradient-perturbation methods.
result Non-asymptotic guarantees for confidence regions without assuming a parametric model.
Many wireless networks, including 5G NR (New Radio) and future beyond 5G cellular systems, are expected to operate on multiple frequency bands. This paper considers the band assignment (BA) problem in dual-band systems, where the basestation (BS) chooses one of the two available frequency bands (centimeter-wave and mil…
Deep neural networks with convolutional layers usually process the entire spectrogram of an audio signal with the same time-frequency resolutions, number of filters, and dimensionality reduction scale. According to the constant-Q transform, good features can be extracted from audio signals if the low frequency bands ar…
Paper shows that for torus knots, the pinch number equals the unoriented band unknotting number.
problem Determining the minimum number of band surgeries to unknot torus knots.
method Used the torsion order of unoriented knot Floer homology.
result Pinch number and unoriented band unknotting number coincide for torus knots.
New method finds arbitrage opportunities in fluctuating asset bands.
problem Finding arbitrage opportunities in fluctuating asset bands.
method Formulate as maximizing volatility within a price band, using convex-concave optimization.
result Approximately solves non-convex optimization problem for moving-band arbitrage.
Develops Llarull type theorems for 3D and 4D bands with spectral scalar curvature bounds.
problem Bounding scalar curvature and metric on 3D and 4D bands simultaneously.
method Warped -bubble method
result Establishes Llarull type theorems for 3D and 4D bands with spectral scalar curvature bounds.
Every classical knot is band-pass equivalent to the unknot or the trefoil. The band-pass class of a knot is a concordance invariant. Every ribbon knot, for example, is band-pass equivalent to the unknot. Here we introduce the long virtual knot concordance group . It is shown that for every concordance cla…
We explicitly classify all -invariant free boundary minimal annuli and Möbius bands in . This classification is obtained from an analysis of the spectrum of the Dirichlet-to-Neumann map for -invariant metrics on the annulus and Möbius band. First, we determine the supremum of the -th normaliz…
Study surfaces in 4-manifolds using banded unlink diagrams.
problem Representing and manipulating immersed surfaces in 4-manifolds.
method Singular banded unlink diagrams and associated moves.
result Every immersed surface can be represented uniquely by a singular banded unlink diagram.
The paper improves nonparametric confidence bands for band-limited functions.
problem Constructing nonparametric simultaneous confidence bands with nonasymptotic and distribition-free guarantees.
method Based on Paley-Wiener reproducing kernel Hilbert spaces, the paper relaxes assumptions, improves noise estimation, and tightens constraints.
result Enhanced confidence bands with improved efficiency and tighter constraints.
On the negative band numbermath.GT
Study negative band numbers in braids and links.
problem Characterizing braids with negative band numbers.
method Using Birman, Ko, and Lee's left-canonical form.
result Characterize strongly and almost strongly quasipositive braids.
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded…
Paper shows how to embed Möbius bands with many twists and small aspect ratios.
problem Finding the smallest aspect ratio for Möbius bands with many twists.
method Constructs a folded paper ribbon knot to bound the aspect ratio.
result Paper Möbius bands and annuli with any number of half-twists can be embedded with aspect ratio less than 8.
No free boundary Möbius bands exist in a 3D ball.
problem Proving the non-existence of Möbius bands with free boundaries in a 3D ball.
method Analytical proof based on geometric properties.
result Proves the non-existence of free boundary Möbius bands in the unit three-ball.
Maturation Trajectories of Cortical Resting-State Networks Depend on the Mediating Frequency Bandq-bio.NC
The functional significance of resting state networks and their abnormal manifestations in psychiatric disorders are firmly established, as is the importance of the cortical rhythms in mediating these networks. Resting state networks are known to undergo substantial reorganization from childhood to adulthood, but wheth…
Band selection, by choosing a set of representative bands in hyperspectral image (HSI), is an effective method to reduce the redundant information without compromising the original contents. Recently, various unsupervised band selection methods have been proposed, but most of them are based on approximation algorithms …
Paper proves rigidity for spin bands with specific conditions.
problem Proving rigidity for initial data sets on spin bands.
method Using Dirac operator techniques and lightlike imaginary -Killing spinors.
result Obtains slight generalizations of known rigidity results.
We prove optimal systolic inequalities on Finsler Mobius bands relating the systole and the height of the Mobius band to its Holmes-Thompson volume. We also establish an optimal systolic in- equality for Finsler Klein bottles of revolution, which we conjecture to hold true for arbitrary Finsler metrics. Extremal metric…
New theorem on embedding Moebius bands in 3D space.
problem Proving the impossibility of placing uncountably many disjoint Moebius bands in 3D space.
method Generalization of Grushin and Palamodov's result to tame subsets in R^N and arbitrary topological embeddings in R^3.
result The impossibility of embedding uncountably many pairwise disjoint Moebius bands in 3D space, even for arbitrary topological embeddings.
Knots from a specific band sum have similar homologies but are distinct.
problem Cosmetic crossing conjecture for knots from a specific band sum.
method Analyzing knot homologies (Heegaard, instanton, Khovanov) to verify distinctness.
result Knots from the band sum are distinct despite similar homologies.
Improved bound for optimal Moebius band aspect ratio.
problem Finding the optimal aspect ratio of a Moebius band.
method Optimization problem to find the smallest possible aspect ratio of a smoothly embedded Moebius band.
result The new bound is at least , significantly improving on previous bounds.
The study finds many Möbius bands and annuli on toroids.
problem Finding minimal surfaces on toroids.
method Equivariant variational methods.
result Linear growth of surface areas with symmetry order.
Band surgery is an operation relating pairs of knots or links in the three-sphere. We prove that if two quasi-alternating knots and of the same square-free determinant are related by a band surgery, then the absolute value of the difference in their signatures is either 0 or 8. This obstruction follows from a …
Paper proposes a method to estimate confidence bands for survival random forests.
problem No statistically valid and computationally feasible approach for estimating confidence bands for survival random forests.
method Extending recent developments in infinite-order incomplete U-statistics, the paper proposes an unbiased confidence band estimation.
result The proposed method accurately estimates the confidence band and achieves desired coverage rate.
MRI images reconstructed from sub-sampled Cartesian data using deep learning techniques often show a characteristic banding (sometimes described as streaking), which is particularly strong in low signal-to-noise regions of the reconstructed image. In this work, we propose the use of an adversarial loss that penalizes b…
Defines band maps in unoriented link Floer homology forming a skein exact triangle.
problem Understanding unoriented link Floer homology through band maps.
method Defines and analyzes band maps in unoriented link Floer homology.
result Band maps form an unoriented skein exact triangle.
EGO-MDA identifies optimal spectral-bands for process discrimination.
problem Optimal spectral-bands for process discrimination.
method EGO-MDA, an unsupervised method using EGO and Mixture Discriminant Analysis.
result EGO-MDA achieves at least 70% improvement in median deviance.
A complete list of irreducible triangulations is identified on the Möbius band.
We categorise coherent band (aka nullification) pathways between knots and 2-component links. Additionally, we characterise the minimal coherent band pathways (with intermediates) between any two knots or 2-component links with small crossing number. We demonstrate these band surgeries for knots and links with small cr…
We present various examples of cosmetic bandings on knots and links, that is, bandings on knots and links leaving their types unchanged. As a byproduct, we give a hyperbolic knot which admits exotic chirally cosmetic surgeries yielding hyperbolic manifolds. This gives a counterexample to a conjecture raised by Bleiler,…