arXiv research

We quantify how co-jumps impact correlations in currency markets. To disentangle the continuous part of quadratic covariation from co-jumps, and study the influence of co-jumps on correlations, we propose a new wavelet-based estimator. The proposed estimation framework is able to localize the co-jumps very precisely th…

The paper studies co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.

Co-branding improves stock performance for firms.

Randomized spectral co-clustering speeds up large-scale directed networks.

Paper proposes a new co-clustering method for overlapping clusters and outliers.

ecpc R-package improves high-dimensional prediction with co-data.

We study the role of co-jumps in the interest rate futures markets. To disentangle continuous part of quadratic covariation from co-jumps, we localize the co-jumps precisely through wavelet coefficients and identify statistically significant ones. Using high frequency data about U.S. and European yield curves we quanti…

Study co-Higgs sheaves on toric varieties, finding explicit examples.

Identifies images of determinant morphism for specific co-Higgs bundles.

A new NMF model for co-clustering and data approximation.

We show that there exist infinitely many pairwise distinct non-closed G_2-manifolds (some of which have holonomy full G_2) such that they admit co-oriented contact structures and have co-oriented contact submanifolds which are also associative. Along the way, we prove that there exists a tubular neighborhood N of every…

New COS method formula improves option pricing accuracy.

We construct cup and cap products in intersection (co)homology with field coefficients. The existence of the cap product allows us to give a new proof of Poincare duality in intersection (co)homology which is similar in spirit to the usual proof for ordinary (co)homology of manifolds.

Computational simulations with different fidelity have been widely used in engineering design. A high-fidelity (HF) model is generally more accurate but also more time-consuming than an low-fidelity (LF) model. To take advantages of both HF and LF models, multi-fidelity surrogate models that aim to integrate informatio…

The logic of uncertainty is not the logic of experience and as well as it is not the logic of chance. It is the logic of experience and chance. Experience and chance are two inseparable poles. These are two dual reflections of one essence, which is called co~event. The theory of experience and chance is the theory of c…

A new method for higher-order co-occurrences in hypergraphs.

Develops a measure-theoretic framework for complex co-occurrence data.

Defines and classifies toric co-Higgs bundles on projective toric varieties.

This article analyzes the relationship between co-persistence and hedging which indicates co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive search algorithm for deriving co-persistence ratio is derived in the article. And we also develop a new hedging strategy of combining co-persis…

The paper investigates $(m,ρ)$-quasi-Einstein structures on almost co-Kähler manifolds.

Co-trading networks reveal dynamic market structures and improve covariance estimation.

Extends co-clustering to mixed numerical and binary data.

On a complex manifold, a co-Higgs bundle is a holomorphic vector bundle with an endomorphism twisted by the tangent bundle. The notion of generalized holomorphic bundle in Hitchin's generalized geometry coincides with that of co-Higgs bundle when the generalized complex manifold is ordinary complex. Schwarzenberger's r…

Guided adaptive shrinkage uses co-data to improve feature selection in genomic studies.

Flexible co-data learning improves clinical prediction models.

Research connects Lie algebras to configuration space (co)homology.

We show how certain topological properties of co-K{ä}hler manifolds derive from those of the Kähler manifolds which construct them. We go beyond Betti number results and describe the cohomology algebra structure of co-Kähler manifolds. As a consequence, we prove that co-Kähler manifolds satisfy the Toral Rank Conjectur…

For each manifold or effective orbifold $Y$ and commutative ring $R$, we define a new homology theory $MH_*(Y;R)$, $M$-$homology$, and a new cohomology theory $MH^*(Y;R)$, $M$-$cohomology$. For $MH_*(Y;R)$ the chain complex $(MC_*(Y;R),\partial)$ is generated by quadruples $[V,n,s,t]$ satisfying relations, where $V$ is…

Co-Euler structures were studied by Burghelea and Haller on closed manifolds as dual objects to Euler structures. We extend the notion of co-Euler structures to the situation of compact manifolds with boundary. As an application, by studying their variation with respect to smooth changes of the Riemannian metric, co-Eu…

COS method convergence conditions expanded for heavy-tailed distributions.

We show that the co-rays to a ray in a complete non-compact Finsler manifold contain geodesic segments to upper level sets of Busemann functions. Moreover, we characterise the co-point set to a ray as the cut locus of such level sets. The structure theorem of the co-point set on a surface, namely that is a local tree, …

Presented spherical symmetric teleparallel geometry frames and field equations.

Proposes using external data to improve predictions in medical applications with limited samples.

We show how certain topological properties of co-Kähler manifolds derive from those of the Kähler manifolds which construct them. In particular, we show that the existence of parallel forms on a co-Kähler manifold reduces the computation of cohomology from the de Rham complex to certain amenable sub-cdga's defined by g…

Every torus knot can be represented as a Fourier-(1,1,2) knot which is the simplest possible Fourier representation for such a knot. This answers a question of Kauffman and confirms the conjecture made by Boocher, Daigle, Hoste and Zheng. In particular, the torus knot T(p,q) can be parameterized as x(t)=cos(pt), y(t)=c…

Co-adaptation is a special form of on-line learning where an algorithm $\mathcal{A}$ must assist an unknown algorithm $\mathcal{B}$ to perform some task. This is a general framework and has applications in recommendation systems, search, education, and much more. Today, the most common use of co-adaptive algorithms is …

We construct a natural co-Riemannian structure on the manifold of smooth loops in a Riemannian manifold. We show that the smooth loop space of a string manifold is a per-Hilbert-Schmidt locally equivalent co-spin manifold and thus admits a Dirac operator.

Identifying latent structure in large data matrices is essential for exploring biological processes. Here, we consider recovering gene co-expression networks from gene expression data, where each network encodes relationships between genes that are locally co-regulated by shared biological mechanisms. To do this, we de…

Irreducible skew-Berger algebras $\g\subset\gl(n,\Co)$, i.e. algebras spanned by the images of the linear maps $R:\odot^2\Co^n\to\g$ satisfying the Bianchi identity, are classified. These Lie algebras can be interpreted as irreducible complex Berger superalgebras contained in $\gl(0|n,\Co)$.

Given a multisymplectic manifold $(M,ω)$ and a Lie algebra $\frak{g}$ acting on it by infinitesimal symmetries, Fregier-Rogers-Zambon define a homotopy (co-)moment as an $L_{\infty}$-algebra-homomorphism from $\frak{g}$ to the observable algebra $L(M,ω)$ associated to $(M,ω)$, in analogy with and generalizing the notio…

The COS method for European options pricing is improved with a new bound for the number of terms.

Multi-view clustering has received much attention recently. Most of the existing multi-view clustering methods only focus on one-sided clustering. As the co-occurring data elements involve the counts of sample-feature co-occurrences, it is more efficient to conduct two-sided clustering along the samples and features si…

3-manifold groups can only have convex co-compact representations if they are geometric or hyperbolic.

This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-life of decay coefficient as the measure of the persistence, and both the weak definition of persistence and co-persistence in variance, this…

Optical co-processor speeds up neural network training.

Two groups with same profinite completion have different co-Hopfian properties.

The paper characterizes convex co-compact groups with one-dimensional boundary faces.

Unified method for calculating financial option prices from characteristic functions.