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.
Cryptocurrencies are ranked for efficiency using a new Complexity-Entropy Plane.
This paper analyzes several interest rates time series from the United Kingdom during the period 1999 to 2014. The analysis is carried out using a pioneering statistical tool in the financial literature: the complexity-entropy causality plane. This representation is able to classify different stochastic and chaotic reg…
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total daily turnover. By using the complexity-entropy causality plane, we could discrimin…
This paper studies the 28 time series of Libor rates, classified in seven maturities and four currencies), during the last 14 years. The analysis was performed using a novel technique in financial economics: the Complexity-Entropy Causality Plane. This planar representation allows the discrimination of different stocha…
The role of credit rating agencies has been under severe scrutiny after the subprime crisis. In this paper we explore the relationship between credit ratings and informational efficiency of a sample of thirty nine corporate bonds of US oil and energy companies from April 2008 to November 2012. For that purpose, we use …
We study the temporal evolution of the market efficiency in the stock markets using the complexity, entropy density, standard deviation, autocorrelation function, and probability distribution of the log return for Standard and Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock price index (K…
Cryptocurrency time-series predictability is low, resembling Brownian noise.
A longstanding problem for Deep Neural Networks (DNNs) is understanding their puzzling ability to generalize well. We approach this problem through the unconventional angle of \textit{cognitive abstraction mechanisms}, drawing inspiration from recent neuroscience work, allowing us to define the Cognitive Neural Activat…
Imaging techniques are essential tools for inquiring a number of properties from different materials. Liquid crystals are often investigated via optical and image processing methods. In spite of that, considerably less attention has been paid to the problem of extracting physical properties of liquid crystals directly …
Study examines market response to concentrated policy communication using entropy measures.
Using symplectic topology and the Radon transform, we prove that smooth 4-dimensional projective planes are diffeomorphic to . We define the notion of a plane curve in a smooth projective plane, show that plane curves in high dimensional regular planes are lines, prove that homeomorphisms preserving plan…
We define generalized distance-squared mappings, and we concentrate on the plane to plane case. We classify generalized distance-squared mappings of the plane into the plane in a recognizable way.
The study classifies semiaffine stable planes into affine, projective, or punctured projective planes.
Stable planes are locally isomorphic to classical projective planes.
Only vertical planes are asymptotic to other planes in 3D space.
Study of elementary planes in Apollonian orbifold with unusual equidistribution.
Generic smooth plane-to-plane map germs are topologically equivalent to cones of mappings of the circle. We carry out a complete topological classification of smooth stable mappings of the circle and show how this classification leads, via the result mentioned above, to a topological classification of finitely determin…
Criteria for sharksfin and deltoid singularities from plane to plane, with applications.
We study two types of isotropic planes: weakly isotropic and strongly isotropic planes. We prove that a Riemannian manifold of indefinite metric is conformally flat if and only if its curvature tensor vanishes on all the strongly isotropic planes. We specialize the plane axiom for Riemannian manifolds of indefinite met…
The study explores conformal planes with finite areas.
For a pair of points in a smooth locally convex surface in 3-space, its mid-plane is the plane containing its mid-point and the intersection line of the corresponding pair of tangent planes. In this paper we show that the limit of mid-planes when one point tends to the other along a direction is the Transon plane of th…
We construct a compact nonpositively curved squared 2-complex whose universal cover contains a flat plane that is not the limit of periodic flat planes.
This thesis explores bifoliated planes and their group actions from Anosov flows.
We use reduced homogeneous coordinates to study Riemannian geometry of the octonionic (or Cayley) projective plane. Our method extends to the para-octonionic (or split octonionic) projective plane, the octonionic projective plane of indefinite signature, and the hyperbolic dual of the octonionic projective plane; we di…
Two proofs show that removing a loop from a plane circuit splits the plane.
The paper classifies singularities of plane congruences and affine distance functions.
Computed distortion coefficients for the α-Grushin plane.
New findings on plane waves in 3D spacetimes, showing non-unimodular elliptic plane waves are unique.
New harmonic maps to hyperbolic plane via Bäcklund transformation.
Study compact plane waves, showing they are essentially standard.
The paper examines asymptotic lines of plane fields in 3D space.
A 6-regular triangulation for hyperbolic plane created.
Study local and global aspects of complex plane curve embeddings.
A classical result asserts that the complex projective plane modulo complex conjugation is the 4-dimensional sphere. We generalize this result in two directions by considering the projective planes over the normed real division algebras and by considering the complexifications of these four projective planes.
A diffeomorphism of pseudo-Riemannian manifolds is called sectional curvature preserving if it preserves the sectional curvature of all the nondegenerate 2-planes. We consider a similar condition for degenerate 2-planes and we prove that the diffeomorphism is conformal (when the condition is fulfilled for weakly degene…
We study a moduli stratum of A-orbits of plane-to-plane germs of corank 2 with codimension 3. We describe explicitly the bifurcation diagram of its topologically A-versal unfolding. Two geometric applications to parabolic objects are presented.
We shall give useful criteria of lips, beaks and swallowtail singularities of smooth map from the plane into the plane. As an application of criteria, we will discuss the singularities of Cauchy problem of single conservation law.
Proves conjecture about geodesic foliations in Riemannian planes.
Stochastic cutting planes improve data-driven optimization speed.
The paper characterizes coverings over the projective plane with minimal defect.
We study rays in von Mangoldt planes, which has applications to the structure of open complete manifolds with lower radial curvature bounds. We prove that the set of souls of any rotationally symmetric plane of nonnegative curvature is a closed ball, and if the plane is von Mangoldt, we compute the radius of the ball. …
Curve shortening in metric-affine plane shrinks convex curves to points.
New combinatorial type helps distinguish plane curve topologies.
The paper characterizes Ricci solitons on the Poincaré upper half plane.
Method for generating new curves from plane curves on cylinders.
The study examines vertices in curves with singular points in the Euclidean plane.
New flat Minkowski planes created from convex functions.
Quantifies how geodesic planes isolate in hyperbolic 3-manifolds.