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.
Study on heat content for domains with fractal boundaries.
FGN models networks with fractal structures using Gaussian Multiplicative Chaos.
In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicat…
This study analyzes how the Indian stock market reacts to budget announcements using fractal methods.
This paper evaluates fractal dimension and persistent homology for neural network generalization.
Fractal learning rate schedules accelerate vanilla gradient descent.
Experimental fractal landscape dynamics observed in emulsions.
New integration theory on topological spaces, including fractals.
New framework captures non-autonomous IFS limit set topology.
We analyze whether the prediction of the fractal markets hypothesis about a dominance of specific investment horizons during turbulent times holds. To do so, we utilize the continuous wavelet transform analysis and obtained wavelet power spectra which give the crucial information about the variance distribution across …
Paper introduces quadrilateral labyrinth fractals and their properties.
Gradient descent with large steps leads to chaotic parameter space and unpredictable outcomes.
A method to construct fractal surfaces by recurrent fractal curves is provided. First we construct fractal interpolation curves using a recurrent iterated functions system(RIFS) with function scaling factors and estimate their box-counting dimension. Then we present a method of construction of wider class of fractal su…
New fractal spaces not quasisymmetric to Loewner spaces discovered.
The paper examines Bitcoin's nature using fractal geometry and finds it highly persistent, affecting predictability and decentralization.
A fractal approach to the long-short portfolio optimization is proposed. The algorithmic system based on the composition of market-neutral spreads into a single entity was considered. The core of the optimization scheme is a fractal walk model of returns, optimizing a risk aversion according to the investment horizon. …
Knots can be embedded into fractals like the Menger Sponge and Sierpinski Tetrahedron.
Functional Magnetic Resonance Imaging (fMRI) is a powerful non-invasive tool for localizing and analyzing brain activity. This study focuses on one very important aspect of the functional properties of human brain, specifically the estimation of the level of parallelism when performing complex cognitive tasks. Using fM…
We give a brief overview of the theory of complex dimensions of real (archimedean) fractal strings via an illustrative example, the ordinary Cantor string, and a detailed survey of the theory of p-adic (nonarchimedean) fractal strings and their complex dimensions. Moreover, we present an explicit volume formula for the…
Algorithm identifies fractal system's scaling exponents in high dimensions.
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…
Labyrinth fractals are self-similar dendrites in the unit square that are defined with the help of a labyrinth set or a labyrinth pattern. In the case when the fractal is generated by a horizontally and vertically blocked pattern, the arc between any two points in the fractal has infinite length [Cristea\&Steinsky 2009…
Paper proves existence of area-minimizing submanifolds on almost any manifold with fractal singular sets.
Cohomology fractals illustrate complex 3-manifold properties.
This paper presents an analysis of the study variables such as gdp, employment levels, the level of R & D and technology that will serve as the basis for stochastic modeling of production possibilities frontier in the goodness of fractal dimensions Ex Ante and Ex Post a priori to determine the levels of causality immed…
The paper proves prevalent existence and partially determines moduli space of area-minimizing surfaces with fractal singular sets.
Labyrinth fractals are dendrites in the unit square. They were introduced and studied in the last decade first in the self-similar case [Cristea & Steinsky (2009,2011)], then in the mixed case [Cristea & Steinsky (2017), Cristea & Leobacher (2017)]. Supermixed fractals constitute a significant generalisation of mixed l…
We present an Expectation-Maximization algorithm for the fractal inverse problem: the problem of fitting a fractal model to data. In our setting the fractals are Iterated Function Systems (IFS), with similitudes as the family of transformations. The data is a point cloud in with arbitrary dimension .…
This work proves generalization bounds for neural networks without Lipschitz assumptions.
Estimates heat kernel gradients on fractal-like cable systems.
Many 0/1 datasets have a very large number of variables; on the other hand, they are sparse and the dependency structure of the variables is simpler than the number of variables would suggest. Defining the effective dimensionality of such a dataset is a nontrivial problem. We consider the problem of defining a robust m…
In this paper two zero-dimensional compact sets with equal topological and fractal dimensions but embedded in Euclidean space by different ways are under study. Diffraction of plane electromagnetic wave propagated and reflected by fractal surfaces is considered for each of these compact sets placed in vacuum. It is obt…
In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Our results show that the multi-fractal nature of traded volume comes es…
Study fractal dimension for motion without crossing a subset.
Paper develops a fractal dimension-based generalization measure.
This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.
Constructs area-minimizing submanifolds with fractal singularities.
Smooth fractal trees via analytic generators, preserving combinatorial and geometric properties.
New framework links fractal complexity to separation dimension.
Estimates box dimension of fractal interpolation surfaces using oscillation vectors.
Infinite fractal tree solves shortest connection problem.
This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with segments of equal size, the composite dimension can be expressed as a function …
Study on topological order on fractal geometries, proving no-go theorem and fault-tolerant gates.
Study generalizes Lebesgue curves to new space-filling and fractal sets.
Fractal Flow enhances normalizing flows with interpretable latent space and hierarchical modeling.
Fractal Lipschitz-Killing curvature measures C^f_k(F,.), k = 0, ..., d, are determined for a large class of self-similar sets F in R^d. They arise as weak limits of the appropriately rescaled classical Lipschitz-Killing curvature measures C_k(F_r,.) from geometric measure theory of parallel sets F_r for small distances…
J. Kigami has laid the foundations of what is now known as analysis on fractals, by allowing the construction of an operator of the same nature of the Laplacian, defined locally, on graphs having a fractal character. The Sierpinski gasket stands out of the best known example. It has, since then, been taken up, develope…
We present a general theory of fractal transformations and show how it leads to a new type of method for filtering and transforming digital images. This work substantially generalizes earlier work on fractal tops. The approach involves fractal geometry, chaotic dynamics, and an interplay between discrete and continuous…