arXiv research

Paper introduces quadrilateral labyrinth fractals and their properties.

New fractal spaces not quasisymmetric to Loewner spaces discovered.

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 investigate the local fractal properties of the financial time series based on the evolution of the Warsaw Stock Exchange Index (WIG) connected with the largest developing financial market in Europe. Calculating the local Hurst exponent for the WIG time series we find an interesting dependence between the behavior o…

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…

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…

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition mechanism. By analyzing tick data of yen-dollar exchange rates we confirm two fractal pro…

FGN models networks with fractal structures using Gaussian Multiplicative Chaos.

Cohomology fractals illustrate complex 3-manifold properties.

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…

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…

Study permeable sets and their dimensions, with applications to fractals.

Smooth fractal trees via analytic generators, preserving combinatorial and geometric properties.

New framework captures non-autonomous IFS limit set topology.

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 $f(α)$ we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…

Study fractal and regular geometry in deep neural networks.

The paper generalizes Farey tessellation to 3D hyperbolic space.

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…

Given an integer $n\geq 2$ and a digit set ${\mathcal D}\subsetneq {0,1,...,n-1}^2$, there is a self-similar set $F \subset {\Bbb R}^2$ satisfying the set equation: $F=(F+{\mathcal D})/n$. We call such $F$ a fractal square. By studying a periodic extension $H= F+ {\mathbb Z}^2$, we classify $F$ into three types accordi…

Two-layer neural networks can approximate functions with fractal singularities.

Study on heat content for domains with fractal boundaries.

This paper introduces Hausdorff measure and its applications in fractal geometry.

This paper reviews the economic and theoretical foundations of insolvency risk measurement and capital adequacy rules. The proposed new measure of insolvency risk is constructed by disentangling assets, debt and equity at the micro-prudential firm level. This new risk index is the Firm Insolvency Risk Index (FIRI) whic…

In this paper, we study two classes of planar self-similar fractals $T_\varepsilon$ with a shifting parameter $\varepsilon$. The first one is a class of self-similar tiles by shifting $x$-coordinates of some digits. We give a detailed discussion on the disk-likeness ({\it i.e., the property of being a topological disk}…

Knots can be embedded into fractals like the Menger Sponge and Sierpinski Tetrahedron.

Study links fractal structure to generalization in stochastic optimization.

We propose a model of fractal point process driven by the nonlinear stochastic differential equation. The model is adjusted to the empirical data of trading activity in financial markets. This reproduces the probability distribution function and power spectral density of trading activity observed in the stock markets. …

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.

Globalization is one of the central concepts of our age. The common perception of the process is that, due to declining communication and transport costs, distance becomes less and less important. However, the distance coefficient in the gravity model of trade, which grows in time, indicates that the role of distance i…

The paper proves prevalent existence and partially determines moduli space of area-minimizing surfaces with fractal singular sets.

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 ${\mathbb R}^H$ with arbitrary dimension $H$.…

Estimates heat kernel gradients on fractal-like cable systems.

New bounds for SGD generalize without mutual information terms.

In this paper we provide an up-to-date survey on the study of Lipschitz equivalence of self-similar sets. Lipschitz equivalence is an important property in fractal geometry because it preserves many key properties of fractal sets. A fundamental result by Falconer and Marsh [On the Lipschitz equivalence of Cantor sets, …

Study fractal dimension for motion without crossing a subset.

This paper evaluates fractal dimension and persistent homology for neural network generalization.

Experimental fractal landscape dynamics observed in emulsions.

Paper develops a fractal dimension-based generalization measure.

Constructs area-minimizing submanifolds with fractal singularities.

New framework links fractal complexity to separation dimension.

We investigate the structure of the profit landscape obtained from the most basic, fluctuation based, trading strategy applied for the daily stock price data. The strategy is parameterized by only two variables, p and q. Stocks are sold and bought if the log return is bigger than p and less than -q, respectively. Repet…

Fractal learning rate schedules accelerate vanilla gradient descent.

New relation on paths is not transitive.

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 …

This study analyzes how the Indian stock market reacts to budget announcements using fractal methods.