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arXiv research

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.

168,695 papers · 148 categories

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0111 · Feb 202019922001200920172026
3 results for “GOI”
Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysisq-fin.ST

Study finds intrinsic multifractality in maize and barley spot markets, but not in wheat and rice.

problem Understanding the complex price behavior of global grain spot markets.
method Utilized multifractal fluctuation analysis (MF-DFA) to investigate intrinsic multifractality.
result Intrinsic multifractality found in maize and barley sub-indices, but not in wheat and rice.
grain spot marketsintrinsic multifractalitymultifractal fluctuation analysisGOIwheat
2023-06-18abs ↗pdf ↗
Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertaintiesq-fin.ST

Study finds multifractal cross-correlations between agricultural markets and external uncertainties.

problem Investigating relationships between agricultural spot markets and external uncertainties.
method Multifractal detrending moving-average cross-correlation analysis (MF-X-DMA).
result Maize exhibits intrinsic joint multifractality with all uncertainty proxies.
multifractalitycross-correlationagricultural marketsexternal uncertaintieseconomic policy uncertainty
2024-09-18abs ↗pdf ↗
Geometrical Optical Illusion via Sub-Riemannian Geodesics in the Roto-Translation Groupq-bio.NC

Model explains optical illusions using geometric sub-Riemannian geodesics.

problem Understanding and explaining geometrical optical illusions.
method Neuro-mathematical model based on sub-Riemannian geodesics in the Roto-Translation Group.
result Illusory contours are described as geodesics in a new metric.
Optical IllusionsGeodesicsSub-Riemannian GeometryNeuro-MathematicsCortical Connectivity
2020-02-19abs ↗pdf ↗