arXiv research

Paper develops a new model for forecasting ocean currents.

We perform detrending moving average analysis (DMA) and detrended fluctuation analysis (DFA) of the WTI crude oil futures prices (1983-2012) to investigate its efficiency. We further put forward a strict statistical test in the spirit of bootstrapping to verify the weak-form market efficiency hypothesis by employing th…

Notes based on lessons given at {\sc Escuela " Fico González Acuña" de Nudos y 3-variedades}, Mérida Yucatán, México, 7--10 (2015) and {\sc Encuentro de nudos, trenzas y álgebras}, Oaxaca--México, 3--10 October (2018).

Study predicts wind energy potential in Gulf of Oman using climate models.

This is a survey of recent results on manifolds with positive curvature from a series of lecture given in Guanajuato, Mexico in 2010. It also contains some hitsorical comments.

The international community was caught by surprise on 5 June 2017 when Saudi Arabia, the United Arab Emirates (UAE), Bahrain and Egypt severed diplomatic ties with Qatar, accusing it of destabilizing the region. More than one year after this diplomatic rift, several questions remain unaddressed. This study focuses on t…

Certain theoretical aspects of vector autoregression (VAR) as tools to model economic time series are revised, in particular their capacity to include both short term and long term information. The VAR model, in its error correction form, is derived and the permanent-transitory decomposition of factors proposed by Gonz…

This is a survey of some of the work of Tom Farrell and Lowell Jones. This is the lead article of a special issue of the Pure and Applied Mathematics Quarterly. This issue is published in conjunction with the conference "Geometry,Topology, and their Interactions" held in Morelia, Mexico.

This article investigates the evolution of the Mexican stock market integration into the world market. First, we estimate the time-varying Mexican degree of market integration using an international conditional version of the CAPM with segmentation effects. Second, we study the structural breaks in this series. Finally…

The present work has as principal objective analyze the evolution of the process of privatization, mergers and acquisitions of the big companies in the country in the last decades, to understand the conductive threads that formed the structural changes of the economy, in order world oligopólicas to insert it to the glo…

This article studies the financial integration between the six main Latin American markets and the US market in a nonlinear framework. Using the threshold cointegration techniques of Hansen and Seo (2002), we show significant threshold stock market linkages between Mexico, Chile and the US. Thus, the dynamics of these …

Survey on non-positively curved cube complexes and geometric group theory.

In this paper we use the Brooks and Hinich cross-bicorrelation test in order to uncover nonlinear dependence periods between USA Standard and Poor 500 (SP500), used as benchmark, and six Latin American stock markets indexes: Mexico (BMV), Brazil (BOVESPA), Chile (IPSA), Colombia (COLCAP), Peru (IGBVL) and Argentina (ME…

We present some stylized facts exhibited by the time series of returns of the Mexican Stock Exchange Index (IPC) and compare them to a sample of both developed (USA, UK and Japan) and emerging markets (Brazil and India). The period of study is 1997-2011. The stylized facts are related mostly to the probability distribu…

This is the author's Master's thesis written under the supervision of Dr. Gregor Weingart at the National Autonomous University of Mexico. The purpose of this study is to rewrite differential supergeometry in terms of classical differential geometry. This rewriting from "first principles" has two main motivations: 1 av…

We consider the dynamics of a smart grid system characterized by widespread distributed generation and storage devices. We assume that agents are free to trade electric energy over the network and we focus on the emerging market dynamics. We consider three different models for the market dynamics for which we present a…

The Empirical Mode Decomposition (EMD) provides a tool to characterize time series in terms of its implicit components oscillating at different time-scales. We apply this decomposition to intraday time series of the following three financial indices: the S\&P 500 (USA), the IPC (Mexico) and the VIX (volatility index US…

Mapping the spatial distribution of poverty in developing countries remains an important and costly challenge. These "poverty maps" are key inputs for poverty targeting, public goods provision, political accountability, and impact evaluation, that are all the more important given the geographic dispersion of the remain…

We present an approach based on machine learning (ML) to distinguish eruption and precursory signals of Chimayó geyser (New Mexico, USA) under noisy environments. This geyser can be considered as a natural analog of $\mathrm{CO}_2$ intrusion into shallow water aquifers. By studying this geyser, we can understand upwell…

Chagas disease is a neglected disease, and information about its geographical spread is very scarse. We analyze here mobility and calling patterns in order to identify potential risk zones for the disease, by using public health information and mobile phone records. Geolocalized call records are rich in social and mobi…

Monopoly breakup impacts AT&T and AMX's market value by 65% and 32%.

New method improves stock return prediction in non-stationary markets.

Data science principles enhance AI interpretability for better user control.

Emerging economies frequently show a large component of their Gross Domestic Product to be dependant on the economic activity of small and medium enterprises. Nevertheless, e-business solutions are more likely designed for large companies. SMEs seem to follow a classical family-based management, used to traditional act…

The paper analyzes learning curves for kernel ridge regression with dot-product kernels.

We use bank-level balance sheet data from 2005 to 2010 to study interactions within the banking system of five emerging countries: Argentina, Brazil, Mexico, South Africa, and Taiwan. For each country we construct a financial network based on the leverage ratio dependence between each pair of banks, and find results th…

The total value of domestic market capitalization of the Mexican Stock Exchange was calculated at 520 billion of dollars by the end of November 2013. To manage this system and make optimum capital investments, its dynamics needs to be predicted. However, randomness within the stock indexes makes forecasting a difficult…

In many developing countries intellectual property infringement and the commerce of pirate goods is an entrepreneurial activity. Digital piracy is very often the only media for having access to music, cinema, books and software. At the same time, bio-prospecting and infringement of indigenous knowledge rights by intern…

In this chapter we studied the nonlinear co-movements between the Mexican Crude Oil price, the Mexican Stock Market Index and the USD/MXN Exchange Rate, for the sample period from 1994 to date. We used a battery of nonlinear tests, cf. (Patterson & Ashley, 2000) and one multivariate test, in order to determine the dyna…

This study uses hierarchical structure methods (minimal spanning tree, (MST) and hierarchical tree, (HT)) to examine the hierarchical structures of the United State (US) foreign trade by using the real prices of their commodity export and import move together over time. We obtain the topological properties among the co…

Model shows worldwide trade crises can be localized or global, depending on trade balance.

A new method for federated learning aggregates data from multiple sites efficiently.

This paper ranks Latin American countries based on AI potential.

An extension of the nonlinear feedback (NLF) formalism to describe regimes of hyper- and high-inflation in economy is proposed in the present work. In the NLF model the consumer price index (CPI) exhibits a finite time singularity of the type $1/(t_c -t)^{(1- β)/β}$, with $β>0$, predicting a blow up of the economy at a…

This paper presents an out-of-sample prediction comparison between major machine learning models and the structural econometric model. Over the past decade, machine learning has established itself as a powerful tool in many prediction applications, but this approach is still not widely adopted in empirical economic stu…

A new risk measure (FRM) for EM FI returns helps investors protect against volatility and policy instability.

The algebra of transactions as fundamental measurements is constructed on the basis of the analysis of their properties and represents an expansion of the Boolean algebra. The notion of the generalized economic measurements of the economic quantity and quality of objects of transactions is introduced. It has been shown…

The paper is motivated by the study of graded representations of Takiff algebras, cominuscule parabolics, and their generalizations. We study certain special subsets of the set of weights (and of their convex hull) of the generalized Verma modules (or GVM's) of a semisimple Lie algebra $\lie g$. In particular, we exten…

Analogously to the concept of a curvature of curve and surface, in the differential geometry, in the main part of this paper the concept of the curvature of the hyper-dimensional vector spaces of Riemannian metric is generally defined. The defined concept of the curvature of Riemannian spaces of higher dimensions M: M>…

We give a brief overview of the current state of the study of the deformation theory of Kleinian groups. The topics covered include the definition of the deformation space of a Kleinian group and of several important subspaces; a discussion of the parametrization by topological data of the components of the closure of …

The secant caustic of a planar curve $M$ is the image of the singular set of the secant map of $M$. We analyse the geometrical properties of the secant caustic of a planar curve, i.e. the number of branches of the secant caustic, the parity of the number of cusps and the number of inflexion points in each branch of thi…

We develop an algebraic version of Cartan method of equivalence or an analog of Tanaka prolongation for the (extrinsic) geometry of curves of flags of a vector space $W$ with respect to the action of a subgroup $G$ of the $GL(W)$. Under some natural assumptions on the subgroup $G$ and on the flags, one can pass from th…

We describe the $ν$-lines of curvature of an embedding of the double torus into $\mathbb R^4$, defined as the link of the real part of the Milnor fibration of a polynomial, where $ν$ is its gradient. Through this analysis, we present a complete description of the foliation of lines of curvature of the embedding, define…

In this paper, we study a flag complex which is naturally associated to the Thurston theory of surface diffeomorphisms for compact connected orientable surfaces with boundary. The various pieces of the Thurston decomposition of a surface diffeomorphism, thick domains and annular or thin domains, fit into this flag comp…

The paper sets limits on the accuracy of macroeconomic forecasts based on statistical moments and trade volumes.

Study the topology of loops of contactomorphisms and Legendrians in non-orderable manifolds.

We study singularities of Gauss maps of fronts and give characterizations of types of singularities of Gauss maps by geometric properties of fronts which are related to behavior of bounded principal curvatures. Moreover, we investigate relation between a kind of boundedness of Gaussian curvatures near cuspidal edges an…

We prove that for any closed surface of genus at least four, and any punctured surface of genus at least two, the space of ending laminations is connected. A theorem of E. Klarreich implies that this space is homeomorphic to the Gromov boundary of the complex of curves. It follows that the boundary of the complex of cu…