arXiv research

The paper introduces a new model selection criterion for various time series models.

We test three common information criteria (IC) for selecting the order of a Hawkes process with an intensity kernel that can be expressed as a mixture of exponential terms. These processes find application in high-frequency financial data modelling. The information criteria are Akaike's information criterion (AIC), the…

We study tick-by-tick financial returns belonging to the FTSE MIB index of the Italian Stock Exchange (Borsa Italiana). We can confirm previously detected non-stationarities. However, scaling properties reported in the previous literature for other high-frequency financial data are only approximately valid. As a conseq…

MIC improves VAR order selection accuracy.

Improved proofs for topological and smooth pseudo-isotopies of simply connected 4-manifolds.

Fictitious play is a simple and widely studied adaptive heuristic for playing repeated games. It is well known that fictitious play fails to be Hannan consistent. Several variants of fictitious play including regret matching, generalized regret matching and smooth fictitious play, are known to be Hannan consistent. In …

We give a simple sufficient condition for Quinn's "bordism-type spectra" to be weakly equivalent to strictly associative ring spectra. We also show that Poincare bordism and symmetric L-theory are naturally weakly equivalent to monoidal functors. Part of the proof of these statements involves showing that Quinn's funct…

This paper categorifies Quinn's TQFTs and computes them for specific omega-groupoids.

Two simple homotopy equivalent 2-complexes K2 and L2 are related by an algebraic criterion of their corresponding presentations as stated in [HoMeSier]. Frank Quinn set it into a topological context (see [Qu1]) and call these 2-complexes related by an s-move. Using elementary 3-expansions, K2 extends to 3-cells in K3 r…

Exposes two methods for constructing flat surfaces in 4D spaces.

Homology handles with trivial Alexander polynomial bound a 3D sphere.

The paper proves a concordance theorem for surfaces with a specific invariant.

Modified proof constructs dual spheres for 4-manifolds.

Given a semisimple stable autonomous tensor category over a field $K$, to any group presentation with finite number of generators we associate an element $Q(P)\in K$ invariant under the Andrews-Curtis moves. We show that in fact, this is the same invariant as the one produced by the algorithm of Frank Quinn. The new de…

The article examines how many stabilizations are needed to transform 5D s-cobordisms into product cobordisms.

New methods for estimating ARMA and GARCH models with stable noise.

2-spheres in 4-manifolds have complete concordance obstructions if they have immersed dual spheres.

We consider a 2-complex in a particular form, called the Quinn model of a 2-complex. It can be sliced in graphs, where a change from one graph to another can be organized by a sequence of local transitions, which are described in a list of F. Quinn [Q1]. The decomposition of that 2-complex into graphs has to be transla…

We give a new approach to intersection theory. Our "cycles" are closed manifolds mapping into compact manifolds and our "intersections" are elements of a homotopy group of a certain Thom space. The results are then applied in various contexts, including fixed point, linking and disjunction problems. Our main theorems r…

This paper is devoted to regret lower bounds in the classical model of stochastic multi-armed bandit. A well-known result of Lai and Robbins, which has then been extended by Burnetas and Katehakis, has established the presence of a logarithmic bound for all consistent policies. We relax the notion of consistence, and e…

We show, up to h-cobordism, that the existence and uniqueness of connected sum decompositions of oriented 4-dimensional manifolds is an invariant of homotopy equivalence, assuming that the fundamental group of each summand is "good" in the sense of Freedman and Quinn. On a separate note, we observe that the Borel Conje…

New surfaces in 3D manifolds are found that cannot be smoothly deformed into each other.

This paper extends some results of Hatcher and Quinn beyond the metastable range. We give a bordism theoretic obstruction to deforming a map between manifolds simultaneously off of a collection of pairwise disjoint submanifolds under the assumption that it can be deformed off of any proper subcollection in a homotopy c…

It is well-known that an n-dimensional Poincaré complex $X^n$, $n \ge 5$, has the homotopy type of a compact topological $n$-manifold if the total surgery obstruction $s(X^n)$ vanishes. The present paper discusses recent attempts to prove analogous result in dimension 4. We begin by reviewing the necessary algebraic an…

Simplicial volume vanishes for 4-manifolds with open book decompositions.

Under certain homological hypotheses on a compact 4-manifold, we prove exactness of the topological surgery sequence at the stably smoothable normal invariants. The main examples are the class of finite connected sums of 4-manifolds with certain product geometries. Most of these compact manifolds have non-vanishing sec…

Conventional learning with expert advice methods assumes a learner is always receiving the outcome (e.g., class labels) of every incoming training instance at the end of each trial. In real applications, acquiring the outcome from oracle can be costly or time consuming. In this paper, we address a new problem of active…

Our main result is a generalization of Cappell's 5-dimensional splitting theorem. As an application, we analyze, up to internal s-cobordism, the smoothable splitting and fibering problems for certain 5-manifolds mapping to the circle. For example, these maps may have homotopy fibers which are in the class of finite con…

New smoothing techniques for topological surfaces in 4-manifolds.

The paper characterizes when a 2-sphere can be embedded in a knot trace.

David Gabai recently proved a smooth 4-dimensional "Light Bulb Theorem" in the absence of 2-torsion in the fundamental group. We extend his result to 4-manifolds with arbitrary fundamental group by showing that an invariant of Mike Freedman and Frank Quinn gives the complete obstruction to "homotopy implies isotopy" fo…

This paper presents a Bayesian approach to symbol and phase inference in a phase-unsynchronized digital receiver. It primarily extends [Quinn 2011] to the multi-symbol case, using the variational Bayes (VB) approximation to deal with the combinatorial complexity of the phase inference in this case. The work provides a …

New 4-manifold examples show necessary conditions for 4D Light Bulb Theorem.

In work of Higson-Roe the fundamental role of the signature as a homotopy and bordism invariant for oriented manifolds is made manifest in how it and related secondary invariants define a natural transformation between the (Browder-Novikov-Sullivan-Wall) surgery exact sequence and a long exact sequence of C*-algebra K-…

The validity of Freedman's disk theorem is known to depend only on the fundamental group. It was conjectured that it fails for nonabelian free fundamental groups. If this were true then surgery theory would work in dimension four. Recently, Krushkal and Lee proved a surprising result that surgery theory works for a lar…

Connected sums defined for codimension two locally flat submanifolds in higher dimensions.

This paper presents an alternative approach to controlled surgery obstructions. The obstruction for a degree one normal map $(f,b): M^n \rightarrow X^n$ with control map $q: X^n \rightarrow B$ to complete controlled surgery is an element $σ^c (f, b) \in H_n (B, \mathbb{L})$, where $M^n, X^n$ are topological manifolds o…

Classical and quantum Chern-Simons with gauge group $\text{U}(1)^N$ were classified by Belov and Moore in \cite{belov_moore}. They studied both ordinary topological quantum field theories as well as spin theories. On the other hand a correspondence is well known between ordinary $(2+1)$-dimensional TQFTs and modular te…

Given a link map f into a manifold of the form Q = N \times \Bbb R, when can it be deformed to an unlinked position (in some sense, e.g. where its components map to disjoint \Bbb R-levels) ? Using the language of normal bordism theory as well as the path space approach of Hatcher and Quinn we define obstructions \widet…

Given a TQFT in dimension d+1, and an infinite cyclic covering of a closed (d+1)-dimensional manifold M, we define an invariant taking values in a strong shift equivalence class of matrices. The notion of strong shift equivalence originated in R. Williams' work in symbolic dynamics. The Turaev-Viro module associated to…

Study disproves a generalized numerical criterion for certain pairs.

New polynomial criterion for periodic knots identified.

New algorithms optimize a soft-robust criterion in reinforcement learning, reducing conservatism.

Classifies 4-manifolds with elementary amenable groups and their boundaries.

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information criterion. When the data is generated from a finite order autoregression, the Bay…

Modified Bakry-Émery criterion inequality for Tsallis entropy monotonicity.

A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an overestimating term of a widely applicable Bayesian information criterion. Adjustment of…

New criterion improves predictive evaluation in weighted inference scenarios.