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.
We prove that under suitable assumptions, the constant term in the Green function of the Paneitz-Branson operator on a compact Riemannian manifold (M,g) is positive unless (M,g) is conformally diffeomophic to the standard sphere. The proof is inspired by the positive mass theorem on spin manifolds by Ammann-Humbert…
We construct solutions to the constraint equations in general relativity using the limit equation criterion introduced by Dahl, Humbert and the first author. We focus on solutions over compact 3-manifolds admitting a $\bS^1$-symmetry group. When the quotient manifold has genus greater than 2, we obtain strong far from …
In the work of Ammann, Dahl and Humbert it has turned out that the Yamabe invariant on closed manifolds is a bordism invariant below a certain threshold constant. A similar result holds for a spinorial analogon. These threshold constants are characterized through Yamabe-type equations on products of spheres with rescal…
In this work, we use the global analysis and degree-theoretic methods introduced by Smale to study the existence and multiplicity of solutions of the vacuum Einstein constraint equations given by the conformal method of Lichnerowicz-Choquet-Bruhat-York. In particular this approach gives a new proof of the existence res…
Let (M,g) be a compact conformally flat manifold of dimension n≥4 with positive scalar curvature. According to a positive mass theorem by Schoen and Yau, the constant term in the development of the Green function of the conformal Laplacian is positive if (M,g) is not conformally equivalent to the sphere. On sp…
The elliptic associator of Enriquez can be used to define an invariant of tangles embedded in the thickened torus, which extends the Kontsevich integral. This construction by Humbert uses the formulation of categories with elliptic structures. In this work we show that an extension of the LMO functor also leads to an e…
We study SU(2) BPS monopoles with spectral curves of the form η3+χ(ζ6+bζ3−1)=0. Previous work has has established a countable family of solutions to Hitchin's constraint that L2 was trivial on such a curve. Here we establish that the only curves of this family that yield BPS monopoles correspond to tetrahedral…
Let (M,g) be a compact Riemannian manifold of dimension n≥3. For a metric g on M, we let $\la_2(g)$ be the second eigenvalue of the Yamabe operator $L_g:= \frac{4(n-1)}{n-2} Δ_g + \scal_g$. Then, the second Yamabe invariant is defined as $$ \si_2(M) \definedas \sup \inf_{h \in [g]} \la_2(h) \Vol(M,h)^{2/n}.…
We compare the isoperimetric profiles of $S^2 \times \re^3$ and of $S^3 \times \re^2$ with that of a round 5-sphere (of appropriate radius). Then we use this comparison to obtain lower bounds for the Yamabe constants of $S^2 \times \re^3$ and $S^3 \times \re^2$. Explicitly we show that $Y(S^3 \times \re^2, [g_0^3 +dx^2…
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, ui, can be detected and quantified by studying the correlations in the magnitude series ∣ui∣, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …
Lie-Butcher (LB) series are formal power series expressed in terms of trees and forests. On the geometric side LB-series generalizes classical B-series from Euclidean spaces to Lie groups and homogeneous manifolds. On the algebraic side, B-series are based on pre-Lie algebras and the Butcher-Connes-Kreimer Hopf algebra…
The explosion of time series data in recent years has brought a flourish of new time series analysis methods, for forecasting, clustering, classification and other tasks. The evaluation of these new methods requires either collecting or simulating a diverse set of time series benchmarking data to enable reliable compar…
New formula and properties of inverted Habiro series derived from GM series.
problem Understanding and manipulating knot invariants using series expansions.
method Developed a new formula for the inverted Habiro series (IHS) in terms of GM series and theta functions. Proved a multiplication formula for IHS.
result Established a natural ring structure for IHS and studied its residues, applying them to Dehn surgery formulas.
Capturing the dynamical properties of time series concisely as interpretable feature vectors can enable efficient clustering and classification for time-series applications across science and industry. Selecting an appropriate feature-based representation of time series for a given application can be achieved through s…
Modeling regime shifts in co-evolving time series with interactions and time-dependency.
problem Discovering and modeling regime shifts in multiple time series with relationships and time-dependent behaviors.
method Modeling interactions and time-dependency in co-evolving time series using a mapping grid and dynamic network representation for regime identification and time-dependent Cox regression for regime transition probabilities.
result A principled approach for modeling interactions and time-dependency in co-evolving time series.
We provide the proof that the space of time series data is a Kolmogorov space with T0-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes fro…
Global models outperform univariate benchmarks in complex time series forecasting.
problem Comparing global forecasting models to univariate benchmarks in various challenging scenarios.
method Simulated datasets with controlled characteristics, including homogeneity, complexity, and series lengths. Global forecasting models (RNN, LGBM) compared to univariate techniques.
result Global models like RNN and LGBM are competitive in complex scenarios with short series lengths and heterogeneous data.
Multidimensional time series are sequences of real valued vectors. They occur in different areas, for example handwritten characters, GPS tracking, and gestures of modern virtual reality motion controllers. Within these areas, a common task is to search for similar time series. Dynamic Time Warping (DTW) is a common di…
Feature-based time series representations have attracted substantial attention in a wide range of time series analysis methods. Recently, the use of time series features for forecast model averaging has been an emerging research focus in the forecasting community. Nonetheless, most of the existing approaches depend on …
Research into the classification of time series has made enormous progress in the last decade. The UCR time series archive has played a significant role in challenging and guiding the development of new learners for time series classification. The largest dataset in the UCR archive holds 10 thousand time series only; w…