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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.

168,742 papers · 148 categories

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1122 · Dec 200119922001200920172026
48 results for J. Phys. A

Survey on ML for wireless network optimization across PHY, MAC, and network layers.

problem Improving wireless network performance using machine learning.
method Comprehensive review of ML-based techniques for wireless network optimization.
result Machine learning can significantly enhance wireless network QoS and QoE across all layers.

We propose a group model for correlations in stock markets. In the group model the markets are composed of several groups, within which the stock price fluctuations are correlated. The spectral properties of empirical correlation matrices reported in [Phys. Rev. Lett. {\bf 83}, 1467 (1999); Phys. Rev. Lett. {\bf 83}, 1…

1999-12-06abs ↗pdf ↗

Accurate goodness-of-fit tests for the extreme tails of empirical distributions is a very important issue, relevant in many contexts, including geophysics, insurance, and finance. We have derived exact asymptotic results for a generalization of the large-sample Kolmogorov-Smirnov test, well suited to testing these extr…

2012-07-31abs ↗pdf ↗

We review the basic kinetic wealth-exchange models of Angle [J. Angle, Social Forces 65 (1986) 293; J. Math. Sociol. 26 (2002) 217], Bennati [E. Bennati, Rivista Internazionale di Scienze Economiche e Commerciali 35 (1988) 735], Chakraborti and Chakrabarti [A. Chakraborti, B. K. Chakrabarti, Eur. Phys. J. B 17 (2000) 1…

2006-11-25abs ↗pdf ↗

Improved path integral method for financial derivatives pricing.

problem Analytical intractability of financial derivative pricing models.
method Generalized semi-classical path integral approach to time-dependent Hamiltonians.
result Accuracy and computational efficiency of the path integral approach for derivatives pricing.

We discuss a method to construct Dirac-harmonic maps developed by J.~Jost, X.~Mo and M.~Zhu in J.~Jost, X.~Mo, M.~Zhu, \emph{Some explicit constructions of Dirac-harmonic maps}, J. Geom. Phys. \textbf{59} (2009), no. 11, 1512--1527.The method uses harmonic spinors and twistor spinors, and mainly applies to Dirac-harmon…

2018-09-26abs ↗pdf ↗

The shape equation and linking conditions for a vesicle with two-phase domains are derived. We refine the conjecture on the general neck condition for the limit shape of a budding vesicle proposed by Jülicher and Lipowsky [Phys. Rev. Lett. \textbf{70}, 2964 (1993); Phys. Rev. E \textbf{53}, 2670 (1996)], and then we us…

2015-08-10abs ↗pdf ↗

In (Phys. Rev. D 62, 081501, 2000) we proposed a unified approach to description of continuous and discrete spacetime based on nonassociative geometry and described nonassociative smooth and discrete de Sitter models. In our paper we give the description of nonassociative Friedmann-Robertson-Walker spacetime.

2004-06-24abs ↗pdf ↗

We propose a new Directed Continuous-Time Random Walk (CTRW) model with memory. As CTRW trajectory consists of spatial jumps preceded by waiting times, in Directed CTRW, we consider the case with only positive spatial jumps. Moreover, we consider the memory in the model as each spatial jump depends on the previous one.…

2018-07-05abs ↗pdf ↗

The submanifold quantum mechanics was opened by Jensen and Koppe (Ann. Phys. {\bf 63} (1971) 586-591) and has been studied for these three decades. This article gives its more algebraic definition and show what is the essential of the submanifold quantum mechanics from an algebraic viewpoint.

2003-05-04abs ↗pdf ↗

Paper proposes deep learning for operators in semigroups, improving dynamical system modeling.

problem Modeling unknown autonomous dynamical systems using time series data at varying time lags.
method Novel deep learning approach embedding semigroup property into data-driven learning process.
result Framework reduces data dependency, improves accuracy, robustness, and stability for long-time prediction.

We prove that the quotients of the group algebra of the braid group introduced by L. Funar in Comm. Math. Phys., 1995, collapses in characteristic distinct from 2. In characteristic 2 we define several quotients of it, which are connected to the classical Hecke and Birman-Wenzl-Murakami quotients, but which admit in ad…

2010-10-07abs ↗pdf ↗

The differential calculus on the quantum supergroup GLq(11)_q(1| 1) was introduced by Schmidke {\it et al}. (1990 {\it Z. Phys. C} {\bf 48} 249). We construct a differential calculus on the quantum supergroup GLq(11)_q(1| 1) in a different way and we obtain its quantum superalgebra. The main structures are derived without an…

2001-12-12abs ↗pdf ↗

This article is a follow-up of ``Holonomy and Path Structures in General Relativity and Yang-Mills Theory" by Barrett, J. W. (Int.J.Theor.Phys., vol.30, No.9, 1991). Its main goal is to provide an alternative proof of this part of the reconstruction theorem which concerns the existence of a connection. A construction o…

1998-09-21abs ↗pdf ↗

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires O(n3)O(n^3) logic gates. We show that the quantum linear systems algorithm [Harrow et al., Phys. Rev. Lett. 103, 150502 (2009)] can be applied to Gaussian process regre…

2015-12-12abs ↗pdf ↗

An emended and improved version of the present paper has been archived in math-ph/0505057, and a preliminary account of its content has been published in Phys.Rev.Lett. 92, 60601, (2004). Moreover, in order to prove the relevance of topology for phase transition phenomena in a broad domain of physically interesting cas…

2003-05-15abs ↗pdf ↗

We present an approximated maximum likelihood method for the multifractal random walk processes of [E. Bacry et al., Phys. Rev. E 64, 026103 (2001)]. The likelihood is computed using a Laplace approximation and a truncation in the dependency structure for the latent volatility. The procedure is implemented as a package…

2011-12-01abs ↗pdf ↗

The study finds conditions for Kaehler-Einstein and cscK metrics on certain manifold coverings.

problem Existence of Kaehler-Einstein and cscK metrics on ramified coverings.
method Cohomological conditions on Kaehler classes and branching divisors.
result Sufficient conditions for the existence of cscK metrics on ramified coverings.

We generalize the spinorial characterization of isometric immersions of surfaces in R^3 given by T. Friedrich (On the spinor representation of surfaces in Euclidean 3-space, J. Geom. Phys. 28 (1998)) to surfaces in S^3 and H^3. The main argument is the interpretation of the energy-momentum tensor associated with a spec…

2002-04-08abs ↗pdf ↗

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the influence of knowledge in the evolution of wealth in a system of agents which interact through the binary trades introduced in Cordier, Pareschi, Toscani, J. Stat. Phys. 2005. The trades, which include both saving propensity and…

2014-01-18abs ↗pdf ↗

Develops Hamiltonian quantization for complex Chern-Simons theory at even level k.

problem Quantum holonomies and representation theory in complex Chern-Simons theory.
method Combinatorial quantization and operator algebra construction.
result Physical Hilbert space identified and Fenchel-Nielsen representation demonstrated.

For the Riemannian manifold MnM^{n} two special connections on the sum of the tangent bundle TMnTM^{n} and the trivial one-dimensional bundle are constructed. These connections are flat if and only if the space MnM^{n} has a constant sectional curvature ±1\pm 1. The geometric explanation of this property is given. This …

2002-11-21abs ↗pdf ↗

This comment reexamines Simard et al.'s work in [D. Simard, L. Nadeau, H. Kroger, Phys. Lett. A 336 (2005) 8-15]. We found that Simard et al. calculated mistakenly the local connectivity lengths Dlocal of networks. The right results of Dlocal are presented and the supervised learning performance of feedforward neural n…

2010-02-27abs ↗pdf ↗

The minute-by-minute move of the Hang Seng Index (HSI) data over a four-year period is analysed and shown to possess similar statistical features as those of other markets. Based on a mathematical theorem [S. B. Pope and E. S. C. Ching, Phys. Fluids A {\bf 5}, 1529 (1993)], we derive an analytic form for the probabilit…

2000-07-17abs ↗pdf ↗

We give a classifying theory for LGLG-bundles, where LGLG is the loop group of a compact Lie group GG, and present a calculation for the string class of the universal LGLG-bundle. We show that this class is in fact an equivariant cohomology class and give an equivariant differential form representing it. We then use t…

2010-05-24abs ↗pdf ↗

The existence of a natural and projectively invariant quantization in the sense of P. Lecomte [Progr. Theoret. Phys. Suppl. (2001), no. 144, 125-132] was proved by M. Bordemann [math.DG/0208171], using the framework of Thomas-Whitehead connections. We extend the problem to the context of supermanifolds and adapt M. Bor…

2010-10-04abs ↗pdf ↗

We review some aspects, especially those we can tackle analytically, of a minimal model of closed economy analogous to the kinetic theory model of ideal gases where the agents exchange wealth amongst themselves such that the total wealth is conserved, and each individual agent saves a fraction (0 < lambda < 1) of wealt…

2010-04-28abs ↗pdf ↗