arXiv research

New clustering method for financial data with known cluster number.

Asymptotically consistent clustering algorithms for ergodic stochastic processes are developed.

We develop a local theory for the construction of singular spacetimes in all spacetime dimensions which become asymptotically self-similar as the singularity is approached. The techniques developed also allow us to construct and classify exact self-similar solutions which correspond to the formal asymptotic expansions …

We obtain two in a sense dual to each other results: First, that the capacity dimension of every compact, locally self-similar metric space coincides with the topological dimension, and second, that the asymptotic dimension of a metric space, which is asymptotically similar to its compact subspace coincides with the to…

The paper introduces a new method to detect rough volatility and market states using fractional derivatives.

Study large deviation principle for fractional stochastic volatility models.

We consider the class of self-similar Gaussian stochastic volatility models, and compute the small-time (near-maturity) asymptotics for the corresponding asset price density, the call and put pricing functions, and the implied volatilities. Unlike the well-known model-free behavior for extreme-strike asymptotics, small…

Study provides LDP for non self-similar stochastic volatility models.

Paper defines new sets and calculates their Hausdorff dimensions.

Global stock markets exhibit exponential growth and Gaussian fluctuations with self-similar monthly patterns.

We present new examples of complete embedded self-similar surfaces under mean curvature by gluing a sphere and a plane. These surfaces have finite genus and are the first examples of self-shrinkers in $\mathbb R^3$ that are not rotationally symmetric. The strategy for the construction is to start with a family of initi…

New model distinguishes Poisson processes from self-similar ones.

Self-similar solutions to geometric flows are stable under small perturbations.

Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.

We consider the heat flow of corotational harmonic maps from $\mathbb R^3$ to the three-sphere and prove the nonlinear asymptotic stability of a particular self-similar shrinker that is not known in closed form. Our method provides a novel, systematic, robust, and constructive approach to the stability analysis of self…

We construct many self-similar and translating solitons for Lagrangian mean curvature flow, including self-expanders and translating solitons with arbitrarily small oscillation on the Lagrangian angle. Our translating solitons play the same role as cigar solitons in Ricci flow, and are important in studying the regular…

The study proves uniqueness and symmetry of self-similar solutions in warped product spaces.

The self-similar solutions to the mean curvature flows have been defined and studied on the Euclidean space. In this paper we initiate a general treatment of the self-similar solutions to the mean curvature flows on Riemannian cone manifolds. As a typical result we extend the well-known result of Huisken about the asym…

New method clusters stationary stochastic processes using covariance-based dissimilarity.

The paper studies a flow of Legendre curves, generalizing the inverse curvature flow of regular curves.

The paper constructs and analyzes self-similar blowup solutions for a wave map equation.

The study examines the long-term behavior of a flow on Lie groups.

New method replaces traditional convex integration for solving geometric problems.

A simple unsupervised approach for cross-domain person re-identification.

The paper establishes bounds on the smoothness parameter in Gaussian process interpolation.

New self-similarity for Einstein vacuum equations identified.

Let $C\subset\mathbb{R}^{n+1}$ be a regular cone with vertex at the origin. In this paper, we show the uniqueness for smooth properly embedded self-shrinking ends in $\mathbb{R}^{n+1}$ that are asymptotic to $C$. As an application, we prove that not every regular cone with vertex at the origin has a smooth complete pro…

In this paper, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which one performs best to identify the transition from random efficient market behavior (EM) to herding behavior (HB) and hence, to find out the beginning of a market bubble. In particular, cla…

Study Ricci flows on manifolds, proving they behave like self-similar solutions and confirming a conjecture.

The paper establishes criteria for spacetime inextendibility using asymptotic volume-distance-ratio analysis.

In this article we investigate a family of nonlinear evolutions of polygons in the plane called the $β$-polygon flow and obtain some results analogous to results for the smooth curve shortening flow: (1) any planar polygon shrinks to a point and (2) a regular polygon with five or more vertices is asymptotically stable …

This work addresses the {\em singularity formation} of complete non-compact solutions to the conformally flat Yamabe flow whose conformal factors have {\em cylindrical behavior at infinity}. Their singularity profiles happen to be {\em Yamabe solitons}, which are {\em self-similar solutions} to the fast diffusion equat…

A local monotonicity formula for the Yang-Mills-Higgs flow on $G$-bundles over $\mathbb{R}^{n}$ ($n>4$) is proved. It is shown that the monotone quantity coïncides on certain self-similar solutions with that appearing in existing non-local monotonicity formulæ for the Yang-Mills and Yang-Mills-Higgs flows.

In [LW], we construct examples of two-dimensional Hamiltonian stationary self-shrinkers and self-expanders for Lagrangian mean curvature flows, which are asymptotic to the union of two Schoen-Wolfson cones. These self-shrinkers and self-expanders can be glued together to yield solutions of the Brakke flow - a weak form…

First constructed genus 2 Cantor set in 3D space.

In this paper, we consider the heat flow for Yang-Mills connections on $\mathbb{R}^5 \times SO(5)$. In the $SO(5)-$equivariant setting, the Yang-Mills heat equation reduces to a single semilinear reaction-diffusion equation for which an explicit self-similar blowup solution was found by Weinkove \cite{Wei04}. We prove …

We prove that the only self-similar surfaces of Euclidean 3-space which are foliated by circles are the self-similar surfaces of revolution discovered by S. Angenent and that the only ruled, self-similar surfaces are the cylinders over planar self-similar curves.

New method for constructing space-filling curves for self-similar sets.

The paper studies harmonic map heat flow stability and decay rates.

In this paper we construct an end of a self-similar shrinking solution of the mean curvature flow asymptotic to an isoparametric cone C and lying outside of C. We call a cone C in $R^{n+1}$ an isoparametric cone if C is the cone over a compact embedded isoparametric hypersurface $Γ\subset S^n$. The theory of isoparamet…

Lipschitz equivalence of self-similar sets is an important area in the study of fractal geometry. It is known that two dust-like self-similar sets with the same contraction ratios are always Lipschitz equivalent. However, when self-similar sets have touching structures the problem of Lipschitz equivalence becomes much …

Random neural networks with ReLU activations are non-Gaussian processes.

Two self-similar solutions found for time-like hypersurfaces in Minkowski spacetime.

The paper lists all self-similar solutions for a flow in 2D space.

We derive explicit recursive formulas for Target Close (TC) and Implementation Shortfall (IS) in the Almgren-Chriss framework. We explain how to compute the optimal starting and stopping times for IS and TC, respectively, given a minimum trading size. We also show how to add a minimum participation rate constraint (Per…

Classifies self-similar curve shortening flows in hyperbolic 2-space.

Study properties of self-similar continua with finite intersection property.

The article contains a construction of a self-similar dendryte which cannot be the attractor of any self-similar zipper.