arXiv research

Researchers create a teapot model for Mandelbrot set, proving connectedness.

Mandelbrot set is a closure of the set of zeroes of $resultant_x(F_n,F_m)$ for iterated maps $F_n(x)=f^{\circ n}(x)-x$ in the moduli space of maps $f(x)$. The wonderful fact is that for a given $n$ all zeroes are not chaotically scattered around the moduli space, but lie on smooth curves, with just a few cusps, located…

New framework captures non-autonomous IFS limit set topology.

Mandelbrot unified diverse fields with scaling concept.

This is a short review in honor of B. Mandelbrot's 80st birthday, to appear in W ilmott magazine. We discuss how multiplicative cascades and related multifractal ideas might be relevant to model the main statistical features of financial time series, in particular the intermittent, long-memory nature of the volatility.…

The condition for stationary increments, not scaling, detemines long time pair autocorrelations. An incorrect assumption of stationary increments generates spurious stylized facts, fat tails and a Hurst exponent H_s=1/2, when the increments are nonstationary, as they are in FX markets. The nonstationarity arises from s…

The paper applies communication theory to improve language model reranking.

According to an analogy to quasi-Fuchsian groups, we investigate topological and combinatorial structures of Lyubich and Minsky's affine and hyperbolic 3-laminations associated with the hyperbolic and parabolic quadratic maps. We begin by showing that hyperbolic rational maps in the same hyperbolic component have quasi…

There is more and more empirical evidence that multifractality constitutes another and perhaps the most significant financial stylized fact. A realistic model of the financial dynamics should therefore incorporate this effect. The most promising in this respect is the Multifractal Model of Asset Returns (MMAR) introduc…

In 1985, Barnsley and Harrington defined a ``Mandelbrot Set'' $\mathcal{M}$ for pairs of similarities --- this is the set of complex numbers $z$ with $0<|z|<1$ for which the limit set of the semigroup generated by the similarities $x \mapsto zx$ and $x \mapsto z(x-1)+1$ is connected. Equivalently, $\mathcal{M}$ is the …

We suggest an original physical approach to describe the mechanism of market pricing. The core of our approach is to consider pricing at different time scales separately, using independent equations of motion. Such an approach leads to a pricing model that not only allows estimating the volatility of future market pric…

In stochastic finance, one traditionally considers the return as a competitive measure of an asset, {\it i.e.}, the profit generated by that asset after some fixed time span $Δt$, say one week or one year. This measures how well (or how bad) the asset performs over that given period of time. It has been established tha…

Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the non-monotonic behavior of the generalized Hurst exponent $h(q)$ -- the fundament…

Let $Λ$ be the limit set of a conformal dynamical system, i.e. a Kleinian group acting on either finite- or infinite-dimensional real Hilbert space, a conformal iterated function system, or a rational function. We give an easily expressible sufficient condition, requiring that the limit set is not too much bigger than …

For classification of the high frequency trading quantities, waiting times, price increments within and between sessions are referred to as the a-, b-, and c-increments. Statistics of the a-b-c-increments are computed for the Time & Sales records posted by the Chicago Mercantile Exchange Group for the futures traded on…

Pricing of high-dimensional options is one of the most important problems in Mathematical Finance. The objective of this manuscript is to present an original self-contained treatment of the multidimensional pricing. During the past decades the Black-Scholes this model, which essentially is based on the log-normal assum…

The goal of this investigation was to overcome limitations of a persistency analysis, introduced by Benoit Mandelbrot for fractal Brownian processes: nondifferentiability, Brownian nature of process and a linear memory measure. We have extended a sense of a Hurst factor by consideration of a phase diffusion power law. …

Study shows Julia sets and gasket limit sets are quasiconformally different.

Study shows non-symmetric convex sets have full boundary limits.

The paper analyzes set-to-set matching with neural networks, focusing on theoretical generalization.

Generative model learns to autoencode and generate sets of images.

Study on cold and freezing sets in digital images.

Paper solves whether zero sets are mapping degree sets.

Matching two different sets of items, called heterogeneous set-to-set matching problem, has recently received attention as a promising problem. The difficulties are to extract features to match a correct pair of different sets and also preserve two types of exchangeability required for set-to-set matching: the pair of …

New set-valued star-shaped risk measures introduced for better risk assessment.

We introduce the concept of hereditarily non uniformly perfect sets, compact sets for which no compact subset is uniformly perfect, and compare them with the following: Hausdorff dimension zero sets, logarithmic capacity zero sets, Lebesgue 2-dimensional measure zero sets, and porous sets. In particular, we give an exa…

Study dynamics and topology of flows near non-saddle sets or W-sets.

The study explores mapping degree sets and their properties for manifolds.

Current approaches for predicting sets from feature vectors ignore the unordered nature of sets and suffer from discontinuity issues as a result. We propose a general model for predicting sets that properly respects the structure of sets and avoids this problem. With a single feature vector as input, we show that our m…

This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.

Consider a general machine learning setting where the output is a set of labels or sequences. This output set is unordered and its size varies with the input. Whereas multi-label classification methods seem a natural first resort, they are not readily applicable to set-valued outputs because of the growth rate of the o…

Deep Sets approximates functions on sets with high-dimensional latent space.

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

A stability-based method selects the most desirable conformal prediction set.

The paper links set cuspidality to function regularity and flatness.

This work establishes properties on diffeological structures for set-valued maps and measures.

Causal Set Theory's Hauptvermutung is resolved in two ways, one of which is true.

This letter introduces an abstract learning problem called the "set embedding": The objective is to map sets into probability distributions so as to lose less information. We relate set union and intersection operations with corresponding interpolations of probability distributions. We also demonstrate a preliminary so…

Find limiting sets for digital cones and suspensions.

Analytic sets with unique infinite tangent cone are algebraic.

Study freezing sets for digital images in a 2D grid.

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

Representations of sets are challenging to learn because operations on sets should be permutation-invariant. To this end, we propose a Permutation-Optimisation module that learns how to permute a set end-to-end. The permuted set can be further processed to learn a permutation-invariant representation of that set, avoid…

Develops deep neural network techniques for sets as input and output.

Proves a theorem for Assouad dimension with applications to distance sets and radial projections.

The paper explores connections between perimeter, area, and visual angle of convex sets.

The paper defines cyclic sets from ribbon string links and connects them to quantum invariants.

New tools for constructing fixed point sets in digital topology.