arXiv research

Framework evaluates medical image classification methods using a probabilistic model and a Twenty Questions paradigm.

We present about twenty conjectures, problems and questions about flat manifolds. Many of them build the bridges between the flat world and representation theory of the finite groups, hyperbolic geometry and dynamical systems.

Twenty years ago Gromov asked about how large is the set of isomorphism classes of groups whose systolic area is bounded from above. This article introduces a new combinatorial invariant for finitely presentable groups called {\it simplicial complexity} that allows to obtain a quite satisfactory answer to his question.…

Physicists believe, with some justification, that there should be a correspondence between familiar properties of Newtonian gravity and properties of solutions of the Einstein equations. The Positive Mass Theorem (PMT), first proved over twenty years ago \cite{SchoenYau79b,Witten81}, is a remarkable testament to this f…

Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.

The strong symmetric genus of a finite group is the minimum genus of a compact Riemann surface on which the group acts as a group of automorphisms preserving orientation. A characterization of the infinite number of groups with strong symmetric genus zero and one is well-known and the problem is finite for each strong …

Capital usually leads to income, and income is more accurately and easily measured. Thus we summarize income distributions in USA, Germany, etc.

Proves Montesinos-Nakanishi 3-move conjecture for links up to 20 crossings.

Improper affine spheres have played an important role in the development of geometric methods for the study of the Hessian one equation. Here, we review most of the advances we have made in this direction during the last twenty years.

Tropical geometry aids in computing topological quantum field theories.

Let $D$ be a Riemannian 2-disc of area $A$, diameter $d$ and length of the boundary $L$. We prove that it is possible to contract the boundary of $D$ through curves of length $\leq L + 200d\max\{1,\ln {\sqrt{A}\over d} \}$. This answers a twenty-year old question of S. Frankel and M. Katz, a version of which was asked …

Cricket betting is a multi-billion dollar market. Therefore, there is a strong incentive for models that can predict the outcomes of games and beat the odds provided by bookers. The aim of this study was to investigate to what degree it is possible to predict the outcome of cricket matches. The target competition was t…

The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps (1979). In the context of optimal portfolio selection with expected utility preferences this question has been a focus of considerable attention over the last twenty years. We…

A new mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock as well as new initial and boundary conditions. Conventional notions of maturity time and strike prices are not used. The Black-Scholes equation is solved…

We consider self-dual metrics on 3CP^2 of positive scalar curvature admitting a non-trivial Killing field, but which is not conformally isometric to LeBrun's metrics. Firstly, we determine defining equations of the twistor spaces of such self-dual metrics. Next we prove that conversely, the complex threefolds defined b…

This work is an introduction to the local geometric theory of Veronese webs developed in the last twenty years. Among the different possible approach, here one has chosen the point of view of differential forms. Moreover, in order to make its reading easier, this text is self-contained in which directly regards Verones…

The recent book by T. Piketty (Capital in the Twenty-First Century) promoted the important issue of wealth inequality. In the last twenty years, physicists and mathematicians developed models to derive the wealth distribution using discrete and continuous stochastic processes (random exchange models) as well as related…

HEAR benchmark evaluates audio representations for diverse tasks.

We show existence of constant mean curvature 1 surfaces in both hyperbolic 3-space and de Sitter 3-space with two complete embedded ends and any positive genus up to genus twenty. We also find another such family of surfaces in de Sitter 3-space, but with a different non-embedded end behavior.

We point out a simple equities trading strategy that allows a sufficiently large, market-neutral, quantitative hedge fund to achieve outsized returns while simultaneously contributing significantly to increasing global wealth inequality. Overnight and intraday return distributions in major equity indices in the United …

The economy globalization measure problem is discussed. Four macroeconomic indices of twenty among the "richest" countries are examined. Four types of "distances" are calculated.Two types of networks are next constructed for each distance measure definition. It is shown that the globalization process can be best charac…

Makeev proved that among centrally symmetric four-dimensional polytopes, with more than twenty facets and circumscribed about the Euclidean ball of diameter one, there is no universal cover for the family of unit diameter sets. In this paper we examine the converse problem, and prove that each centrally symmetric polyt…

In the lecture notes, the author will survey the development of conformal geometry on four dimensional manifolds. The topic she chooses is one on which she has been involved in the past twenty or more years: the study of the integral conformal invariants on 4-manifolds and geometric applications. The development was he…

This is the introduction I wrote for the multi-authored book "From Riemann to differential geometry and relativity", edited by L. Ji, A. Papadopoulos and S. Yamada (Berlin, Springer verlag, 2017). The book consists of twenty chapters, written by various authors. This introduction, besides giving the information on the …

We analyse the temporal changes in the cross correlations of returns on the New York Stock Exchange. We show that lead-lag relationships between daily returns of stocks vanished in less than twenty years. We have found that even for high frequency data the asymmetry of time dependent cross-correlation functions has a d…

Hamiltonian cycles found in toroidal maps.

Summarizes key algorithmic trading problems and recent advances.

This paper is a survey of the subject of variations of Hodge structure (VHS) considered as exterior differential systems (EDS). We review developments over the last twenty-six years, with an emphasis on some key examples. In the penultimate section we present some new results on the characteristic cohomology of a homog…

The Hull-White one factor model is used to price interest rate options. The parameters of the model are often calibrated to simple liquid instruments, in particular European swaptions. It is therefore very important to have very efficient pricing formula for simple instruments. Such a formula is proposed here for Europ…

Contractibility of tight contact structures on $S^3$ proven.

A great deal of academic and theoretical work has been dedicated to optimal liquidation of large orders these last twenty years. The optimal split of an order through time (`optimal trade scheduling') and space (`smart order routing') is of high interest \rred{to} practitioners because of the increasing complexity of t…

By proving precisely which singularity index lists arise from the pair of invariant foliations for a pseudo-Anosov surface homeomorphism, Masur and Smillie determined a Teichmüller flow invariant stratification of the space of quadratic differentials. In this final paper of a three-paper series, we give a first step to…

In an orientable surface with boundary, free homotopy classes of curves on surfaces are in one to one correspondence with cyclic reduced words in a set of standard generators of the fundamental group. The combinatorial length of a class is the number of letters of the corresponding word. The self-intersection of a free…

Paper disproves a theorem about Kauffman bracket skein module structure.

Three algorithms improve starting solutions for clustering problems.

A new learning framework reduces PV-Battery system costs by 3.6%.

For predictive maintenance, we examine one of the largest public datasets for machine failures derived along with their corresponding precursors as error rates, historical part replacements, and sensor inputs. To simplify the time and accuracy comparison between 27 different algorithms, we treat the imbalance between n…

Imputation with missing-indicators improves machine learning performance, especially for categorical attributes.

In 1981, covariantly constant spinors were introduced into Kaluza-Klein theory as a way of counting the number of supersymmetries surviving compactification. These are related to the holonomy group of the compactifying manifold. The first non-trivial example was provided in 1982 by D=11 supergravity on the squashed S7,…

In unsupervised outlier ensembles, the absence of ground truth makes the combination of base outlier detectors a challenging task. Specifically, existing parallel outlier ensembles lack a reliable way of selecting competent base detectors, affecting accuracy and stability, during model combination. In this paper, we pr…

We show how to construct, for each $r \geq 3$, an ageometric, fully irreducible $φ\in Out(F_r)$ whose ideal Whitehead graph is the complete graph on $2r-1$ vertices. This paper is the second in a series of three where we show that precisely eighteen of the twenty-one connected, simplicial, five-vertex graphs are ideal …

Almost twenty years ago, E.R. Fernholz introduced portfolio generating functions which can be used to construct a variety of portfolios, solely in the terms of the individual companies' market weights. I. Karatzas and J. Ruf recently developed another methodology for the functional construction of portfolios, which lea…

While the interpretability of machine learning models is often equated with their mere syntactic comprehensibility, we think that interpretability goes beyond that, and that human interpretability should also be investigated from the point of view of cognitive science. The goal of this paper is to discuss to what exten…

JEPA fails to improve language model performance when fine-tuning.

AI agents in experimental markets exhibit behavioral patterns that aggregate into market dynamics.

Functional portfolio generation, initiated by E.R. Fernholz almost twenty years ago, is a methodology for constructing trading strategies with controlled behavior. It is based on very weak and descriptive assumptions on the covariation structure of the underlying market model, and needs no estimation of model parameter…

CRF model improves protein secondary structure prediction.

Back cover text: Megaprojects and Risk provides the first detailed examination of the phenomenon of megaprojects. It is a fascinating account of how the promoters of multibillion-dollar megaprojects systematically and self-servingly misinform parliaments, the public and the media in order to get projects approved and b…