Algorithm extends Euclidean cell decomposition to projective surfaces.
problem Computing Euclidean cell decomposition for non-hyperbolic surfaces.
method Generalised Weeks' algorithm to strictly convex projective surfaces.
result Algorithm successfully decomposes Euclidean cell structure for projective surfaces.
New study finds day-of-the-week effects in stock market returns using multifractal analysis.
problem Exploring calendar anomalies in stock markets, particularly day-of-the-week effects.
method Multifractal Detrended Fluctuation Analysis (MF-DFA) applied to daily returns of market indices.
result Monday returns exhibit more persistent behavior and richer multifractal structures than other days.
Study uses Instagram data to predict flu-like illnesses.
problem Influenza surveillance challenges due to resource limitations.
method Machine learning models trained on Instagram data, including visual content.
result Best nowcasting model had an MAE of 11.33 and correlation of 0.963.
We present a simple algorithm for finding eigenmodes of the Laplacian for arbitrary compact hyperbolic 3-manifolds. We apply our algorithm to a sample of twelve manifolds and generate a list of the lowest eigenvalues. We also display a selection of eigenmodes taken from the Weeks space.
Study examines Bitcoin's volatility and returns using stochastic volatility model.
problem Characterizing Bitcoin as a financial asset and its volatility patterns.
method Asymmetric stochastic volatility model applied to Bitcoin data from 2013-2019.
result Bitcoin shows weak post-holiday effects and no asymmetry effect in returns and volatility.
Study finds biotech stocks perform better on Wednesdays and Thursdays.
problem Day-of-the-week effect on biotechnology stocks performance.
method Daily returns analysis using GARCH processes and asymmetric GARCH models.
result Biotechnology stocks have higher returns on Wednesdays, Thursdays, and Fridays.
The p-index improves investment performance for NYSE stocks but not for SSE stocks.
problem Improving investment performance for stocks using the p-index.
method Comparing different p-ratio strategies and empirical efficient frontiers for SSE and NYSE stocks.
result The p-index enhances investment performance for NYSE stocks but not for SSE stocks.
Paper proves equivalence between time consistency and nested formula in financial rankings.
problem Ranking consistency of stochastic processes over time.
method Minimalist definition of Time Consistency and proof of equivalence with Nested Formula.
result Two assessments are consistent if one is factored into the other.
EGPR method forecasts power grid load and generation with high accuracy.
problem Accurate week-long forecasting of load demand and power generation for efficient power grid operation.
method Gaussian process regression with ensembles of preceding weeks' data.
result EGPR method outperforms traditional methods in forecasting weekly load and generation.
Automated trading systems on developed and emerging capital markets are studied in this paper. The standard for developed market is automated trading system with 40-days simple moving average. We tested it for the index SIX Industrial for 1000 and 730 trading days of the slovak emerging capital market. The Buy and Hold…
Paper presents a new time-series segmentation technique for mobile phone user behavior.
problem Current segmentation techniques do not accurately capture individual user behavior over time.
method Behavior-Oriented Time Segmentation (BOTS) technique that considers temporal coverage and number of incidences.
result BOTS technique better captures user behavior at various times of day and week.
Study forecasts sub-city real estate prices weekly using radar and news sentiment.
problem Limited availability of reliable real estate price indicators at neighborhood and long horizons.
method Combining satellite radar signals and news sentiment to forecast sub-city real estate prices.
result The multimodal model reduces mean absolute error by 35% at long horizons (26-34 weeks).
This paper presents deep learning models for NIFTY 50 stock price prediction.
problem Accurately predicting stock prices using historical data.
method Used CNN and LSTM-based deep learning models on NIFTY 50 historical data.
result Univariate encoder-decoder convolutional LSTM model is the most accurate.
Paper proposes a new test to detect spurious seasonality in time series data.
problem Detecting spurious seasonality in time series data.
method Developed a non-parametric test based on ordinal patterns using symbolic dynamics.
result The day-of-the-week effect is partly an artifact of hidden correlation structure.
Improved lower bounds on 2-bridge link complexity.
problem Finding minimal triangulations of 2-bridge link complements.
method Explicit angle structures and volume estimates.
result Explicit lower bounds on link complexity.
New tiling algorithm for hyperbolic 3-manifolds, characterizing cusp areas.
problem Characterizing and computing maximal cusp areas in hyperbolic 3-manifolds.
method Developed a new tiling algorithm and provided simpler expressions for distances.
result Completely characterized the space of cusp neighborhoods and found the Epstein-Penner decomposition.
We investigate quotation and transaction activities in the foreign exchange market for every week during the period of June 2007 to December 2010. A scaling relationship between the mean values of number of quotations (or number of transactions) for various currency pairs and the corresponding standard deviations holds…
Study identifies two borrowing patterns in UK payday loan users.
problem Financial vulnerability of payday loan users.
method Two-state hidden Markov model (HMM) using Open Banking data.
result 36.4% of borrowers experience high-intensity exposure for 12 weeks or more.
Paper develops geometry for Kleinian groups using Farey polynomials.
problem Understanding the geometry of Kleinian groups generated by parabolic elements.
method Sakuma-Weeks triangulations and Farey recursive polynomials.
result Simple recursive algorithm to determine link complement geometry.
p-index approach shows efficient-contrarian strategy outperforms others in low-sentiment periods
problem Evaluating investment strategies in stock markets
method Using p-index risk measure with European put option
result Efficient-contrarian strategy outperforms others in low-sentiment periods
Paper predicts player retention in mobile games quickly.
problem Predicting player retention in free-to-play mobile games.
method Heuristic modeling to build simple retention prediction rules.
result Heuristic approach achieves comparable performance to common algorithms.
Study predicts dropout and certification in MOOCs using student logs and forum data.
problem Predicting attrition and certification in MOOCs.
method Survival analysis, feature selection, and model evaluation.
result Identifies relevant features for predicting dropout and certification.
We identify a duplicate pair in the well-known Callahan-Hildebrand-Weeks census of cusped finite-volume hyperbolic 3-manifolds. Specifically, the six-tetrahedron non-orientable manifolds x101 and x103 are homeomorphic.
This book was intended to serve as supporting material for a mini-course on web geometry delivered at the 27th Brazilian Mathematical Colloquium which took place at IMPA in the last week of July 2009.
SBS policy improves crypto market forecasts by 0.15% with minimal model changes.
problem Improving crypto market forecasting models while minimizing model state transitions.
method Shadow Before Swap (SBS) policy that warm-refits and evaluates challenger models.
result Reduces NLL by 0.1472% relative to continuous maintenance in historical data.
New examples of hyperbolic links with generalized torsion elements found.
problem Finding generalized torsion elements in the fundamental groups of hyperbolic links.
method Analyzing the Weeks manifold, figure-eight sister manifold, and Whitehead sister link to identify generalized torsion elements.
result First examples of hyperbolic links with link groups admitting generalized torsion elements.
We show that power-law analyses of financial commentaries from newspaper web-sites can be used to identify stock market bubbles, supplementing traditional volatility analyses. Using a four-year corpus of 17,713 online, finance-related articles (10M+ words) from the Financial Times, the New York Times, and the BBC, we s…
The paper studies Coulomb branches of quiver gauge theories and their connections to Grassmannians.
problem Understanding the structure of Coulomb branches in quiver gauge theories.
method Analyzes the moduli space of rational maps and slices in the affine Grassmannian.
result Identifies the quantized Coulomb branch with the truncated shifted Yangian.
The paper models ATM cash withdrawal chaos and forecasts using deep learning.
problem Forecasting ATM cash withdrawals in an Indian bank.
method Chaos modeling of ATM cash withdrawal time series, deep learning methods (ARIMA, RF, SVR, MLP, GMDH, GRNN, LSTM, 1D CNN).
result Deep learning models show similar performance to random forest in forecasting ATM cash withdrawals.
We extend to the context of hyperbolic 3-manifolds with geodesic boundary Thurston's approach to hyperbolization by means of geometric triangulations. In particular, we introduce moduli for (partially) truncated hyperbolic tetrahedra, and we discuss consistency and completeness equations. Moreover, building on previous…
We complete the project begun by Callahan, Dean and Weeks to identify all knots whose complements are in the SnapPea census of hyperbolic manifolds with seven or fewer tetrahedra. Many of these ``simple'' hyperbolic knots have high crossing number. We also compute their Jones polynomials.
If M is an atoroidal 3-manifold with a taut foliation, Thurston showed that pi_1(M) acts on a circle. Here, we show that some other classes of essential laminations also give rise to actions on circles. In particular, we show this for tight essential laminations with solid torus guts. We also show that pseudo-Anosov fl…
Study finds recurring patterns in cryptocurrency volatility and liquidity.
problem Recurring patterns in volatility and liquidity of major cryptocurrencies.
method Data from two centralized exchanges and a decentralized exchange analyzed for patterns.
result Systematic patterns in volatility and liquidity across different timeframes.
These notes briefly summarize the lectures for the Summer School "Optimal transportation: Theory and applications" held by the second author in Grenoble during the week of June 22-26, 2009. Their goal is to describe some recent results on Brenier's variational models for incompressible Euler equation.
New method speeds up image denoising models without sacrificing performance.
problem Efficiently training models for image denoising tasks.
method Introduces superkernel techniques for fast training of dense prediction models.
result Demonstrates effectiveness on SIDD+ benchmark with 6-8 RTX2080 GPU hours.
New algorithms improve time series prediction with uncertainty quantification.
problem Uncertainty quantification for time series prediction.
method Combines conformal prediction and control theory for online, adaptive forecasting.
result Improves coverage over ensemble forecasters in real-world applications.
Study finds rough volatility models underperform in SPX option pricing.
problem Inconsistency of rough volatility models with SPX option prices.
method Empirical study using SPX options data, comparing rough and Markovian models.
result Rough volatility models with H∈(0,1/2) are inconsistent with SPX smiles, especially at short maturities. We enumerate the small-volume manifolds that can be obtained by Dehn filling on Mom-2 and Mom-3 manifolds as defined by Gabai, Meyerhoff, and the author. In so doing we complete the proof that the Weeks manifold is the minimum-volume compact hyperbolic 3-manifold, as well as enumerating the 10 smallest one-cusped hyper…
Study predicts future hospitalizations to manage COVID-19 patient surge.
problem Managing hospitalization needs during COVID-19 pandemic.
method Used 4 recurrent neural networks to predict hospitalization changes.
result Sequence to sequence model with attention achieved high accuracy and AUC.
Adaptive ensemble improves flu forecasts with minimal data.
problem Accurate flu forecasts to help public health.
method Adaptive stacking of ensembles, changing model weights weekly.
result Adaptive ensemble outperforms static ensembles in flu forecasts.
A variation of the Minority Game has been applied to study the timing of promotional actions at retailers in the fast moving consumer goods market. The underlying hypotheses for this work are that price promotions are more effective when fewer than average competitors do a promotion, and that a promotion strategy can b…
This workshop about triangulations of manifolds in computational geometry and topology was held at the 2014 CG-Week in Kyoto, Japan. It focussed on computational and combinatorial questions regarding triangulations, with the goal of bringing together researchers working on various aspects of triangulations and of foste…
Hans Duistermaat was scheduled to lecture in the 2010 School on Poisson Geometry at IMPA, but passed away suddenly. This is a record of a talk I gave at the 2010 Conference on Poisson Geometry (the week after the School) to share some of my memories of him and to give a brief assessment of his impact on the subject.
Hybrid model predicts stock prices using ML, DL, and NLP.
problem Improving prediction accuracy of stock price movement.
method Machine learning, deep learning, natural language processing, sentiment analysis.
result LSTM model outperforms traditional machine learning models.
Given a reduced alternating diagram for a link, we obtain conditions that guarantee that the link complement has a complete hyperbolic structure, crossing arcs are the edges of an ideal geodesic triangulation, and every crossing arc is isotopic to a simple geodesic. The latter was conjectured by Sakuma and Weeks in 199…
We present a short overview on the strongest variational formulation for gradient flows of geodesically λ-convex functionals in metric spaces, with applications to diffusion equations in Wasserstein spaces of probability measures. These notes are based on a series of lectures given by the second author for the Summer…
Study evaluates how changes in mobility affect COVID-19 case rates.
problem Mixed evidence on mobility-COVID-19 case rate associations.
method Modified treatment policy (MTP) approach with TMLE and Super Learner ensemble.
result Shifts in mobility do not consistently affect subsequent case rates after adjusting for confounders.
Workshop on geometry and imagination in Minneapolis.
problem Teaching geometry and imagination concepts.
method Interactive summer workshop led by mathematicians.
result Developed educational materials for teaching geometry and imagination.