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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.

168,695 papers · 148 categories

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58115173230 · Jun 202619922001200920172026
48 results for Weeks manifold

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.

2013-11-29abs ↗pdf ↗

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.

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 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.

1999-06-02abs ↗pdf ↗

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…

2008-09-02abs ↗pdf ↗

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…

2002-03-19abs ↗pdf ↗

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.

2003-11-21abs ↗pdf ↗

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.

You are a financial analyst. At the beginning of every week, you are able to rank every pair of stochastic processes starting from that week up to the horizon. Suppose that two processes are equal at the beginning of the week. Your ranking procedure is time consistent if the ranking does not change between this week an…

2017-11-23abs ↗pdf ↗

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.

We present various examples of cosmetic bandings on knots and links, that is, bandings on knots and links leaving their types unchanged. As a byproduct, we give a hyperbolic knot which admits exotic chirally cosmetic surgeries yielding hyperbolic manifolds. This gives a counterexample to a conjecture raised by Bleiler,…

2016-02-04abs ↗pdf ↗

Following on from work of Dunfield, we determine the fibred status of all the unknown hyperbolic 3-manifolds in the cusped census. We then find all the fibred hyperbolic 3-manifolds in the closed census and use this to find over 100 examples each of closed and cusped virtually fibred non-fibred census 3-manifolds, incl…

2004-10-13abs ↗pdf ↗

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…

2005-05-04abs ↗pdf ↗

This paper is the second in a series whose goal is to understand the structure of low-volume complete orientable hyperbolic 3-manifolds. Using Mom technology, we prove that any one-cusped hyperbolic 3-manifold with volume <= 2.848 can be obtained by a Dehn filling on one of 21 cusped hyperbolic 3-manifolds. We also sho…

2007-05-30abs ↗pdf ↗

We construct arithmetic Kleinian groups that are profinitely rigid in the absolute sense: each is distinguished from all other finitely generated, residually finite groups by its set of finite quotients. The Bianchi group PSL(2,Z[ω])\mathrm{PSL}(2,\mathbb{Z}[ω]) with ω2+ω+1=0ω^2+ω+1=0 is rigid in this sense. Other examples include th…

2018-11-11abs ↗pdf ↗

Conventional surveillance systems for monitoring infectious diseases, such as influenza, face challenges due to shortage of skilled healthcare professionals, remoteness of communities and absence of communication infrastructures. Internet-based approaches for surveillance are appealing logistically as well as economica…

2018-11-27abs ↗pdf ↗

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).

W. Thurston suggested a method for computing hyperbolic volume of hyperbolic 3-manifolds, based on a triangulation of the manifold. The method was implemented by J. Weeks in the program SnapPea, which produces a decimal approximation as a result. For hyperbolic 2-bridge links, we give formulae that allow one to find th…

2012-11-21abs ↗pdf ↗

The Kuperberg invariant is shown to be gauge invariant for certain framed 3-manifolds.

problem Exploring gauge invariance of the Kuperberg invariant for specific 3-manifolds.
method Using hyperbolic 3-manifolds and finite-dimensional Hopf algebras.
result First examples of gauge invariants of general finite-dimensional Hopf algebras via topological methods.

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 identify 998 closed hyperbolic 3-manifolds whose volumes are rationally related to Dedekind zeta values, with coprime integers aa and bb giving a/bvol(M)=(D)3/2/(2π)2n4(ζK(2))/(2ζ(2))a/b vol(M)=(-D)^{3/2}/(2π)^{2n-4} (ζ_K(2))/(2ζ(2)) for a manifold M whose invariant trace field KK has a single complex place, discriminant DD, degree nn, and Dedekin…

1998-11-19abs ↗pdf ↗

This is a companion paper of arXiv:1601.03586. We study Coulomb branches of unframed and framed quiver gauge theories of type ADEADE. In the unframed case they are isomorphic to the moduli space of based rational maps from CP1{\mathbb C}P^1 to the flag variety. In the framed case they are slices in the affine Grassmannia…

2016-04-13abs ↗pdf ↗

Extending methods first used by Casson, we show how to verify a hyperbolic structure on a finite triangulation of a closed 3-manifold using interval arithmetic methods. A key ingredient is a new theoretical result (akin to a theorem by Neumann-Zagier and Moser for ideal triangulations upon which HIKMOT is based) showin…

2019-04-27abs ↗pdf ↗

It has been observed that most manifolds in the Callahan-Hildebrand-Weeks census of cusped hyperbolic 33-manifolds are obtained by surgery on the minimally twisted 5-chain link. A full classification of the exceptional surgeries on the 5-chain link has recently been completed. In this article, we provide a complete cl…

2012-10-05abs ↗pdf ↗

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.

2011-07-04abs ↗pdf ↗

Any one-cusped hyperbolic manifold M with an unknotting tunnel tau is obtained by Dehn filling a cusp of a two-cusped hyperbolic manifold. In the case where M is obtained by "generic" Dehn filling, we prove that tau is isotopic to a geodesic, and characterize whether tau is isotopic to an edge in the canonical decompos…

2011-05-17abs ↗pdf ↗

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…

2012-12-11abs ↗pdf ↗

This paper offers a general and comprehensive definition of the day-of-the-week effect. Using symbolic dynamics, we develop a unique test based on ordinal patterns in order to detect it. This test uncovers the fact that the so-called "day-of-the-week" effect is partly an artifact of the hidden correlation structure of …

2018-01-24abs ↗pdf ↗

A 3-manifold is Haken if it contains a topologically essential surface. The Virtual Haken Conjecture says that every irreducible 3-manifold with infinite fundamental group has a finite cover which is Haken. Here, we discuss two interrelated topics concerning this conjecture. First, we describe computer experiments whic…

2002-09-17abs ↗pdf ↗

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)H \in (0,1/2) are inconsistent with SPX smiles, especially at short maturities.