ARISE models efficient markets without periodogram or Gaussianity assumptions.
arXiv research
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.
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We introduce a quantitative condition on orbits of dynamical systems which measures their aperiodicity. We show the existence of sequences in the Bernoulli-shift and geodesics on closed hyperbolic manifolds which are as aperiodic as possible with respect to this condition.
The first aperiodic monotiling, introduced by Taylor, was based on a trapezoidal prototile equipped with 14 distinct decorations. A presentation of the closely related Taylor-Socolar aperiodic monotiling is based on a hexagonal prototile equipped with 7 decorations. This paper gives decoration-free algebraic descriptio…
We construct the first aperiodic tiles for two amenable 3-dimensional Lie groups: Sol and the Heisenberg group. Our construction relies on the use of higher-dimensional uniformly finite homology. In particular, we settle completely the existence of aperiodic tiles for all of the non-compact geometries of 3-manifolds ap…
We give a homological construction of aperiodic tiles for certain open Riemannian surfaces admitting actions of Grigorchuk groups of intermediate growth.
The study examines aperiodicity properties of automorphism groups of free products of groups.
Study shows aperiodic sequences enhance Parrondo's effect, with Thue-Morse outperforming others.
A full Mealy automaton is associated with a graph and a square complex, which contains an anti-torus if and only if the automaton is bi-reversible and the graph is aperiodic.
Classifies tilings of hyperbolic plane by regular polygons.
We consider the demixing problem of two (or more) structured high-dimensional vectors from a limited number of nonlinear observations where this nonlinearity is due to either a periodic or an aperiodic function. We study certain families of structured superposition models, and propose a method which provably recovers t…
We provide a smoothening criterion for group actions on manifolds by singular diffeomorphisms. We prove that if a countable group has the fixed point property FW for walls (e.g. if it has property (T)), every aperiodic action of by diffeomorphisms that are of class with countably many singularities is con…
This article concerns upper bounds for -norms of random approximate eigenfunctions of the Laplace operator on a compact aperiodic Riemannian manifold We study chosen uniformly at random from the space of -normalized linear combinations of Laplace eigenfunctions with eigenvalues in the inte…
Given a knot in a closed connected orientable 3-manifold we prove that if the exterior of the knot admits an aperiodic contact form that is Euclidean near the boundary, then the 3-manifold is diffeomorphic to the 3-sphere and the knot is the unknot.
In this paper, we give sufficient conditions for a Perron number, given as the leading eigenvalue of an aperiodic matrix, to be a pseudo-Anosov dilatation of a compact surface. We give an explicit construction of the surface and the map when the sufficient condition is met.
This paper considers the problem of characterizing the simplest discrete point sets that are aperiodic, using invariants based on topological dynamics. A Delone set whose patch-counting function N(T), for radius T, is finite for all T is called repetitive if there is a function M(T) such that every ball of radius M(T)+…
We investigate serial correlation, periodic, aperiodic and scaling behaviour of eigenmodes, i.e. daily price fluctuation time-series derived from eigenvectors, of correlation matrices of shares listed on the Johannesburg Stock Exchange (JSE) from January 1993 to December 2002. Periodic, or calendar, components are dete…
Paper bridges matching rules and height functions in aperiodic tilings.
The main goal of this paper is to define a 1-1 correspondence between between substitution tilings constructed by inflation and the arithmetic of positional representation in the underlying real vector space. It introduces a generalization of inflationary tessellations to equivalence classes of tiles. Two tiles belong …
We show that uniformly finite homology of products of trees vanishes in all degrees except degree , where it is infinite dimensional. Our method is geometric and applies to several large scale homology theories, including almost equivariant homology and controlled coarse homology. As an application we determine …
Enhances topology optimization with multiclass microstructures using latent variable Gaussian process.
The paper analyzes learning rates for non-irreducible Markov chains.
We construct a new aperiodic symplectic plug and hence new smooth counterexamples to the Hamiltonian Seifert conjecture in R^{2n} for n>2. In other words, we develop an alternative procedure, to those of V. L. Ginzburg and M. Herman, for constructing smooth Hamiltonian flows, on the standard symplectic R^{2n} for n>2, …
We define families of aperiodic words associated to Lorenz knots that arise naturally as syllable permutations of symbolic words corresponding to torus knots. An algorithm to construct symbolic words of satellite Lorenz knots is defined. We prove, subject to the validity of a previous conjecture, that Lorenz knots code…
We consider the problem of estimating from sample paths the absolute spectral gap of a reversible, irreducible and aperiodic Markov chain over a finite state space . We propose the (Upper Confidence Power Iteration) algorithm for this problem, a low-complexity algorithm …
We define a new spectrum for compact length spaces and Riemannian manifolds called the "covering spectrum" which roughly measures the size of the one dimensional holes in the space. More specifically, the covering spectrum is a set of real numbers which identify the distinct covers of the space. We investigat…
The subject of this paper is the relationship among the marked length spectrum, the length spectrum, the Laplace spectrum on functions, and the Laplace spectrum on forms on Riemannian nilmanifolds. In particular, we show that for a large class of three-step nilmanifolds, if a pair of nilmanifolds in this class has the …
The subject of this paper is the relationship among the marked length spectrum, the length spectrum, the Laplace spectrum on functions, and the Laplace spectrum on forms on Riemannian nilmanifolds. In particular, we show that for a large class of three-step nilmanifolds, if a pair of nilmanifolds in this class has the …
Study the energy spectrum of metrics on surfaces and its relation to simple length spectrum.
Study shows spectrum properties for specific Hadamard manifolds.
Proofs high-dimensional spectrum convergence of weighted sample covariance.
Iterative method 'Concent' corrects spectrum bias in covariance matrices.
Develops a new spectrum for annular links, recovering a transverse invariant at extreme gradings.
The spectrum of certain manifolds matches that of hyperbolic space if the bottom spectrum is maximal.
Lower bounds for Hodge-Laplacian spectrum on orbifolds.
How to generalize the concept of eigenvalues of quadratic forms to eigenvalues of arbitrary, even, homogeneous continuous functionals, if stability of the set of eigenvalues under small perturbations is required? We compare two possible generalizations, Gromov's homotopy significant spectrum and the Krasnoselskii spect…
Paper forecasts financial trading durations using a new point process model.
We construct Riemannian manifolds with singular continuous spectrum embedded in the absolutely continuous spectrum of the Laplacian. Our manifolds are asymptotically hyperbolic with sharp curvature bounds.
Trapezoids uniquely identified by their Dirichlet Laplace spectrum.
In 2004, Sormani and Wei introduced the covering spectrum: a geometric invariant that isolates part of the length spectrum of a Riemannian manifold. In their paper they observed that certain Sunada isospectral manifolds share the same covering spectrum, thus raising the question of whether the covering spectrum is a sp…
Survey on bottom of spectrum of Hodge Laplacian on complete noncompact Kähler manifolds
The paper extends decay estimates to graphs with positive spectrum.
Upper bounds for volume spectrum depend on volume, dimension, and a conformal invariant.
Upper bounds for essential spectrum of minimal submanifolds linked to volume growth.
Study on magnetic Dirac operators and their spectrum.
Notes on continuity of discrete-spectrum Fredholm operators.
The rigidity of marked length spectrum for closed hyperbolic surfaces due to Fricke-Klein [7] has been the motivation of many different rigidity results, specially for manifolds of negative curvature. From the works of Vigneras [18], Sunada [17] and many other authors this result is far from being true for the unmarked…
Study essential spectrum of differential operators on geometrically finite orbifolds.
ManifoldFlow relaxes fixed-spectrum Stiefel layers to learn a positive spectrum.