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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.

169,181 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920182026
48 results for asymptotic self-similar sets

New clustering method for financial data with known cluster number.

problem Clustering financial data with known number of clusters.
method Introduced a covariance-based dissimilarity measure for multifractional Brownian motions.
result Asymptotically consistent clustering algorithms for multifractional Brownian motions.

Lipschitz equivalence of self-similar sets is an important area in the study of fractal geometry. It is known that two dust-like self-similar sets with the same contraction ratios are always Lipschitz equivalent. However, when self-similar sets have touching structures the problem of Lipschitz equivalence becomes much …

2012-07-28abs ↗pdf ↗

Self-similar solutions to geometric flows are stable under small perturbations.

problem Stability of self-similar solutions in geometric flows.
method Global analytic solutions, compactness arguments, spatial equi-decay properties, and estimates of linearized operator.
result Perturbed solutions are asymptotically self-similar as time tends to infinity.

In this paper, we consider the heat flow for Yang-Mills connections on R5×SO(5)\mathbb{R}^5 \times SO(5). In the SO(5)SO(5)-equivariant setting, the Yang-Mills heat equation reduces to a single semilinear reaction-diffusion equation for which an explicit self-similar blowup solution was found by Weinkove \cite{Wei04}. We prove …

2016-04-26abs ↗pdf ↗

We obtain two in a sense dual to each other results: First, that the capacity dimension of every compact, locally self-similar metric space coincides with the topological dimension, and second, that the asymptotic dimension of a metric space, which is asymptotically similar to its compact subspace coincides with the to…

2005-09-19abs ↗pdf ↗

The study proves uniqueness and symmetry of self-similar solutions in warped product spaces.

problem Uniqueness and symmetry of self-similar solutions in warped product spaces.
method Analysis of curvature flows with homogeneous speed functions in warped product spaces.
result Compact star-shaped self-similar solutions in warped product spaces are slices.

The paper studies a flow of Legendre curves, generalizing the inverse curvature flow of regular curves.

problem Analyzing the inverse curvature flow of Legendre curves.
method Investigates the unique existence, monotonicity, and asymptotic behavior of the flow.
result The flow asymptotically converges to a self-similar solution, categorized by initial curve.

In [9] Kaimanovich introduced the concept of augmented tree on the symbolic space of a self-similar set. It is hyperbolic in the sense of Gromov, and it was shown in [13] that under the open set condition, a self-similar set can be identified with the hyperbolic boundary of the tree. In the paper, we investigate in det…

2012-05-16abs ↗pdf ↗

Study properties of self-similar continua with finite intersection property.

problem Characterize self-similar continua with finite intersection property.
method Prove intersection graph criterion, finite order theorem, and parameter matching theorem.
result All Jordan arcs starting from a intersection point in such continuum on a plane should have the same slope parameter at that point.

The paper constructs and analyzes self-similar blowup solutions for a wave map equation.

problem Existence and stability of self-similar blowup solutions for a wave map equation.
method Construction of self-similar solutions, detailed nonlinear stability analysis, spectral analysis of linearized operators.
result Sharp semigroup bounds and nonlinear stability of all discretely self-similar profiles in all dimensions.

The study examines the long-term behavior of a flow on Lie groups.

problem Understanding the long-time behavior of the pluriclosed flow on Lie groups.
method Analysis of left-invariant Hermitian structures on Lie groups, proving convergence and existence of solutions.
result Solutions on certain Lie groups converge to self-similar solutions, some of which are shrinking solitons.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗

The study explores homeomorphism groups of self-similar 2-manifolds, including the 2-sphere and Cantor set.

problem Understanding the structure and properties of homeomorphism groups of self-similar 2-manifolds.
method Survey of recent results, exposition of classical results, treatment of stable sets, and proof of new theorems.
result Characterization of homeomorphisms of perfectly self-similar 2-manifolds and extensions of existing results.

Let CRn+1C\subset\mathbb{R}^{n+1} be a regular cone with vertex at the origin. In this paper, we show the uniqueness for smooth properly embedded self-shrinking ends in Rn+1\mathbb{R}^{n+1} that are asymptotic to CC. As an application, we prove that not every regular cone with vertex at the origin has a smooth complete pro…

2011-10-03abs ↗pdf ↗

Asymptotically consistent clustering algorithms for ergodic stochastic processes are developed.

problem Clustering stochastic processes with consistency guarantees.
method Review and development of clustering algorithms for ergodic stochastic processes.
result Asymptotically consistent clustering algorithms can be obtained for ergodic stochastic processes.

Study provides LDP for non self-similar stochastic volatility models.

problem Analyzing non self-similar stochastic volatility models.
method Short-time large deviation principle (LDP) for models with Volterra process.
result Derives consequences for option prices, implied volatility surfaces, and skew.

Global stock markets exhibit exponential growth and Gaussian fluctuations with self-similar monthly patterns.

problem Understanding regularities in stock market fluctuations across different countries.
method Analysis of daily and monthly stock indices from six countries.
result Monthly stock growth is statistically self-similar to daily growth and follows a Wiener process.

Study Ricci flows on manifolds, proving they behave like self-similar solutions and confirming a conjecture.

problem Understanding the behavior of Ricci flows on higher-dimensional manifolds.
method Analyzing nn-dimensional Ricci flows with non-negative Ricci curvature, starting at metric cones.
result Ricci flows behave like self-similar solutions up to an exponential error in time.

This work addresses the {\em singularity formation} of complete non-compact solutions to the conformally flat Yamabe flow whose conformal factors have {\em cylindrical behavior at infinity}. Their singularity profiles happen to be {\em Yamabe solitons}, which are {\em self-similar solutions} to the fast diffusion equat…

2013-06-04abs ↗pdf ↗

Fractal Lipschitz-Killing curvature measures C^f_k(F,.), k = 0, ..., d, are determined for a large class of self-similar sets F in R^d. They arise as weak limits of the appropriately rescaled classical Lipschitz-Killing curvature measures C_k(F_r,.) from geometric measure theory of parallel sets F_r for small distances…

2010-07-05abs ↗pdf ↗

Study on self-similar surfaces and their mapping class groups generated by involutions.

problem When do big mapping class groups of self-similar surfaces generated by involutions?
method Investigation of self-similar surfaces with self-similar ends, focusing on infinite and one maximal ends.
result For self-similar surfaces with infinite maximal ends, their mapping class groups are generated by involutions and are uniformly perfect.

In this paper, we study two classes of planar self-similar fractals TεT_\varepsilon with a shifting parameter ε\varepsilon. The first one is a class of self-similar tiles by shifting xx-coordinates of some digits. We give a detailed discussion on the disk-likeness ({\it i.e., the property of being a topological disk}…

2017-01-05abs ↗pdf ↗

Study on self-similar sets on Riemannian manifolds with new separation conditions.

problem Analyzing self-similar sets on Riemannian manifolds with new separation conditions.
method Formulated weak separation and finite type conditions for conformal iterated function systems on Riemannian manifolds.
result Obtained formulas for Hausdorff dimensions of self-similar and graph self-similar sets.

Study on self-similar solutions of supercritical Fujita equation, proving entropy and energy gap.

problem Characterization and stability of solutions to supercritical Fujita equation.
method Introduction of FF-functional, FF-stability, and entropy; use of mean curvature flows.
result Constant solution has lowest entropy among bounded positive self-similar solutions.

The paper introduces a new method to detect rough volatility and market states using fractional derivatives.

problem Testing self-similarity in fractional processes from a single observed trajectory is difficult under long-range dependence.
method The paper introduces a regime-adaptive KS/GL--KS framework based on the discrete Grünwald--Letnikov (GL) fractional derivative.
result The method detects rough volatility and persistent, anti-persistent, or efficient market states in financial applications.

In this paper we construct an end of a self-similar shrinking solution of the mean curvature flow asymptotic to an isoparametric cone C and lying outside of C. We call a cone C in Rn+1R^{n+1} an isoparametric cone if C is the cone over a compact embedded isoparametric hypersurface ΓSnΓ\subset S^n. The theory of isoparamet…

2015-10-24abs ↗pdf ↗

Two self-similar solutions found for time-like hypersurfaces in Minkowski spacetime.

problem Finding self-similar solutions for time-like extremal hypersurfaces in Minkowski spacetime.
method Explicit construction of two self-similar solutions.
result An untable eigenvalue found in the linearized equation around the solutions.

Classifies self-similar curve shortening flows in hyperbolic 2-space.

problem Classifying self-similar curve shortening flows in hyperbolic 2-space.
method Analyzes and classifies solutions in hyperbolic 2-space.
result Completes the classification of self-similar curve shortening flows in constant curvature model spaces in 2-dimensions.

The paper analyzes self-similar solutions for mean curvature flow in 3D.

problem Analyzing self-similar solutions for mean curvature flow in R3\mathbb{R}^{3}.
method Analysis of self-similar solutions for surfaces of revolution, ruled surfaces, and cylindrical surfaces under homothetic helicoidal motions.
result Characterization and explicit families of exact solutions for cylindrical surfaces.