Research
On-device research index

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.

169,291 papers · 148 categories

Trend · papers per month

4284125167 · May 202619922001200920182026
48 results for asymptotically self-similar

Develops local theory for singular spacetimes becoming asymptotically self-similar.

problem Construction of singular spacetimes in all dimensions.
method Local theory and construction of exact self-similar solutions.
result Construction of exact self-similar solutions corresponding to formal asymptotic expansions.

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.

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.

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.

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.

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 ↗

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 ↗

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 ↗

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 ↗

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.

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.

Stability of singularity formation in Yang-Mills fields in higher dimensions.

problem Stability of self-similar blowup profiles for Yang-Mills equations in (1+d)(1+d)-dimensions.
method Analysis of explicitly known equivariant self-similar blowup solution and small equivariant perturbations.
result Global-in-space asymptotic stability of the self-similar blowup solution for Yang-Mills equations in (1+d)(1+d)-dimensions for d5d \geq 5.

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.

The paper examines self-similar solutions in warped products.

problem Analyzing self-similar solutions in warped products.
method Investigates solutions satisfying FF=gˉ(λ(r)r,ν)F-\mathcal{F}=\bar{g}(λ(r)\partial_{r},ν), focusing on slices and uniqueness in specific spaces.
result Slices are the only closed strictly convex self-similar solutions in the hemisphere for certain curvature functions.

This paper proves uniqueness of Kähler-Ricci flow on non-compact manifolds.

problem Uniqueness of asymptotically conical Kähler-Ricci flow on non-compact manifolds.
method Analysis of complete gradient expanding Kähler-Ricci solitons and their tangent cones.
result A complete solution to the Kähler-Ricci flow emerging from the soliton's tangent cone at infinity coincides with the forward self-similar Kähler-Ricci flow associated with the soliton.

Stability of specific solitons proven in higher dimensions.

problem Stability of homothetically shrinking Yang-Mills solitons in higher dimensions.
method Heat flow for Yang-Mills connections, small equivariant perturbations, general framework for spectral problems.
result Nonlinear asymptotic stability of the Weinkove solution in higher dimensions.

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.

The study examines two types of fractals and their topological properties.

problem Analyzing the topological properties of self-similar fractals with a shifting parameter.
method Detailed discussion and proof for disk-likeness and connectivity.
result Conditions for TεT_\varepsilon to be quasi-periodic and connected.

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 ↗