arXiv research

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

The study finds new infinite dilogarithm identities related to number sequences and continued fractions.

We present a new and very concrete connection between cluster algebras and knot theory. This connection is being made via continued fractions and snake graphs. It is known that the class of 2-bridge knots and links is parametrized by continued fractions, and it has recently been shown that one can associate to each con…

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

This paper investigates integer multiplication of continued fractions using geometric structures. In particular, this paper shows that integer multiplication of a continued fraction can be represented by replacing one triangulation of an orbifold with another triangulation. This method is used to show that eventually p…

We present a construction of complete self-dual Einstein metrics of negative scalar curvature on an uncountable family of manifolds of infinite topological type, which are enumerated by continued fraction expansions of irrational numbers. These manifolds may be regarded as limits of the resolutions of cyclic quotient s…

The article recovers tensor fields from partial data using weighted divergent ray transforms.

Research on unique continuation principles in medical and seismic imaging.

Survey of continuous volatility models, focusing on fractional and rough methods.

We survey the use of continued fraction expansions in the algebraical and topological study of complex analytic singularities. We also prove new results, firstly concerning a geometric duality with respect to a lattice between plane supplementary cones and secondly concerning the existence of a canonical plumbing struc…

Researchers develop neural networks for approximating functions in Banach spaces.

This paper explores how rational numbers on the Stern-Brocot diagram map to lines when terms are extended.

New algorithms solve word and conjugacy problems in braid group B3.

A rational link may be represented by any of the (infinitely) many link diagrams corresponding to various continued fraction expansions of the same rational number. The continued fraction expansion of the rational number in which all signs are the same is called a {\em nonalternating form} and the diagram corresponding…

There exists and is unique up to multiplication by a constant function a form of the highest dimension on the manifold of n-dimensional continued fractions in the sense of Klein, such that the form is invariant under the natural action of the group of projective transformations PGL(n+1). A measure corresponding to the …

Study evaluates discretized arbitrage strategies in fractional financial markets.

CFTM uses fractional Brownian motion for dynamic topic modeling.

Jones polynomial coincidences explored for rational knots.

Defines a new process for financial modeling.

Study large deviations in fractional volatility models with non-Gaussian volatility.

Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional differences of non-integer order d. Equations of ARIMA(p,d,q) and ARFIMA(…

We study fractional stochastic volatility models in which the volatility process is a positive continuous function $σ$ of a continuous Gaussian process $\widehat{B}$. Forde and Zhang established a large deviation principle for the log-price process in such a model under the assumptions that the function $σ$ is globally…

According to a formula by Gordon and Litherland, the signature of a knot K can be computed as the signature of a Goeritz matrix of K minus a suitable correction term, read off from the diagram of K. In this article, we consider the family of two bridge knots K(p/q) and compute the signature of their Goeritz matrices in…

New q-deformed integers help compute Jones polynomials efficiently.

Study shows volumes of knot complements are bounded by linear functions of geodesic periods.

In this paper we give describe a new connection between the dilogarithm function and solutions to Pell's equation $x^2-ny^2 = \pm 1$. For each solution $x,y$ to Pell's equation we obtain a dilogarithm identity whose terms are given by the continued fraction expansion of the associated unit $x+y\sqrt{n} \in \Z[\sqrt{n}]…

The study tackles rough noise in high-frequency financial data using fractional Brownian motion.

The paper computes lens spaces resulting from rational surgeries on Hopf links.

The paper evaluates integrals for fBm with various Hurst indices.

The continuous observation of the financial markets has identified some stylized facts which challenge the conventional assumptions, promoting the born of new approaches. On the one hand, the long-range dependence has been faced replacing the traditional Gauss-Wiener process (Brownian motion), characterized by stationa…

Simple condition proves when 2-bridge knots are quasipositive.

New conjectures link SU(r) Vafa-Witten invariants to Ramanujan's continued fractions.

Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.

Regression models for limited continuous dependent variables having a non-negligible probability of attaining exactly their limits are presented. The models differ in the number of parameters and in their flexibility. Fractional data being a special case of limited dependent data, the models also apply to variables tha…

Recently, it has been shown that the Jones polynomial, in [LS19], and the Alexander polynomial, in [NT18], of rational knots can be obtained by specializing $F$-polynomials of cluster variables. At the core of both results are continued fractions, which parameterize rational knots and are used to obtain cluster variabl…

New algorithm robustly learns from corrupted demonstrations, even with constant fraction of noise.

We continue the analysis of our previous paper (Czichowsky/Schachermayer/Yang 2014) pertaining to the existence of a shadow price process for portfolio optimisation under proportional transaction costs. There, we established a positive answer for a continuous price process $S=(S_t)_{0\leq t\leq T}$ satisfying the condi…

Investment strategy using fractional Kelly portfolios for better growth expectations.

Generative Fractional Diffusion Models improve image diversity and quality.

A topological invariant of the geodesic laminations on a modular surface is constructed. The invariant has a continuous part (the tail of a continued fraction) and a combinatorial part (the singularity data). It is shown, that the invariant is complete, i.e. the geodesic lamination can be recovered from the invariant. …

We complement the theory of tick-by-tick dynamics of financial markets based on a Continuous-Time Random Walk (CTRW) model recently proposed by Scalas et al., and we point out its consistency with the behaviour observed in the waiting-time distribution for BUND future prices traded at LIFFE, London.

We give an explicit formula for the Jones polynomial of any rational link in terms of the denominators of the canonical continued fraction of the slope of the given rational link.

Accelerators with power-law memory are proposed in the framework of the discrete time approach. To describe discrete accelerators we use the capital stock adjustment principle, which has been suggested by Matthews.The suggested discrete accelerators with memory describe the economic processes with the power-law memory …

Unified analysis of Gaussian Process Thompson Sampling without discretization.

New rough stochastic volatility models using log-modulated fractional Brownian motion.

In this paper we present a rather general phenomenological theory of tick-by-tick dynamics in financial markets. Many well-known aspects, such as the Lévy scaling form, follow as particular cases of the theory. The theory fully takes into account the non-Markovian and non-local character of financial time series. Predi…

We give an explicit formula for the HOMFLY polynomial of a rational link (in particular, a knot) in terms of a special continued fraction for the rational number that defines the given link.

We compute the convex hull in $\mathbb{C}^2$ of an arbitrary finite subgroup of ${\mathbb{C}^*}^2$. The combinatorics are dictated by continued fractions in a natural way. This reproves a theorem of Smilansky, with a slightly stronger intermediary step.