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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.

168,742 papers · 148 categories

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48 results for cubic momentum

Modeling financial bubbles and crashes with a cubic momentum function.

problem Capturing the micro-level dynamics of investor behavior and panic selling.
method Introducing a cubic function of market momentum to model trend-following and sudden crashes.
result The model successfully replicates complex, nonlinear bubble dynamics.

Momentum is a popular technique to accelerate the convergence in practical training, and its impact on convergence guarantee has been well-studied for first-order algorithms. However, such a successful acceleration technique has not yet been proposed for second-order algorithms in nonconvex optimization.In this paper, …

2018-10-09abs ↗pdf ↗

New approach classifies rotational Weingarten surfaces in Lorentz-Minkowski space.

problem Classifying rotational Weingarten surfaces in Lorentz-Minkowski space.
method Using geometric linear momentum of generatrix curves with respect to axes of revolution.
result Unified framework for three causal types of rotation axes.

HAMD optimizes cubic portfolios without quadratization, achieving better results.

problem Optimizing higher-order portfolio models with reduced distortion.
method Hybrid pipeline combining continuous Hamiltonian search, cardinality-preserving projection, and iterated local search.
result HAMD achieves significantly lower native cubic objective values than classical heuristics.

This study classifies quadric surfaces in 3-sphere as Weingarten surfaces.

problem Extension of quadric surfaces of revolution to 3-sphere.
method Rigorous classification and characterization using spherical angular momentum.
result Spherical ellipsoids, hyperboloids, and paraboloids are Weingarten surfaces with a specific cubic relation between principal curvatures.

AuON is a linear-time optimizer that improves upon Muon's performance without approximate orthogonal matrices.

problem High memory and computational costs of orthogonal momentum updates.
method AuON uses normalized nonlinear scaling and a 'emergency brake' to handle exploding attention logits.
result AuON achieves strong performance without approximate orthogonal matrices, preserving structural alignment and reconditioning.

New approach to rotational Weingarten surfaces using geometric momentum.

problem Classifying and characterizing rotational Weingarten surfaces.
method Introducing geometric linear momentum of a plane curve to reduce Weingarten conditions to differential equations.
result Classification of non-degenerate quadric surfaces and elasticoids.

A spin network is a cubic ribbon graph labeled by representations of SU(2)\mathrm{SU}(2). Spin networks are important in various areas of Mathematics (3-dimensional Quantum Topology), Physics (Angular Momentum, Classical and Quantum Gravity) and Chemistry (Atomic Spectroscopy). The evaluation of a spin network is an integ…

2009-02-18abs ↗pdf ↗

{\em Riemannian cubics} are curves in a manifold MM that satisfy a variational condition appropriate for interpolation problems. When MM is the rotation group SO(3), Riemannian cubics are track-summands of {\em Riemannian cubic splines}, used for motion planning of rigid bodies. Partial integrability results are know…

2011-04-13abs ↗pdf ↗

Computes the monodromy of cubic surfaces branching over smooth cubic curves.

problem Understanding the monodromy of cubic surfaces.
method Computational approach using the relationship between inflection points and lines on cubic surfaces.
result The monodromy map is surjective onto the centralizer of the image of a generator of the deck group.

Sub-Riemannian cubics are a generalisation of Riemannian cubics to a sub-Riemannian manifold. Cubics are curves which minimise the integral of the norm squared of the covariant acceleration. Sub-Riemannian cubics are cubics which are restricted to move in a horizontal subspace of the tangent space. When the sub-Riemann…

2017-12-08abs ↗pdf ↗

The cubic lattice stick index of a knot type is the least number of sticks necessary to construct the knot type in the 3-dimensional cubic lattice. We present the cubic lattice stick index of various knots and links, including all (p,p+1)-torus knots, and show how composing and taking satellites can be used to obtain t…

2012-05-23abs ↗pdf ↗

This paper refines homotopy theory for cubical sets and uniform spaces.

problem Classical homotopy theory limitations in cubical sets and uniform spaces.
method Develops a uniform-theoretic refinement for cubical sets and uniform spaces, lifting to a full and faithful embedding.
result Lifts classical homotopy categories to new uniform homotopy categories, generalizing cohomology theories.

According to our previous results, the conjugacy class of the involution induced by the complex conjugation in the homology of a real non-singular cubic fourfold determines the fourfold up to projective equivalence and deformation. Here, we show how to eliminate the projective equivalence and to obtain a pure deformati…

2008-04-30abs ↗pdf ↗

The paper studies conformally flat cubic metrics with isotropic curvature, finding they must be Minkowski.

problem Understanding conformal properties of cubic metrics with isotropic scalar curvature.
method Analyzing the conformal flatness and isotropic scalar curvature of cubic metrics.
result Cubic metrics with weakly isotropic scalar curvature must be Minkowski metrics.

It is shown that there exist non-singular cubic surfaces in CP^3 containing 5 twistor lines. This is the maximum number of twistor fibres that a non-singular cubic can contain. Cubic surfaces in CP^3 with 5 twistor lines are classified up to transformations preserving the conformal structure of S^4.

2012-12-12abs ↗pdf ↗

We study global log canonical thresholds of cubic surfaces with canonical singularities, and we prove the existence of a Kahler-Einstein metric on two singular cubic surfaces.

2007-06-19abs ↗pdf ↗

The study finds that factor momentum is significant only at short lags compared to stock momentum.

problem Investigating the relationship between factor momentum and stock momentum.
method Replicated earlier findings and conducted a spanning test controlling for stock momentum and factor exposure.
result Factor momentum is significant only at short lags after controlling for stock momentum and factor exposure.

Motivated by applications in computational anatomy, we consider a second-order problem in the calculus of variations on object manifolds that are acted upon by Lie groups of smooth invertible transformations. This problem leads to solution curves known as Riemannian cubics on object manifolds that are endowed with norm…

2011-12-29abs ↗pdf ↗

Classifies hexagonal circular 3-webs with cubic polar curves.

problem Classifying hexagonal circular 3-webs with algebraic polar curves of degree three.
method Analyzes hexagonal circular 3-webs on unit sphere with polar points on a twisted cubic.
result Completes the classification of hexagonal circular 3-webs with algebraic polar curves of degree three.

We show that, for Finsler spaces with cubic metric, Landsberg spaces are Berwaldian. Also, for decomposable metrics, we determine specific conditions for a space with cubic metric to be of Berwald type, thus refining the result in [6].

2008-10-22abs ↗pdf ↗

We test the price momentum effect in the Korean stock markets under the momentum universe shrinkage to subuniverses of the KOSPI 200. Performance of the momentum strategy is not homogeneous with respect to change of the momentum universe. It is found that some submarkets generate the higher momentum returns than other …

2012-11-28abs ↗pdf ↗

We give a generalization of the well-known result of E. Cartan on isoparametric cubics by showing that a homogeneous cubic polynomial solution of the eiconal equation f2=9x4|\nabla f|^2=9|x|^4 must be rotationally equivalent to either xn33xn(x12+...+xn12)x_n^3-3x_n(x_1^2+...+x_{n-1}^2), or to one of four exceptional Cartan cubic polynomials…

2010-01-14abs ↗pdf ↗

Study on choosing points on cubic curves, answering some questions about their flexibility.

problem Determining if algebraic structures can continuously choose points on cubic plane curves.
method Analyzing the flex points and sextatic points of cubic plane curves.
result Affirmative answer for n=9n=9 and 18, negative for infinitely many nn.

Researchers classify and visualize 5-cube cubical surfaces.

problem Classifying and visualizing surfaces in a 5-dimensional cube.
method Exhaustive search, classification by genus and demigenus, 3D visualization, reinforcement learning for optimization.
result 2690 connected closed cubical surfaces in the 5-cube, visualized and optimized for 3D printing.

Introduces homotopy momentum sections on multisymplectic manifolds.

problem No specific problem stated; focuses on introducing a new concept.
method Introduces a new concept of homotopy momentum sections on multisymplectic manifolds.
result Shows that a gauged nonlinear sigma model with Wess-Zumino term has homotopy momentum section structure.

Study of algebraic dynamics on Markov cubics in tropical geometry.

problem Understanding the dynamics of Markov cubics over non-archimedean fields.
method Tropicalization and (,,)(\infty,\infty,\infty)-triangle reflection group on hyperbolic plane.
result Existence of Fatou domain and finitude of orbits with rational points over prime power denominators.

Customer momentum is a positive relationship between a firm's returns and past returns of its customers.

problem Understanding the relationship between a firm's returns and its customers' past returns.
method Examined customer momentum using a long-short equally-weighted decile portfolio and Fama-French factor models.
result Customer momentum generates significant monthly returns and is statistically significant.

We consider non-degenerate centro-affine hypersurface immersions in R^n whose cubic form is parallel with respect to the Levi-Civita connection of the affine metric. There exists a bijective correspondence between homothetic families of proper affine hyperspheres with center in the origin and with parallel cubic form, …

2012-08-06abs ↗pdf ↗

The paper studies 8D manifolds with a specific tensor field called a cubic discriminant.

problem Characterizing and understanding 8D Riemannian manifolds with reduced structure groups.
method Introducing an almost quaternion-Hermitian structure and a cubic discriminant tensor field.
result Only two non-flat, integrable examples of these structures are found: quaternion-Kähler symmetric spaces.

We establish a quadratic identity for the Yamada polynomial of ribbon cubic graphs in 3-space, extending the Tutte golden identity for planar cubic graphs. An application is given to the structure of the flow polynomial of cubic graphs at zero. The golden identity for the flow polynomial is conjectured to characterize …

2018-01-01abs ↗pdf ↗

Up to isomorphism there are six fixed-point free crystallographic groups in Euclidean Space generated by twists (screw motions). In each case, an orientable 3-manifold is obtained as the quotient of E3 by such a group. The cubic tessellation of E3 induces tessellations on each such manifold. These tessellations of the …

2015-05-01abs ↗pdf ↗

Study of convex hypersurfaces with specific curvature properties.

problem Characterizing convex hypersurfaces with vanishing Weyl curvature and semi-parallel cubic form.
method Analyzing locally strongly convex affine hypersurfaces with vanishing Weyl curvature tensor and semi-parallel cubic form relative to the Levi-Civita connection of affine metric.
result Classification of such hypersurfaces, excluding flat affine metric cases.

The paper provides an algorithm to create curves touching a smooth cubic at specific intersection points.

problem Creating curves that touch a smooth cubic at specific intersection points.
method Algorithm based on divisions and Zariski tuples to produce nn-contact curves.
result An algorithm to generate nn-contact curves to a smooth cubic.

Following the programme set out in Part I of this work, we develop a conceptual higher order differential calculus. The '' local linear algebra '' defined in Part I is generalized by '' higher order local linear algebra ''. The underlying combinatorial object of such higher algebra is the natural n-dimensional hyper-cu…

2015-10-12abs ↗pdf ↗

This paper examines momentum spillover across multiple asset classes using only pricing data.

problem Challenges in studying momentum spillover across diverse asset classes due to lack of common characteristics.
method Utilised a linear and interpretable graph learning model to reveal momentum spillover network.
result Network momentum strategy yields a Sharpe ratio of 1.5 and an annual return of 22%.