arXiv research

A method based on wavelet transform and genetic programming is proposed for characterizing and modeling variations at multiple scales in non-stationary time series. The cyclic variations, extracted by wavelets and smoothened by cubic splines, are well captured by genetic programming in the form of dynamical equations. …

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or transitional economies. We have used two techniques of data analysis to obtain an…

Since the introduction of risk-based solvency regulation, pro-cyclicality has been a subject of concerns from all market participants. Here, we lay down a methodology to evaluate the amount of pro-cyclicality in the way finnancial institutions measure risk, and identify factors explaining this pro-cyclical behavior. We…

Study integral simplicial volume of cyclic covers of torus bundles.

Training generative adversarial networks (GANs) often suffers from cyclic behaviors of iterates. Based on a simple intuition that the direction of centripetal acceleration of an object moving in uniform circular motion is toward the center of the circle, we present the Simultaneous Centripetal Acceleration (SCA) method…

A hyperbolic polygon is defined to be cyclic, horocyclic, or equidistant if its vertices lie on a metric circle, horocycle, or a component of the equidistant locus to a hyperbolic geodesic, respectively. Convex such $n$-gons are parametrized by the subspaces of $(0,\infty)^n$ that contain their side length collections,…

Cyclic and randomized stepsizes can lead to heavier tails in SGD, improving generalization.

The paper uses persistent homology to estimate recurrence times in multi-variate time series.

Gold prices show seasonal behavior, with January and July having opposite returns.

Cycles in causal learning cause feedback loops under intervention.

We study square-tiled tori, that is, tori obtained from a finite collection of unit squares by parallel side identifications. Square-tiled tori can be parametrized in a natural way that allows to count the number of square-tiled tori tiled by a given number of square tiles. There is a natural $\mathrm{SL}(2,\mathbf{Z})…

This paper introduces 'General Cyclical Training' for neural networks.

The paper generalizes cyclic metrics in homogeneous Finsler geometry.

The paper uses Floer homology to study twist coefficients and their behavior after capping off.

In this paper we study the connections between cyclic presentations of groups and branched cyclic coverings of (1,1)-knots. In particular, we prove that every n-fold strongly-cyclic branched covering of a (1,1)-knot admits a cyclic presentation for the fundamental group encoded by a Heegaard diagram of genus n.

Characterizes non-degenerate cyclic metric Lie algebras.

Proposes a new training algorithm for zero-sum games to avoid convergence issues.

We develop a finite horizon continuous time market model, where risk averse investors maximize utility from terminal wealth by dynamically investing in a risk-free money market account, a stock written on a default-free dividend process, and a defaultable bond, whose prices are determined via equilibrium. We analyze fi…

Model explains herding and volatility in urban housing prices.

Proves almost profinite rigidity for certain free-by-cyclic groups.

We study the connections among the mapping class group of the twice punctured torus, the cyclic branched coverings of (1,1)-knots and the cyclic presentations of groups. We give the necessary and sufficient conditions for the existence and uniqueness of the n-fold strongly-cyclic branched coverings of (1,1)-knots, thro…

New cyclicity measures defined in weighted Besov spaces, with stability and geometric analysis.

We refine the cyclic cohomological apparatus for computing the Hopf cyclic cohomology of the Hopf algebras associated to infinite primitive Cartan-Lie pseudogroups, and for the transfer of their characteristic classes to foliations. The main novel feature is the precise identification as a Hopf cyclic complex of the im…

In this paper, we study quandles of cyclic type, which form a particular subclass of finite quandles. The main result of this paper describes the set of isomorphism classes of quandles of cyclic type in terms of certain cyclic permutations. By using our description, we give a direct classification of quandles of cyclic…

Cyclical learning rates improve DRL performance without manual tuning.

The paper investigates cyclic arbitrage opportunities in decentralized exchanges.

Unified rigidity theorem for cyclic and alternating surfaces.

In spin geometry, traceless cyclic homogeneous Riemannian manifolds equipped with a homogeneous spin structure can be viewed as the simplest manifolds after Riemannian symmetric spin spaces. In this paper, we give some characterizations and properties of cyclic and traceless cyclic homogeneous Riemannian manifolds and …

The abstract introduces a new cyclic structure for surfaces.

This paper uses spectrum analysis to understand price behavior in the Indian stock market.

We give a construction of cyclic cocycles representing the equivariant characteristic classes of equivariant bundles. Our formulas generalize Connes' Godbillon-Vey cyclic cocycle. An essential tool of our construction is Connes-Moscovici's theory of cyclic cohomology of Hopf algebras.

Study integrable discretizations of cyclic systems with circular coordinate lines.

R. Kashaev and N. Reshetikhin introduced the notion of holonomy braiding extending V. Turaev's homotopy braiding to describe the behavior of cyclic representations of the unrestricted quantum group $U_qsl_2$ at root of unity. In this paper, using quandles and biquandles we develop a general theory for Reshetikhin-Turae…

A surgery on a knot in 3-sphere is called SU(2)-cyclic if it gives a manifold whose fundamental group has no non-cyclic SU(2) representations. Using holonomy perturbations on the Chern-Simons functional, we prove that the distance of two SU(2)-cyclic surgery coefficients is bounded by the sum of the absolute values of …

New definite 4-manifolds found with non-cyclic groups.

We classify $SU(2)$-cyclic and $SU(2)$-abelian 3-manifolds, for which every representation of the fundamental group into $SU(2)$ has cyclic or abelian image respectively, among geometric 3-manifolds which are not hyperbolic. As an application, we give examples of hyperbolic 3-manifolds which do not admit degree-1 maps …

Cyclic projections in Hadamard spaces can be irregular, unlike in Hilbert spaces.

Cyclic covers of knots uniquely determine the original knot.

New framework for cyclic quantum causal models with graph separation property.

New Heegaard Floer homology for orbifolds with cyclic singularities.

This paper presents two cases of random banking data generators based on migration matrices and scoring rules. The banking data generator is a new hope in researches of finding the proving method of comparisons of various credit scoring techniques. There is analyzed the influence of one cyclic macro--economic variable …

A central result here is the computation of the entire cyclic homology of canonical smooth subalgebras of stable continuous trace C*-algebras having smooth manifolds M as their spectrum. More precisely, the entire cyclic homology is shown to be canonically isomorphic to the continuous periodic cyclic homology for these…

Let $M$ be an irreducible, compact, connected, orientable 3-manifold whose boundary is a torus. We show that if $M$ is hyperbolic, then it admits at most six finite/cyclic fillings of maximal distance 5. Further, the distance of a finite/cyclic filling to a cyclic filling is at most 2. If $M$ has a non-boundary-paralle…

We discuss 3-manifolds which are cyclic coverings of the 3-sphere, branched over 2-bridge knots and links. Different descriptions of these manifolds are presented: polyhedral, Heegaard diagram, Dehn surgery and coloured graph constructions. Using these descriptions, we give presentations for their fundamental groups, w…

Study counterfactuals in cyclic systems with shifts and scales.

The paper defines cyclic sets from ribbon string links and connects them to quantum invariants.

Develops Lie-theoretic perspective on Hitchin's equations for cyclic G-Higgs bundles.

Study improves Simpson's estimate for cyclic harmonic bundles.