arXiv research

Study on future stability of FLRW spacetime solutions with decelerated expansion.

Proves closure for specific spacetimes with certain conditions.

The two-dimensional renormalization group acting as the Ricci flow $Λ\frac{\partial}{\partialΛ} g_{μν} = R_{μν}$ produces a specific 1+3 dimensional space-time metric which describes an expanding universe that starts with a big bang $a \sim t^{\scriptscriptstyle 1/\sqrt3}$ then decelerates until $z=0.2$ then accelerate…

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly well using a single and unique value of the preferred scaling factor lambda=2, whi…

We propose that imitation between traders and their herding behaviour not only lead to speculative bubbles with accelerating over-valuations of financial markets possibly followed by crashes, but also to ``anti-bubbles'' with decelerating market devaluations following all-time highs. For this, we propose a simple marke…

The Lorentz force equations provide a partial description of the geodesic motion of a charged particle on a four-manifold. Under the hypothesis that Maxwell's equations express symmetry properties of the Ricci tensor, the full electromagnetic connection is determined. From this connection, the fourth equation of the ge…

We consider the optimal stopping of a class of spectrally negative jump diffusions. We state a set of conditions under which the value is shown to have a representation in terms of an ordinary nonlinear programming problem. We establish a connection between the considered problem and a stopping problem of an associated…

JKO scheme adds deceleration in rapidly changing metric curvature directions.

We propose Lomax delegate racing (LDR) to explicitly model the mechanism of survival under competing risks and to interpret how the covariates accelerate or decelerate the time to event. LDR explains non-monotonic covariate effects by racing a potentially infinite number of sub-risks, and consequently relaxes the ubiqu…

Methodology that recently lead us to predict to an amazing accuracy the date (July 11, 2008) of reverse of the oil price up trend is briefly summarized and some further aspects of the related oil price dynamics elaborated. This methodology is based on the concept of discrete scale invariance whose finance-prediction-or…

Future stability of FLRW solutions in expanding 3D space is shown for compact perturbations.

New measure predicts Dutch housing market downturns.

Rescaling expansiveness proven for k*-expansive vector fields.

The paper derives expansions for Green's operators and resolvents using Hadamard methods.

Following our previous investigation of the USA Standard and Poor index anti-bubble that started in August 2000, we analyze thirty eight world stock market indices and identify 21 anti-bubble. An ``anti-bubble'' is defined as a self-fulfilling decreasing price created by positive price-to-price feedbacks feeding overal…

Develops a martingale expansion for stochastic volatility models.

Taylor expansions improve reinforcement learning policies.

Analytic torsion expansions for symmetric and complex homogeneous spaces.

Proved cyclotomic expansion for double twist knots' HOMFLY-PT invariants.

Study of hypersurfaces with specific expansion properties.

A new hypergraph expansion method treats vertices and hyperedges equally, improving node classification.

Study evaluates methods for expanding communities in hypergraphs using random walks.

Asymmetric expansion preserves convexity in hyperbolic geometry.

The paper calculates asymptotic expansions for specific types of oscillatory integrals.

Dropout increases the generalization of neural networks by expanding the weight space.

New derivation of knot invariants from universal invariant.

This work explores functional expansions to handle path dependence in various fields.

In the planar limit of the 't Hooft expansion, the Wilson-loop average in 3d Chern-Simons theory (i.e. the HOMFLY polynomial) depends in a very simple way on representation (the Young diagram), so that the (knot-dependent) Ooguri-Vafa partition function becomes a trivial KP tau-function. We study higher genus correctio…

Paper calculates third coefficient in Kaehler-Einstein metric expansion.

Study on heat trace expansion for thermoelastic Dirichlet-to-Neumann map.

We expand volatility models for rough stochastic volatility.

The paper proposes and proves asymptotic expansions for quantum invariants.

New method models portfolios with leptokurtic risk factors using Gram-Charlier expansions.

Develops AMITE for analyzing neural network nonlinearities.

Paper presents new expansions for option pricing with cash dividends.

We survey recent results about the asymptotic expansion of Toeplitz operators and their kernels, as well as Berezin-Toeplitz quantization. We deal in particular with calculation of the first coefficients of these expansions.

Study analyzes convergence of parameter estimation in contaminated mixture of experts.

The validity of an approximation formula for European option prices under a general stochastic volatility model is proved in the light of the Edgeworth expansion for ergodic diffusions. The asymptotic expansion is around the Black-Scholes price and is uniform in bounded payoff func- tions. The result provides a validat…

The paper uses polyhedral expansions to capture the shape of compact metric spaces.

We provide a general method to compute a Taylor expansion in time of implied volatility for stochastic volatility models, using a heat kernel expansion. Beyond the order 0 implied volatility which is already known, we compute the first order correction exactly at all strikes from the scalar coefficient of the heat kern…

We quantify predictive uncertainty using the posterior predictive variance.

The study improves volatility model pricing accuracy with new statistical expansions.

The presence of log-periodic structures before and after stock market crashes is considered to be an imprint of an intrinsic discrete scale invariance (DSI) in this complex system. The fractal framework of the theory leaves open the possibility of observing self-similar log-periodic structures at different time scales.…

For any strictly positive martingale $S = \exp(X)$ for which $X$ has a characteristic function, we provide an expansion for the implied volatility. This expansion is explicit in the sense that it involves no integrals, but only polynomials in the log strike. We illustrate the versatility of our expansion by computing t…

The notion of a symplectic expansion directly relates the topology of a surface to formal symplectic geometry. We give a method to construct a symplectic expansion by solving a recurrence formula given in terms of the Baker-Campbell-Hausdorff series.

BERET improves binary expansion test for multivariate independence.

Researchers calculate the second coefficient in the expansion of a Toeplitz operator.

Density expansions for hypoelliptic diffusions $(X^1,...,X^d)$ are revisited. In particular, we are interested in density expansions of the projection $(X_T^1,...,X_T^l)$, at time $T>0$, with $l \leq d$. Global conditions are found which replace the well-known "not-in-cutlocus" condition known from heat-kernel asymptot…