arXiv research

Estimates for VPMCF show ancient MCF solutions and finite-time behavior.

Study long-term asset liquidation behavior with external flows.

Anisotropic curvature flow of networks shows unique solutions and behavior under finite time.

In this note we study finite-time singularities in the Chern-Ricci flow. We show that finite-time singularities are characterized by the blow-up of the scalar curvature of the Chern connection.

The article explores Helfrich flow with spontaneous curvature, finding singularities and convergence behaviors.

In this short paper, we show that Kähler-Ricci flows over closed manifolds would have scalar curvature blown-up for finite time singularity. Certain control of the blowing-up is achieved with some mild assumption.

Study on Ricci flows of awesome homogeneous spaces, proving finite extinction time.

We consider the Cauchy problem for doubly non-linear degenerate parabolic equations on Riemannian manifolds of infinite volume, or in $\R^N$. The equation contains a weight function as a capacitary coefficient which we assume to decay at infinity. We connect the behavior of non-negative solutions to the interplay betwe…

We prove that the scalar curvature of a homogeneous Ricci flow solution blows up at a forward or backward finite-time singularity.

In the following series of papers we analyze the long-time behavior of 3 dimensional Ricci flows with surgery. Our main result will be that if the surgeries are performed correctly, then only finitely many surgeries occur and after some time the curvature is bounded by $C t^{-1}$. This result confirms a conjecture of P…

Study finite curvature solutions on surfaces with nonnegative Gauss curvature.

Study on fake stationary Volterra Heston model for non-stationary processes.

We show that three-dimensional homogeneous Ricci flow solutions that admit finite-volume quotients have long-time limits given by expanding solitons. We show that the same is true for a large class of four-dimensional homogeneous solutions. We give an extension of Hamilton's compactness theorem that does not assume a l…

We investigate the limiting behavior of the unnormalized Kahler-Ricci flow on a Kahler manifold with a polarized initial Kahler metric. We prove that the Kahler-Ricci flow becomes extinct in finite time if and only if the manifold has positive first Chern class and the initial Kahler class is proportional to the first …

We show precompactness results for solutions to parabolic fourth order geometric evolution equations. As part of the proof we obtain smoothing estimates for these flows in the presence of a curvature bound, an improvement on prior results which also require a Sobolev constant bound. As consequences of these results we …

We introduce a minimal Agent Based Model for financial markets to understand the nature and Self-Organization of the Stylized Facts. The model is minimal in the sense that we try to identify the essential ingredients to reproduce the main most important deviations of price time series from a Random Walk behavior. We fo…

We study the asymptotic behavior of the pluriclosed flow in the case of left-invariant Hermitian structures on Lie groups. We prove that solutions on 2-step nilpotent Lie groups and on almost-abelian Lie groups converge, after a suitable normalization, to self-similar solutions of the flow. Given that the spaces are so…

New measure quantifies financial erratic behavior.

Study Kähler-Ricci flow on manifolds with singularities.

We investigate the scalar curvature behavior along the normalized conical Kähler-Ricci flow $ω_t$, which is the conic version of the normalized Kähler-Ricci flow, with finite maximal existence time $T<\infty$. We prove that the scalar curvature of $ω_t$ is bounded from above by $C/(T-t)^2$ under the existence of a con…

Diffusion approximation provides weak approximation for stochastic gradient descent algorithms in a finite time horizon. In this paper, we introduce new tools motivated by the backward error analysis of numerical stochastic differential equations into the theoretical framework of diffusion approximation, extending the …

It is shown that the curvature function satisfies a nonlinear evolution equation under the general curve shortening flow and a detailed asymptotic behavior of the closed curves is presented when they contract to a point in finite time.

This paper investigates circle patterns with obtuse exterior intersection angles on surfaces of finite topological type. We characterise the images of the curvature maps and establish several equivalent conditions regarding long time behaviors of Chow-Luo's combinatorial Ricci flows for these patterns. As consequences,…

We consider the evolution by mean curvature flow of a closed submanifold of the complex projective space. We show that, if the submanifold has small codimension and satisfies a suitable pinching condition on the second fundamental form, then the evolution has two possible behaviors: either the submanifold shrinks to a …

Let X be a quasiprojective manifold given by the complement of a divisor $\bD$ with normal crossings in a smooth projective manifold $\bX$. Using a natural compactification of $X$ by a manifold with corners $\tX$, we describe the full asymptotic behavior at infinity of certain complete Kahler metrics of finite volume o…

Imitative and contrarian behaviors are the two typical opposite attitudes of investors in stock markets. We introduce a simple model to investigate their interplay in a stock market where agents can take only two states, bullish or bearish. Each bullish (bearish) agent polls m "friends'' and changes her opinion to bear…

GGP models multivariate time series with latent sub-sequences for diverse behaviors.

Discovering the underlying physical behavior of complex systems is a crucial, but less well-understood topic in many engineering disciplines. This study proposes a finite-difference inspired convolutional neural network framework to learn hidden partial differential equations from given data and iteratively estimate fu…

We propose a probabilistic modeling framework for learning the dynamic patterns in the collective behaviors of social agents and developing profiles for different behavioral groups, using data collected from multiple information sources. The proposed model is based on a hierarchical Bayesian process, in which each obse…

PH-VAE models heavy-tailed data with flexible Phase-Type distributions.

Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting findings, such as the inverse cubic law in the tails of stock price fluctuation di…

We conclude from an analysis of high resolution NYSE data that the distribution of the traded value $f_i$ (or volume) has a finite variance $σ_i$ for the very large majority of stocks $i$, and the distribution itself is non-universal across stocks. The Hurst exponent of the same time series displays a crossover from we…

Deep learning classifies animal behavior from wearable accelerometers.

Volterra square-root process boundary behavior and martingale measures

New econometric results for financial duration models under varying tail behaviors.

Method infers causal structure from system behaviors using RKHS and kernel $ε$-machines.

This short note studies the collapsing behavior of the Kähler-Ricci flow on a compact Kähler manifold X admitting a holomorphic submersion X -> B where B is a Kähler manifold of lower dimension than X. We give cohomological and curvature conditions under which the fibers collapse at the optimal rate ~(T-t)^{1/2}

While Recurrent Neural Networks (RNNs) are famously known to be Turing complete, this relies on infinite precision in the states and unbounded computation time. We consider the case of RNNs with finite precision whose computation time is linear in the input length. Under these limitations, we show that different RNN va…

The study examines the long-term behavior of mean curvature flows in closed 3-manifolds.

Study shows curvature behavior for Kähler-Ricci flow with finite singularities.

The paper studies curve shortening flows on non-convex surfaces.

In this paper, we study multi-armed bandit problems in explore-then-commit setting. In our proposed explore-then-commit setting, the goal is to identify the best arm after a pure experimentation (exploration) phase and exploit it once or for a given finite number of times. We identify that although the arm with the hig…

For most positive integer pairs $(a,b)$, the topological space $#a{\mathbb C \mathbb P}^2#b{\bar{\mathbb C \mathbb P^2}}$ is shown to admit infinitely many inequivalent smooth structures which dissolve upon performing a single connected sum with $S^2\times S^2$. This is then used to construct infinitely many non-equiva…

Classifies financial risk into three levels based on first passage times.

We present a plausible micro-founded model for the previously postulated power law finite time singular form of the crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation picture of the network of traders and the concept that clusters of connected tr…

Wide networks with polynomial activations have proven asymptotic behavior.

This work concerns with the existence and detailed asymptotic analysis of Type II singularities for solutions to complete non-compact conformally flat Yamabe flow with cylindrical behavior at infinity. We provide the specific blow-up rate of the maximum curvature and show that the solution converges, after blowing-up a…

We study the Hermitian curvature flow of locally homogeneous non-Kähler metrics on compact complex surfaces. In particular, we characterize the long-time behavior of the solutions to the flow. We also provide the first example of a compact complex non-Kähler manifold admitting a finite time singularity for the Hermitia…