Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

208415623830 · Jun 202019922001200920172026
48 results for fractal singular sets

Paper proves existence of area-minimizing submanifolds on almost any manifold with fractal singular sets.

problem Existence of area-minimizing submanifolds with fractal singular sets.
method Constructing and proving existence on almost any smooth manifold.
result Existence of area-minimizing submanifolds with fractal singular sets on almost any smooth manifold.

The paper proves prevalent existence and partially determines moduli space of area-minimizing surfaces with fractal singular sets.

problem Existence and moduli space of area-minimizing surfaces with fractal singular sets.
method Proof of prevalent existence, determination of moduli space, refinement of strata.
result Sharp results on moduli space and refinement of strata, showing fractal singularities do not completely dissolve under generic perturbations.

Two-layer neural networks can approximate functions with fractal singularities.

problem Characterizing functions that can be represented by infinitely wide two-layer neural networks.
method Representation formulas and pointwise properties analysis.
result Functions with fractal or curved singularities cannot be represented by two-layer networks with finite path-norm.

Financial markets are well known examples of multi-fractal complex systems that have garnered much interest in their characterization through complex network theory. The recent studies have used correlation based distance metrics for defining and analyzing financial networks. In this work the singularity strength is em…

2012-05-08abs ↗pdf ↗

Labyrinth fractals are self-similar dendrites in the unit square that are defined with the help of a labyrinth set or a labyrinth pattern. In the case when the fractal is generated by a horizontally and vertically blocked pattern, the arc between any two points in the fractal has infinite length [Cristea\&Steinsky 2009…

2018-10-03abs ↗pdf ↗

Fractal Lipschitz-Killing curvature measures C^f_k(F,.), k = 0, ..., d, are determined for a large class of self-similar sets F in R^d. They arise as weak limits of the appropriately rescaled classical Lipschitz-Killing curvature measures C_k(F_r,.) from geometric measure theory of parallel sets F_r for small distances…

2010-07-05abs ↗pdf ↗

We present an Expectation-Maximization algorithm for the fractal inverse problem: the problem of fitting a fractal model to data. In our setting the fractals are Iterated Function Systems (IFS), with similitudes as the family of transformations. The data is a point cloud in RH{\mathbb R}^H with arbitrary dimension HH.…

2017-06-09abs ↗pdf ↗

Smooth fractal trees via analytic generators, preserving combinatorial and geometric properties.

problem Constructing smooth fractal trees from discrete models.
method Using analytic generator fields to integrate smooth vector fields in an internal state space, generating geometric curves as projections of generator trajectories.
result Analytic generators can represent any discrete tree specification and preserve the asymptotic limit geometry.

Labyrinth fractals are dendrites in the unit square. They were introduced and studied in the last decade first in the self-similar case [Cristea & Steinsky (2009,2011)], then in the mixed case [Cristea & Steinsky (2017), Cristea & Leobacher (2017)]. Supermixed fractals constitute a significant generalisation of mixed l…

2018-02-15abs ↗pdf ↗

New framework links fractal complexity to separation dimension.

problem Quantifying the complexity of fractal partitions.
method Introducing Separation Dimension ($\sepdim$) and Geometrically Regular Partitions (GRPs).
result Sharp upper bound for chromatic number of fractal partitions.

We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra f(α)f(α) we show that returns of both signs reveal multiscaling. Curiously, these spectra display a s…

2008-03-10abs ↗pdf ↗

New Weyl's laws discovered for compact spaces with Ricci curvature bounds.

problem Understanding growth rates of eigenvalues in compact spaces with Ricci curvature constraints.
method Developed new properties of α\alpha-Grushin halfplanes and analyzed singular sets of null capacities.
result Established Weyl's laws with power growth and logarithmic corrections for compact spaces.

Study on heat content for domains with fractal boundaries.

problem Analyzing short-time asymptotics of heat content for domains with fractal boundaries.
method Developing mathematical analysis on de Gennes' hypothesis and exploring fractal curvatures.
result Fractal curvatures and their scaling exponents may emerge in the short-time heat content asymptotics of domains with fractal boundaries.

This paper introduces Hausdorff measure and its applications in fractal geometry.

problem Defining and applying Hausdorff measure to fractal geometry.
method Definition of Hausdorff outer measure, Caratheodory's criterion, construction of Hausdorff measure, and introduction of Hausdorff dimension.
result Demonstrates the Hausdorff dimension of the Cantor ternary set.

Study permeable sets and their dimensions, with applications to fractals.

problem Understanding permeability and dimensions of sets.
method Investigate permeable sets and their properties, establish theorems on permeability and dimension relations.
result Most subsets of \(\mathbb{R}^d\) with dimension less than \(d-1\) are permeable.

FCOC framework improves financial volatility forecasting.

problem Tackles dual challenges of feature fidelity and model responsiveness in financial volatility forecasting.
method Synergizes fractal feature extraction and dynamic chaotic oscillation processing.
result Demonstrates profound and generalizable impact on S\&P 500 and DJI datasets.

Given an integer n2n\geq 2 and a digit set D0,1,...,n12{\mathcal D}\subsetneq {0,1,...,n-1}^2, there is a self-similar set FR2F \subset {\Bbb R}^2 satisfying the set equation: F=(F+D)/nF=(F+{\mathcal D})/n. We call such FF a fractal square. By studying a periodic extension H=F+Z2H= F+ {\mathbb Z}^2, we classify FF into three types accordi…

2012-06-21abs ↗pdf ↗

Recommender System research suffers currently from a disconnect between the size of academic data sets and the scale of industrial production systems. In order to bridge that gap we propose to generate more massive user/item interaction data sets by expanding pre-existing public data sets. User/item incidence matrices …

2019-01-23abs ↗pdf ↗

We introduce cohomology fractals; these are certain images associated to a cohomology class on a hyperbolic three-manifold. They include images made entirely from circles, and also images with no geometrically simple features. They are closely related to limit sets of kleinian groups, but have some key differences. As …

2020-02-01abs ↗pdf ↗

Unified bounds linking compressibility, fractal dimensions, and mutual information.

problem Understanding generalization in stochastic learning algorithms.
method Rate-distortion theory applied to machine learning generalization.
result Unified bounds linking compressibility, fractal dimensions, and mutual information.

This work proves generalization bounds for neural networks without Lipschitz assumptions.

problem Proving generalization guarantees for neural networks without Lipschitz continuity.
method Introduces a data-dependent fractal dimension and uses it to prove generalization bounds.
result Generalization bounds are proven without requiring Lipschitz continuity.

Many 0/1 datasets have a very large number of variables; on the other hand, they are sparse and the dependency structure of the variables is simpler than the number of variables would suggest. Defining the effective dimensionality of such a dataset is a nontrivial problem. We consider the problem of defining a robust m…

2019-02-04abs ↗pdf ↗

We give a brief overview of the theory of complex dimensions of real (archimedean) fractal strings via an illustrative example, the ordinary Cantor string, and a detailed survey of the theory of p-adic (nonarchimedean) fractal strings and their complex dimensions. Moreover, we present an explicit volume formula for the…

2011-05-15abs ↗pdf ↗

In this pre-print we explore the multi-fractal properties of 1 minute traded volume of the equities which compose the Dow Jones 30. We also evaluate the weights of linear and non-linear dependences in the multi-fractal structure of the observable. Our results show that the multi-fractal nature of traded volume comes es…

2005-12-24abs ↗pdf ↗

We develop tools to study the topology and geometry of self-affine fractals in dimension three and higher. We use the self-affine structure and obtain rather detailed information about the connectedness of interior and boundary sets, and on the dimensions and intersections of boundary sets. As an application, we descri…

2010-02-03abs ↗pdf ↗

This paper evaluates fractal dimension and persistent homology for neural network generalization.

problem Bounding and predicting the generalization gap of neural networks.
method Empirical evaluation of fractal dimension and persistent homology as generalization measures.
result Fractal dimension and persistent homology fail to predict generalization of models trained from poor initializations.

In this paper, based on research on rank-one isometries by W.Ballmann and M.Brin and recent research on rank-one isometries of Coxeter groups by P.Caprace and K.Fujiwara, we study a topological fractal structure of boundaries of Coxeter groups. We also show that the limit-point set is dense in a boundary of a Coxeter g…

2009-12-01abs ↗pdf ↗