arXiv research

The study provides a criterion for fractional-linear integrals of geodesics on surfaces.

In this article we study an exact analogue of the cross-ratio for the algebra of quaternions H and use it to derive several interesting properties of quaternionic fractional linear transformations. In particular, we show that there exists a fractional linear transformation T on H mapping four distinct quaternions q_1, …

Rolling two hyperboloid surfaces is described using a Monge normal form.

The article recovers tensor fields from partial data using weighted divergent ray transforms.

A generalization of exterior calculus is considered by allowing the partial derivatives in the exterior derivative to assume fractional orders. That is, a fractional exterior derivative is defined. This is found to generate new vector spaces of finite and infinite dimension, fractional differential form spaces. The def…

RP-GFRFT unifies fractional order and rotation control for graph signals.

We show that conformal transformations on the generalized Minkowski space $\mathbb{R}^{p,q}$ map hyperboloids and affine hyperplanes into hyperboloids and affine hyperplanes. We also show that this action on hyperboloids and affine hyperplanes is transitive when $p$ or $q$ is $0$, and that this action has exactly three…

This work further develops the properties of fractional differential forms. In particular, finite dimensional subspaces of fractional form spaces are considered. An inner product, Hodge dual, and covariant derivative are defined. Coordinate transformation rules for integral order forms are also computed. Matrix order f…

Geometry of the tracks left by a bicycle is closely related with the so-called Prytz planimeter and with linear fractional transformations of the complex plane. We describe these relations, along with the history of the problem, and give a proof of a conjecture made by Menzin in 1906.

We construct a local action of the group of rational maps from $S^2$ to $GL(n,C)$ on local solutions of flows of the ZS-AKNS $sl(n,C)$-hierarchy. We show that the actions of simple elements (linear fractional transformations) give local Bäcklund transformations, and we derive a permutability formula from different fact…

Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional differences of non-integer order d. Equations of ARIMA(p,d,q) and ARFIMA(…

This paper derives the non-analytic solution to the Fokker-Planck equation of fractional Brownian motion using the method of Laplace transform. Sequentially, by considering the fundamental solution of the non-analytic solution, this paper obtains the transition probability density function of the random variable that i…

Improved options pricing for two assets using fractional calculus.

Geodesic flows on surfaces have specific fractional-linear integrals related to constant cross-ratios.

Study solves inverse problems for equations with fractional nonlinearities.

The study quantifies how many objects can be linearly classified under all views.

Expanding the rough Heston model in $H$

Study finds non-uniqueness in sphere metrics with constant fractional curvature.

We present a new framework for Hermite fractional financial markets, generalizing the fractional Brownian motion and fractional Rosenblatt markets. Considering pure and mixed Hermite markets, we introduce a strategy-specific arbitrage tax on the rate of transaction volume acceleration of the hedging portfolio as the pr…

Study large deviations in fractional volatility models with non-Gaussian volatility.

The paper finds transformation formulas for quaternionic complex structures.

For each $n > 0$ there is a one complex parameter family of homeomorphisms of the circle consisting of linear fractional transformations `conjugated by $z \to z^n$'. We show that these families are free of relations, which determines the structure of `the group of homeomorphisms of finite type'. We also discuss a numbe…

We consider a fractional version of the Heston volatility model which is inspired by [16]. Within this model we treat portfolio optimization problems for power utility functions. Using a suitable representation of the fractional part, followed by a reasonable approximation we show that it is possible to cast the proble…

NeuroMem-FHP framework estimates FHP parameters efficiently.

H. Sato introduced a Schwarzian derivative of a contactomorphism of three-dimensional Euclidean space and with T. Ozawa described its basic properties. In this note their construction is extended to all odd dimensions and to non-flat contact projective structures. The contact projective Schwarzian derivative of a conta…

MINIROCKET speeds up time series classification by 75x.

Study on properties and transformations of Weingarten surfaces in 3D space.

In this paper, we show that the price of an European call option, whose underlying asset price is driven by the space-time fractional diffusion, can be expressed in terms of rapidly convergent double-series. The series formula can be obtained from the Mellin-Barnes representation of the option price with help of residu…

The study compares differencing methods for financial data and finds fractional differencing improves model performance.

G-framework is presented by Peng [41] for measure risk under uncertainty. In this paper, we define fractional G-Brownian motion (fGBm). Fractional G-Brownian motion is a centered G-Gaussian process with zero mean and stationary increments in the sense of sub-linearity with Hurst index $H\in (0,1)$. This process has sta…

The paper uses FRFT to fit GTS distribution to asset returns.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

Solves steering problem with continuous time, Hilbert-Schmidt cost, and matrix ODEs.

New sampling method for heavy-tailed distributions using Langevin Algorithm.

Method predicts LFSM increments from past observations using codifference.

A geometric model for twisted $K$-homology is introduced. It is modeled after the Mathai-Melrose-Singer fractional analytic index theorem in the same way as the Baum-Douglas model of $K$-homology was modeled after the Atiyah-Singer index theorem. A natural transformation from twisted geometric $K$-homology to the new g…

Score-fPINN tackles high-dimensional FPL equations using fractional score functions.

The goal of this paper is to encode equivalently the fractional Lagrange dynamics as a nonholonomic almost Kahler geometry. We use the fractional Caputo derivative generalized for nontrivial nonlinear connections (N-connections) originally introduced in Finsler geometry, with further developments in Lagrange and Hamilt…

Study connects weighted isoperimetric problems to nonlocal elliptic operator extensions.

We prove that the natural principal parameters on a given Weingarten surface are also natural principal parameters for the parallel surfaces of the given one. As a consequence of this result we obtain that the natural PDE of any Weingarten surface is the natural PDE of its parallel surfaces. We show that the linear fra…

Deep learning improves Hurst parameter estimation for fractional processes.

Continuous time random walks impose a random waiting time before each particle jump. Scaling limits of heavy tailed continuous time random walks are governed by fractional evolution equations. Space-fractional derivatives describe heavy tailed jumps, and the time-fractional version codes heavy tailed waiting times. Thi…

Paper generalizes path signature using fractional calculus for improved machine learning.

Study classifies metrics on a twice-punctured sphere, proving Delaunay metrics are complete.

Develops fractional de Rham theory for Maxwell equations.

Study pricing derivatives in markets with long-range dependence and jumps.

New algorithms solve word and conjugacy problems in braid group B3.

There exists and is unique up to multiplication by a constant function a form of the highest dimension on the manifold of n-dimensional continued fractions in the sense of Klein, such that the form is invariant under the natural action of the group of projective transformations PGL(n+1). A measure corresponding to the …