arXiv research

Financial frequency combs emerge from macroeconomic long-range memory.

Combings of oriented compact 3-manifolds are homotopy classes of nowhere zero vector fields in these manifolds. A first known invariant of a combing is its Euler class, that is the Euler class of the normal bundle to a combing representative in the tangent bundle of the 3-manifold $M$. It only depends on the Spin$^c$-s…

In high frequency financial data not only returns but also waiting times between trades are random variables. In this work, we analyze the spectra of the waiting-time processes for tick-by-tick trades. The numerical problem, strictly related with the real inversion of Laplace transforms, is analyzed by using Tikhonov's…

Braid combing is a procedure defined by Emil Artin to solve the word problem in braid groups for the first time. It is well-known to have exponential complexity. In this paper, we use the theory of straight line programs to give a polynomial algorithm which performs braid combing. This procedure can be applied to braid…

New invariant counts graph configurations in 3D manifolds.

A closed formula is obtained for the integral $\int_{\mathcal{\bar{H}}_g^1}κ_{1}ψ^{2g-2}$ of tautological classes over the locus of hyperelliptic Weierstraß points in the moduli space of curves. As a corollary, a relation between Hodge integrals is obtained. The calculation utilizes the homeomorphism between the moduli…

New invariant calculates 4-manifolds using trisection diagrams and combings.

The Theta invariant is the simplest 3-manifold invariant defined with configuration space integrals. It is actually an invariant of rational homology spheres equipped with a combing over the complement of a point. It can be computed as the algebraic intersection of three propagators associated to a given combing X in t…

This research connects combinatorial Teichmüller space geometry to Weil-Petersson geometry.

The invariant $Θ$ is an invariant of rational homology 3-spheres $M$ equipped with a combing $X$ over the complement of a point. It is related to the Casson-Walker invariant $λ$ by the formula $Θ(M,X)=6λ(M)+p_1(X)/4$, where $p_1$ is an invariant of combings that is simply related to a Gompf invariant. In [arXiv:1209.32…

Study measures volume of foliations on surfaces, finding integrability range.

We assume the market price to diffuse in a hierarchical comb of barriers, the heights of which represent the importance of new information entering the market. We find fat tails with the desired exponent for the price change distribution, and effective multifractality for intermediate times.

New model captures insurance risk dependencies efficiently.

A partial formula is provided to calculate the smallest number of vertices possible in a quadrangulation on the closed orientable 2-manifold of given genus. This extends the previously known partial formula due to N. Hartsfield and G. Ringel [J. Comb. Theory, Ser. B, 1989, 46, 84-95].

We extend Turaev's definition of torsion invariants of 3-dimensional manifolds equipped with non-singular vector fields, by allowing (suitable) tangency circles to the boundary, and manifolds with non-zero Euler characteristic. We show that these invariants apply in particular to (the exterior of) Legendrian links in c…

New Roman pipeline detects astronomical transients.

The paper computes the Kauffman bracket skein module of $(2, 2p+1)$-torus knots using braids.

Let $B_n$ denote the classical braid group on $n$ strands and let the {\em mixed braid group} $B_{m,n}$ be the subgroup of $B_{m+n}$ comprising braids for which the first $m$ strands form the identity braid. Let $B_{m,\infty}=\cup_nB_{m,n}$. We will describe explicit algebraic moves on $B_{m,\infty}$ such that equivale…

We study the dynamics of order flows around large intraday price changes using ultra-high-frequency data from the Shenzhen Stock Exchange. We find a significant reversal of price for both intraday price decreases and increases with a permanent price impact. The volatility, the volume of different types of orders, the b…

Simplified combinatorial descriptions of branched spines for 3-manifolds using primary MP move and sliding moves.

The first part of this paper is a survey on Teichmueller curves and Veech groups, with emphasis on the special case of origamis where much stronger tools for the investigation are available than in the general case. In the second part we study a particular configuration of origami curves in genus 3: A "base" curve is i…

This work studies the entity-wise topical behavior from massive network logs. Both the temporal and the spatial relationships of the behavior are explored with the learning architectures combing the recurrent neural network (RNN) and the convolutional neural network (CNN). To make the behavioral data appropriate for th…

Spaces containing compact subsets with polyhedral complements are studied.

Solves expert prediction problem for 4 experts in finite time horizon.

This paper is a systematic approach to the construction of coronas (i.e. Higson dominated boundaries at infinity) of combable spaces. We introduce three additional properties for combings: properness, coherence and expandingness. Properness is the condition under which our construction of the corona works. Under the as…

In this paper we provide a framework for the study of isoperimetric problems in finitely generated group, through a combinatorial study of universal covers of compact simplicial complexes. We show that, when estimating filling functions, one can restrict to simplicial spheres of particular shapes, called "round" and "u…

In this note it is shown that Berwald spaces admitting the same norm-preserving torsion-free affine connection have the same (weighted) Ricci curvatures. Combing this with Szabó's Berwald metrization theorem one can apply the Cheeger-Gromoll splitting theorem in order to get a full structure theorem for Berwald spaces …

The paper finds minimum Steklov eigenvalues on combinatorial graphs.

HyFAD improves time series imputation by combining time and frequency diffusion.

SSMs have a built-in bias towards low-frequency components, which can be adjusted.

In this paper we describe braid equivalence for knots and links in a 3-manifold $M$ obtained by rational surgery along a framed link in $S^3$. We first prove a sharpened version of the Reidemeister theorem for links in $M$. We then give geometric formulations of the braid equivalence via mixed braids in $S^3$ using the…

Geometrically interprets frequency in electric circuits.

Trading affects grid frequency fluctuations, making them more extreme.

Study on frequencies of non-simple curves in surfaces of large genus.

CNNs show sensitivity to low-frequency signals due to image frequency distribution.

The paper examines how parabolic frequency behaves under Ricci flow and Ricci-harmonic flow on manifolds.

New method constrains CNN filter frequencies to improve robustness.

Study uses multi-kernel Hawkes models to analyze high-frequency price dynamics.

Paper extends SI method for detecting CPs in complex systems' frequency domain.

The paper defines a frequency for mean curvature flow and proves its monotonicity.

Compact Einstein manifolds with specific curvature operators are constant curvature spaces.

Paper defines parabolic frequency for Ricci flow solutions, proving monotonicity and uniqueness.

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

New Fourier-based diffusion model improves high-frequency generation quality.

Proposes a conservative LR estimator for infrequent data near a frequency threshold.

We build an agent-based model to study how the interplay between low- and high-frequency trading affects asset price dynamics. Our main goal is to investigate whether high-frequency trading exacerbates market volatility and generates flash crashes. In the model, low-frequency agents adopt trading rules based on chronol…

Deeper neural networks learn lower frequency functions faster, according to a new principle.

Wavelet analysis reveals non-linear dynamics in cryptocurrency prices.