arXiv research

New method for off-policy evaluation in POMDPs using future-dependent value functions.

On the Geroch-Kronheimer-Penrose future completion $IP(X)$ of a spacetime $X$, there are two frequently used topologies. We systematically examine $τ_+$, the stronger (metrizable) of them, which is the coarsest causally continuous topology, obtaining a variety of novel results, among them a complete characterization of…

Tensor completion is a problem of filling the missing or unobserved entries of partially observed tensors. Due to the multidimensional character of tensors in describing complex datasets, tensor completion algorithms and their applications have received wide attention and achievement in areas like data mining, computer…

We describe up to finite coverings causal flat affine complete Lorentzian manifolds such that the past and the future of any point are closed near this point. We say that these manifolds are strictly causal. In particular, we prove that their fundamental groups are virtually abelian. In dimension 4, there is only one, …

Study causal structure of warped spacetimes using novel pre-length spaces.

New order defined for conformal classes, impacts Bartnik's conjecture.

A large class of vacuum space-times is constructed in dimension 4+1 from hyperboloidal initial data sets which are not small perturbations of empty space data. These space-times are future geodesically complete, smooth up to their future null infinity, and extend as vacuum space-times through their Cauchy horizon. Dime…

We study the small perturbations of the $1+3$-dimensional Milne model for the Einstein-Klein-Gordon (EKG) system. We prove the nonlinear future stability, and show that the perturbed spacetimes are future causally geodesically complete. For the proof, we work within the constant mean curvature (CMC) gauge and focus on …

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

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

An active area of research is to increase the safety of self-driving vehicles. Although safety cannot be guarenteed completely, the capability of a vehicle to predict the future trajectories of its surrounding vehicles could help ensure this notion of safety to a greater deal. We cast the trajectory forecast problem in…

We consider the valuation of contingent claims with delayed dynamics in a Black&Scholes complete market model. We find a pricing formula that can be decomposed into terms reflecting the market values of the past and the present, showing how the valuation of future cashflows cannot abstract away from the contribution of…

Low-rank matrix completion (LRMC) problems arise in a wide variety of applications. Previous theory mainly provides conditions for completion under missing-at-random samplings. This paper studies deterministic conditions for completion. An incomplete $d \times N$ matrix is finitely rank-$r$ completable if there are at …

Maximal spacetimes have unique past/future sets.

The present paper provides the basis for a novel financial asset pricing model that could avoid the shortcomings of, or even completely replace the traditional DCF model. The model is based on Brownian motion logic and expected future cash flow values. It can be very useful for Islamic Finance.

Machine learning techniques improve Bayesian computation for complex data.

We decompose, within an ARCH framework, the daily volatility of stocks into overnight and intra-day contributions. We find, as perhaps expected, that the overnight and intra-day returns behave completely differently. For example, while past intra-day returns affect equally the future intra-day and overnight volatilitie…

Survey on 4-manifolds with specific curvature properties.

A complete error analysis of variational integrators is obtained, by blowing up the discrete variational principles, all of which have a singularity at zero time-step. Divisions by the time step lead to an order that is one less than observed in simulations, a deficit that is repaired with the help of a new past-future…

We address one of the crucial aspects necessary for safe and efficient operations of autonomous vehicles, namely predicting future state of traffic actors in the autonomous vehicle's surroundings. We introduce a deep learning-based approach that takes into account a current world state and produces raster images of eac…

We introduce Hermite fractional financial markets, where market uncertainties are described by multidimensional Hermite motions. Hermite markets include as particular cases financial markets driven by multivariate fractional Brownian motion and multivariate Rosenblatt motion. Conditions for no-arbitrage and market comp…

We study global aspects of complete, non-singular asymptotically locally AdS spacetimes solving the vacuum Einstein equations whose conformal infinity is an arbitrary globally stationary spacetime. It is proved that any such solution which is asymptotically stationary to the past and future is itself globally stationar…

Flat metrics on hyperbolic surfaces embed as polyhedral surfaces in (2+1)-spacetimes.

The term structure of credit spreads is studied with an aim to predict its future movements. A completely new approach to tackle this problem is presented, which utilizes nonlinear parametric models. The Brain-Cousens regression model with five parameters is chosen to describe the term structure of credit spreads. Furt…

Proves planarity and convexity for ancient solutions of mean curvature flow.

For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model is too small to be detected using traditional time series analysis. However, we s…

Kuranishi's proof of complex deformation theory revisited

We present a family of complete acyclic Morse matchings on the face lattice of a hypersimplex. Since a hypersimplex is a convex polytope, there is a natural way to form a CW complex from its faces. In a future paper we will utilize these matchings to classify every subcomplex whose reduced homology groups are concentra…

In this short note we are concerned with the Kahler-Einstein metrics near cone type log canonical singularities. By two different approaches, we construct a complete Kahler-Einstein metric with negative scalar curvature in a neighborhood of the cone over a Calabi-Yau manifold, which provides a local model for the futur…

The mass of asymptotically hyperbolic ends and manifolds is analyzed.

Proposes a multi-modal attention network for better stock price prediction.

A flat complete causal Lorentzian manifold is called {\it strictly causal} if the past and the future of each its point are closed near this point. We consider strictly causal manifolds with unipotent holonomy groups and assign to a manifold of this type four nonnegative integers (a signature) and a parabola in the con…

Let M be a CR manifold of hypersurface type, which is Levi degenerate but also satisfying a k-nondegeneracy condition at all points. This might be only if dim M is greater than or equal to 5 and if dim M = 5, then k= 2 at all points. We prove that for any 5-dimensional, uniformly 2-nondegenerate CR manifold M there exi…

Study of prescribed mean curvature flow on noncompact hypersurfaces in Lorentz manifolds.

Proves well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.

We study constant mean curvature Lorentzian hypersurfaces of $\mathbb{R}^{1,d+1}$ from the point of view of its Cauchy problem. We completely classify the spherically symmetric solutions, which include among them a manifold isometric to the de Sitter space of general relativity. We show that the spherically symmetric s…

We consider complete spacelike hypersurfaces with constant mean curvature in the open region of de Sitter space known as the steady state space. We prove that if the hypersurface is bounded away from the infinity of the ambient space, then the mean curvature must be H=1. Moreover, in the 2-dimensional case we obtain th…

I study the limit of a large random economy, where a set of consumers invests in financial instruments engineered by banks, in order to optimize their future consumption. This exercise shows that, even in the ideal case of perfect competition, where full information is available to all market participants, the equilibr…

We show that if $(\mathbb{T}^{2},g)$ is a class A Lorentzian 2-torus with timelike poles, then there exists a Lipschitz foliation by complete future-directed timelike geodesics with any pre-assigned asymptotic direction in the interior of the stable time cone. This is done by constructing certain $C^{1,1}$ solutions to…

Study improves carbon price forecasting using quantile regression and feature selection.

Events in the world may be caused by other, unobserved events. We consider sequences of events in continuous time. Given a probability model of complete sequences, we propose particle smoothing---a form of sequential importance sampling---to impute the missing events in an incomplete sequence. We develop a trainable fa…

We consider spacetimes solving the Einstein non-linear scalar field equations with T2-symmetry and show that they admit an areal time foliation in the expanding direction. In particular, we prove global existence and uniqueness of solutions to the corresponding system of evolution equations for all future times. The on…

New CMC existence result for expanding cosmological spacetimes.

PredNet, a deep predictive coding network developed by Lotter et al., combines a biologically inspired architecture based on the propagation of prediction error with self-supervised representation learning in video. While the architecture has drawn a lot of attention and various extensions of the model exist, there is …

Technical trading rules have been widely used by practitioners in financial markets for a long time. The profitability remains controversial and few consider the stationarity of technical indicators used in trading rules. We convert MA, KDJ and Bollinger bands into stationary processes and investigate the profitability…

Bilateral CVA as currently implement has the counterintuitive effect of profiting from one's own widening CDS spreads, i.e. increased risk of default, in practice. The unified picture of CVA and liquidity introduced by Morini & Prampolini 2010 has contributed to understanding this. However, there are two significant om…

Study on pseudo-Riemannian Bertrand manifolds finds no closed movement systems.

Let $S$ be a compact, orientable surface of hyperbolic type. Let $(k_+,k_-)$ be a pair of negative numbers and let $(g_+, g_-)$ be a pair of marked metrics over $S$ of constant curvature equal to $k_+$ and $k_-$ respectively. Using a functional introduced by Bonsante, Mondello \& Schlenker, we show that there exists a …