arXiv research

The paper studies hanging chains and surfaces in degenerate geometries.

Study the hanging chain shape around a circle.

The paper defines catenary curves in spheres and hyperbolic planes.

Let $(M,g)$ be a compact manifold with boundary and $Ric_g\geq (n-1)g$, Hang and Wang proved that $(M,g)$ is isometric to the standard hemisphere if $\partial M$ is convex and isometric to $\mathbb{S}^{n-1}(1)$. We prove some rigidity theorems when $\partial M$ is isometric to a product manifold where one factor is th…

We propose a new heavy-tailed distribution --- Gaussian-Chain (GC) distribution, which is inspirited by the hierarchical structures prevailing in social organizations. We determine the mean, variance and kurtosis of the Gaussian-Chain distribution to show its heavy-tailed property, and compute the tail distribution tab…

A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles that precede large market falls or 'crashes', contain parameters that are confined within certain ranges. The mechanism that has been claimed as underlying the LPPL, is based on influence percolation and a martingale condit…

The hemisphere rigidity theorem connects to the Gelfand problem, providing a precise value for the extremal parameter.

Inspired by the work of F. Hang and X. Wang and partial results by S. Raulot, we prove a scalar curvature rigitidy result for locally conformally flat manifolds with boundary in the spirit of the well-known Min-Oo conjecture.

In this article, we prove new rigidity results for compact Riemannian spin manifolds with boundary whose scalar curvature is bounded from below by a non-positive constant. In particular, we obtain generalizations of a result of Hang-Wang \cite{hangwang1} based on a conjecture of Schroeder and Strake \cite{schroeder}.

We analyze the financial crash in 2008 for different financial markets from the point of view of log-periodic function model. In particular, we consider Dow Jones index, DAX index and Hang Seng index. We shortly discuss the possible relation of the theory of critical phenomena in physics to financial markets.

We show that one-dimensional circle is the only case for closed smooth metric measure spaces with nonnegative Bakry-Émery Ricci curvature whose spectrum of the weighted Laplacian has an optimal positive upper bound. This result extends the work of Hang-Wang in the manifold case (Int. Math. Res. Not. 18 (2007), Art. ID …

We have applied the Zipf method to extract the $ζ'$ exponent for seven financial indices (DAX, FTSE; DJIA, NASDAQ, S&P500; Hang-Seng and Nikkei 225), after having translated the signals into a text based on two letters. We follow considerations based on the signal Hurst exponent and the notion of a time dependent Zipf …

In this paper we prove non-existence and classification results for elliptic fully nonlinear elliptic degenerate conformal equations on certain subdomains of the sphere with prescribed constant mean curvature along its boundary. We also consider non-degenerate equations. Such subdomains are the hemisphere (or a geodesi…

Solves a conjecture using a new formula on conformally Einstein manifolds.

Generalized Baumslag-Solitar groups are defined as fundamental groups of graphs of groups with infinite cyclic vertex and edge groups. Forester proved (in "On uniqueness of JSJ decompositions of finitely generated groups", Comment. Math. Helv. 78 (2003) pp 740-751) that in most cases the defining graphs are cyclic JSJ …

Motivated by the study of the equilibrium equations for a soap film hanging from a wire frame, we prove a compactness theorem for surfaces with asymptotically vanishing mean curvature and fixed or converging boundaries. In particular, we obtain sufficient geometric conditions for the minimal surfaces spanned by a given…

Let (M,g) be a four or six dimensional compact Riemannian manifold which is locally conformally flat and assume that its boundary is totally umbilical. In this note, we prove that if the Euler characteristic of M is equal to 1 and if its Yamabe invariant is positive, then (M,g) is conformally isometric to the standard …

Soap films hanging from a wire frame are studied in the framework of capillarity theory. Minimizers in the corresponding variational problem are known to consist of positive volume regions with boundaries of constant mean curvature/pressure, possibly connected by "collapsed" minimal surfaces. We prove here that collaps…

Based on the minute-by-minute data of the Hang Seng Index in Hong Kong and the analysis of probability distribution and autocorrelations, we find that the index fluctuations for the first few minutes of daily opening show behaviors very different from those of the other times. In particular, the properties of tail dist…

In this paper we prove classification results to elliptic fully nonlinear conformal equations on certain subdomains of the sphere with prescribed constant mean curvature on its boundary. Such subdomains are the hemisphere (or a geodesic ball on $\mathbb{S}^n$) of dimension $n\geq 2$ with prescribed constant mean curvat…

Proves stability of convex disks close to round caps.

Let $(M, \bar g)$ be an $n$-dimensional complete Riemannian manifold. In this paper, we considers the following conformal scalar curvature rigidity problem: Given a compact smooth domain $Ω$ with $\partial Ω$, can one find a conformal metric $g$ whose scalar curvature $R[g]\ge R[\bar g]$ on $Ω$ and the mean curvature $…

New inequality criterion for a mean field equation on spheres.

This paper applies the Extreme-Value (EV) Generalised Pareto distribution to the extreme tails of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts. It then uses tail estimators from these contracts to estimate spectral risk measures, which are coherent risk measures that r…

This paper applies an AR(1)-GARCH (1, 1) process to detail the conditional distributions of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts. It then uses the conditional distribution for these contracts to estimate spectral risk measures, which are coherent risk measures …

The minute-by-minute move of the Hang Seng Index (HSI) data over a four-year period is analysed and shown to possess similar statistical features as those of other markets. Based on a mathematical theorem [S. B. Pope and E. S. C. Ching, Phys. Fluids A {\bf 5}, 1529 (1993)], we derive an analytic form for the probabilit…

This paper proves a Liouville type result for a specific higher-order equation on the sphere.

Sharp inequalities in unit ball with constraints on moments.

We perform the Bayesian inference of a GARCH model by the Metropolis-Hastings algorithm with an adaptive proposal density. The adaptive proposal density is assumed to be the Student's t-distribution and the distribution parameters are evaluated by using the data sampled during the simulation. We apply the method for th…

New DMEM models forecast volatility combining low- and high-frequency data.

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. …

We present a systematic algorithm testing for the existence of collective self-organization in the behavior of agents in social systems, with a concrete empirical implementation on the Dow Jones Industrial Average index (DJIA) over the 20th century and on Hong Kong Hang Seng composite index (HSI) since 1969. The algori…

We show that log-periodic power-law (LPPL) functions are intrinsically very hard to fit to time series. This comes from their sloppiness, the squared residuals depending very much on some combinations of parameters and very little on other ones. The time of singularity that is supposed to give an estimate of the day of…

The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed that the bifurcation phenom…

We consider models of financial markets in which all parties involved find incentives to participate. Strategies are evaluated directly by their virtual wealths. By tuning the price sensitivity and market impact, a phase diagram with several attractor behaviors resembling those of real markets emerge, reflecting the ro…

Study finds on-chain data can proxy off-chain cryptocurrency pricing.

The study connects monopole chains to Higgs bundles and classifies symmetric chains.

The prediction of a stock market direction may serve as an early recommendation system for short-term investors and as an early financial distress warning system for long-term shareholders. Many stock prediction studies focus on using macroeconomic indicators, such as CPI and GDP, to train the prediction model. However…

New proof of chain duality for simplicial complexes.

Improves multi-label classification with a new network model.

Reduces identity testing of reversible Markov chains to simpler symmetric chain tests.

We present a new family of models that is based on graphs that may have undirected, directed and bidirected edges. We name these new models marginal AMP (MAMP) chain graphs because each of them is Markov equivalent to some AMP chain graph under marginalization of some of its nodes. However, MAMP chain graphs do not onl…

We introduce some chain maps between Khovanov complexes. Each of the chain maps commutes with a chain homotopy map and a retraction maps which obtain a Reidemeister invariance of Khovanov homology.

Mack's estimator improves chain ladder prediction for large exposure insurance models.

Polynomial invariants classify molecular chains based on their contact arrangements.

Unified Morse-Bott-Smale chain complex, resolves well-definedness issue.

This study aims to improve communication between fragmented blockchain systems in finance.

We analyze a new Markov chain model for better sampling and optimization.