arXiv research

Researchers find highest volumes for isospectral spherical orbifolds and space forms.

Study on Funk geometry volume growth and polytope flags, verifying conjectures.

We define invariants for colored oriented spatial graphs by generalizing CM invariants, which were defined via non-integral highest weight representations of $U_q(sl_2)$. We apply the same method to define Yokota's invariants, and we call these invariants Yokota type invariants. Then we propose a volume conjecture of t…

Defines and classifies Thurston geometries and connects simplicial volume to Kodaira dimension.

p-index approach shows efficient-contrarian strategy outperforms others in low-sentiment periods

The paper validates a classifier for identifying intraday regime shifts in MNQ futures.

Kashaev limits of quantum $A$-polynomials reveal classical action vanishing and hyperbolic volume deformation.

Conformal Prediction Regions match Imprecise Highest Density Regions under consonance.

Study resolves the Korean LVRP puzzle by showing HVRP exists but is masked by investor heterogeneity and improper intensity normalization.

We introduce a new general framework for constructing the best trading strategy for a given historical indicator. We construct the unique trading strategy with the highest expected return. This optimal strategy may be implemented directly, or its expected return may be used as a benchmark to evaluate how far away from …

The paper computes characteristic classes for Lie group representations.

Paper refines Alesker-Bernig-Schuster theorem, proving Hodge-Riemann relations for Euclidean balls.

For p>3 a prime, and g>2 an integer, we use Topological Quantum Field Theory (TQFT) to study a family of p-1 highest weight modules L_p(lambda) for the symplectic group Sp(2g,K) where K is an algebraically closed field of characteristic p. This permits explicit formulae for the dimension and the formal character of L_p…

This work is a continuation of the former paper in which principal bundles are given by compact spin toric manifolds and compact connected semisimple Lie groups. In this paper, ambient manifolds are assumed to be compact toric manifolds and Lie groups are compact connected. The main result is that locally smooth manifo…

To understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies, we define an algorithm for measuring sentiment-based network risk. The algorithm ranks companies in networks of co-occurrences, and measures sentiment-based risk, by calculatin…

Study shows how firms adapt to systemic risk during crises, revealing key players and trade volume predictors.

Proves planar graphs' configuration spaces have highest topological complexity.

Using the colored Kauffman skein relation, we study the highest and lowest $4n$ coefficients of the $n^{th}$ unreduced colored Jones polynomial of alternating links. This gives a natural extension of a result by Kauffman in regard with the Jones polynomial of alternating links and its highest and lowest coefficients. W…

Two-sample tests improve on existing methods for microtubule data.

Classic studies of the probability density of price fluctuations $g$ for stocks and foreign exchanges of several highly developed economies have been interpreted using a {\it power-law} probability density function $P(g) \sim g^{-(α+1)}$ with exponent values $α> 2$, which are outside the Lévy-stable regime $0 < α< 2$. …

Matrix factorization was used to generate investment recommendations for investors. An iterative conjugate gradient method was used to optimize the regularized squared-error loss function. The number of latent factors, number of iterations, and regularization values were explored. Overfitting can be addressed by either…

In this paper we discuss the highest weight $\frak k_r$-finite representations of the pair $(\frak g_r,\frak k_r)$ consisting of $\frak g_r$, a real form of a complex basic Lie superalgebra of classical type $\frak g$ (${\frak g}\neq A(n,n)$), and the maximal compact subalgebra $\frak k_r$ of $\frak g_{r,0}$, together …

We show that the limiting unicolored $\mathfrak{sl}(N)$ Khovanov-Rozansky chain complex of any infinite positive braid categorifies a highest-weight projector. This result extends an earlier result of Cautis categorifying highest-weight projectors using the limiting complex of infinite torus braids. Additionally, we sh…

Study uses XAI and transformers for stock price prediction of top 100 BIST banks.

Combines multiple bandit algorithms to create a nearly optimal single algorithm.

Cryptocurrencies show mature market characteristics but vary by size.

When the in-sample Sharpe ratio is obtained by optimizing over a k-dimensional parameter space, it is a biased estimator for what can be expected on unseen data (out-of-sample). We derive (1) an unbiased estimator adjusting for both sources of bias: noise fit and estimation error. We then show (2) how to use the adjust…

Developing a scientific understanding of cities in a fast urbanizing world is essential for planning sustainable urban systems. Recently, it was shown that income and wealth creation follow increasing returns, scaling superlinearly with city size. We study scaling of per capita incomes for separate census defined incom…

We consider a large collection of dynamically interacting components defined on a weighted directed graph determining the impact of default of one component to another one. We prove a law of large numbers for the empirical measure capturing the evolution of the different components in the pool and from this we extract …

In this paper we experimentally analyze the convergence behavior of CoCoA and show, that the number of workers required to achieve the highest convergence rate at any point in time, changes over the course of the training. Based on this observation, we build Chicle, an elastic framework that dynamically adjusts the num…

Investors target specific regions of payoff distributions for portfolio optimization.

The paper identifies key macroeconomic events affecting exchange rate volatility.

In this paper, we prove a Morse index theorem for the index form of even order linear Hamiltonian systems on the closed interval with reasonable self-adjoint boundary conditions. The highest order term is assumed to be nondegenerate.

Study on eigenvalues of Laplace operator on 1-forms for symmetric spaces.

New fairness concept extends minimax fairness to lexicographic fairness.

A graph clustering method that moves nodes to highest-degree neighbors.

The complex analytic methods have found a wide range of applications in the study of multiplicity-free representations. This article discusses, in particular, its applications to the question of restricting highest weight modules with respect to reductive symmetric pairs. We present a number of multiplicity-free branch…

The purpose of this note is to reconcile two different results concerning the model-free upper bound on the price of an American option, given a set of European option prices. Neuberger (2007, `Bounds on the American option') and Hobson and Neuberger (2016, `On the value of being American') argue that the cost of the c…

Faster algorithm for generalized mean densest subgraph problem.

The Phi- relationship also known as Phi-factor appears in a number of lattice structures, mostly considering the lines within several separate circles or polygons. The paper considers a regular hexagonal tessellation as a lattice with the highest specific mechanical stiffness.

The goal of this study is to determine which strategic model, either IO or RBV, allows firms to generate the highest performance on a competitive market. Contrasting with classical studies that mobilize analyses as VARCOMP, we deploy a multi-agent system simulating the behavior of firms adopting RBV or IO strategic mod…

We considered observational data available from the MIMIC-III open-access ICU database and collected within a study period between year 2002 up to 2011. If a patient had multiple admissions to the ICU during the 30 days before death, only the first stay was analyzed, leading to a final set of 6,436 unique ICU admission…

In healthcare, the highest risk individuals for morbidity and mortality are rarely those with the greatest modifiable risk. By contrast, many machine learning formulations implicitly attend to the highest risk individuals. We focus on this problem in point processes, a popular modeling technique for the analysis of the…

PPO optimizes LLM-generated alpha weights for better trading performance.

We investigate the coefficients of the highest and lowest terms (also called the head and the tail) of the colored Jones polynomial and show that they stabilize for alternating links and for adequate links. To do this we apply techniques from skein theory.

Training a practical and effective model for stock selection has been a greatly concerned problem in the field of artificial intelligence. Even though some of the models from previous works have achieved good performance in the U.S. market by using low-frequency data and features, training a suitable model with high-fr…

Graph neural networks improve volatility forecasts and portfolio performance.

Study optimizes classifiers for credit card mail campaigns and default prediction.