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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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68136204272 · Jun 202019922001200920172026
48 results for horizontal visibility graphs

Estimates roughness of financial volatility paths using horizontal visibility graphs.

problem Estimating roughness in financial volatility models.
method Introduces L+(t) for first-passage horizons, treating uncensored observations as first-passage times.
result Estimates roughness through a single tail exponent θ, separating rough Bergomi volatility from classical models.

This study applies EMD to MSCI World index and converts IMFs into graphs for GNN modeling.

problem Modeling financial time series with GNNs.
method EMD, CEEMDAN, graph transformations (natural visibility, horizontal visibility, recurrence, transition graphs), topological analysis.
result High-frequency IMFs yield dense, highly connected small-world graphs; low-frequency IMFs produce sparser networks.

Unified pipeline classifies time series using complex networks and persistent homology.

problem Classifying univariate time series using various graph constructions and metrics.
method Time series to graph, graph to dissimilarity matrix, filtration to persistence diagrams, vectorization to features.
result Persistence-based features are robust to noise and optimal graph type depends on signal structure.

The family of image visibility graphs (IVGs) have been recently introduced as simple algorithms by which scalar fields can be mapped into graphs. Here we explore the usefulness of such operator in the scenario of image processing and image classification. We demonstrate that the link architecture of the image visibilit…

2018-04-19abs ↗pdf ↗

Recently, the visibility graph has been introduced as a novel view for analyzing time series, which maps it to a complex network. In this paper, we introduce new algorithm of visibility, "cross-visibility", which reveals the conjugation of two coupled time series. The correspondence between the two time series is mappe…

2013-01-06abs ↗pdf ↗

Examples of area-minimizing graphs with low regularity in a specific group.

problem Finding area-minimizing graphs with low regularity in a sub-Finsler Heisenberg group.
method Providing examples of entire area-minimizing horizontal graphs with prescribed singular sets.
result Examples of area-minimizing graphs that are locally Lipschitz but not necessarily smoother.

VGRSI uses price visibility graphs to generate profitable trading signals.

problem Ineffective traditional technical analysis indicators in financial markets.
method Visibility Graphs Relative Strength Index (VGRSI) based on backward visibility relations in price data.
result VGRSI signals generated substantial profits across different asset classes.

This study analyzes economic policy uncertainty indices using visibility graphs.

problem Understanding the role of economic policy uncertainty in global economies.
method Visibility graph algorithm applied to economic policy uncertainty indices.
result The economic policy uncertainty indices exhibit persistent behavior and scale-free networks.

Study analyzes crude oil futures markets using visibility graphs to understand their structure and dynamics.

problem Understanding the structure and dynamics of crude oil futures markets during global challenges.
method Visibility graph analysis of daily and high-frequency data.
result Crude oil futures markets exhibit small-world properties and assortative mixing, with unique sensitivities to global disruptions.

Study uniformly differentiable graphs in Carnot groups, proving area formulas.

problem Characterize uniformly differentiable intrinsic graphs in Carnot groups.
method Characterize uniform intrinsic differentiability via Hölder properties of projections of vector fields.
result Explicit area formula for uniformly intrinsically differentiable maps in Carnot groups.

Statistical physics of complex systems exploits network theory not only to model, but also to effectively extract information from many dynamical real-world systems. A pivotal case of study is given by financial systems: market prediction represents an unsolved scientific challenge yet with crucial implications for soc…

2017-10-30abs ↗pdf ↗

We introduce a sub-Riemannian analogue of the Bence-Merriman-Osher diffusion driven algorithm and show that it leads to weak solutions of the horizontal mean curvature flow of graphs over sub-Riemannian Carnot groups. The proof follows the nonlinear semi-group theory approach originally introduced by L. C. Evans in the…

2012-08-30abs ↗pdf ↗

Given a warped product space R×fN\mathbb{R} \times_{f} N with logarithmically convex warping function ff, we prove a relative isoperimetric inequality for regions bounded between a subset of a vertical fiber and its image under an almost everywhere differentiable mapping in the horizontal direction. In particular, given…

2010-07-29abs ↗pdf ↗

In the Engel group with its Carnot group structure we study subsets of locally finite subRiemannian perimeter and possessing constant subRiemannian normal. We prove the rectifiability of such sets: more precisely we show that, in some specific coordinates, they are upper-graphs of entire Lipschitz functions (with respe…

2012-01-30abs ↗pdf ↗

A Gaussian restricted Boltzmann machine (GRBM) is a Boltzmann machine defined on a bipartite graph and is an extension of usual restricted Boltzmann machines. A GRBM consists of two different layers: a visible layer composed of continuous visible variables and a hidden layer composed of discrete hidden variables. In th…

2015-12-03abs ↗pdf ↗

Let S be an immersed horizontal surface in a 3-dimensional graph manifold. We show that the fundamental group of the surface S is quadratically distorted whenever the surface is virtually embedded (i.e., separable) and is exponentially distorted when the surface is not virtually embedded.

2017-03-21abs ↗pdf ↗

In the setting of Carnot groups, we are concerned with the rectifiability problem for subsets that have finite sub-Riemannian perimeter. We introduce a new notion of rectifiability that is, possibly, weaker than the one introduced by Franchi, Serapioni, and Serra Cassano. Namely, we consider subsets ΓΓ that, similarly…

2019-12-01abs ↗pdf ↗

The paper calculates indices for families of Fredholm operators and their extensions.

problem Calculating indices for families of Fredholm operators and their extensions.
method Passing from a Fredholm operator to its graph, deforming the horizontal subspace.
result Index formulas for families of Fredholm realizations and self-adjoint extensions.

We describe the family of minimal graphs on strips with boundary values ±\pm\infty disposed alternately on edges of length one, and whose conjugate graphs are contained in horizontal slabs of width one in R3\mathbb{R}^3. We can obtain as limits of such graphs the helicoid, all the doubly periodic Scherk minimal surfac…

2006-11-23abs ↗pdf ↗

Study visibility properties of Kobayashi distance on unbounded domains.

problem Understanding visibility properties of Kobayashi distance on unbounded domains.
method Analyzing visibility properties in the context of Kobayashi hyperbolic domains, focusing on unbounded domains and their boundary behavior.
result Carathéodory-type extension theorem for biholomorphisms between planar domains, including infinitely-connected domains.

We show that there are minimal graphs in R^{n+1} whose intersection with the portion of the horizontal hyperplane contained in the unit ball has any prescribed geometry, up to a small deformation. The proof hinges on the construction of minimal graphs that are almost flat but have small oscillations whose geometry we c…

2016-02-16abs ↗pdf ↗

We show that the translation length of any parabolic isometry on a complete semi-uniformly visible CAT(0) space is always zero. As a consequence, we will classify the isometries on visible CAT(0) spaces in terms of translation lengths. We will also show that the moduli space M(Sg,n)\mathbb{M}(S_{g,n}) of surface Sg,nS_{g,n} o…

2013-02-06abs ↗pdf ↗

We apply belief propagation to a Bayesian bipartite graph composed of discrete independent hidden variables and discrete visible variables. The network is the Discrete counterpart of Independent Component Analysis (DICA) and it is manipulated in a factor graph form for inference and learning. A full set of simulations …

2015-05-26abs ↗pdf ↗

We show that a graph manifold which is a Z-homology 3-sphere not homeomorphic to either the 3-sphere or the Poincaré homology 3-sphere admits a horizontal foliation. This combines with known results to show that the conditions of not being an L-space, of having a left-orderable fundamental group, and of admitting a co-…

2013-03-21abs ↗pdf ↗

Develops geometric foundations for sublinear Morse boundaries in mapping class groups and Teichmüller spaces.

problem Capturing generic directions in mapping class groups and Teichmüller spaces.
method Develops tools for modeling hulls of median rays in hierarchically hyperbolic spaces via CAT(0) cube complexes.
result Sublinear Morse boundaries are visibility spaces and admit continuous equivariant injections into the boundary of the curve graph.

The study restricts surfaces in a specific geometry to certain configurations, proving no annular ends can be contained in horizontal slabs.

problem Properly embedded surfaces with constant mean curvature in a specific geometric setting.
method Proof of geometric restrictions using slab and halfspace theorems.
result Surfaces with constant mean curvature are confined to specific configurations, including graphs over simply connected domains.

This article is devoted to the study of prime alternating +achiral knots. In the case of arborescent knots, we prove in +AAA Visibility Theorem 5.1, that the symmetry is visible on a certain projection (not necessarily minimal) and that it is realised by a homeomorphism of order 4. In the general case (arborescent or n…

2015-03-06abs ↗pdf ↗

Improved visibility forecasts using statistical post-processing.

problem Accurate and reliable predictions of visibility are crucial in aviation and transportation.
method Calibrated ensemble forecasts using locally, semi-locally, and regionally trained POLR and MLP classifiers.
result Post-processing improves forecast skill and POLR models outperform MLPs.

Tête-à-tête graphs and relative tête-à-tête graphs were introduced by N. A'Campo in 2010 to model monodromies of isolated plane curves. By recent workof Fdez de Bobadilla, Pe Pereira and the author, they provide a way of modeling the periodic mapping classes that leave some boundary component invariant. In this work we…

2017-12-16abs ↗pdf ↗

The visibility transformation embeds data position into signature features for efficient pattern recognition.

problem Embedding absolute position into signature features for efficient pattern recognition.
method The visibility transformation is put on a theoretical footing and used to embed absolute position into signature features efficiently.
result The generated feature set simplifies pattern recognition by accommodating nonlinear functions of absolute and relative values.

Let M be a totally orientable graph manifold with characteristic submanifold T and let M = V cup_S W be a Heegaard splitting. We prove that S is standard. In particular, S is the amalgamation of strongly irreducible Heegaard splittings. The splitting surfaces S_i of these strongly irreducible Heegaard splittings have t…

2004-06-09abs ↗pdf ↗