arXiv research

New method constructs Morse-Novikov complex with infinite series coefficients.

Extends A-type coefficient polynomials to B-type setting, introducing new invariants.

We prove that the coefficients of the colored Jones polynomial of alternating links stabilize under increasing the number of twists in the twist regions of the link diagram. This gives us an infinite family of $q$-power series derived from the colored Jones polynomial parametrized by the color and the twist regions of …

This paper conditions non-linear infinite-dimensional diffusion processes.

Method learns latent SDEs from high-dimensional time series.

In this short report, we investigate the ability of the DCCA coefficient to measure correlation level between non-stationary series. Based on a wide Monte Carlo simulation study, we show that the DCCA coefficient can estimate the correlation coefficient accurately regardless the strength of non-stationarity (measured b…

Quantum modularity proven for specific theta series.

We construct infinite series of non-simple ideal hyperbolic Coxeter 4-polytopes whose growth rates are Perron numbers. This infinite series is the first example of such a non-compact infinite polytopal series.

New method for estimating high-dimensional binary time series coefficients.

Aimed at geometric applications, we prove the homology cobordism invariance of the $L^2$-betti numbers and $L^2$-signature defects associated to the class of amenable groups lying in Strebel's class $D(R)$, which includes some interesting infinite/finitenon-torsion-free groups. The proofs include the only prior known c…

New coefficient detects irrational rotation behavior on infinite-type surfaces.

Efficiently computes sparse signature coefficients using kernels.

New filling functions for groups with coefficients show different asymptotic behavior.

In the paper, we introduce a new measure of correlation between possibly non-stationary series. As the measure is based on the detrending moving-average cross-correlation analysis (DMCA), we label it as the DMCA coefficient $ρ_{DMCA}(λ)$ with a moving average window length $λ$. We analytically show that the coefficient…

Paper constructs new identities linking quantum invariants and modular forms.

Project infinite time series graphs to finite marginal models using number theory.

There are many studies dealing with the analysis of similarity among currencies in foreign exchange market by using network analysis approach. In those studies, each currency is represented by a univariate time series of exchange rate return. This is the standard practice to analyze the underlying information in the fo…

Paper extracts features from time series to improve forecasting accuracy.

New model forecasts long-memory series with time-varying parameters.

We define an infinite series of translation coverings of Veech's double-n-gon for odd n greater or equal to 5 which share the same Veech group. Additionally we give an infinite series of translation coverings with constant Veech group of a regular n-gon for even n greater or equal to 8. These families give rise to expl…

When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover…

Study of linear classifiers in infinite imbalance scenarios.

Infinite families of quantum modular invariants for 3-manifolds are discovered.

Neural GARCH models financial time series with time-varying coefficients.

The loop invariants of Dimofte-Garoufalidis is a formal power series with arithmetically interesting coefficients that conjecturally appears in the asymptotics of the Kashaev invariant of a knot to all orders in $1/N$. We develop methods implemented in SnapPy that compute the first 6 coefficients of the formal power se…

A novel non-supervised method detects anomalies in multivariate time series.

New algorithms predict causal links better than traditional methods in time series data.

Lueck expressed the Gromov norm of a knot complement in terms of an infinite series that can be computed from a presentation of the fundamental group of the knot complement. In this note we show that Lueck's formula, applied to torus knots, yields surprising power series expansions for the logarithm function. This gene…

Develops methods for selecting and estimating smooth functional coefficients in high-dimensional multivariate functional data.

Researchers calculate $(t,q)$-series invariants for Seifert manifolds.

This paper presents an infinite variational autoencoder (VAE) whose capacity adapts to suit the input data. This is achieved using a mixture model where the mixing coefficients are modeled by a Dirichlet process, allowing us to integrate over the coefficients when performing inference. Critically, this then allows us t…

In this paper we use wavelet concepts to show that correlation coefficient between two financial data's is not constant but varies with scale from high correlation value to strongly anti-correlation value This studies is important because correlation coefficient is used to quantify degree of independence between two va…

Igarashi studies $(α, β)$-metrics in Cartan spaces and finds invariants.

Paper proposes forecast-necessity testing for accurate causal interpretation in nonlinear time-series models.

Our goal is to estimate causal interactions in multivariate time series. Using vector autoregressive (VAR) models, these can be defined based on non-vanishing coefficients belonging to respective time-lagged instances. As in most cases a parsimonious causality structure is assumed, a promising approach to causal discov…

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for $t\to 0^+$ and characterize the coefficients $a_k$ of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

This paper opens the series of articles supplemental to the series (hep-th/9405050,q-alg/9610026,q-alg/9611003,q-alg/9611019,funct-an/9611003), which also lies in lines of general ideology exposed in the review (mp_arc/96-477). The main purpose of the activity, which has its origin and motivation presumably in the auth…

Hybridizes physical and data-driven methods for predicting physicochemical properties.

In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical frame…

Study optimal liquidation strategies with infinite horizon and regime switching.

The log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its generalizations which can not properly describe the nonstationary deterministic components of the original series. We analyze the influence of deterministic trends on the GARCH(1,1) parameters us…

Study finds infinite non-fibered twisted torus knots.

New method uses resurgent analysis to determine growth rate of quantum field theory coefficients.

New algorithm efficiently learns sparse causal graphs from time series data.

In the present paper, the notion of $\mathbb{R}$-complex Finsler space with Infinite Series ($α, β$)- metric $\dfrac{β^2}{β- α}$ is defined. The Fundamental metric fields $g_{ij}$, $g_{i\bar{j}}$, their determinants and the inverse of these tensor fields are obtained. Also some properties of these spaces are studied.

We study the counting function of topological Poincaré series associated with rational homology sphere plumbed 3-manifold with connected negative definite tree, interpreting as an alternating sum of coefficient functions associated with some Taylor expansions. It is motivated by a theorem of Szenes and Vergne which exp…

We recall the notions of Frölicher and diffeological spaces and we build regular Frölicher Lie groups and Lie algebras of formal pseudo-differential operators in one independent variable. Combining these constructions with a smooth version of the Mulase factorization of infinite dimensional groups based on formal pseud…

We give a homological interpretation of the coefficients of the Hilbert series for an algebra associated with a directed graph and its dual algebra. This allows us to obtain necessary conditions for Koszulity of such algebras in terms of homological properties of the graphs. We use our results to construct algebras wit…