arXiv research

GCNET predicts stock price movements using graph convolutional networks.

New framework models stock relationships and investor expectations for better financial market predictions.

We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramer function, the characteristic function for s…

Autonomous multiple tasks learning is a fundamental capability to develop versatile artificial agents that can act in complex environments. In real-world scenarios, tasks may be interrelated (or "hierarchical") so that a robot has to first learn to achieve some of them to set the preconditions for learning other ones. …

Recent studies have revealed a number of striking dependence patterns in high frequency stock price dynamics characterizing probabilistic interrelation between two consequent price increments x (push) and y (response) as described by the bivariate probability distribution P(x,y) [1,2,3,4]. There are two properties, the…

In this paper, we show that one can interrelate pluriharmonic maps with para-pluriharmonic maps by means of the loop group method. As an appendix, we give examples for the interrelation between pluriharmonic maps and para-pluriharmonic maps. Moreover, we investigate the relation among CMC-surfaces by use of such maps.

On connected manifolds of dimension higher than three, the non-existence of $132$ Chinea and González-Dávila types of almost contact metric structures is proved. This is a consequence of some interrelations among components of the intrinsic torsion of an almost contact metric structure. Such interrelations allow to des…

This is an expository paper discussing various versions of Khovanov homology theories, interrelations between them, their properties, and their applications to other areas of knot theory and low-dimensional topology.

Study connects two types of metrics on complex surfaces.

Financial data has been extensively studied for correlations using Pearson's cross-correlation coefficient ρ as the point of departure. We employ an estimator based on recurrence plots --- the Correlation of Probability of Recurrence (CPR) --- to analyze connections between nine stock indices spread worldwide. We sugge…

We consider an insurance company whose surplus is represented by the classical Cramer-Lundberg process. The company can invest its surplus in a risk free asset and in a risky asset, governed by the Black-Scholes equation. There is a constraint that the insurance company can only invest in the risky asset at a limited l…

Many applications collect a large number of time series, for example, the financial data of companies quoted in a stock exchange, the health care data of all patients that visit the emergency room of a hospital, or the temperature sequences continuously measured by weather stations across the US. These data are often r…

Examines nonrational polytopes and fans in toric geometry.

In the wake of the still ongoing global financial crisis, bank interdependencies have come into focus in trying to assess linkages among banks and systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tappin…

We introduce the historical development and physical idea behind topological Yang-Mills theory and explain how a physical framework describing subatomic physics can be used as a tool to study differential geometry. Further, we emphasize that this phenomenon demonstrates that the interrelation between physics and mathem…

There are many equivalent definitions of Riemannian geodesics. They are naturally generalised to sub-Riemannian manifold, but become non-equivalent. We give a review of different definitions of geodesics of a sub-Riemannian manifold and interrelation between them. We recall three variational definitions of geodesics as…

Triality connects three polynomial bases in Lie algebra studies.

Using a quaternionic calculus, the Christoffel, Darboux, Goursat, and spectral transformations for discrete isothermic nets are described, with their interrelations. The Darboux and spectral transformations are used to define discrete analogs for cmc-1 surfaces in hyperbolic space and to obtain a discrete version of Br…

Almost para-quaternionic structures on smooth manifolds of dimension $2n$ are equivalent to almost Grassmannian structures of type $(2,n)$. We remind the equivalence and exhibit some interrelations between subjects that were previously studied independently from the para-quaternionic and the Grassmannian point of view.…

The policy objective of safeguarding financial stability has stimulated a wave of research on systemic risk analytics, yet it still faces challenges in measurability. This paper models systemic risk by tapping into expert knowledge of financial supervisors. We decompose systemic risk into a number of interconnected seg…

Motivated by the study of the interrelation between functorial and algebraic quantum field theory, we point out that on any locally trivial bundle of compact groups, representations up to homotopy are enough to separate points by means of the associated representations in cohomol- ogy. Furthermore, we observe that the …

We consider geodesics in both Riemannian and Lorentzian manifolds with metrics of low regularity. We discuss existence of extremal curves for continuous metrics and present several old and new examples that highlight their subtle interrelation with solutions of the geodesic equations. Then we turn to the initial value …

Study of a 3D system on Wallach spaces, finding interrelations with invariant metrics.

We prove a number of results on the interrelation between the $L^p$-metric on the group of Hamiltonian diffeomorphisms of surfaces and the subset of all autonomous Hamiltonian diffeomorphisms. More precisely, we show that there are Hamiltonian diffeomorphisms of all surfaces of genus $g\neq 1$ lying arbitrarily $L^p$-f…

We give in explicit form the principal kinematic formula for the action of the affine unitary group on $\C^n$, together with a straightforward algebraic method for computing the full array of unitary kinematic formulas, expressed in terms of certain convex valuations introduced, essentially, by H. Tasaki. We introduce …

New complexes refine multicomplexes for subRiemannian geometry.

In the wake of the ongoing global financial crisis, interdependencies among banks have come into focus in trying to assess systemic risk. To date, such analysis has largely been based on numerical data. By contrast, this study attempts to gain further insight into bank interconnections by tapping into financial discuss…

In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher information and the derivative of the entropy. We show that this identity can be extended to generalized versions of en…

The exterior derivative $d θ$ of the Lee form $θ$ of almost Hermitian manifolds is studied. If $ω$ is the Kähler two-form, it is proved that the $\mathbb{R}ω$-component of $dθ$ is always zero. expressions for the other components, in $[λ_0^{1,1}]$ and in $[[ λ^{2,0} ]]$, of $dθ$ are also obtained. They are given in ter…

Various transformations of isothermic surfaces are discussed and their interrelations are analyzed. Applications to cmc-1 surfaces in hyperbolic space and their minimal cousins in Euclidean space are presented: the Umehara-Yamada perturbation, the classical and Bryant's Weierstrass type representations, and the duality…

These notes give an introduction to the Strominger system of partial differential equations, and are based on lectures given in September 2015 at the GEOQUANT School, held at the Institute of Mathematical Sciences (ICMAT) in Madrid. We describe the links with the theory of balanced metrics in hermitian geometry, the He…

DeepPocket uses graph convolutional reinforcement learning for better financial portfolio management.

Characterizing the dynamic interactive patterns of complex systems helps gain in-depth understanding of how components interrelate with each other while performing certain functions as a whole. In this study, we present a novel multimodal data fusion approach to construct a complex network, which models the interaction…

Investors' models of future returns are uncertain and interrelated.

We characterize general pseudo-harmonic morphisms from a Riemannian manifold to a Hermitian manifold as pseudo horizontally weakly conformal maps with an additional property. We study to what extent we can (locally) describe these submersive pseudo-harmonic morphisms via the foliation given by the kernel of the associa…

New proof for quaternionic structures on specific manifolds via automorphisms.

In this work, we consider Corporate Governance (CG) ties among companies from a multiple network perspective. Such a structure naturally arises from the close interrelation between the Shareholding Network (SH) and the Board of Directors network (BD). In order to capture the simultaneous effects of both networks on CG,…

Model learns to select relevant clinical variables for disease subtype prediction from small data.

The paper provides a survey of results related to the "$κ$-generalized distribution", a statistical model for the size distribution of income and wealth. Topics include, among others, discussion of basic analytical properties, interrelations with other statistical distributions as well as aspects that are of special in…

This review compares various deep generative models.

In this note the interrelations between several natural morphisms on the $π_1$ of groups of Hamiltonian diffeomorphisms are investigated. As an application, the equality of the (non-linear) Maslov index of loops of quantomorphisms of prequantizations of $\C P^n$ and the Calabi-Weinstein invariant is shown, settling aff…

We present a model for the joint estimation of disparity and motion. The model is based on learning about the interrelations between images from multiple cameras, multiple frames in a video, or the combination of both. We show that learning depth and motion cues, as well as their combinations, from data is possible wit…

We propose a new approach to the problem of neural network expressivity, which seeks to characterize how structural properties of a neural network family affect the functions it is able to compute. Our approach is based on an interrelated set of measures of expressivity, unified by the novel notion of trajectory length…

The paper explores harmonic and asymptotically harmonic Finsler manifolds and their properties.

REST framework predicts stock trends by considering stock-specific and related-stock events.

MSIN model discovers relevant financial news for time series data.

Geography effect is investigated for the Chinese stock market including the Shanghai and Shenzhen stock markets, based on the daily data of individual stocks. The Shanghai city and the Guangdong province can be identified in the stock geographical sector. By investigating a geographical correlation on a geographical pa…

EarnMore uses masked stock representations to train RL agents for customizable stock pools efficiently.