arXiv research

Modeling stock price adjustments due to irrational agent behavior.

Proposes a generic prediction architecture for autonomous vehicles considering both rational and irrational driving behaviors.

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

Standard economic theory assumes that agents in markets behave rationally. However, the observation of extremely large fluctuations in the price of financial assets that are not correlated to changes in their fundamental value, as well as the extreme instance of financial bubbles and crashes, imply that markets (at lea…

Proposes a new model to predict irrational customer behavior.

Investors in Bitcoin exhibit the disposition effect, selling winners and holding losers.

Improved model better fits financial data.

Given a discrete subgroup of the isometries of n-dimensional hyperbolic space there is always a region kept precisely invariant under the stabilizer of a parabolic fixed point, called the Margulis region. While in dimensions 2 and 3 this region is a horoball, it has in general a more complicated shape due to the existe…

Study tiling spaces over irrational tori using diffeological classification.

Study the stable norm on irrational slopes of 2-torus.

We describe Veech groups of flat surfaces arising from irrational angled polygonal billiards or irreducible stable abelian differentials. For irrational polygonal billiards, we prove that these groups are non-discrete subgroups of SO(2,R) and we calculate their rank.

Study noncommutative coverings of irrational quantum tori.

Different models to study the wealth distribution in an artificial society have considered a transactional dynamics as the driving force. Those models include a risk aversion factor, but also a finite probability of favoring the poorer agent in a transaction. Here we study the case where the partners in the transaction…

Study irrational pencils on complex manifolds, finding non-finitely generated homology.

Review of conformal geometry in irrational rotation algebra.

Study symplectic and Hamiltonian actions on irrational ruled surfaces, proving existence and non-existence of extensions.

Zagier's conjecture on knot invariants is proven for irrationals, with applications to quantum modular forms.

We show that the Novikov-Shubin invariant of an element of the integral group ring of the lamplighter group Z_2 \wr Z can be irrational. This disproves a conjecture of Lott and Lueck. Furthermore we show that every positive real number is equal to the Novikov-Shubin invariant of some element of the real group ring of Z…

Study irrational rotations and construct 2-filling rays on infinite type surfaces.

Model shows rational agents are eliminated by competition, leaving irrational players.

Given a negatively curved geodesic metric space $M$, we study the statistical asymptotic penetration behavior of (locally) geodesic lines of $M$ in small neighborhoods of points, of closed geodesics, and of other compact (locally) convex subsets of $M$. We prove Khintchine-type and logarithme law-type results for the s…

We prove that there are examples of finitely generated groups G together with group ring elements Q \in \bbQ G for which the von Neumann dimension \dim_{LG}\ker Q is irrational, so (in conjunction with other known results) answering a question of Atiyah.

We give examples of finitely presented groups containing elements with irrational (in fact, transcendental) stable commutator length, thus answering in the negative a question of M. Gromov. Our examples come from 1-dimensional dynamics, and are related to the generalized Thompson groups studied by M. Stein, I. Liousse …

Researchers prove continuity of knot invariant under modular transformations.

Improved DRQN-ARBR model for better stock trading performance.

Corporate transparency reduces investors' disposition effect by increasing confidence in holding profitable and losing stocks.

A network-based approach identifies financial factors from asset interactions, explaining market dynamics.

Estimates dimensions of maximal simplices for rational and irrational trees in Outer space.

The paper models insurance market dynamics under uncertainty and financial frictions.

In this paper, we prove that on every Finsler $n$-sphere $(S^n, F)$ for $n\ge 6$ with reversibility $λ$ and flag curvature $K$ satisfying $(\fracλ{λ+1})^2<K\le 1$, either there exist infinitely many prime closed geodesics or there exist $[\frac{n}{2}]-2$ closed geodesics possessing irrational average indices. If in add…

We study the geometry of the Margulis region associated with an irrational screw translation $g$ acting on the 4-dimensional real hyperbolic space. This is an invariant domain with the parabolic fixed point of $g$ on its boundary which plays the role of an invariant horoball for a translation in dimensions $\leq 3$. Th…

Modeling preference rankings with salient features to explain irrational choices.

This paper uses hyperbolic geometry to prove Markov's theorem on irrational numbers and quadratic forms.

Tax effects on consumer behavior are ambiguous due to irrationality and limited willpower.

Social media reduces individual investors' disposition effect through negative information.

In this paper, we present a multi-period trading model by assuming that traders face not only asymmetric information but also heterogenous prior beliefs, under the requirement that the insider publicly disclose his stock trades after the fact. We show that there is an equilibrium in which the irrational insider camoufl…

On a Riemannian 2-torus $(T^2,g)$ we study the geodesic flow in the case of low complexity described by zero topological entropy. We show that this assumption implies a nearly integrable behavior. In our previous paper \cite{GK} we already obtained that the asymptotic direction and therefore also the rotation number ex…

Researchers calculate Morse index and nullity for two specific minimal hypersurfaces.

Study predicts online procrastination using machine learning.

New algorithm prevents strategic replication in multi-armed bandit problems.

In the recent paper \cite{LoD1}, we classified closed geodesics on Finsler manifolds into rational and irrational two families, and gave a complete understanding on the index growth properties of iterates of rational closed geodesics. This study yields that a rational closed geodesic can not be the only closed geodesic…

In both finance and economics, quantitative models are usually studied as isolated mathematical objects --- most often defined by very strong simplifying assumptions concerning rationality, efficiency and the existence of disequilibrium adjustment mechanisms. This raises the important question of how sensitive such mod…

Symplectic embeddings of balls into specific manifolds are studied, with restrictions and obstructions identified.

We present a construction of complete self-dual Einstein metrics of negative scalar curvature on an uncountable family of manifolds of infinite topological type, which are enumerated by continued fraction expansions of irrational numbers. These manifolds may be regarded as limits of the resolutions of cyclic quotient s…

We present a countably infinite number of new explicit co-homogeneity one Sasaki-Einstein metrics on S^2 x S^3, in both the quasi-regular and irregular classes. These give rise to new solutions of type IIB supergravity which are expected to be dual to N=1 superconformal field theories in four-dimensions with compact or…

New bridge between diffeology and noncommutative geometry.

If a closed 3-manifold M supports a closed, nonsingular, irrational 1-form which linearly deforms into contact forms, then M supports a K-contact form. On the 3-torus, a closed nonsingular 1-form deforms linearly into contact forms if and only if it is a fibration 1-form. on any other 2-torus bundle over the circle, ev…

The discrete-time mean-variance portfolio selection formulation, a representative of general dynamic mean-risk portfolio selection problems, does not satisfy time consistency in efficiency (TCIE) in general, i.e., a truncated pre-committed efficient policy may become inefficient when considering the corresponding trunc…