arXiv research

MALT improves adversarial attacks by targeting classes more efficiently.

We derive a mesoscopic description of the behavior of a simple financial market where the agents can create their own portfolio between two investment alternatives: a stock and a bond. The model is derived starting from the Levy-Levy-Solomon microscopic model (Econ. Lett., 45, (1994), 103--111) using the methods of kin…

We study the probability distribution of stock returns at mesoscopic time lags (return horizons) ranging from about an hour to about a month. While at shorter microscopic time lags the distribution has power-law tails, for mesoscopic times the bulk of the distribution (more than 99% of the probability) follows an expon…

Modeling hidden neurons in SNNs using mesoscopic approximations.

The mesoscopic organization of complex systems, from financial markets to the brain, is an intermediate between the microscopic dynamics of individual units (stocks or neurons, in the mentioned cases), and the macroscopic dynamics of the system as a whole. The organization is determined by "communities" of units whose …

The paper identifies a mesoscopic market structure and uses it to improve portfolio optimization.

Graph Cascades rewire graphs to improve structure-aware learning.

A master equation approach to the numerical solution of option pricing models is developed. The basic idea of the approach is to consider the Black--Scholes equation as the macroscopic equation of an underlying mesoscopic stochastic option price variable. The dynamics of the latter is constructed and formulated in term…

We develop a theory to represent dislocated single crystals at the mesoscopic scale by considering concentrated effects, governed by the distribution theory combined with multiple-valued kinematic fields. Our approach gives a new understanding of the continuum theory of defects as developed by Kroener (1980) and other …

To understand how rich dynamics emerge in neural populations, we require models exhibiting a wide range of activity patterns while remaining interpretable in terms of connectivity and single-neuron dynamics. However, it has been challenging to fit such mechanistic spiking networks at the single neuron scale to empirica…

The paper develops a new model for order book dynamics using Hawkes processes.

We prove that the braid group $B_4$ on 4 strings, as well as its central quotient $B_4/< z>$, have the property RD of Haagerup-Jolissaint. It follows that the automorphism group $\Aut(F_2)$ of the free group $F_2$ on 2 generators has property RD. We also prove that the braid group $B_4$ is a group of intermediate rank …

New method uncovers hidden groups in CDS market not tied to standard industry classifications.

This dissertation reports work where physics methods are applied to financial and economical problems. The first part studies stock market data (chapter 1 to 5). The second part is devoted to personal income in the USA (chapter 6). We first study the probability distribution of stock returns at mesoscopic time lags (re…

In this article we review several techniques to extract information from stock market data. We discuss recurrence analysis of time series, decomposition of aggregate correlation matrices to study co-movements in financial data, stock level partial correlations with market indices, multidimensional scaling and minimum s…

We study minority games in efficient regime. By incorporating the utility function and aggregating agents with similar strategies we develop an effective mesoscale notion of state of the game. Using this approach, the game can be represented as a Markov process with substantially reduced number of states with explicitl…

Motivated by a zero-intelligence approach, the aim of this paper is to connect the microscopic (discrete price and volume), mesoscopic (discrete price and continuous volume) and macroscopic (continuous price and volume) frameworks for the modelling of limit order books, with a view to providing a natural probabilistic …

Paper establishes estimates for solutions on compact manifolds.

Paper generalizes sub-slope definition and solves complex equations on compact manifolds.

A challenging problem in the study of complex systems is that of resolving, without prior information, the emergent, mesoscopic organization determined by groups of units whose dynamical activity is more strongly correlated internally than with the rest of the system. The existing techniques to filter correlations are …

Families of linear connections are constructed on almost contact manifolds with Norden metric. An analogous connection to the symmetric Yano connection is obtained on a normal almost contact manifold with Norden metric and closed structural 1-form. The curvature properties of this connection are studied on two basic cl…

A free action of a finite group on an odd-dimensional sphere is said to be almost linear if the action restricted to each cyclic or 2-hyperelementary subgroup is conjugate to a free linear action. We begin this survey paper by reviewing the status of almost linear actions on the 3-sphere. We then discuss almost linear …

Near-optimal algorithms for mean estimation and linear regression with Gaussian covariates and Huber contamination.

This manuscript reports a stochastic dynamical scenario whose associated stationary probability density function is exactly a previously proposed one to adjust high-frequency traded volume distributions. This dynamical conjecture, physically connected to superstatiscs, which is intimately related with the current nonex…

Trade is a fundamental pillar of economy and a form of social organization. Its empirical characterization at the worldwide scale is represented by the World Trade Web (WTW), the network built upon the trade relationships between the different countries. Several scientific studies have focused on the structural charact…

Under appropriate assumptions, we generalize the concept of linear almost Poisson struc- tures, almost Lie algebroids, almost differentials in the framework of Banach anchored bundles and the relation between these objects. We then obtain an adapted formalism for mechanical systems which is illustrated by the evolution…

Mesoscopic pattern extraction (MPE) is the problem of finding a partition of the nodes of a complex network that maximizes some objective function. Many well-known network inference problems fall in this category, including, for instance, community detection, core-periphery identification, and imperfect graph coloring.…

A Riemannian almost product manifold with integrable almost product structure is called a Riemannian product manifold. In the present paper the natural connections on such manifolds are studied, i.e. the linear connections preserving the almost product structure and the Riemannian metric.

Almost contact manifolds with B-metric are considered. A special linear connection is introduced, which preserves the almost contact B-metric structure on these manifolds. This connection is investigated on some classes of the considered manifolds.

New operators help focus on specific areas in complex math problems.

Characterizes almost Abelian Lie algebras with special $H$-structures.

Study asymptotically almost periodic solutions on real hyperbolic manifolds.

Let $F^{2n}=(M,M',F^{\ast})$ be an even-dimensional pseudo-Finsler manifold. We construct an almost hypercomplex structure on any chart domain of a certain atlas of $M'$ by using a considered non-linear connection. Then by using the almost hypercomplex structure we define two new families of Finsler connections. Also w…

In the present work, we introduce a linear connection (preserving the almost product structure and the Riemannian metric) on Riemannian almost product manifolds. This connection, called P-connection, is an analogue of the first canonical connection of Lichnerowicz in the Hermitian geometry and the B-connection in the g…

Paper solves Gauduchon scalar curvature problem on almost Hermitian manifolds.

In the present paper, the $(HM',S,T)$-Cartan connections on pseudo-Finsler manifolds, introduced by A. Bejancu and H.R. Farran, are obtained by the natural almost complex structure arising from the nonlinear connection $HM'$. We prove that the natural almost complex linear connection associated to a $(HM',S,T)$-Cartan …

We study the irreducible decomposition under Sp(2n, R) of the space of torsion tensors of almost symplectic connections. Then a description of all symplectic quadratic invariants of torsion-like tensors is given. When applied to a manifold M with an almost symplectic structure, these instruments give preliminary insigh…

A four-parametric family of linear connections preserving the almost complex structure is defined on an almost complex manifold with Norden metric. Necessary and sufficient conditions for these connections to be natural are obtained. A two-parametric family of complex connections is studied on a conformal Kähler manifo…

The main results of this paper consists of two parts. Firstly, we obtain an almost rigidity theorem which says that on a RCD(0, N) space, when a domain between two level sets of a distance function has almost maximal volume compared to that of a cylinder, then this portion is close to a cylinder as a metric space. Seco…

In his celebrated paper "Generic projections", John Mather has shown that almost all linear projections from a submanifold of a vector space into a subspace are transverse with respect to a given modular submanifold. In this paper, an improvement of Mather's result is stated. Namely, we show that almost all linear pert…

Almost contact manifolds with B-metric are considered. There are studied three natural connections (i.e. linear connections preserving the structure tensors) determined by conditions for their torsions. These connections are investigated on a family of Lie groups considered as 5-dimensional almost contact B-metric mani…

Let $\nabla$ be a linear connection on an $2n$-dimensional almost anti-Hermitian manifold $M$\ equipped with an almost complex structure $J$, a pseudo-Riemannian metric $g$ and the twin metric $G=g\circ J$. In this paper, we first introduce three types of conjugate connections of linear connections relative to $g$, $G…

A natural generalization of interval exchange maps are linear involutions, first introduced by Danthony and Nogueira. Recurrent train tracks with a single switch which we call non-classical interval exchanges, form a subclass of linear involutions without flips. They are analogs of classical interval exchanges, and are…

Refines Ozsváth-Szabó d-invariants for knot concurrence.

In this paper, a lot of examples of four-dimensional manifolds with an almost hypercomplex pseudo-Hermitian structure are constructed in several explicit ways. The received 4-manifolds are characterized by their linear invariants in the known aspects.

Paper establishes estimates for nonlinear equations on compact manifolds.

The paper proves surfaces close to spheres under specific conditions.

The paper provides an almost optimal learning and testing algorithm for sparse polynomials.