arXiv research

Auto-regressive models improve smoothing efficiency with exponentially tapered windows.

We show some computations related to the motion by mean curvature flow of a submanifold inside an ambient Riemannian manifold evolving by Ricci or backward Ricci flow. Special emphasis is given to the possible generalization of Huisken's monotonicity formula and its connection with the validity of some Li--Yau--Hamilto…

On-line portfolio selection has attracted increasing interests in machine learning and AI communities recently. Empirical evidences show that stock's high and low prices are temporary and stock price relatives are likely to follow the mean reversion phenomenon. While the existing mean reversion strategies are shown to …

We express invariants of Finsler manifolds in a geometrical way by means of using moving planes and their associated Jacobi curves, which are curves in a fixed homogeneous Grassmann manifold. Some applications are given.

The paper studies how surfaces move by mean curvature flow and what happens at singular points.

The oloid is the convex hull of two circles with equal radius in perpendicular planes so that the center of each circle lies on the other circle. We calculate the mean width of the oloid in two ways, first via the integral of mean curvature, and then directly. Using this result, the surface area and the volume of the p…

We establish a calculus for branched spines of 3-manifolds by means of branched Matveev-Piergallini moves and branched bubble-moves. We briefly indicate some of its possible applications in the study and definition of State-Sum Quantum Invariants.

Frames for $\R^n$ can be thought of as redundant or linearly dependent coordinate systems, and have important applications in such areas as signal processing, data compression, and sampling theory. The word "frame" has a different meaning in the context of differential geometry and topology. A moving frame for the tang…

A shadow diagram is a knot diagram with under-over information omitted; a shadow movie is a sequence of shadow diagrams related by shadow Reidemeister moves. We show that not every shadow movie arises as the shadow of a Reidemeister movie, meaning a sequence of classical knot diagrams related by classical Reidemeister …

Avoids noncompact hypersurfaces from touching in evolving flows.

Study improves portfolio optimization for Indonesian banks using robust methods.

A new formula detects differences between counterexamples and standard embeddings of circles.

We develop a theory of surfaces with boundary moving by mean curvature flow. In particular, we prove a general existence theorem by elliptic regularization, and we prove boundary regularity at all positive times under very mild hypotheses.

We provide a direct proof of a non-collapsing estimate for compact hypersurfaces with positive mean curvature moving under the mean curvature flow: Precisely, if every point on the initial hypersurface admits an interior sphere with radius inversely proportional to the mean curvature at that point, then this remains tr…

The paper proves a nonlocal version of the Alexandrov Theorem for smooth boundaries.

We use Ilmanen's elliptic regularization to prove that for an initially smooth mean convex hypersurface in Euclidean n-space moving by mean curvature flow, the surface is very nearly convex in a spacetime neighborhood of every singularity. Previously this was known only (i) for n < 7, and (ii) for arbitrary n up to the…

The Hurst exponent $H$ of long range correlated series can be estimated by means of the Detrending Moving Average (DMA) method. A computational tool defined within the algorithm is the generalized variance $σ_{DMA}^2={1}/{(N-n)}\sum_i [y(i)-\widetilde{y}_n(i)]^2\:$, with $\widetilde{y}_n(i)= {1}/{n}\sum_{k}y(i-k)$ the…

Convexity preserved in curved surfaces moving at concave speeds.

Study of nonlocal mean curvature and symmetry of surfaces.

CMS formulation solves Poincare conjecture for all dimensions.

Let $B_n$ denote the classical braid group on $n$ strands and let the {\em mixed braid group} $B_{m,n}$ be the subgroup of $B_{m+n}$ comprising braids for which the first $m$ strands form the identity braid. Let $B_{m,\infty}=\cup_nB_{m,n}$. We will describe explicit algebraic moves on $B_{m,\infty}$ such that equivale…

In this paper, we discuss the Lagrangian angles of a family of Lagrangian fibrations moved under mean curvature flow. In the case $n=1$, the angle function is shown to satisfy a degenerated partial differential equation. We prove that any smooth solution to the equation also corresponds to smooth foliation of curves un…

Huisken studied asymptotic behavior of a mean curvature flow in a Euclidean space when it develops a singularity of type I, and proved that its rescaled flow converges to a self-shrinker in the Euclidean space. In this paper, we generalize this result for a Ricci-mean curvature flow moving along a Ricci flow constructe…

Five simple soft sensor methodologies with two update conditions were compared on two experimentally-obtained datasets and one simulated dataset. The soft sensors investigated were moving window partial least squares regression (and a recursive variant), moving window random forest regression, the mean moving window of…

A new method for exponentially weighted moving models using approximations.

In this paper, we prove the mean-convex neighborhood conjecture for neck singularities of the mean curvature flow in $\mathbb{R}^{n+1}$ for all $n\geq 3$: we show that if a mean curvature flow $\{M_t\}$ in $\mathbb{R}^{n+1}$ has an $S^{n-1}\times \mathbb{R}$ singularity at $(x_0,t_0)$, then there exists an $\varepsilon…

In a recent paper, Brendle proved that the inscribed radius of closed embedded mean convex hypersurfaces moving by mean curvature flow is at least 1/((1+δ)H) at all points with H > C(δ,M_0). In this note, we give a shorter proof of Brendle's estimate, and of a more general result for alpha-Andrews flows, based on our r…

Trading styles affect long-run variance of asset prices, increasing under trend-following and decreasing under mean-reverting.

The purpose of this research is to apply technical analysis of Sutte Indicator in stock trading which will assist in the investment decision making process i.e. buying or selling shares. This research takes data of "A" on the Indonesia Stock Exchange(IDX or BEI) 29 November 2006 until 20 September 2016 period. To see t…

We show that a mean curvature flow starting from a compact, smoothly embedded hypersurface M remains unique past singularities, provided the singularities are of mean convex type, i.e., if around each singular point, the surface moves in one direction. Specifically, the level set flow of M does not fatten if all singul…

To improve the efficient frontier of the classical mean-variance model in continuous time, we propose a varying terminal time mean-variance model with a constraint on the mean value of the portfolio asset, which moves with the varying terminal time. Using the embedding technique from stochastic optimal control in conti…

The paper classifies ruled surfaces in a specific space that move in a special way.

In this paper, we prove the short-time existence of hyperbolic inverse (mean) curvature flow (with or without the specified forcing term) under the assumption that the initial compact smooth hypersurface of $\mathbb{R}^{n+1}$ ($n\geqslant2$) is mean convex and star-shaped. Several interesting examples and some hyperbol…

In this note, we study Liouville type theorem for conformal Gaussian curvature equation (also called the mean field equation) $-Δu=K(x)e^u, in R^2$ where $K(x)$ is a smooth function on $R^2$. When $K(x)=K(x_1)$ is a sign-changing smooth function in the real line $R$, we have a non-existence result for the finite to…

Monotonicity formulae play a crucial role for many geometric PDEs, especially for their regularity theories. For minimal submanifolds in a Euclidean ball, the classical monotonicity formula implies that if such a submanifold passes through the centre of the ball, then its area is at least that of the equatorial disk. R…

Considering the kinematics of the moving frame associated with a constant mean curvature surface immersed in S^3 we derive a linear problem with the spectral parameter corresponding to elliptic sinh-Gordon equation. The spectral parameter is related to the radius R of the sphere S^3. The application of the Sym formula …

In this paper, for the Lorentz manifold $M^{2}\times\mathbb{R}$, with $M^{2}$ a $2$-dimensional complete surface with nonnegative Gaussian curvature, we investigate its space-like graphs over compact strictly convex domains in $M^{2}$, which are evolving by the non-parametric mean curvature flow with prescribed contact…

We consider a system of three surfaces, graphs over a bounded domain in ${\mathbb R}^2$, intersecting along a time-dependent curve and moving by mean curvature while preserving the pairwise angles at the curve of intersection (equal to $2π/3$.) For the corresponding two-dimensional parabolic free boundary problem we pr…

The paper optimizes portfolios using MACD signals derived from price history.

Smoothness of graphs evolving by fractional mean curvature is proven.

A mean-reverting financial instrument is optimally traded by buying it when it is sufficiently below the estimated `mean level' and selling it when it is above. In the presence of linear transaction costs, a large amount of value is paid away crossing bid-offers unless one devises a `buffer' through which the price mus…

Given a family of smooth immersions $F_t: M^n\to N^{n+1}$ of closed hypersurfaces in a locally symmetric Riemannian manifold $N^{n+1}$ with bounded geometry, moving by the mean curvature flow, we show that at the first finite singular time of the mean curvature flow, certain subcritical quantities concerning the second…

Paper proves uniqueness of catenary cylinders based on their asymptotic shape.

In this paper, we study the evolution of submannifold moving by mean curvature minus a external force field. We prove that the flow has a long-time smooth solution for all time under almost optimal conditions. Those conditions are that the second fundamental form on the initial submanifolds is not too large, the extern…

Consider a family of smooth immersions $F(\cdot,t): M^n\to \mathbb{R}^{n+1}$ of closed hypersurfaces in $\mathbb{R}^{n+1}$ moving by the mean curvature flow $\frac{\partial F(p,t)}{\partial t} = -H(p,t)\cdot ν(p,t)$, for $t\in [0,T)$. In \cite{Cooper} Cooper has recently proved that the mean curvature blows up at the s…

Given an initial $C^1$ hypersurface and a time-dependent vector field in a Sobolev space, we prove a time-global existence of a family of hypersurfaces which start from the given hypersurface and which move by the velocity equal to the mean curvature plus the given vector field. We show that the hypersurfaces are $C^1$…

New method estimates robust multi-period portfolios using entropy.

We build a multiassets heterogeneous agents model with fundamentalists and chartists, who make investment decisions by maximizing the constant relative risk aversion utility function. We verify that the model can reproduce the main stylized facts in real markets, such as fat-tailed return distribution and long-term mem…