New move proves infinitely many non-conjugate braids for certain links.
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We prove that under fairly general conditions an iterated exchange move gives infinitely many non-conjugate braids. As a consequence, every knot has infinitely many conjugacy classes of n-braid representations if and only if it has one admitting an exchange move.
If a rectangular diagram represents the trivial knot, then it can be deformed into the trivial rectangular diagram with only four edges by a finite sequence of merge operations and exchange operations, without increasing the number of edges, which was shown by I. A. Dynnikov. Using this, Henrich and Kauffman gave an up…
We introduce an autoregressive-type model with self-modulation effects for a foreign exchange rate by separating the foreign exchange rate into a moving average rate and an uncorrelated noise. From this model we indicate that traders are mainly using strategies with weighted feedbacks of the past rates in the exchange …
Let be a non-degenerate permutation on at least symbols. We show that the set of uniquely ergodic interval exchange transformations with permutation is path-connected.
The Markov Theorem Without Stabilization (MTWS) (see math.GT/0310279) established the existence of a calculus of braid isotopies that can be used to move between closed braid representatives of a given oriented link type without having to increase the braid index by stabilization. Although the calculus is extensive the…
The recent proof by Bigelow and Krammer that the braid groups are linear opens the possibility of applications to the study of knots and links. It was proved by the first author and Menasco that any closed braid representative of the unknot can be systematically simplified to a round planar circle by a sequence of exch…
We study b-arc foliation change and exchange move of open book foliations which generalize the corresponding operations in braid foliation theory. We also define a bypass move as an analogue of Honda's bypass attachment operation. As applications, we study how open book foliations change under a stabilization of the op…
The Markov Theorem Without Stabilization (MTWS) established the existence of a calculus of braid isotopies that can be used to move between closed braid representatives of a given oriented link type without having to increase the braid index by stabilization. Although the calculus is extensive there are three key isoto…
We introduce the cluster exchange groupoid associated to a non-degenerate quiver with potential, as an enhancement of the cluster exchange graph. In the case that arises from an (unpunctured) marked surface, where the exchange graph is modelled on the graph of triangulations of the marked surface, we show that the univ…
In this paper, we discuss the crossing change operation along exchangeable double curves of a surface-knot diagram. We show that under certain condition, a finite sequence of Roseman moves preserves the property of those exchangeable double curves. As an application for this result, we also define a numerical invariant…
In order to obtain a Markov theorem without stabilization, Birman and Menasco introduced the notion of exchange related braids. In this paper I study the way the Fiedler polynomial distinguishes conjugacy classes of some particular braided knots. I introduce the Kauffman bracket in the solid torus. Its Taylor expansion…
Study finds similar companies in Dhaka Stock Exchange using technical data.
The study categorizes Korean Exchange member firms into three types and analyzes their trading behavior.
Although technical trading rules have been widely used by practitioners in financial markets, their profitability still remains controversial. We here investigate the profitability of moving average (MA) and trading range break (TRB) rules by using the Shanghai Stock Exchange Composite Index (SHCI) from May 21, 1992 th…
If a rectangular diagram represents the trivial knot, then it can be deformed into the rectangular diagram with only two vertical edges by a finite sequence of merge operations and exchange operations, without increasing the number of vertical edges, which was shown by I. A. Dynnikov. We show in this paper that we need…
Machine learning models outperform traditional technical analysis in Bitcoin trading.
We study petal diagrams of knots, which provide a method of describing knots in terms of permutations in a symmetric group . We define two classes of moves on such permutations, called trivial petal additions and crossing exchanges, which do not change the isotopy class of the underlying knot. We prove that a…
A knot type is exchange reducible if an arbitrary closed n-braid representative can be changed to a closed braid of minimum braid index by a finite sequence of braid isotopies, exchange moves and +/- destabilizations. In the manuscript [J Birman and NC Wrinkle, On transversally simple knots, preprint (1999)] a transver…
A hypersurface in a Euclidean space is said to be a generalized constant ratio (GCR) hypersurface if the tangential part of its position vector is one of its principle directions. In this work, we move the study of generalized constant ratio hypersurfaces started in \cite% {YuFu2014GCRS} into the Min…
MiCA regulation led to a shift in stablecoin dominance.
This paper reports empirical evidence that a neural networks model is applicable to the statistically reliable prediction of foreign exchange rates. Time series data and technical indicators such as moving average, are fed to neural nets to capture the underlying "rules" of the movement in currency exchange rates. The …
Neural ARFIMA model improves exchange rate forecasting for BRIC economies.
Optimizes cryptocurrency exchanges' risk management by reducing positions based on leverage.
Paper argues for using functional theory of randomness for better understanding of data exchangeability and conformal prediction.
Study improves portfolio optimization for Indonesian banks using robust methods.
This paper examines foreign exchange risk premia from simple univariate regressions to the state-space method. The adjusted traditional regressions properly figure out the existence and time-evolving property of the risk premia. Successively, the state-space estimations overall are quite rationally competent in examini…
This paper uses SARIMA models to forecast Nifty 50 index.
A new model adds stochastic spot/volatility correlation to Heston model for better exotic pricing.
Study analyzes risks and opportunities in blockchain currency markets.
Study on hypersurfaces with minimized distance between rulings.
Deep learning models outperform traditional methods in stock price prediction.
New proof shows certain 4D metrics are non-degenerate if curvature is negative definite.
Theorem shows generic metrics yield non-degenerate geodesic nets.
Deep CNN model predicts stock prices with high accuracy.
Inequality persists as wealth concentrates in a few agents.
In this paper we quantitatively investigate the statistical properties of an ensemble of {\it stock prices}. We selected 1200 stocks traded in the Tokyo Stock Exchange and formed a statistical ensemble of daily stock prices for each trading day in the 5 year period from January 4, 1988 to December 30, 1992. We found th…
Develops new Poisson structures for moduli spaces.
We classify all (locally) homogeneous Levi non-degenerate real hypersurfaces in with symmetry algebra of dimension .
We show that non-degenerate hyperquadrics in R^{n+2} admit no skew branes. Stated more traditionally, a compact codimension-one immersed submanifold of a non-degenerate hyperquadric of euclidean space must have parallel tangent spaces at two distinct points. Similar results have been proven by others, but (except for e…
The study resolves a conjecture about harmonic forms on compact manifolds.
Study on singularities of specific polynomial functions.
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter determining the position of the detrending window. We develop multifractal detrending moving a…
The abstract discusses transformations on statistical and semi-Weyl manifolds with torsion.
New findings on non-congruent curves with identical signatures.
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…
Researchers create non-degenerate harmonic functions on n-dimensional space.
The paper identifies all flat CR Lie groups and their structures.