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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,932 papers · 148 categories

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48 results for non-degenerate exchange move

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.

2011-03-13abs ↗pdf ↗

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…

2005-07-06abs ↗pdf ↗

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…

2002-06-26abs ↗pdf ↗

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…

2013-09-17abs ↗pdf ↗

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…

2012-01-26abs ↗pdf ↗

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…

2018-04-30abs ↗pdf ↗

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…

2015-06-07abs ↗pdf ↗

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…

2007-09-27abs ↗pdf ↗

The study categorizes Korean Exchange member firms into three types and analyzes their trading behavior.

problem Understanding the trading behavior of member firms on the Korea Exchange.
method Member firms were categorized into three types based on investor type. Trading dynamics were examined through directionality and trend analysis.
result Member firms exhibit distinct trading behaviors: FRMs trade one-way, DIMs and DSMs herd in opposite directions, and FRMs herd in the same direction.

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…

2013-03-27abs ↗pdf ↗

Machine learning models outperform traditional technical analysis in Bitcoin trading.

problem Maximizing profits in the Bitcoin market using trading signals.
method Comparison of machine learning models (LightGBM, LSTM) and technical analysis strategies (EMA, MACD+ADX).
result LSTM model achieved a 65.23% cumulative return over a year, significantly outperforming other strategies.

We study petal diagrams of knots, which provide a method of describing knots in terms of permutations in a symmetric group S2n+1S_{2n+1}. 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…

2018-12-21abs ↗pdf ↗

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…

2000-02-14abs ↗pdf ↗

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 …

2003-04-21abs ↗pdf ↗

Neural ARFIMA model improves exchange rate forecasting for BRIC economies.

problem Forecasting exchange rates for emerging markets with long-term memory and nonlinear dynamics.
method Integrates ARFIMA for long-memory with neural networks for nonlinear approximation.
result NARFIMA model outperforms benchmarks in BRIC exchange rate forecasting.

Optimizes cryptocurrency exchanges' risk management by reducing positions based on leverage.

problem Managing risk in cryptocurrency futures exchanges during large price moves.
method Formulates ADL as an optimization problem to minimize risk of loss, using a water-filling rule to equalize leverage.
result The optimal ADL policy minimizes maximum leverage among participants, providing a transparent and implementable benchmark.

Paper argues for using functional theory of randomness for better understanding of data exchangeability and conformal prediction.

problem Understanding relationships between IID data assumptions and data exchangeability.
method Translation of conformal prediction results into the language of functional theory of randomness.
result Every confidence predictor valid for IID data can be transformed to a conformal predictor without losing much predictive efficiency.

Study improves portfolio optimization for Indonesian banks using robust methods.

problem Uncertainty in historical return and risk estimates leads to suboptimal portfolios.
method Robust optimization with moving-window and bootstrapping methods.
result Moving-window method with smaller risk-aversion parameter provides better risk-return trade-off.

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…

2016-05-25abs ↗pdf ↗

A new model adds stochastic spot/volatility correlation to Heston model for better exotic pricing.

problem Improving exotic option pricing in foreign exchange markets.
method Developed a Double Heston model with stochastic spot/volatility correlation, an affine model.
result The new model increases prices of out-of-the-money knockout options and one touch options.

Deep learning models outperform traditional methods in stock price prediction.

problem Improving stock price prediction accuracy using deep learning.
method Comparative analysis of deep learning models (LSTM, GRU) and traditional methods (ARIMA, ARMA) on historical data.
result Deep learning models, particularly LSTM, outperform traditional methods in predicting stock prices across different time horizons.

New proof shows certain 4D metrics are non-degenerate if curvature is negative definite.

problem Proving non-degeneracy of Poincaré-Einstein metrics.
method Proved non-degeneracy for 4D metrics satisfying a chiral curvature inequality.
result 4D Poincaré-Einstein metrics are non-degenerate if curvature is negative definite.

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…

2003-12-16abs ↗pdf ↗

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…

2004-12-09abs ↗pdf ↗

The study resolves a conjecture about harmonic forms on compact manifolds.

problem Finding non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms on compact manifolds.
method Develops a gluing theorem for non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms on compact manifolds.
result Proves the existence of non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms on compact manifolds with positive first Betti number.

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 θθ determining the position of the detrending window. We develop multifractal detrending moving a…

2010-05-06abs ↗pdf ↗

The abstract discusses transformations on statistical and semi-Weyl manifolds with torsion.

problem Invariance and structure preservation under conformal-projective transformations.
method Proof of invariance and preservation of structures under conformal-projective transformations.
result Semi-Weyl and statistical structures with torsion are invariant under conformal-projective transformations.

Researchers create non-degenerate harmonic functions on n-dimensional space.

problem Creating non-degenerate Z2\mathbb{Z}_{2}-harmonic functions on Rn\mathbb{R}^{n}.
method Using a variant of ellipsoidal coordinates, the construction is explicit and involves Lawlor's necks in Cn\mathbb{C}^{n}.
result First known family of non-degenerate Z2\mathbb{Z}_{2}-harmonic 1-forms with compact branching sets.