arXiv research

Maximizing energy on flexible curves yields regular or convex polygons.

We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results should be applicable to a broad range of markets and exchanges where anomalous diffusion and `heavy' tails of the distribution are present.…

Recently we reported on an application of the Tsallis non-extensive statistics to the S&P500 stock index. There we argued that the statistics are applicable to a broad range of markets and exchanges where anamolous (super) diffusion and 'heavy' tails of the distribution are present, as they are in the S&P500. We have c…

This research improves value-at-risk estimation during financial crises using non-extensive statistical methods.

In this paper one studies the distribution of log-returns (tick-by-tick) in the Lisbon stock market and shows that it is well adjusted by the solution of the equation, {$\frac{dp_{x}}{d| x|}=-β_{q^{\prime }}p_{x}^{q^{\prime}}-(β_{q}-β_{q^{\prime}}) p_{x}^{q}$}, which corresponds to a generalization of the differential …

I introduce a new geometrical approach to thermo--statistical mechanics. Here I highlight the main physical ideas, and how do they translate into geometrical language. I contrast the present approach with previous thermo--statistical--geometrical formalisms, (pseudo-)Riemannian [Weinhold 1975; Ruppeiner 1979] as well a…

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions and superdiffusive dynamics. We investigate intra-day price changes in the S&P500…

This paper presents an empirical investigation of the intraday Brazilian stock market price fluctuations, considering q-Gaussian distributions that emerge from a non-extensive statistical mechanics. Our results show that, when returns are measured over intervals less than one hour, the empirical distributions are well …

Paper presents characteristic function of Tsallis q-Gaussian and its applications.

We seek to utilize the nonextensive statistics to the microscopic modeling of the interacting many-investor dynamics that drive the price changes in a market. The statistics of price changes are known to be fit well by the Students-T and power-law distributions of the nonextensive statistics. We therefore derive models…

Earlier studies have shown that stock market distributions can be well described by distributions derived from Tsallis entropy, which is a generalization of Shannon entropy to non-extensive systems. In this paper, Tsallis relative entropy (TRE), which is the generalization of Kullback-Leibler relative entropy (KLRE) to…

Consider the one-parameter generalizations of the logarithmic and exponential functions which are obtained from the integration of non-symmetrical hyperboles. These generalizations coincide to the one obtained in the context of non-extensive thermostatistics. We show that these functions are suitable to describe and un…

In this study, we analyze the aerospace stocks prices in order to characterize the sector behavior. The data analyzed cover the period from January 1987 to April 1999. We present a new index for the aerospace sector and we investigate the statistical characteristics of this index. Our results show that this index is we…

This work models financial market returns with asymmetric Tsallis distributions, improving fit over symmetric q-Gaussians.

New method uses asymmetric Tsallis relative entropy for better risk assessment in financial portfolios.

For the first time ever, we analyze a unique public procurement database, which includes information about a number of bidders for a contract, a final price, an identification of a winner and an identification of a contracting authority for each of more than 40,000 public procurements in the Czech Republic between 2006…

To know the statistical distribution of a variable is an important problem in management of resources. Distributions of the power law type are observed in many real systems. However power law distributions have an infinite variance and thus can not be used as a standard distribution. Normally professionals in the area …

We describe society as a nonequilibrium probabilistic system: N individuals occupy W resource states in it and produce entropy S over definite time periods. Resulting thermodynamics is however unusual because a second entropy, H, measures a typically social feature, inequality or diversity in the distribution of availa…

The paper proves new applications of knot invariants and smooth group actions on 3-spheres.

A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical measure $δ(E-H)$, or rather some regularization thereof, where H is the configu…

The study explores Bertrand and Mannheim curves in 4D Euclidean space for framed curves.

The study examines Bertrand Legendre curves in the unit tangent bundle over Euclidean plane.

Study analyzes stock market dynamics using Tsallis statistics and GHE, revealing pre-bubble and post-bubble market characteristics.

Method for generating new curves from plane curves on cylinders.

In this study, we introduce a new approach to curve pairs by using integral curves. We consider the direction curve and donor curve to study curve couples such as involute-evolute curves, Mannheim partner curves and Bertrand partner curves. We obtain new methods to construct partner curves of a unit speed curve and giv…

The paper characterizes curves in pseudo-Galilean 4-space.

In this paper, we introduce a new approach to non-lightlike curve pairs by using integral curves in Minkowski 3-space. We consider direction curve and donor curve to study non-lightlike curve couples such as involute-evolute curves, Mannheim partner curves and Bertrand partner curves. We obtain new methods to construct…

The paper explores Bertrand and framed curves in 3D space.

The paper examines how closed curves on surfaces intersect and how this intersection determines the curves.

Approximating complex curves with simple parametric curves is widely used in CAGD, CG, and CNC. This paper presents an algorithm to compute a certified approximation to a given parametric space curve with cubic B-spline curves. By certified, we mean that the approximation can approximate the given curve to any given pr…

Flow deforms locally convex curves to curves of constant k-order width.

Modified curve shortening flow constructs $λ$-Angenent curve.

Study on CR curves in 3-sphere, focusing on critical curves integration and existence.

Study rectifying curves in 3D multiplicative Euclidean space.

In classical curve theory, the geometry of a curve in three dimensions is essentially characterized by their invariants, curvature and torsion. When they are given, the problem of finding a corresponding curve is known as 'solving natural equations'. Explicit solutions are known only for a handful of curve classes, inc…

Unified description of aesthetic curves through self-affinities.

Primitive curves in handlebodies form a connected complex.

Study on Bertrand lightcone framed curves in Lorentz-Minkowski 3-space.

In this study, we introduce a new type of surface curves called D-type curve. This curve is defined by the property that the unit Darboux vector W0 of a space curve r(s) and unit surface normal n along the curve r(s) satisfy the condition <n,W0>=constant. We point out that a D-type curve is a geodesic curve or an asymp…

Study on triharmonic curves in f-Kenmotsu manifolds.

The paper generalizes rectifying and normal curves in Lorentzian n-space.

Compact curve solution emerges from non-compact curve.

New findings on hyperbolicity of fine curve graphs and their subgraphs.

In this paper we study null Bertrand curves in $R_{1}^{4}$ under the assumption the curve has a Cartan frame. We show that if the derivative vectors of the null Cartan curve in $R_{1}^{4}$ is linearly independent, then this curve is not a Bertrand curve. Since then the already known notion of null Bertrand curves in $R…

Study of $p$-biharmonic curves and their properties.

Homotopy types of curve and arc complexes are studied.

In this study, we define a new type of direction curves in the Euclidean 3-space such as osculating-direction curve. We give the characterizations for these curves. Moreover, we obtain the relationships between osculating direction curves and some special curves such as helix, slant helix or rectifying curves.

We classify curves in the moduli space of curves that are both Shimura- and Teichmueller curves: Except for the moduli space of genus one curves there is only a single such curve. We start with a Hodge-theoretic description of Shimura curves and of Teichmueller curves that reveals similarities and differences of the tw…