arXiv research

Study non-integer power-law potentials for Schrödinger operators using Lie-Rinehart algebras.

Effects of randomness on non-integer power law tails in multiplicatively interacting stochastic processes are investigated theoretically. Generally, randomness causes decrease of the exponent of tails and the growth rate of processes. Explicit calculations are performed for two examples: uniformly distributed and two p…

Long and short memory in economic processes is usually described by the so-called discrete fractional differencing and fractional integration. We prove that the discrete fractional differencing and integration are the Grunwald-Letnikov fractional differences of non-integer order d. Equations of ARIMA(p,d,q) and ARFIMA(…

New examples show non-integer Hausdorff dimensions in collapsing spaces.

Infinite knots have non-integer trace values.

Conjecturally, the only knots in $S^3$ with non-integer surgeries producing Seifert fibered spaces are torus knots and cables of torus knots. In this paper, we make progress on the associated realization problem. Let $Y$ be a small Seifert fibered space arising by $p/q$-surgery on a knot in $S^3$, where $p/q$ is positi…

The study confirms conjectures about slopes of knots using knot Floer homology.

The paper explores transformations between power law problems and geodesics on cones.

The paper studies non-integer curvature flows and proves convergence to spheres under specific conditions.

A slope $p/q$ is a characterizing slope for a knot $K$ in $S^3$ if the oriented homeomorphism type of $p/q$-surgery on $K$ determines $K$ uniquely. We show that for each torus knot its set of characterizing slopes contains all but finitely many non-integer slopes. This generalizes work of Ni and Zhang who established s…

The Wodzicki residue and the cut-off integral extend to classical symbol-valued forms. We show that they obey a Stokes' type property and that the extended Wodzicki residue can be interpreted as a complex residue like the ordinary one. In the case of cut-off integrals, Stokes' property (i.e. vanishing on exact forms) o…

Floating geodesic planes in Hitchin manifolds have fractal closures with non-integer dimensions.

New pruning method breaks power law scaling, potentially reducing error to exponential.

We show that if the branched double cover of an alternating link arises as $p/q \in \mathbb{Q} \setminus \mathbb{Z}$ surgery on a knot in $S^3$, then this is exhibited by a rational tangle replacement in an alternating diagram.

We respond to the issues discussed by Farmer and Lillo (FL) related to our proposed approach to understanding the origin of power-law distributions in stock price fluctuations. First, we extend our previous analysis to 1000 US stocks and perform a new estimation of market impact that accounts for splitting of large ord…

An original method, assuming potential and kinetic energy for prices and conservation of their sum is developed for forecasting exchanges. Connections with power law are shown. Semiempirical applications on S&P500, DJIA, and NASDAQ predict a coming recession in them. An emerging market, Istanbul Stock Exchange index IS…

New framework constructs holographic tensor networks using hyperbolic buildings.

Self-organized criticality has been claimed to play an important role in many natural and social systems. In the present work we empirically investigate the relevance of this theory to stock-market dynamics. Avalanches in stock-market indices are identified using a multi-scale wavelet-filtering analysis designed to rem…

The twisted Connes-Moscovici higher index theorem is generalized to the case of good orbifolds. The higher index is shown to be a rational number, and in fact non-integer in specific examples of 2-orbifolds. This results in a non-commutative geometry model that predicts the occurrence of fractional quantum numbers in t…

Using a model based on generalised Lotka Volterra dynamics together with some recent results for the solution of generalised Langevin equations, we show that the equilibrium solution for the probability distribution of wealth has two characteristic regimes. For large values of wealth it takes the form of a Pareto style…

New findings show neural network training loss follows a power law over time.

We discuss the distribution of commuting distances and its relation to income. Using data from Denmark, the UK, and the US, we show that the commuting distance is (i) broadly distributed with a slow decaying tail that can be fitted by a power law with exponent $γ\approx 3$ and (ii) an average growing slowly as a power …

We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional analogs of Perelman's functionals and derived the corresponding fractional evolution …

New method detects intrinsic cross-correlations in non-stationary time series affected by common factors.

Advances in fractional analysis suggest a new way for the physics understanding of Riemann's conjecture. It asserts that, if s is a complex number, the non trivial zeros of zeta function in the gap [0,1], is characterized by . This conjecture can be understood as a consequence of 1/2-order fractional differential chara…

New SDE model from machine learning optimization with unique stationary distribution.

Superposition accelerates training to a universal power-law exponent.

Power laws detected in financial data, modeled with random multipliers.

Existing approaches to combine both additive and multiplicative neural units either use a fixed assignment of operations or require discrete optimization to determine what function a neuron should perform. However, this leads to an extensive increase in the computational complexity of the training procedure. We present…

Study finds 'Dragon Kings' in stock market volatility during major economic crises.

We present power low rank ensembles (PLRE), a flexible framework for n-gram language modeling where ensembles of low rank matrices and tensors are used to obtain smoothed probability estimates of words in context. Our method can be understood as a generalization of n-gram modeling to non-integer n, and includes standar…

Study grid homology of diagonal knots, finding key terms related to prime factors and decompositions.

Study on KRR with power-law data, showing better sample complexity.

We use data on wealth of the richest persons taken from the "rich lists" provided by business magazines like Forbes to verify if upper tails of wealth distributions follow, as often claimed, a power-law behaviour. The data sets used cover the world's richest persons over 1996-2012, the richest Americans over 1988-2012,…

It is generally recognized that economical systems, and more in general complex systems, are characterized by power law distributions. Sometime, these distributions show a changing of the slope in the tail so that, more appropriately, they show a multi-power law behavior. We present a method to derive analytically a tw…

The role of kernels is central to machine learning. Motivated by the importance of power-law distributions in statistical modeling, in this paper, we propose the notion of power-law kernels to investigate power-laws in learning problem. We propose two power-law kernels by generalizing Gaussian and Laplacian kernels. Th…

Modeling financial markets with a novel order flow model.

A slope $p/q$ is a characterising slope for a knot $K$ in $S^3$ if the oriented homeomorphism type of $p/q$-surgery on $K$ determines $K$ uniquely. We show that when $K$ is a hyperbolic knot its set of characterising slopes contains all but finitely many slopes $p/q$ with $q \geq 3$. We prove stronger results for hyper…

I consider the problem of the optimal limit order price of a financial asset in the framework of the maximization of the utility function of the investor. The analytical solution of the problem gives insight on the origin of the recently empirically observed power law distribution of limit order prices. In the framewor…

We introduce the stochastic multiplicative point process modelling trading activity of financial markets. Such a model system exhibits power-law spectral density S(f) ~ 1/f**beta, scaled as power of frequency for various values of beta between 0.5 and 2. Furthermore, we analyze the relation between the power-law autoco…

This work analyzes neural scaling laws using power-law data spectra and derives analytical expressions for generalization error.

Non-Markovian point process shows power-law scaling, similar to nonlinear Markovian process.

In this paper we tackle the problem of estimating the power-law tail exponent of income distributions by using the Hill's estimator. A subsample semi-parametric bootstrap procedure minimising the mean squared error is used to choose the power-law cutoff value optimally. This technique is applied to personal income data…

We focus on emergence of the power-law cross-correlations from processes with both short and long term memory properties. In the case of correlated error-terms, the power-law decay of the cross-correlation function comes automatically with the characteristics of separate processes. Bivariate Hurst exponent is then equa…

We present a model for random simple graphs with a degree distribution that obeys a power law (i.e., is heavy-tailed). To attain this behavior, the edge probabilities in the graph are constructed from Bertoin-Fujita-Roynette-Yor (BFRY) random variables, which have been recently utilized in Bayesian statistics for the c…

Existing approaches to combine both additive and multiplicative neural units either use a fixed assignment of operations or require discrete optimization to determine what function a neuron should perform. This leads either to an inefficient distribution of computational resources or an extensive increase in the comput…

We introduce preferential behavior into the study on statistical mechanics of money circulation. The computer simulation results show that the preferential behavior can lead to power laws on distributions over both holding time and amount of money held by agents. However, some constraints are needed in generation mecha…

Paper proves SVV model reproduces power-law skew in implied volatilities.