arXiv research

The paper characterizes contact 3-manifolds with closed Reeb orbits.

A strategy for spectrum sharing in CRNs with multiple PT power levels.

We study a relative trace formula for a compact Riemann surface with respect to a closed geodesic $C$. This can be expressed as a relation between the period spectrum and the ortholength spectrum of $C$. This provides a new proof of asymptotic results for both the periods of Laplacian eigenforms along $C$ as well estim…

Power spectrum densities for the number of tick quotes per minute (market activity) on three currency markets (USD/JPY, EUR/USD, and JPY/EUR) for periods from January 1999 to December 2000 are analyzed. We find some peaks on the power spectrum densities at a few minutes. We develop the double-threshold agent model and …

The geodesic period spectrum of orbifolds is determined by their topology.

Study homotopy type of periodic links using Khovanov spectrum.

It is known (E.L. Green (1997), O. Post (2003)) that for an arbitrary $m\in\mathbb{N}$ one can construct a periodic non-compact Riemannian manifold $M$ with at least $m$ gaps in the spectrum of the corresponding Laplace-Beltrami operator $-Δ_M$. In this work we want not only to produce a new type of periodic manifolds …

The wave trace of certain convex domains can be smooth near some points in the length spectrum.

Rigidity of spectral data for spherical manifolds with boundary.

We determine the Lyapunov spectrum of ball quotients arising from cyclic coverings. The computations are performed by rewriting the sum of Lyapunov exponents as ratios of intersection numbers and by the analysis of the period map near boundary divisors. As a corollary, we complete the classification of commensurability…

We give a basic treatment of lattices $Γ$ in these groups. Certain tori $T_F$ and $T_B$ provide the model fiber and the base for a submersion of $Γ\backslash N$. This submersion may not be pseudoriemannian in the usual sense, because the tori may be degenerate. We then begin the study of periodic geodesics in these com…

Constructs coordinates to diagonalize Toda flow on matrices with simple spectrum.

A new algorithm predicts periodic time series data efficiently in cloud environments.

We show that for generic Riemannian metrics on a simply-connected closed spin manifold of dimension at least 5 the dimension of the space of harmonic spinors is no larger than it must be by the index theorem. The same result holds for periodic fundamental groups of odd order. The proof is based on a surgery theorem for…

Deformation K-theory associates to each discrete group G a spectrum built from spaces of finite dimensional unitary representations of G. In all known examples, this spectrum is 2-periodic above the rational cohomological dimension of G (minus 2), in the sense that T. Lawson's Bott map is an isomorphism on homotopy in …

The main result presented here is that the flow associated with a riemannian metric and a non zero magnetic field on a compact oriented surface without boundary, under assumptions of hyperbolic type, cannot have the same length spectrum of topologically corresponding periodic orbits as the geodesic flow associated with…

This study investigates that a characteristic time scale on an exchange rate market (USD/JPY) is examined for the period of 1998 to 2000. Calculating power spectrum densities for the number of tick quotes per minute and averaging them over the year yield that the mean power spectrum density has a peak at high frequenci…

Two new methods improve forecasting of functional time series data.

No Shimura-Teichmüller curves found in genus 5.

The paper adapts results for Reeb flows and Hamiltonian flows, showing all orbits are closed have identical periods.

From a graph $G$ with constant valency $v$ and a (non-compact) manifold $C$ with $v$ boundary components, we build a $G$-periodic manifold $M$. This process gives a class of topologically infinite manifolds which generalizes periodic manifolds and includes all riemannian coverings with finitely generated deck-group. Ou…

We show how to assign to any immersed torus in $\R^3$ or $S^3$ a Riemann surface such that the immersion is described by functions defined on this surface. We call this surface the spectrum or the spectral curve of the torus. The spectrum contains important information about conformally invariant properties of the toru…

We reduce a question of Eskin-Kontsevich-Zorich and Forni-Matheus-Zorich, which asks for a classification of all $\text{SL}_2(\mathbb{R})$-invariant ergodic probability measures with completely degenerate Kontsevich-Zorich spectrum, to a conjecture of Möller's. Let $\mathcal{D}_g (1)$ be the subset of the moduli space …

This paper finds a global surface of section in dynamically convex L(p,p-1) using ECH.

The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. A major open issue is to verify the presence of LPPL in price sequences and to estimate the LPPL parameters. Estimation is complicated by the fact that daily LPPL returns are typically orders of magnitude smaller than measured price…

We associate a periodic two-dimensional Schrodinger operator to every Lagrangian torus in CP^2 and define the spectral curve of a torus as the Floquet spectrum of this operator on the zero energy level. In this event minimal Lagrangian tori correspond to potential operators. We show that Novikov-Veselov hierarchy of eq…

Geometrically represents L-homology classes using normal maps.

We use methods of random matrix theory to analyze the cross-correlation matrix C of price changes of the largest 1000 US stocks for the 2-year period 1994-95. We find that the statistics of most of the eigenvalues in the spectrum of C agree with the predictions of random matrix theory, but there are deviations for a fe…

This paper uses Steenrod homology to simplify surgery on generalized manifolds.

Study magnetic geodesics on Heisenberg groups and manifolds.

The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empirical results for the S&P 500 and the Dow Jones Euro Stoxx 50 indices reveal that the dynamics of the small eigenvalues of the cross-correlat…

Geometric characterization of sub-Riemannian geodesics on frame bundles.

Paper proves ellipticity of certain Reeb orbits and estimates ECH spectrum on lens spaces.

In the framework of Multifractal Diffusion Entropy Analysis we propose a method for choosing an optimal bin-width in histograms generated from underlying probability distributions of interest. The method presented uses techniques of Rényi's entropy and the mean squared error analysis to discuss the conditions under whi…

A central result here is the computation of the entire cyclic homology of canonical smooth subalgebras of stable continuous trace C*-algebras having smooth manifolds M as their spectrum. More precisely, the entire cyclic homology is shown to be canonically isomorphic to the continuous periodic cyclic homology for these…

SSA with a general recursive formula improves forecasting accuracy with structural breaks.

The central result here is an explicit computation of the Hochschild and cyclic homologies of a natural smooth subalgebra of stable continuous trace algebras having smooth manifolds X as their spectrum. More precisely, the Hochschild homology is identified with the space of differential forms on X, and the periodic cyc…

We analyze daily prices of 29 commodities and 2449 stocks, each over a period of $\approx 15$ years. We find that the price fluctuations for commodities have a significantly broader multifractal spectrum than for stocks. We also propose that multifractal properties of both stocks and commodities can be attributed mainl…

We propose that imitation between traders and their herding behaviour not only lead to speculative bubbles with accelerating over-valuations of financial markets possibly followed by crashes, but also to ``anti-bubbles'' with decelerating market devaluations following all-time highs. For this, we propose a simple marke…

In an earlier paper, we established a natural connection between the Baum-Connes conjecture and noncommutative Bloch theory, viz. the spectral theory of projectively periodic elliptic operators on covering spaces. We elaborate on this connection here and provide significant evidence for a fundamental conjecture in nonc…

The study uncovers stock synergy networks using mutual information in Indian stock market data.

Study wave invariants for Riemannian foliations, showing independence of mean curvature.

New magnetic flow rigidity theorem for negative curvatures.

S&P 500 index data sampled at one-minute intervals over the course of 11.5 years (January 1989- May 2000) is analyzed, and in particular the Hurst parameter over segments of stationarity (the time period over which the Hurst parameter is almost constant) is estimated. An asymptotically unbiased and efficient estimator …

Sales data in a commodity market (supermarket sales to consumers) has been analysed by studying the fluctuation spectrum and noise correlations. Three related products (ketchup, mayonnaise and curry sauce) have been analysed. Most noise in sales is caused by promotions, but here we focus on the fluctuations in baseline…

Variant of mSSA improves time series prediction error.

The correlation function of a financial index of the New York stock exchange, the S&P 500, is analyzed at 1 min intervals over the 13-year period, Jan 84 -- Dec 96. We quantify the correlations of the absolute values of the index increment. We find that these correlations can be described by two different power laws wi…

FreDN separates trends and periodicities in non-stationary time series forecasts.