arXiv research

Quantum modularity proven for specific theta series.

We consider the effects of the global financial crisis through a local Korean financial market around the 2008 crisis. We analyze 185 individual stock prices belonging to the KOSPI (Korea Composite Stock Price Index), cosidering three time periods: the time before, during, and after the crisis. The complex networks gen…

Study bends 2D surfaces in 3D space using special equations.

Przytycki and Sokolov proved that a three-manifold admits a semi-free action of the finite cyclic group of order $p$ with a circle as the set of fixed points if and only if $M$ is obtained from the three-sphere by surgery along a strongly $p-$periodic link $L$. Moreover, if the quotient three-manifold is an integral ho…

In this note, we establish a relationship between fractional Dehn twist coefficients of Riemann surface automorphisms and modular invariants of holomorphic families of algebraic curves. Specially, we give a characterization of pseudo-periodic maps with nontrivial fractional Dehn twist coefficients. We also obtain some …

We study the space of linear difference equations with periodic coefficients and (anti)periodic solutions. We show that this space is isomorphic to the space of tame frieze patterns and closely related to the moduli space of configurations of points in the projective space. We define the notion of combinatorial Gale tr…

Extended strongly periodic links have been introduced by Przytycki and Sokolov as a symmetric surgery presentation of three-manifolds on which the finite cyclic group acts without fixed points. The purpose of this paper is to prove that the symmetry of these links is reflected by the first coefficients of the HOMFLYPT …

We show that, when considering the scaling factor as an affine variable, the coefficients of the asymptotic expansion of the spectral action on a (Euclidean) Robertson-Walker spacetime are periods of mixed Tate motives, involving relative motives of complements of unions of hyperplanes and quadric hypersurfaces and div…

The Weyl transform is introduced as a rich framework for data representation. Transform coefficients are connected to the Walsh-Hadamard transform of multiscale autocorrelations, and different forms of dyadic periodicity in a signal are shown to appear as different features in its Weyl coefficients. The Weyl transform …

We show that, when considering the anisotropic scaling factors and their derivatives as affine variables, the coefficients of the heat kernel expansion of the Dirac-Laplacian on $SU(2)$ Bianchi IX metrics are algebro-geometric periods of motives of complements in affine spaces of unions of quadrics and hyperplanes. We …

A graph $G$ is said to be $p$-periodic, if the automorphism group $Aut(G)$ contains an element of order $p$ which preserves no edges. In this paper, we investigate the behavior of graph polynomials (Negmai and Tutte) with respect to graph periodicity. In particular, we prove that if $p$ is a prime, then the coefficient…

Sharp lower bounds for modular invariants and Dehn twist coefficients in genus 2 and 3.

Study improves S&P 500 volatility forecasting through regime-switching methods.

Neural network approach simplifies multiscale problem homogenization.

We obtain bounds on hyperbolic volume for periodic links and Conway sums of alternating tangles. For links that are Conway sums we also bound the hyperbolic volume in terms of the coefficients of the Jones polynomial.

Let M be a rational homology sphere plumbed 3-manifold associated with a connected negative definite plumbing graph. We show that its Seiberg-Witten invariants equal certain coefficients of an equivariant multivariable Ehrhart polynomial. For this, we construct the corresponding polytopes from the plumbing graphs toget…

Paper tests if beta coefficients in AMF model are consistent over time.

We give a survey on the Weierstrass representations of surfaces in three- and four-dimensional spaces, their applications to the theory of the Willmore functional and on related problems of spectral theory of the two-dimensional Dirac operator with periodic coefficients.

Using tax and census data, we demonstrate that the distribution of individual income in the USA is exponential. Our calculated Lorenz curve without fitting parameters and Gini coefficient 1/2 agree well with the data. From the individual income distribution, we derive the distribution function of income for families wi…

The purpose of this paper is to construct and study equivariant Khovanov homology - a version of Khovanov homology theory for periodic links. Since our construction works regardless of the characteristic of the coefficient ring it generalizes a previous construction by Chbili. We establish invariance under equivariant …

Defines Floer homology with DG coefficients for symplectic manifolds.

An Abelian differential gives rise to a flat structure (translation surface) on the underlying Riemann surface. In some directions the directional flow on the flat surface may contain a periodic region that is made up of maximal cylinders filled by parallel geodesics of the same length. The growth rate of the number of…

Develops a new non-abelian framework for Riemann surfaces and differential equations.

In this paper we study the asymptotic behavior of second-order uniformly elliptic operators on weighted Riemannian manifolds. They naturally emerge when studying spectral properties of the Laplace-Beltrami operator on families of manifolds with rapidly oscillating metrics. We appeal to the notion of H-convergence intro…

In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. stock/commodity and weather derivative) and a non-traded underlying (e.g. temperature). The risk preferences are of expo…

Is the elasticity of intertemporal substitution (EIS) more or less than one? This question can be answered by confronting theoretical results of asset pricing models with investor behaviour during episodes of stock market panic. If we consider these episodes as periods of high risk aversion, then lower asset prices are…

The recent financial crisis has stressed the need to understand financial systems as networks of interdependent countries, where cross-border financial linkages play the fundamental role. It has also been emphasized that the relevance of these networks relies on the representation of changes follow-on the occurrence of…

The abstract discusses nonuniqueness results for specific Riemannian invariants.

Integrality of FJRW invariants for Lie algebras A_l, D_l, and E_6.

We determine parts of the contact homology of certain contact 3-manifolds in the framework of open book decompositions, due to Giroux. We study two cases: when the monodromy map of the compatible open book is periodic and when it is pseudo-Anosov. For an open book with periodic monodromy, we verify the Weinstein conjec…

The 3D-index connects to Turaev-Viro invariant and knot periods.

We consider an elliptic self-adjoint first order differential operator L acting on pairs (2-columns) of complex-valued half-densities over a connected compact 3-dimensional manifold without boundary. The principal symbol of the operator L is assumed to be trace-free and the subprincipal symbol is assumed to be zero. Gi…

We study the dynamic interactions and structural changes in global financial indices in the years 1998-2012. We apply a principal component analysis (PCA) to cross-correlation coefficients of the stock indices. We calculate the correlations between principal components (PCs) and each asset, known as PC coefficients. A …

We define exotic twisted $S^1$-equivariant cohomology for the loop space $LZ$ of a smooth manifold $Z$ via the invariant differential forms on $LZ$ with coefficients in the (typically non-flat) holonomy line bundle of a gerbe, with differential an equivariantly flat superconnection. We introduce the twisted Bismut-Cher…

The evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005 is analyzed and modeled. There are several versions of personal income distribution (PID) provided by the US Census Bureau (US CB) for this period with various levels of resolution. Effectively, these PIDs result in different Gini c…

Predicting the price correlation of two assets for future time periods is important in portfolio optimization. We apply LSTM recurrent neural networks (RNN) in predicting the stock price correlation coefficient of two individual stocks. RNNs are competent in understanding temporal dependencies. The use of LSTM cells fu…

We study the dynamic evolution of cross-correlations in the Chinese stock market mainly based on the random matrix theory (RMT). The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock Exchange from January 4, 1999 to December 30, 2011 are calculated over a moving …

We show that on compact Riemann surfaces of nonpositive curvature, the generalized periods, i.e. the $ν$-th order Fourier coefficients of eigenfunctions $e_λ$ over a closed smooth curve $γ$ which satisfies a natural curvature condition, go to 0 at the rate of $O((\logλ)^{-1/2})$, if $0<|ν|/λ<1-δ$, for any fixed $0<δ<1$…

We show injectivity of the X-ray transform and the $d$-plane Radon transform for distributions on the $n$-torus, lowering the regularity assumption in the recent work by Abouelaz and Rouvière. We also show solenoidal injectivity of the X-ray transform on the $n$-torus for tensor fields of any order, allowing the tensor…

In this paper we prove a variation of the theorem in title, for equations with periodic coefficients, in Frechet spaces. The main result gives equivalent conditions ensuring the reduction of such an equation to one with constant coefficient. In the particular case of $C^{\infty}$, we obtain the exact analogue of the cl…

The Arnold conjecture is proven for integers using Floer theory.

We show that on compact Riemann surfaces of negative curvature, the generalized periods, i.e. the $ν$-th order Fourier coefficient of eigenfunctions $e_λ$ over a period geodesic $γ$ goes to 0 at the rate of $O((\logλ)^{-1/2})$, if $0<ν<c_0λ$, given any $0<c_0<1$. No such result is possible for the sphere $S^2$ or the f…

The paper introduces a machine learning method to forecast market direction using efficient frontier coefficients.

In this paper we extend the concept of Competitivity Graph to compare series of rankings with ties ({\em partial rankings}). We extend the usual method used to compute Kendall's coefficient for two partial rankings to the concept of evolutive Kendall's coefficient for a series of partial rankings. The theoretical frame…

According to work of Hartley and Kawauchi in 1979 and 1980, the Conway Polynomial of all negative amphicheiral knots and strongly positive amphicheiral knots factors as $φ(z)φ(-z)$ for some $φ(z)\in\mathbb Z[z]$. Moreover, a 2012 example due to Ermotti, Hongler and Weber shows that this is not true for general amphiche…

We consider fractional Black-Scholes market with proportional transaction costs. When transaction costs are present, one trades periodically i.e. we have the discrete trading with equidistance $n^{-1}$ between trading times. We derive a non trivial hedging error for a class of European options with convex payoff in the…

This paper presents a general solution for a recent model by Keen for endogenous money creation. The solution provides an analytic framework that explains all significant dynamical features of Keen's model and their parametric dependence, including an exact result for both the period and subsidence rate of the Great Mo…

A machine-learning method speeds up RIS design by predicting reflection coefficients.