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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.

169,051 papers · 148 categories

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4590135180 · Jun 202019922001200920182026
48 results for periodic critical cycle

We propose a reduced form set of two coupled continuous time equations linking the price of a representative asset and the price of a bond, the later quantifying the cost of borrowing. The feedbacks between asset prices and bonds are mediated by the dependence of their "fundamental values" on past asset prices and bond…

2015-07-19abs ↗pdf ↗

We propose a dynamical model for business cycle based on an optimal DI model. In the model there exists a conserved quantity, which corresponds to the total energy in a dynamical system. We found that the business cycle with the period 6 or 7 years is nicely reproduced, since the model predicts a periodic motion in the…

2008-03-13abs ↗pdf ↗

New study shows min-max algorithms can converge to non-stationary points.

problem Challenges in min-max optimization due to periodic cycles and spurious attractors.
method Analyzed state-of-the-art algorithms and heuristics in non-convex/non-concave problems.
result Spurious attractors can prevent min-max algorithms from reaching true optima.

We study discrete conjugate nets whose Laplace sequence is of period four. Corresponding points of opposite nets in this cyclic sequence have equal osculating planes in different net directions, that is, they correspond in an asymptotic transformation. We show that this implies that the connecting lines of correspondin…

2011-04-19abs ↗pdf ↗

Perfect pairing for tropical cycles on integral affine manifolds.

problem Computing period integrals and versality of Calabi-Yau degenerations.
method Introducing a cap product pairing and using simplicial methods for constructible sheaves.
result The pairing is perfect in degree one for symplectic singularities.

Let αα be a contact form on S3S^3, let ξξ be its Reeb vector-field and let vv be a non-singular vector-field in kerαkerα. Let CβC_β be the space of curves xx on S3S^3 such x˙=aξ+bv,a˙=0,a0\dot x=aξ+bv, \dot a=0, a \gneq 0. Let L+L^+, respectively LL^-, be the set of curves in CβC_β such that b0b\geq 0, respectively b0b \leq 0. Le…

2015-04-28abs ↗pdf ↗

Unified theory explains housing cycle across metros, showing credit expansion impacts.

problem Puzzling correlations between income and mortgage growth across ZIP codes and metros.
method Unified credit expansion theory, double differences, instrumental variables.
result Credit expansion drives housing cycle, affecting boom, bust, and recovery phases.

The paper solves a geometric problem related to K3 surfaces and complex-hyperkähler metrics.

problem Geometric meaning of small deformations of twistor cycles in K3 period domain.
method Construction of a moduli space for families of marked K3 surfaces and use of Penrose's Non-linear Graviton construction.
result Small deformations of twistor cycles induce complex-hyperkähler metrics on K3 surface families.

Numerical computations suggest that each point on a certain optimized shape called the ideal trefoil is in contact with two other points. We consider sequences of such contact points, such that each point is in contact with its predecessor and call it a billiard. Our numerics suggest that a particular billiard on the i…

2011-03-18abs ↗pdf ↗

The proposed model is aimed to reveal important patterns in the behavior of a simplified financial system. The patterns could be detected as regular cycles consisting of debt bubbles and crises. Financial cycles have a well defined structure and form periodic sequences along the axis of credit expansion while retaining…

2016-07-05abs ↗pdf ↗

Critical learning periods found in deep linear networks too.

problem Understanding why critical learning periods emerge in both biological and artificial networks.
method Focused on deep linear network models, analyzed depth and data distribution, and examined multi-task learning.
result Critical periods depend on model depth and data distribution structure, and pre-training can affect transfer performance.

We prove that the mirror map is trivial for the canonical formal families of Calabi-Yau varieties constructed by Gross and the second author. In other words, the natural coordinate in a canonical Calabi-Yau family is a canonical coordinate in the sense of Hodge theory. This implies that the higher weight periods direct…

2014-09-16abs ↗pdf ↗

An explicit isomorphism between Morse homology and singular homology is constructed via the technique of pseudo-cycles. Given a Morse cycle as a formal sum of critical points of a Morse function, the unstable manifolds for the negative gradient flow are compactified in a suitable way, such that gluing them appropriatel…

1999-05-25abs ↗pdf ↗

We analyse four consecutive cycles observed in the USA for employment and inflation. They are driven by three oil price shocks and an intended interest rate shock. Non-linear coupling between the rate equations for consumer products as prey and consumers as predators provides the required instability, but its natural d…

2012-12-06abs ↗pdf ↗

The simplest patterns of qualitative changes on the configurations of lines of principal curvature} around umbilic points on surfaces whose immersions into R3\mathbb R^3 depend smoothly on a real parameter (codimension one umbilic bifurcations) are described in this paper. Global effects, due to umbilic bifurcations, o…

2003-11-25abs ↗pdf ↗

The current article studies certain problems related to complex cycles of holomorphic foliations with singularities in the complex plane. We focus on the case when polynomial differential one-form gives rise to a foliation by Riemann surfaces. In this setting, a complex cycle is defined as a nontrivial element of the f…

2010-05-11abs ↗pdf ↗

The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating exchanges for one unit of money. This expression indicates that the velocity is govern…

2005-07-21abs ↗pdf ↗

We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…

2013-05-10abs ↗pdf ↗

mcanalysis quantifies menstrual cycle effects in health data.

problem Lack of standardised statistical methods for menstrual cycle research.
method Fourier-basis generalised additive model (GAM) pipeline.
result Nine out of 15 health outcomes showed significant association with menstrual cycle.

Generative model predicts menstrual cycle lengths accounting for self-tracking artifacts.

problem Uncertainty in self-tracked health data due to user adherence.
method Hierarchical, generative model using machine learning.
result Model yields state-of-the-art performance in predicting menstrual cycle lengths.

An analytic model is presented that considers the evolution of a market of durable goods. The model suggests that after introduction goods spread always according to a Bass diffusion. However, this phase will be followed by a diffusion process for durable consumer goods governed by a variation-selection-reproduction me…

2013-06-14abs ↗pdf ↗

This research creates efficient models for cyclo-stationary systems using generative methods.

problem Efficiently modeling systems with periodic forcing.
method Score-based generative modeling for reduced-order models.
result Accurately reproduces statistical properties and temporal correlations of cyclo-stationary time series.

Effective risk control must make a tradeoff between the microprudential risk of exogenous shocks to individual institutions and the macroprudential risks caused by their systemic interactions. We investigate a simple dynamical model for understanding this tradeoff, consisting of a bank with a leverage target and an unl…

2015-07-15abs ↗pdf ↗

We introduce a new critical value c(L)c_\infty(L) for Tonelli Lagrangians LL on the tangent bundle of the 2-sphere without minimizing measures supported on a point. We show that c(L)c_\infty(L) is strictly larger than the Mañé critical value c(L)c(L), and on every energy level e(c(L),c(L))e\in(c(L),c_\infty(L)) there exist infinitely…

2017-02-28abs ↗pdf ↗

We consider the space of all representations of the commutator subgroup of a knot group into Z/p, p is prime. As proven by D. Silver and S. Williams, this space can be completely described by a finite oriented graph. We describe the lengths of cycles in this graph.

2009-06-16abs ↗pdf ↗

The paper proves a conjecture about the positivity of the Euler characteristic for complex projective manifolds.

problem Proving the positivity of the Euler characteristic for complex projective manifolds with large fundamental groups.
method Introducing a vanishing cycle functor of multivalued one-forms and applying non-abelian Hodge theory techniques.
result The paper proves a stronger statement about the positivity of the Euler characteristic for complex projective manifolds with large fundamental groups and almost faithful linear representations.

This thesis explores algebraic cycles and moduli spaces over real numbers.

problem Understanding the cycle class map and its image in real algebraic geometry.
method Constructing integral Fourier transforms on Chow rings of abelian varieties over any field.
result Proof of integral Hodge conjecture for real abelian threefolds and moduli space properties.

Agent-based market shows herding cycles with square-root price impact.

problem Understanding herding cycles in agent-based markets.
method Agent-based model with 20,000 retail traders interacting with a single institutional agent.
result Agent discovers multi-cycle predatory strategy with 8-11 complete cycles over 2000 trading days.

The study proposes a new interest rate model that captures long-term periodicity in U.S. Treasury yields.

problem The conventional Hull-White model fails to adequately capture long-term economic cycles in interest rates.
method The study introduces a sinusoidal Hull-White model with a time-varying mean reversion speed.
result The proposed model improves bond pricing and interest rate derivative valuation, especially for longer maturities.

The paper finds infinitely many magnetic geodesics on non-compact manifolds.

problem Existence and multiplicity of periodic orbits of magnetic flows.
method Morse theory applied to non-compact manifolds with energy levels above the Mañé critical value.
result Infinitely many noncontractible closed magnetic geodesics found.