For strong exact magnetic fields the action functional (i.e., the length plus the linear magnetic term) is not bounded from below on the space of closed contractible curves and the lower estimates for critical levels are derived by using the principle of throwing out cycles. It is proved that for almost every energy le…
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.
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Study shows augmented deformation space of rational maps is disconnected.
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…
Debate over the existence of branches in the stellar activity-rotation diagrams continues. Application of modern time series analysis tools to study the mean cycle periods in chromospheric activity index is lacking. We develop such models, based on Gaussian processes, for one-dimensional time series and apply it to the…
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…
Study shows credit expansion in mortgage markets influenced U.S. business cycle.
New study shows min-max algorithms can converge to non-stationary points.
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…
Study Agol cycles on 2-punctured torus and 5-punctured sphere, finding new dilatation formula.
The major study by Bordo and Helbing (2003) analyses the business cycle in Western economies 1881-2001. They examine four distinct periods in economic history, and conclude that there is a secular trend towards greater synchronisation for much of the 20th century. Their analysis, in common with the standard economic li…
Perfect pairing for tropical cycles on integral affine manifolds.
Let be a contact form on , let be its Reeb vector-field and let be a non-singular vector-field in . Let be the space of curves on such . Let , respectively , be the set of curves in such that , respectively . Le…
Unified theory explains housing cycle across metros, showing credit expansion impacts.
The paper solves a geometric problem related to K3 surfaces and complex-hyperkähler metrics.
AdaBoost cycles in probability simplex dynamics.
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…
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…
Critical learning periods found in deep linear networks too.
Constructs Morse homology for complex algebraic varieties.
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…
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…
We introduce a mathematical model on the dynamics of demand and supply incorporating collectability and saturation factors. Our analysis shows that when the fluctuation of the determinants of demand and supply is strong enough, there is chaos in the demand-supply dynamics. Our numerical simulation shows that such a cha…
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…
The simplest patterns of qualitative changes on the configurations of lines of principal curvature} around umbilic points on surfaces whose immersions into depend smoothly on a real parameter (codimension one umbilic bifurcations) are described in this paper. Global effects, due to umbilic bifurcations, o…
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…
Period estimation is one of the central topics in astronomical time series analysis, where data is often unevenly sampled. Especially challenging are studies of stellar magnetic cycles, as there the periods looked for are of the order of the same length than the datasets themselves. The datasets often contain trends, t…
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…
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…
Trees represent critical points, linking function topology.
mcanalysis quantifies menstrual cycle effects in health data.
We prove upper bounds for the number of critical points in semistable symplectic Lefschetz fibrations. We also obtain a new lower bound for the number of nonseparting vanishing cycles in Lefschetz pencils, and reprove the known lower bounds for the commutator lengths of Dehn twists.
Generative model predicts menstrual cycle lengths accounting for self-tracking artifacts.
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…
This research creates efficient models for cyclo-stationary systems using generative methods.
Study homology of periodic cell complexes using quotient spaces and spectral sequences.
Paper uses LSTM to predict inflation, finds it performs well over long periods.
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…
We introduce a new critical value for Tonelli Lagrangians on the tangent bundle of the 2-sphere without minimizing measures supported on a point. We show that is strictly larger than the Mañé critical value , and on every energy level there exist infinitely…
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.
Algorithm constructs and classifies weaving diagrams using combinatorial methods.
In this paper we produce a lower bound for the number of periodic orbits of certain Hamiltonian vector fields near Bott-nondegenerate symplectic critical submanifolds. This result is then related to the problem of finding closed orbits of the motion of a charged low energy particle on a Riemannian manifold under the in…
The paper outlines a framework to identify sources of harm in ML.
The paper proves a conjecture about the positivity of the Euler characteristic for complex projective manifolds.
We propose a new framework for measuring connectedness among financial variables that arises due to heterogeneous frequency responses to shocks. To estimate connectedness in short-, medium-, and long-term financial cycles, we introduce a framework based on the spectral representation of variance decompositions. In an e…
This thesis explores algebraic cycles and moduli spaces over real numbers.
Agent-based market shows herding cycles with square-root price impact.
The study proposes a new interest rate model that captures long-term periodicity in U.S. Treasury yields.
The paper finds infinitely many magnetic geodesics on non-compact manifolds.