arXiv research

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.

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…

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.

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…

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…

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 $\mathbb R^3$ depend smoothly on a real parameter (codimension one umbilic bifurcations) are described in this paper. Global effects, due to umbilic bifurcations, o…

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…

The Epstein deformation space parameterizes marked rational maps with prescribed combinatorial and dynamical structure. For the family of quadratic rational maps with a periodic critical cycle of order 4 and an extra critical point not lying in this cycle, S. Koch and I recently showed that the deformation space has in…

mcanalysis quantifies menstrual cycle effects in health data.

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…

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…

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.

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.

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.

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

Study shows how business cycle affects dividend payout based on managerial stock incentives.

Study of WKB asymptotics of Stokes matrices and spectral curves, proving rhombus inequalities.

The Poincaré map is widely used to study the qualitative behavior of dynamical systems. For instance, it can be used to describe the existence of periodic solutions. The Poincaré map for dynamical systems with impulse effects was introduced in the last decade and mainly employed to study the existence of limit cycles (…

TemperatureGAN generates hourly atmospheric temperature data with high fidelity.

Defines and computes geometric pairings for discrete groups using Baum-Connes assembly map.

New method detects change points in quasi-periodic signals without supervision.

In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum which is most likely caused by its long memory. Our findings also show that this lo…

Recently, there have been several progresses for the conjugacy search problem (CSP) in Garside groups, especially in braid groups. All known algorithms for solving this problem use a sort of exhaustive search in a particular finite set such as the super summit set and the ultra summit set. Their complexities are propor…

ADER addresses continual learning in session-based recommendation by periodically replaying exemplars with adaptive distillation.

We study special circle bundles over two elementary moduli spaces of meromorphic quadratic differentials with real periods denoted by $\mathcal Q_0^{\mathbb R}(-7)$ and $\mathcal Q^{\mathbb R}_0([-3]^2)$. The space $\mathcal Q_0^{\mathbb R}(-7)$ is the moduli space of meromorphic quadratic differentials on the Riemann …

Generalising the idea of the classical EM algorithm that is widely used for computing maximum likelihood estimates, we propose an EM-Control (EM-C) algorithm for solving multi-period finite time horizon stochastic control problems. The new algorithm sequentially updates the control policies in each time period using Mo…

Novikov's problem of semiclassical orbits of quasi-electrons in a normal metal leads to a correspondance between 3-ply periodic functions in R and fractals in R P^2. These fractals are the complement of infinitely many open sets labeled by integer 2-cycles of T^3. Here we present a characterization of the fractal point…

Study finds consumers are more price-sensitive before livestreams than after.