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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.

168,742 papers · 148 categories

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16334965 · Feb 202019922001200920172026
48 results for periodic motion

We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional low-contrast periodic environment, by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuum analysis. As in a recent paper by Braides and Scilla dealing with high-contrast pe…

2014-07-25abs ↗pdf ↗

New findings on magnetic geodesic flows and periodic motions.

problem Characterizing superintegrable systems in magnetic geodesic flows.
method Analyzing rotationally symmetric magnetic geodesic flows.
result All sufficiently slow motions in a central magnetic field are periodic under specific curvature and homogeneity conditions.

We study the motion of discrete interfaces driven by ferromagnetic interactions in a two-dimensional periodic environment by coupling the minimizing movements approach by Almgren, Taylor and Wang and a discrete-to-continuous analysis. The case of a homogeneous environment has been recently treated by Braides, Gelli and…

2014-07-26abs ↗pdf ↗

It is an interesting question whether a given equation of motion has a periodic solution or not, and in the positive case to describe them. We investigate periodic magnetic curves in elliptic Sasakian space forms and we obtain a quantization principle for periodic magnetic flowlines on Berger spheres. We give a criteri…

2013-10-10abs ↗pdf ↗

Poisson plane and sphere --- homogeneous spaces of Poisson groups E(2) and SU(2) (resp.) --- have phase spaces (corresponding symplectic groupoids), in which a free Hamiltonian is naturally defined. We solve the equations of motion and point out some unexpected features: free motion on the plane is bounded (periodic) a…

1996-12-04abs ↗pdf ↗

New method separates market motion from stock correlations.

problem Understanding the dynamics of stock correlations relative to market motion.
method Cluster reduced-rank correlation matrices by subtracting the largest eigenvalue.
result Extracted market states are quasi-stationary over long periods.

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 ↗

In the present paper we construct a Z^{3}-periodic surface in R^{3} whose almost all plane sections of a certain direction consist of exactly one connected component. This question originates from a problem of Novikov on the semi- classical motion of an electron in strong magnetic field. Our main tool is the Rips machi…

2011-12-26abs ↗pdf ↗

We study the motion of a charge on a conformally flat Riemannian torus in the presence of magnetic field. We prove that for any non-zero magnetic field there always exist orbits of this motion which have conjugate points. We conjecture that the restriction of conformal flatness of the metric is not essential for this r…

1999-02-02abs ↗pdf ↗

Various neural network based methods are capable of anticipating human body motions from data for a short period of time. What these methods lack are the interpretability and explainability of the network and its results. We propose to use Dynamic Mode Decomposition with delays to represent and anticipate human body mo…

2019-12-13abs ↗pdf ↗

We describe the curves of constant (geodesic) curvature and torsion in the three-dimensional round sphere. These curves are the trajectory of a point whose motion is the superposition of two circular motions in orthogonal planes. The global behavior may be periodic or the curve may be dense in a Clifford torus embedded…

2017-06-23abs ↗pdf ↗

We prove that a primitive harmonic map is equivariant if and only if it admits a holomorphic potential of degree one. We investigate when the equivariant harmonic map is periodic, and as an application discuss constant mean curvature cylinders with screw motion symmetries.

2005-07-22abs ↗pdf ↗

Existence of Q-processes for Brownian motion on hyperbolic spaces with Poissonian potentials shown.

problem Existence of path limits (Q-processes) for Brownian motion on hyperbolic spaces with Poissonian potentials.
method Analysis of stationary random potentials with spectral and sup norm bounds, and use of foliated space defined by the point process.
result Existence of Q-processes for Brownian motion on hyperbolic spaces with Poissonian potentials shown.

Consider the infinite dimensional flag manifold LK/TLK/T corresponding to the simple Lie group KK of rank ll and with maximal torus TT. We show that, for KK of type AA, BB or CC, if we endow the space $H^*(LK/T)\otimes \bR[q_1,...,q_{l+1}]$ (where q1,...,ql+1q_1,...,q_{l+1} are multiplicative variables) with an $\bR[\{q_j\…

2001-05-16abs ↗pdf ↗

The paper analyzes optimal dividend strategies for risky businesses, considering both periodic and extraordinary payments.

problem Maximizing dividends paid until ruin, net of transaction costs.
method Modeling cash surplus as Brownian motion, considering different types of dividends with transaction costs.
result Optimal strategies depend on business profitability and transaction costs, sometimes including liquidation.

We prove existence and multiplicity of periodic motions for the forced 2-body problem under conditions of topological character. In the different cases, the lower bounds obtained for the number of solutions are related to the winding number of a curve in the plane, the homology of a space in R3\R^3, the knot type of a …

2013-03-22abs ↗pdf ↗

We show that the Lagrangian of classical mechanics on a Riemannian manifold of bounded geometry carries a periodic solution of motion with rescribed energy, provided the potential satisfies an asymptotic growth condition, changes sign, and the negative set of the potential is non-trivial in the relative homology.

2013-05-13abs ↗pdf ↗

This paper explores non-periodic folding of Spidron units, revealing nonlinear dynamics.

problem Understanding the kinematics and nonlinear phenomena of Spidron units.
method Analysis of single unit cell kinematics and recursive construction of multiple cells.
result Non-periodic folding restricts isotropic folding as the number of unit cells increases.

The Hamiltonian flow of the standard metric Hamiltonian with respect to the twisted symplectic structure on the cotangent bundle describes the motion of a charged particle on the base. We prove that under certain natural hypotheses the number of periodic orbits on low energy levels for this flow is at least the sum of …

1999-02-26abs ↗pdf ↗

In this study we introduce a new technique for symbolic regression that guarantees global optimality. This is achieved by formulating a mixed integer non-linear program (MINLP) whose solution is a symbolic mathematical expression of minimum complexity that explains the observations. We demonstrate our approach by redis…

2017-10-29abs ↗pdf ↗

We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.

problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.

The low velocity dynamic of a doubly periodic monopole, also called a monopole wall or monowall for short, is described by geodesic motion on its moduli space. This moduli space is hyperkaehler and non-compact. We establish a relation between the Kaehler potential of this moduli space and the volume of a region in Eucl…

2019-06-11abs ↗pdf ↗

Researchers develop a generalised geometric Brownian motion for better asset pricing.

problem Irregularities in simple geometric Brownian motion for asset dynamics.
method Introduce a memory kernel to generalise GBM, derive moments and probability density functions.
result The performance of kernels in pricing options depends on option maturity and moneyness.

Volatility of intra-day stock market indices computed at various time horizons exhibits a scaling behaviour that differs from what would be expected from fractional Brownian motion (fBm). We investigate this anomalous scaling by using empirical mode decomposition (EMD), a method which separates time series into a set o…

2015-03-29abs ↗pdf ↗

This work uses QPGPs to improve ILC performance in repetitive tasks.

problem Performance degradation in repetitive motion tasks due to environmental changes and robot wear.
method Incorporates Quasi-Periodic Gaussian Processes into a predictive ILC framework.
result The proposed approach achieves faster convergence and robustness under disturbances.

We establish an analogy between the motion of spring whose mass increases linearly with time and volatile stock markets dynamics within an economic model based on simple temporal demand and supply functions [J. Phys. A: Math. Gen. 33, 3637 (2000)]. The total system energy E_t is shown to be proportional to a decreasing…

2009-05-27abs ↗pdf ↗

This paper considers a sequence of discrete-time random walk markets with a safe and a single risky investment opportunity, and gives conditions for the existence of arbitrages or free lunches with vanishing risk, of the form of waiting to buy and selling the next period, with no shorting, and furthermore for weak conv…

2012-06-25abs ↗pdf ↗

The Kepler-Heisenberg problem is that of determining the motion of a planet around a sun in the sub-Riemannian Heisenberg group. The sub-Riemannian Hamiltonian provides the kinetic energy, and the gravitational potential is given by the fundamental solution to the sub-Laplacian. This system is known to admit closed orb…

2017-07-19abs ↗pdf ↗

Study contact geometry of energy hypersurface in symmetric 3-body problem on S^2.

problem Contact geometry of energy hypersurface in symmetric 3-body problem on S^2.
method Contact geometry analysis, Moser regularization, Weinstein conjecture.
result Components of energy hypersurface are contactomorphic to R^3 or its connected sum for specific energies.

We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is composed by daily price of 1071 stocks trade for the 12-year period 1987-1998, …

2006-08-19abs ↗pdf ↗

Robo-advisors use MPC to create dynamic investment strategies.

problem Static allocation methods limit robo-advisors' effectiveness.
method Combines MPC with Hidden Markov Model and Black-Litterman for dynamic asset allocation.
result MPC-based strategies outperform static approaches in dynamic and risk-budgeting criteria.

Measures collectivity in financial covariances and correlations to reveal trends and precursors.

problem Capturing collective motion in financial markets to predict trends and precursors.
method Measures collectivity using the largest eigenvalue and average sector collectivity.
result Identifies collective signals around major financial events and captures trends in covariances and correlations.

Introduces Motion Programs for better video analysis of human motion.

problem Current video analysis focuses on raw pixels or keypoints, missing higher-level motion primitives.
method Introduces Motion Programs as a neuro-symbolic representation of motions as a composition of high-level primitives.
result Motion Programs accurately describe diverse human motions and improve downstream tasks.

NYSE stock prices show persistent correlations over years, exploitable through arbitrage strategies.

problem Predicting and exploiting long-term price correlations in NYSE stocks.
method Analyzed 1000 NYSE stocks over 5 years, measured discrepancies from Brownian motion, and tested arbitrage strategies.
result 45% of a stock's 1-hour returns variance is explained by cross-correlations with other stocks, especially during high volatility periods.