arXiv research

New proof confirms rolling objects can follow any path.

Geometric quantization extended to arbitrary connected spaces using path integration.

Extends tracking guarantees for time-varying variational inequalities.

In recent years, we have established the iteration theory of the index for symplectic matrix paths and applied it to periodic solution problems of nonlinear Hamiltonian systems. This paper is a survey on these results.

In this paper we consider the length minimizing properties of Hamiltonian paths generated by quasi-autonomous Hamiltonians on symplectically aspherical manifolds. Motivated by the work of L. Polterovich and M. Schwarz, we study the role of the fixed global extrema in the Floer complex of the generating Hamiltonian. Our…

In this paper, we use Floer theory to study the Hofer length functional for paths of Hamiltonian diffeomorphisms which are sufficiently short. In particular, the length minimizing properties of a short Hamiltonian path are related to the properties and number of its periodic orbits.

The study finds infinitely many periodic orbits that can be used to modify Anosov flows.

We establish a local function version of a classical result claiming that a bivector field on a manifold $M$ is Poisson if and only if cotangent paths form a coisotropic set of the infinite dimensional symplectic manifold of paths valued in $T^*M$. Our purpose here is to prove this result without using the Banach manif…

To give a criterion for the integrability of Banach-Lie triple systems, we follow the construction of the period group of a Lie algebra and define the period group of a Lie triple system as an analogous concept. We show that a Lie triple system is integrable if and only if its period group is discrete. Along the way, w…

In this work we generalize the classical notion of a (compact) twistor line in the period domain of compact complex tori. We introduce two new types of lines, which are non-compact analytic curves in the period domain of complex tori. We study the analytic properties of the compactifications of the curves, the preserva…

Proves a theorem for mechanical systems with reflections.

New method detects and clusters market regimes in multidimensional data.

The study counts periodic orbits on smooth manifolds, adding ghost orbits for completeness.

We consider a continuous path of bounded symmetric Fredholm bilinear forms with arbitrary endpoints on a real Hilbert space, and we prove a formula that gives the spectral flow of the path in terms of the spectral flow of the restriction to a finite codimensional closed subspace. We also discuss the case of restriction…

A positive path in the linear symplectic group $\Sp(2n)$ is a smooth path which is everywhere tangent to the positive cone. These paths are generated by negative definite (time-dependent) quadratic Hamiltonian functions on Euclidean space. A special case are autonomous positive paths, which are generated by time-indepe…

Study examines how information flows in Indian stock market during crises.

Optimizes multi-period portfolios with tail-risk constraints using neural networks.

Geodesics in jet space are constructed from polynomials, with some yielding globally minimizing paths.

As in the case of irreducible holomorphic symplectic manifolds, the period domain $Compl$ of compact complex tori of even dimension $2n$ contains twistor lines. These are special $2$-spheres parametrizing complex tori whose complex structures arise from a given quaternionic structure. In analogy with the case of irredu…

We utilize the symmetric thermal optimal path (TOPS) method to examine the dynamic interaction patterns between the VIX and VIX futures markets. We document that the VIX dominates the VIX futures more in the first few years, especially before the introduction of VIX options. We further observe that the TOPS paths show …

We obtain two types of results on positive scalar curvature metrics for compact spin manifolds that are even dimensional. The first type of result are obstructions to the existence of positive scalar curvature metrics on such manifolds, expressed in terms of end-periodic eta invariants that were defined by Mrowka-Ruber…

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

Market timing is an investment technique that tries to continuously switch investment into assets forecast to have better returns. What is the likelihood of having a successful market timing strategy? With an emphasis on modeling simplicity, I calculate the feasible set of market timing portfolios using index mutual fu…

Study orbits in right triangles, deducing periodic billiard paths and classifying orbit closures.

We introduce economic models based on Boolean Delay Equations: this formalism makes easier to take into account the complexity of the interactions between firms and is particularly appropriate for studying the propagation of an initial damage due to a catastrophe. Here we concentrate on simple cases, which allow to und…

URGE improves diffusion model quality without gradients or Hessian.

Multi-period measures of risk account for the path that the value of an investment portfolio takes. In the context of probabilistic risk measures, the focus has traditionally been on the magnitude of investment loss and not on the dimension associated with the passage of time. In this paper, the concept of temporal pat…

Consider the group $\Ham^c(M)$ of compactly supported Hamiltonian symplectomorphisms of the symplectic manifold $(M,\om)$ with the Hofer $L^{\infty}$-norm. A path in $\Ham^c(M)$ will be called a geodesic if all sufficiently short pieces of it are local minima for the Hofer length functional $\Ll$. In this paper, we giv…

Deep learning predicts path-dependent processes from historical data.

Quantum vacuum energy (Casimir energy) is reviewed for a mathematical audience as a topic in spectral theory. Then some one-dimensional systems are solved exactly, in terms of closed classical paths and periodic orbits. The relations among local spectral densities, energy densities, global eigenvalue densities, and tot…

This paper proposes grid cells encode position via a conformal isometric embedding of 2D physical space.

Paper tackles inventory management with deep learning, improving performance and adherence to constraints.

We use path integrals to calculate hedge parameters and efficacy of hedging in a quantum field theory generalization of the Heath, Jarrow and Morton (HJM) term structure model which parsimoniously describes the evolution of imperfectly correlated forward rates. We also calculate, within the model specification, the eff…

Let G be a connected Lie group, LG its loop group, and PG->G the principal LG-bundle defined by quasi-periodic paths in G. This paper is devoted to differential geometry of the Atiyah algebroid A=T(PG)/LG of this bundle. Given a symmetric bilinear form on the Lie algebra g and the corresponding central extension of Lg,…

We provide an explicit aggregation in the neoclassical growth model with aggregate shocks and uninsurable employment risk. We show there are two restrictions on the unemployment shock for approximate aggregation to occur. First the probability of unemployment must be positive for each agent in each time period. That en…

In this paper we present a continuous time dynamical model of heterogeneous agents interacting in a financial market where transactions are cleared by a market maker. The market is composed of fundamentalist, trend following and contrarian agents who process information from the market with different time delays. Each …

New principle for supersymmetric localization on Lie groups.

A new Bachelier model explains oil option volatility during the pandemic.

Constructs supermartingale couplings with full marginals constraints.

Let $K$ be a knot type for which the quadratic term of the Conway polynomial is nontrivial, and let $γ: \mathbb{R}\to \mathbb{R}^3$ be an analytic $\mathbb{Z}$-periodic function with non-vanishing derivative which parameterizes a knot of type $K$ in space. We prove that there exists a sequence of numbers $0\leq t_1 < t…

Paper introduces HRPCFD for efficient training of stochastic processes.

Countries tend to diversify their exports by entering products that are related to their current exports. Yet this average behavior is not representative of every diversification path. In this paper, we introduce a method to identify periods when countries enter unrelated products. We analyze the economic diversificati…

This study analyzes cryptocurrency market crashes using complex network analysis.

Variance-reduced algorithms, although achieve great theoretical performance, can run slowly in practice due to the periodic gradient estimation with a large batch of data. Batch-size adaptation thus arises as a promising approach to accelerate such algorithms. However, existing schemes either apply prescribed batch-siz…

It is common to encounter situations where one must solve a sequence of similar computational problems. Running a standard algorithm with worst-case runtime guarantees on each instance will fail to take advantage of valuable structure shared across the problem instances. For example, when a commuter drives from work to…

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

LHIEM model predicts health, income, and employment over years.

New bounds on shortest geodesic loops on a sphere.