arXiv research

For Hamiltonian flows we establish the existence of periodic orbits on a sequence of level sets approaching a Bott-nondegenerate symplectic extremum of the Hamiltonian. As a consequence, we show that a charge on a compact manifold with a nondegenerate (i.e. symplectic) magnetic field has periodic orbits on a sequence o…

Study homology of periodic cell complexes using quotient spaces and spectral sequences.

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 shows volumes of knot complements are bounded by linear functions of geodesic periods.

Establishes a rank inequality between knot Floer homologies of freely 2-periodic knots and their quotients.

Adam optimization algorithm can have non-zero average regret under certain conditions.

We analyze the signature type of a cascade of periodic orbits associated to period doubling renormalizable maps of the two dimensional disk. The signature is a sequence of rational numbers which describes how periodic orbits turn each other and is invariant by topological conjugacies that preserve orientation. We prove…

Introduces a reduction system for Artin-Tits groups, improving algorithms and proving periodicity results.

Meta-learning improves event prediction from short sequences.

We study a sequence of connections which is associated with a Riemannian metric and an almost symplectic structure on a manifold. We prove that if this sequence is trivial (i.e. constant) or 2-periodic, then the manifold has a canonical Kähler structure.

We define a generalization of Coxeter graphs and an associated Coxeter system and Coxeter mapping class. These can be used to construct periodic Coxeter mapping classes on surfaces with arbitrarily large genus, preserving lots of symmetries. The periodic mapping classes can in turn be used to construct sequences of pse…

In the present paper, we derive a closed-form solution of the multi-period portfolio choice problem for a quadratic utility function with and without a riskless asset. All results are derived under weak conditions on the asset returns. No assumption on the correlation structure between different time points is needed a…

We study the asymptotic behavior of the sequence of the Nielsen numbers $\{N(f^k)\}$, the essential periodic orbits of $f$ and the homotopy minimal periods of $f$ by using the Nielsen theory of maps $f$ on infra-solvmanifolds of type $R$. We give a linear lower bound for the number of essential periodic orbits of such …

Based on the results of the second author, we define an equivariant version of Lee and Bar-Natan homology for periodic links and show that there exists an equivariant spectral sequence from the equivariant Khovanov homology to equivariant Lee homology. As a result we obtain new obstructions for a link to be periodic. T…

This paper investigates arbitrage chains involving four currencies and four foreign exchange trader-arbitrageurs. In contrast with the three-currency case, we find that arbitrage operations when four currencies are present may appear periodic in nature, and not involve smooth convergence to a "balanced" ensemble of exc…

For a 2-periodic link $\tilde L$ in the thickened annulus and its quotient link $L$, we exhibit a spectral sequence with $E^1 \cong AKh(\tilde L) \otimes_{\mathbb{F}_2} \mathbb{F}_2[θ, θ^{-1}] \rightrightarrows E^\infty \cong AKh(L) \otimes_{\mathbb{F}_2} \mathbb{F}_2[θ, θ^{-1}].$ This spectral sequence splits along qu…

A knot \widetilde{K} \subset S^3 is q-periodic if there is a \mathbb Z_q-action preserving \widetilde{K} whose fixed set is an unknot U. The quotient of \widetilde{K} under the action is a second knot K. We construct equivariant Heegaard diagrams for q-periodic knots, and show that Murasugi's classical condition on the…

The purpose of this paper is to construct and study equivariant Khovanov homology - a version of Khovanov homology theory for periodic links. Since our construction works regardless of the characteristic of the coefficient ring it generalizes a previous construction by Chbili. We establish invariance under equivariant …

Computes immersions of $C_2$-projective spaces using K-theory.

In this paper, we investigate the multi-variate sequence classification problem from a multi-instance learning perspective. Real-world sequential data commonly show discriminative patterns only at specific time periods. For instance, we can identify a cropland during its growing season, but it looks similar to a barren…

We classify the periodic Hamiltonian flows on compact four dimensional symplectic manifolds up to isomorphism of Hamiltonian S^1 spaces. Additionally, we show that all these spaces are Kaehler, that every such space is obtained from a simple model by a sequence of symplectic blowups, and that if the fixed points are is…

Avanzi et al. (2016) recently studied an optimal dividend problem where dividends are paid both periodically and continuously with different transaction costs. In the Brownian model with Poissonian periodic dividend payment opportunities, they showed that the optimal strategy is either of the pure-continuous, pure-peri…

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer scientists [17]. This paper gives an idea about the trend analysis of stock mar…

This paper classifies a specific weave type by their crossing number.

Let $\widetilde{K}$ be a two-periodic braid and let $K$ be its quotient. In this paper we show there is a spectral sequence from the next-to-top winding number grading of the sutured annular Khovanov homology of the closure of $\widetilde{K}$ to the next-to-top winding number grading of the sutured annular Khovanov hom…

Degree one twisting of Deligne cohomology, as a differential refinement of integral cohomology, was established in previous work. Here we consider higher degree twists. The Rham complex, hence de Rham cohomology, admits twists of any odd degree. However, in order to consider twists of integral cohomology we need a peri…

Model for multi-period carbon market pricing with allowances.

If financial markets displayed the informational efficiency postulated in the efficient markets hypothesis (EMH), arbitrage operations would be self-extinguishing. The present paper considers arbitrage sequences in foreign exchange (FX) markets, in which trading platforms and information are fragmented. In Kozyakin et …

Let $\widetilde{K}$ be a 2-periodic knot in $S^3$ with quotient $K$. We prove a rank inequality between the knot Floer homology of $\widetilde{K}$ and the knot Floer homology of $K$ using a spectral sequence of Hendricks, Lipshitz and Sarkar. We also conjecture a filtered refinement of this inequality, for which we giv…

Market forecasts converge to true values if some agents are correct.

An FI-module $V$ over a commutative ring $\bf{k}$ encodes a sequence $(V_n)_{n \geq 0}$ of representations of the symmetric groups $(\mathfrak{S}_n)_{n \geq 0}$ over $\bf{k}$. In this paper, we show that for a "finitely generated" FI-module $V$ over a field of characteristic $p$, the cohomology groups $H^t(\mathfrak{S}…

Paper introduces untangling number to quantify 3-periodic tangle complexity.

Torsion and Betti numbers for knots are special cases of more general invariants associated to a finitely generated group G and epimorphism from G to the integers. The sequence of Betti numbers is always periodic; under mild hypotheses, the sequence of torsion numbers satisfies a linear homogeneous recurrence relation …

We consider a basic model of multi-period trading, which can be used to evaluate the performance of a trading strategy. We describe a framework for single-period optimization, where the trades in each period are found by solving a convex optimization problem that trades off expected return, risk, transaction cost and h…

The main theme of this paper is a relative version of the almost existence theorem for periodic orbits of autonomous Hamiltonian systems. We show that almost all low levels of a function on a geometrically bounded symplectically aspherical manifold carry contractible periodic orbits of the Hamiltonian flow, provided th…

Study shows convex contact spheres resemble contact ellipsoids.

Optimal control solves multi-period liability clearing problems.

We propose sequenced-replacement sampling (SRS) for training deep neural networks. The basic idea is to assign a fixed sequence index to each sample in the dataset. Once a mini-batch is randomly drawn in each training iteration, we refill the original dataset by successively adding samples according to their sequence i…

The study finds new infinite dilogarithm identities related to number sequences and continued fractions.

This paper explores using a Long short-term memory (LSTM) based sequence autoencoder to learn interesting features for detecting surveillance aircraft using ADS-B flight data. An aircraft periodically broadcasts ADS-B (Automatic Dependent Surveillance - Broadcast) data to ground receivers. The ability of LSTM networks …

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…

In the standard models for optimal multiple stopping problems it is assumed that between two exercises there is always a time period of deterministic length $δ$, the so called refraction period. This prevents the optimal exercise times from bunching up together on top of the optimal stopping time for the one-exercise c…

The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. A major open issue is to verify the presence of LPPL in price sequences and to estimate the LPPL parameters. Estimation is complicated by the fact that daily LPPL returns are typically orders of magnitude smaller than measured price…

This paper upgrades instanton TQFT to infinity-categories for better simplification.

For each integer $k \geq 2$, we apply gluing methods to construct sequences of minimal surfaces embedded in the round $3$-sphere. We produce two types of sequences, all desingularizing collections of intersecting Clifford tori. Sequences of the first type converge to a collection of $k$ Clifford tori intersecting with …

New symplectic annular Khovanov homology connects knot theory to Floer homology.

This paper addresses the problem of change-point detection on sequences of high-dimensional and heterogeneous observations, which also possess a periodic temporal structure. Due to the dimensionality problem, when the time between change-points is on the order of the dimension of the model parameters, drifts in the und…

New classification of Serrin domains using algebraic curves and periodic solutions.