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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.

168,695 papers · 148 categories

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88176263351 · Jun 202019922001200920172026
48 results for periodic systems

New methods assess topological entanglement in periodic systems.

problem Assessing topological entanglement in systems with periodic boundary conditions.
method Introducing Periodic Jones polynomial and Cell Jones polynomial.
result Periodic Jones polynomial is a recurring factor of Jones polynomial of finite cutoffs.

Paper finds periodic orbits for convex Lagrangian systems on noncompact manifolds.

problem Existence of periodic orbits in convex Lagrangian systems on complete Riemannian manifolds.
method Developed a modified minimax principle to prove the existence of periodic orbits.
result Proved the existence of contractible periodic orbits for almost every energy level.

Investigates integrable systems with linear periodic integral for e(3) Lie algebra.

problem Analyzes singularities and topological properties of integrable systems.
method Examines singularities of Liouville foliation, bifurcation diagram, transformations of Liouville tori, and isoenergy surfaces.
result Discovers topological properties of integrable systems with linear periodic integral.

Study finds periodic orbits in a complex gravitational system.

problem Existence of periodic solutions in a gravitational system with multiple primaries.
method Proves existence of periodic solutions when primaries move on a Hip-Hop solution.
result Proves the existence of periodic solutions in the restricted (2N+1)(2N+1)-body problem.

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…

2010-10-22abs ↗pdf ↗

We prove an index theorem for families of linear periodic Hamiltonian systems, which is reminiscent of the Atiyah-Singer index theorem for selfadjoint elliptic operators. For the special case of one-parameter families, we compare our theorem with a classical result of Salamon and Zehnder. Finally, we use the index theo…

2013-05-24abs ↗pdf ↗

The paper adapts results for Reeb flows and Hamiltonian flows, showing all orbits are closed have identical periods.

problem Adapting results for Reeb flows and Hamiltonian flows with closed orbits.
method Adapting results from Geodesic circle foliations to Reeb and Hamiltonian flows.
result All orbits on connected contact manifolds with closed orbits have identical periods.

Study on periodic solutions for Keller-Segel system in various spaces.

problem Existence and uniqueness of periodic solutions for Keller-Segel system.
method Dispersion and smoothing estimates of heat semigroup, fixed point arguments.
result Existence and uniqueness of periodic solutions for Keller-Segel system on Rn\mathbb{R}^n and Hn\mathbb{H}^n.

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

problem Computing reduction systems in Artin-Tits groups of spherical type.
method Introduces a canonical reduction system, proves periodicity of centralizers, and provides algorithms.
result Improved algorithms for computing reduction systems in braid groups and Artin-Tits groups.

The paper introduces invariants to describe period-doubling routes to chaos in dynamical systems.

problem Understanding the dynamics of period-doubling routes to chaos in complex systems.
method Introducing three topological invariants to describe the topology of period-doubling routes to chaos.
result Ascribed symbolic dynamics to perturbations of the Shilnikov homoclinic scenario and dynamics of the Henon map.

We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation correlations between macroscopic observables. Specifically, we analyze the long-term collective dynamics of the New York Stock Exchange between 1…

2018-07-09abs ↗pdf ↗

Improved neural network depth-width trade-offs via dynamical systems.

problem Expressivity of neural networks in terms of depth and width.
method Connection with dynamical systems, focusing on periodic points and Lipschitz constants.
result Sharper width lower bounds for neural networks, yielding exponential depth-width separations.

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 ↗

Geometric quantization extended to arbitrary connected spaces using path integration.

problem Constructing a Prequantum Groupoid for arbitrary connected parasymplectic spaces.
method Define a Total Group of Periods and a Prequantum Groupoid with connected isotropy.
result The Prequantum Groupoid Tω\mathbf{T}_\omega is isomorphic to the group of symmetries of the Dynamical System.

We study the space of periodic solutions of the elliptic sinh\sinh-Gordon equation by means of spectral data consisting of a Riemann surface YY and a divisor DD. We show that the space MgpM_g^{\mathbf{p}} of real periodic finite type solutions with fixed period p\mathbf{p} can be considered as a completely integrable s…

2016-06-06abs ↗pdf ↗

This article has two purposes. The first is to give an expository account of the integrable systems approach to harmonic maps from surfaces to Lie groups and symmetric spaces, focusing on spectral curves for harmonic 2-tori. The most unwieldy aspect of the spectral curve description is the periodicity conditions and th…

2012-11-13abs ↗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 present paper is a review of counterexamples to the ``Hamiltonian Seifert conjecture'' or, more generally, of examples of Hamiltonian systems having no periodic orbits on a compact energy level. We begin with the discussion of the ``classical'' and volume--preserving Seifert conjectures. Then a construction of coun…

1998-11-04abs ↗pdf ↗

Critical learning periods found in deep linear networks too.

problem Understanding why critical learning periods emerge in both biological and artificial networks.
method Focused on deep linear network models, analyzed depth and data distribution, and examined multi-task learning.
result Critical periods depend on model depth and data distribution structure, and pre-training can affect transfer performance.

We perform a large-scale simulation of an Ising-based financial market model that includes 300 asset time series. The financial system simulated by the model shows a fat-tailed return distribution and volatility clustering and exhibits unstable periods indicated by the volatility index measured as the average of absolu…

2018-01-18abs ↗pdf ↗

An estimate on the number of distinct relative periodic orbits around a stable relative equilibrium in a Hamiltonian system with continuous symmetry is given. This result constitutes a generalization to the Hamiltonian symmetric framework of a classical result by Weinstein and Moser on the existence of periodic orbits …

2000-07-13abs ↗pdf ↗

Paper introduces Floer theory for field theories, proving periodic solutions for particle-field systems.

problem Defining Hamiltonian Floer theory for covariant field theories, especially those with degenerate action functionals.
method Regularization procedure to handle degeneracy, leading to Floer curves that converge to periodic solutions.
result Existence of Floer curves and space-time periodic solutions for coupled particle-field systems.

When the Poincaré map associated with a periodic orbit of a hybrid dynamical system has constant-rank iterates, we demonstrate the existence of a constant-dimensional invariant subsystem near the orbit which attracts all nearby trajectories in finite time. This result shows that the long-term behavior of a hybrid model…

2011-09-08abs ↗pdf ↗

Complex non-linear interactions between banks and assets we model by two time-dependent Erdős Renyi network models where each node, representing bank, can invest either to a single asset (model I) or multiple assets (model II). We use dynamical network approach to evaluate the collective financial failure---systemic ri…

2014-03-22abs ↗pdf ↗

We generalize the Weinstein-Moser theorem on the existence of nonlinear normal modes (i.e., periodic orbits) near an equilibrium in a Hamiltonian system to a theorem on the existence of relative periodic orbits near a relative equilibrium in a Hamiltonian system with continuous symmetries. More specifically we signific…

1999-06-01abs ↗pdf ↗

A fractal approach to the long-short portfolio optimization is proposed. The algorithmic system based on the composition of market-neutral spreads into a single entity was considered. The core of the optimization scheme is a fractal walk model of returns, optimizing a risk aversion according to the investment horizon. …

2016-12-09abs ↗pdf ↗

To identify emerging interdependencies between traded stocks we investigate the behavior of the stocks of FTSE 100 companies in the period 2000-2015, by looking at daily stock values. Exploiting the power of information theoretical measures to extract direct influences between multiple time series, we compute the infor…

2016-11-08abs ↗pdf ↗

Hamiltonian dynamical systems tend to have infinitely many periodic orbits. For example, for a broad class of symplectic manifolds almost all levels of a proper smooth Hamiltonian carry periodic orbits. The Hamiltonian Seifert conjecture is the existence problem for regular compact energy levels without periodic orbits…

2000-04-04abs ↗pdf ↗

One can formulate the classical Kepler problem on the Heisenberg group, the simplest sub-Riemannian manifold. We take the sub-Riemannian Hamiltonian as our kinetic energy, and our potential is the fundamental solution to the Heisenberg sub-Laplacian. The resulting dynamical system is known to contain a fundamental inte…

2013-11-23abs ↗pdf ↗

Constructs universal local deformations for curves and differential forms.

problem Local deformations of curves and differential forms under preservation of periods.
method Develops Kuranishi families for pairs of curves and meromorphic 1-forms, focusing on hyperelliptic cases.
result First paper in a series developing a deformation theory for spectral curve data of integrable systems.

We develop a global Poincaré residue formula to study period integrals of families of complex manifolds. For any compact complex manifold XX equipped with a linear system VV^* of generically smooth CY hypersurfaces, the formula expresses period integrals in terms of a canonical global meromorphic top form on XX. Two…

2011-05-24abs ↗pdf ↗