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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.

169,181 papers · 148 categories

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305989118 · May 202619922001200920182026
48 results for periodic trajectories

Lower bounds on periodic Finsler billiard trajectories in convex hypersurfaces.

problem Estimating the number of periodic Finsler billiard trajectories.
method Morse and Lusternik-Schnirelmann theories applied to extremal polygons inscribed in a smooth closed hypersurface.
result For prime r3r \ge 3, the number of rr-periodic Finsler billiard trajectories is not less than (r1)(d2)+1(r-1)(d-2)+1.

We consider billiard trajectories in a smooth convex body in Rd\mathbb R^d and estimate the number of distinct periodic trajectories that make exactly pp reflections per period at the boundary of the body. In the case of prime pp we obtain the lower bound (d2)(p1)+2(d-2)(p-1)+2, which is much better than the previous estimat…

2009-05-12abs ↗pdf ↗

We give lower bound on the number of periodic billiard trajectories inside a generic smooth strictly convex closed surface in 3-space: for odd n, there are at least 2(n-1) such trajectories. We apply a topological approach based on the calculation of cohomology of certain configuration spaces.

2001-06-07abs ↗pdf ↗

Generative model captures repetitive industrial processes with varying durations and dynamics.

problem Capturing repetitive industrial processes with varying durations and dynamics using Gaussian Processes.
method Posterior-weighted Gaussian Process with a novel kernel to decouple intra-repetition and inter-repetition variability.
result Generative model produces realistic synthetic trajectories from toy datasets.

Analytic Euler fields on non-torus bundles have periodic orbits.

problem Existence of periodic orbits in non-torus bundles for Euler fields.
method Alternative proof of periodic orbits for nonvanishing analytic solutions of Euler equations on 3-manifolds.
result Periodic trajectories exist for nonvanishing analytic solutions on non-torus bundles.

Study of closed trajectories in hyperbolic plane with specific curvature constraints.

problem Critical trajectories in hyperbolic plane for a specific energy function.
method Classification of critical trajectories based on momentum causal character, proof of existence of closed trajectories.
result Existence of countably many closed trajectories with time-like momentum.

Study magnetic trajectories on 2-step nilpotent Lie groups.

problem Understanding magnetic trajectories on specific Lie groups.
method Formulated magnetic equation, found solutions for invariant Lorentz forces, computed examples in Heisenberg groups.
result Interesting magnetic trajectories involving elliptic integrals found in Heisenberg groups.

In this paper we use the Ekeland-Hofer-Zehnder symplectic capacity to provide several bounds and inequalities for the length of the shortest periodic billiard trajectory in a smooth convex body in Rn{\mathbb R}^{n}. Our results hold both for classical billiards, as well as for the more general case of Minkowski billiar…

2011-11-09abs ↗pdf ↗

Study trajectories on homothety surfaces, linking to square torus and revealing mixed behaviors.

problem Analyzing linear trajectories on homothety surfaces.
method Examined a 1-parameter family of genus-2 homothety surfaces, considering their linear trajectories and their relation to square torus.
result Trajectories on homothety surfaces can contain either a closed loop or a lamination with Cantor cross-section, and their cutting sequences are either periodic or Sturmian.

We study periodic wind-tree models, billiards in the plane endowed with Z2\mathbb{Z}^2-periodically located identical connected symmetric right-angled obstacles. We show asymptotic formulas for the number of (isotopy classes of) closed billiard trajectories (up to Z2\mathbb{Z}^2-translations) on the wind-tree billiard.…

2016-04-19abs ↗pdf ↗

New periodic solutions found in 2n-body problem, braids of pseudo-Anosov type with stretch factors as metallic ratios.

problem Periodic solutions of the 2n-body problem and their braid types.
method Analyzing braid types and stretch factors associated with pseudo-Anosov braids.
result Braids from new periodic solutions are of pseudo-Anosov type with stretch factors as metallic ratios.

Proposes a deep learning method for modeling dynamic individual-level latent trajectories with changing parameters.

problem Modeling longitudinal data with changing individual-level dynamics parameters.
method Combines deep learning for dimensionality reduction and differential equations for dynamic modeling, allowing different parameters for sub-periods.
result Successfully identifies dynamic parameters and predictors of resilience.

A hierarchical model learns multi-agent trajectories from weak labels.

problem Training sequential generative models for coordinated multi-agent behavior.
method Hierarchical framework with programmatically produced weak labels.
result Effective learning of long-term coordination and high-level semantics.

Study reveals 2020 stock crashes were mostly endogenous, not exogenous.

problem Identifying the cause of the 2020 global stock market crash.
method Applied log-periodic power law singularity (LPPLS) methodology to analyze stock market indexes.
result The 2020 stock market crashes were mostly endogenous, driven by systemic instability.

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 give topological lower bounds on the number of periodic and closed trajectories in strictly convex smooth billiards. We use variational reduction admitting a finite group of symmetries and apply topological approach based on equivariant Morse and Lusternik - Schnirelman theories. The paper continues results publishe…

2000-06-12abs ↗pdf ↗

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

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 ↗

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

problem Understanding periodic billiard paths in right triangles and orbit closures in strata of Abelian and quadratic differentials.
method Classifying orbit closures of rank at least two in hyperelliptic components of strata of Abelian and quadratic differentials.
result Computed orbit closures and deduced asymptotic number of periodic billiard trajectories in right triangles.

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 ↗

In this paper we describe a 1-dimensional family of initial conditions Σthat provides reduced periodic solution of the three body problem. This family Σcontains a bifurcation point and extend the periodic solution described in (Perdomo, http://arxiv.org/pdf/1507.01100.pdf). This 1-dimensional family is the union of two…

2015-09-16abs ↗pdf ↗

Floer homology proves noncontractible orbits in Finsler manifolds.

problem Existence of noncontractible periodic orbits in Finsler manifolds.
method Floer homology and BPS capacities generalized to Finsler setting.
result Existence of noncontractible periodic orbits for Hamiltonian systems.

Study of intersections in Hamiltonian orbits on cotangent bundles.

problem Understanding intersections of projected Hamiltonian orbits in cotangent bundles.
method Generic submersive level set analysis, multi-jet transversality theorem.
result Projected Hamiltonian orbits have discrete intersections, which can be perturbed away under certain conditions.

The paper uses persistent homology to estimate recurrence times in multi-variate time series.

problem Estimating recurrence times in multi-variate time series with different cyclic behaviors.
method Persistent homology framework with three specialized methods.
result Validated methods on real-world data, including a new benchmark dataset.

Proposes a novel anomaly detection method for echocardiogram videos.

problem Anomaly detection in echocardiogram videos.
method Dynamic Variational Trajectory Models (TVAE-C, TVAE-R, TVAE-S) trained on healthy infant echocardiogram videos.
result Superior performance in detecting congenital heart defects and pulmonary hypertension.

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 solve a multi-period portfolio optimization problem using D-Wave Systems' quantum annealer. We derive a formulation of the problem, discuss several possible integer encoding schemes, and present numerical examples that show high success rates. The formulation incorporates transaction costs (including permanent and t…

2015-08-22abs ↗pdf ↗

Proposes SSC for estimating counterfactual survival trajectories from observational data.

problem Challenges in estimating causal effects on time-to-event outcomes from observational data.
method Synthetic Survival Control (SSC) framework for estimating counterfactual hazard trajectories in panel data settings.
result SSC estimates counterfactual hazard trajectories as a weighted combination of observed trajectories from other units.

Extends tracking guarantees for time-varying variational inequalities.

problem Tracking solutions of time-varying variational inequalities.
method Extends existing results to sublinear solution paths and periodic problems.
result Discrete dynamical systems of periodic time-varying VI can exhibit chaotic behavior or converge to the solution.

Study of straight-line flows on a unique infinite surface.

problem Understanding straight-line flows on a specific infinite surface.
method Geometric description and characterization of periodic and drift orbits; use of rigid symmetries and Veech group.
result Complete characterization of periodic directions and proof of density of periodic and ergodic directions.

We apply two non-parametric methods to test further the hypothesis that log-periodicity characterizes the detrended price trajectory of large financial indices prior to financial crashes or strong corrections. The analysis using the so-called (H,q)-derivative is applied to seven time series ending with the October 1987…

2002-05-25abs ↗pdf ↗

Neural network outperforms traditional methods in chaotic dynamics classification.

problem Classifying chaotic and regular dynamics of the Chirikov standard map.
method Trained a convolutional neural network on finite-length trajectories compared to traditional Lyapunov exponent computation.
result Neural network outperforms traditional methods for short periods, converging faster and more robustly.

UK's rapid vaccine rollout linked to reduced COVID-19 mortality.

problem Assessing the impact of accelerated vaccine rollout on public health outcomes.
method Flexible probabilistic models combining interrupted time series analysis and synthetic control methods with multi-output Gaussian processes.
result Substantial reduction in COVID-19 mortality with little effect on transmission rates.

DHLNN improves deep hedging for financial derivatives with faster convergence and better stability.

problem Challenges in computational inefficiency, sensitivity to noisy data, and optimization complexity in deep hedging methods.
method Integrates periodic fixed-gradient optimization and linearized training dynamics to stabilize and accelerate deep learning model training.
result Demonstrates faster convergence, improved stability, and superior hedging performance across diverse market scenarios.