arXiv research

New polynomial criterion for periodic knots identified.

Criterion for periodic orbits convergence proved.

Khovanov-Rozansky homology shows periodic links have group actions.

Some years ago, V. Markovic proved that there is no section of the Mapping Class Group for a closed surface of genus g larger than 5 (in the case of homeomorphims) and more recently generalized this result with D. Saric to the case where g is larger than 1. We will state a periodicity criterion and will use it to simpl…

The study finds dense orbits and absolute period leaves for complex flows.

For a prime number $q\neq 2$ and $r>0$ we study, whether there exists an isometry of order $q^r$ acting on a free $\mathbb{Z}_{p^k}$-module equipped with a scalar product. We investigate, whether there exists such an isometry with no non-zero fixed points. Both questions are completely answered in this paper if $p\neq …

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…

We show how the periodicity of a homology sphere is reflected in the Reshetikhin-Turaev-Witten invariants of the manifold. These yield a criterion for the periodicity of a homology sphere.

We give a congruence relating a one variable specialization of the two variable Kauffman polynomial of any periodic link to that of its mirror image. Consequently, we obtain a new and simple criterion for periodicity of links.

We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying this criterion we can automatically extract the periods in which bubbles and crashes are identified. From stock market data of so-called the …

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…

In this paper, we give a classification of orientation reversing periodic maps on closed surfaces which generalizes the theory of Nielsen for the orientation preserving periodic maps. On one hand, we give a group of data for each orientation reversing periodic map such that two periodic maps with the same data must be …

A 3-manifold $M$ is said to be $p$-periodic ($p\geq 2$ an integer) if and only if the finite cyclic group of order $p$ acts on $M$ with a circle as the set of fixed points. This paper provides a criterion for periodicity of rational homology three-spheres. Namely, we give a necessary condition for a rational homology t…

Study quantifies model risk in dynamic portfolio selection using KL divergence.

We show that a closed orientable 3-manifold M admits an action of Z_p with fixed point set S^1 iff M can be obtained as the result of surgery on a p-periodic framed link L and Z_p acts freely on the components of L. We prove a similar theorem for free Z_p-actions. As an interesting application, we prove the following, …

Murasugi discovered two criteria that must be satisfied by the Alexander polynomial of a periodic knot. We generalize these to the case of twisted Alexander polynomials. Examples demonstrate the application of these new criteria, including to knots with trivial Alexander polynomial, such as the two polynomial 1 knots w…

This paper continues the study of periodic links started in \cite{Politarczyk2}. It contains a study of the equivariant analogues of the Jones polynomial, which can be obtained from the equivariant Khovanov homology. In this paper we describe basic properties of such polynomials, show that they satisfy an analogue of t…

The study proves rigidity for mixed Hodge structures and applies to curve families.

We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…

This paper optimizes periodic dividend strategies for Lévy processes with transaction costs.

We show that the normal closure of any periodic element of the mapping class group of a non-orientable surface whose order is greater than 2 contains the commutator subgroup, which for $g\geq 7$ is equal to the twist subgroup, and provide necessary and sufficient conditions for the normal closures of involutions to con…

Kelly's Criterion is well known among gamblers and investors as a method for maximizing the returns one would expect to observe over long periods of betting or investing. These ideas are conspicuously absent from portfolio optimization problems in the financial and automation literature. This paper will show how Kelly'…

The paper proposes a dynamic risk measure approach for evaluating defined-contribution pension funds.

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…

Let $p\geq 2$ and $q\neq 0$ an integer. A knot $K$ in the three-sphere is said to be a $(p,q)$-lens knot if and only if it covers a link in the lens space $L(p,q)$. In this paper, we use the second coefficient of the HOMFLY polynomial to provide a necessary condition for a knot to be a $(p,q)$-lens knot. As an applicat…

Maximizes stock portfolio predictability using machine learning.

Inventory control with unknown demand distribution is considered, with emphasis placed on the case involving discrete nonperishable items. We focus on an adaptive policy which in every period uses, as much as possible, the optimal newsvendor ordering quantity for the empirical distribution learned up to that period. Th…

In this work we study the optimal execution problem with multiplicative price impact in algorithm trading, when an agent holds an initial position of shares of a financial asset. The inter-selling-decision times are modelled by the arrival times of a Poisson process. The criterion to be optimised consists in maximising…

A long-standing open problem is to determine for which values of n the Burau representation Psi_n of the braid group B_n is faithful. Following work of Moody, Long-Paton, and Bigelow, the remaining open case is n = 4. One criterion states that Psi_n is unfaithful if and only if there exists a pair of arcs in the n-punc…

We introduce a criterion that a given bihamiltonian structure allows a local coordinate system where both brackets have constant coefficients. This criterion is applied to the bihamiltonian open Toda lattice in a generic point, which is shown to be locally isomorphic to a Kronecker odd-dimensional pair of brackets with…

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…

Study links in knitted textiles using knot theory.

Study rigid Lie affine foliations on compact manifolds.

Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. Borrowing ideas from MacQueen (1967) who introduced a sequential version of the $k$-means algorithm, a new class of recursive stochastic gradient algorithms designed for the $k$-medians loss cri…

We provide a simple criterion for an element of the mapping class group of a closed surface to have normal closure equal to the whole mapping class group. We apply this to show that every nontrivial periodic mapping class that is not a hyperelliptic involution is a normal generator for the mapping class group when the …

Proposes a method for forecasting time series with multiple seasonality.

A new perspective on portfolio selection using realized returns.

We show how to construct, for each $r \geq 3$, an ageometric, fully irreducible $φ\in Out(F_r)$ whose ideal Whitehead graph is the complete graph on $2r-1$ vertices. This paper is the second in a series of three where we show that precisely eighteen of the twenty-one connected, simplicial, five-vertex graphs are ideal …

We consider an incomplete market with a nontradable stochastic factor and a continuous time investment problem with an optimality criterion based on monotone mean-variance preferences. We formulate it as a stochastic differential game problem and use Hamilton-Jacobi-Bellman-Isaacs equations to find an optimal investmen…

Paper tests for time-varying entropy in stock prices, finding periods of inefficiency.

Study disproves a generalized numerical criterion for certain pairs.

In this paper we will introduce a new notion of geometric structures defined by systems of closed differential forms in term of the Clifford algebra of the direct sum of the tangent bundle and the cotangent bundle on a manifold. We develop a unified approach of a deformation problem and establish a criterion of unobstr…

New algorithms optimize a soft-robust criterion in reinforcement learning, reducing conservatism.

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information criterion. When the data is generated from a finite order autoregression, the Bay…

Joyce's criterion for sLag smoothings extended to non-compact, non-transverse intersections.

Modified Bakry-Émery criterion inequality for Tsallis entropy monotonicity.

A widely applicable Bayesian information criterion (Watanabe, 2013) is applicable for both regular and singular models in the model selection problem. This criterion tends to overestimate the log marginal likelihood. We identify an overestimating term of a widely applicable Bayesian information criterion. Adjustment of…

New criterion improves predictive evaluation in weighted inference scenarios.