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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.

168,657 papers · 148 categories

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48 results for phenomena

Sharp changes in time series representing market dynamics are studied by means of the self--similar analysis suggested earlier by the authors. These sharp changes are market booms and crashes. Such crises phenomena in markets are analogous to critical phenomena in physics. A simple classification of the market crisis p…

1998-10-08abs ↗pdf ↗

Study on Lane-Emden equation on curved spaces, revealing new existence and non-existence phenomena.

problem Existence and non-existence of positive solutions for the Lane-Emden equation on Riemannian models.
method Analysis of the subcritical Lane-Emden equation on various Riemannian manifolds with polynomial volume growth.
result Subcritical regime divides into three ranges with distinct existence and non-existence phenomena.

The paper explores higher property T in lattices and its connections to geometric phenomena.

problem Understanding higher property T in lattices and related geometric phenomena.
method Operator-algebraic characterizations of higher property T and connections to lattice geometry.
result Unified framework for understanding higher property T and related geometric phenomena.

Paper connects Stokes phenomena to quantum groups and Poisson-Lie groups.

problem Analyse Stokes phenomena in Poisson-Lie groups and quantum groups.
method Use Ug-valued Stokes phenomena to construct quantum group U_hg and relate it to Poisson-Lie group G*.
result Show that Ug-valued Stokes phenomena can be obtained as a semiclassical limit of the KZ associator.

In this paper we observe that 2-dimensional 0-surgery occurs in natural processes, such as tornado formation and other phenomena reminiscent of hole drilling. Inspired by such phenomena, we introduce new theoretical concepts which enhance the formal definition of 2-dimensional 0-surgery with the observed dynamics. To d…

2016-04-14abs ↗pdf ↗

Paper investigates rigidity phenomena for weighted Ricci curvature bounds with Laplacian comparison theorem.

problem Investigating rigidity phenomena for weighted Ricci curvature bounds.
method Derived comparison geometric estimates and generalized for non-symmetric Laplacian.
result Obtained rigidity results for Laplacian comparison theorem, diameter comparisons, and volume comparisons.

Analyzes magnetic Laplacian on hyperbolic surfaces, highlighting key quantum phenomena.

problem Understanding quantum phenomena on hyperbolic surfaces with magnetic fields.
method Semiclassical analysis and mathematical modeling of the magnetic Laplacian.
result Discovers new insights into quantum behavior on hyperbolic surfaces with magnetic fields.

Knowing and modelling the migration phenomena and especially the social and economic consequences have a theoretical and practical importance, being related to their consequences for development, economic progress (or as appropriate, regression), environmental influences etc. One of the causes of migration, especially …

2012-02-05abs ↗pdf ↗

The paper explains emergent phenomena in deep learning using entropic forces.

problem Understanding the cause of emergent phenomena in deep learning and large language models.
method Proposes a rigorous entropic-force theory for neural networks trained with SGD and variants.
result Shows that representation learning is governed by emergent entropic forces that break continuous symmetries and preserve discrete ones.

Mathematical structures link Gromov-Witten to Donaldson-Thomas invariants.

problem Understanding non-perturbative topological string theory.
method Borel summation of Gromov-Witten potential and analysis of Stokes phenomena.
result Stokes phenomena encode Donaldson-Thomas invariants of the resolved conifold.

We connect topological changes that can occur in 33-space via surgery, with black hole formation, the formation of wormholes and new generalizations of these phenomena, including relationships between quantum entanglement and wormhole formation. By considering the initial manifold as the 33-dimensional spatial sectio…

2018-12-03abs ↗pdf ↗

In this paper we try to establish a connection between a three-dimensional Lotka--Volterra dynamical system and two-dimensional topological surgery. There are many physical phenomena exhibiting two-dimensional topological surgery through a `hole drilling' process. By our connection, such phenomena may be modelled mathe…

2008-12-12abs ↗pdf ↗

Study non-squeezing phenomena in contact geometry using specific capacities.

problem Detect and quantify non-squeezing in contact geometry.
method Defined and computed two contact capacities, using spectral selectors and Givental's non-linear Maslov index.
result Discovered and quantified non-squeezing phenomena in lens spaces and strongly order able closed prequantizations.

New neural networks model complex phenomena with fewer parameters.

problem Challenges in studying higher-order interactions in neural networks.
method Introducing curved neural networks using the maximum entropy principle.
result Curved neural networks accelerate memory retrieval and exhibit explosive phase transitions.

We expect manifolds obtained by Dehn filling to inherit properties from the knot manifold. To what extent does that hold true for the Heegaard structure? We study four changes to the Heegaard structure that may occur after filling: (1) Heegaard genus decreases, (2) a new Heegaard surface is created, (3) a non-stabilize…

2007-06-13abs ↗pdf ↗

We review the nature of some well-known phenomena such as volatility smiles, convexity adjustments and parallel derivative markets. We propose that the market is incomplete and postulate the existence of intrinsic risks in every contingent claim as a basis for understanding these phenomena. In a continuous time framewo…

2014-03-03abs ↗pdf ↗

Topological surgery occurs in natural phenomena where two points are selected and attracting or repelling forces are applied. The two points are connected via an invisible `thread'. In order to model topologically such phenomena we introduce dynamics in 1-, 2- and 3-dimensional topological surgery, by means of attracti…

2014-06-04abs ↗pdf ↗

Use simplified layerwise linear models to understand neural dynamics.

problem Complex neural network dynamics are hard to grasp.
method Apply simplified layerwise linear models to explain neural phenomena.
result Simplified models explain neural collapse, emergence, etc.

The aim of this paper is to analyze the processes of polarization and agglomeration, to explain the mechanisms and causes of these phenomena in order to identify similarities and differences. As the main implication of this study should be noted that both process pretend to explain the concentration of economic activit…

2011-10-25abs ↗pdf ↗

The present paper considers if the new proposed conformal geometrodynamics (CGD) can extend the Nature features compared with general theory of relativity (GTR). The answer for this question can be connected with unique phenomenon arising from Riemann space transition used in GTR, to Weyl space used in CGD. We have in …

2010-02-14abs ↗pdf ↗

We study the evolution of wormhole geometries under Ricci flow using numerical methods. Depending on values of initial data parameters, wormhole throats either pinch off or evolve to a monotonically growing state. The transition between these two behaviors exhibits a from of critical phenomena reminiscent of that obser…

2008-08-06abs ↗pdf ↗

Most of the econometric and econophysics models have been borrowed from the statistical physics, and as a cosequence, a new interdisciplinary science called econophysics has emerged. In this paper we planned to extend the analogy between different economic processes or phenomena and processes and phenomena from differe…

2007-07-25abs ↗pdf ↗

Complexity science offers new insights into macroeconomics and finance.

problem Insufficient understanding of economic and financial phenomena.
method Adopting complexity science to better understand complex systems.
result Complex system characteristics can benefit financial analysts, regulators, and policymakers.
Critical Crashes?cond-mat.stat-mech

In this short note we discuss recent attempts to describe pre-crash market dynamics with analogies from theory of critical phenomena.

1999-03-09abs ↗pdf ↗

Unified analysis of DLNs using DMFT reveals dynamics of loss convergence and generalization trade-offs.

problem Understanding the overall dynamics of diagonal linear networks (DLNs) in neural network training.
method Dynamical Mean-Field Theory (DMFT) applied to DLNs.
result Derives low-dimensional effective process capturing high-dimensional gradient flow dynamics.

Study on limits and cut-off phenomena in deep neural networks.

problem Understanding the behavior of deep neural networks as the number of layers increases.
method Analysis of semi-invariant metrics and application of non-commutative ergodic theorems.
result Observation of a cut-off phenomenon in the number of layers for random network initialization.

Suppose you look at today's stock prices and bet on the value of the first digit. One could guess that a fair bet should correspond to the frequency of 1/9=11.111/9 = 11.11% for each digit from 1 to 9. This is by no means the case, and one can easily observe a strong prevalence of the small values over the large ones. The fir…

1998-08-27abs ↗pdf ↗

In this paper we classify Legendrian and transverse knots in the knot types obtained from positive torus knots by cabling. This classification allows us to demonstrate several new phenomena. Specifically, we show there are knot types that have non-destabilizable Legendrian representatives whose Thurston-Bennequin invar…

2011-04-04abs ↗pdf ↗

NNs accurately predict energy eigenvalues and other physical phenomena in 1D quantum mechanics.

problem Understanding how neural networks interpret physics.
method Training NNs to predict energy eigenvalues from potentials and testing their ability to generalize.
result NNs can predict physical phenomena not learned during training, indicating a new way of understanding physics.