arXiv research

Derives stability for curvature measure near constant density, proving dual Minkowski problem solutions.

Paper extends ranking metrics theory for financial positions.

This paper considers method of creation of an advisor and indicator based on the spectral stochastic analysis model, both with linear and non-linear approximation. The problem of entrance to one or another trade position is solved on the basis of combined analysis of dynamics of quotations of all currency pairs, what a…

We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in the Korean stock market) by using random matrix theory (RMT). We compared eigenvalues and components of the largest and the second largest ei…

We show that the indices of certain twisted Dirac operators vanish on a $Spin$-manifold $M$ of positive sectional curvature if the symmetry rank of $M$ is $\geq 2$ or if the symmetry rank is one and $M$ is two connected. We also give examples of simply connected manifolds of positive Ricci curvature which do not admit …

The paper finds virtual knots with specific unknotting indices.

Paper extends ranking metrics theory for financial positions.

Strict concavity proven for growth indicator function of certain groups.

We establish metrics of positive $2^\mathrm{nd}$-intermediate Ricci curvature, i.e. $\mathrm{Ric}_2>0$, on products of positively curved homogeneous spaces. Using these examples, we demonstrate that the Hopf conjectures, Petersen-Wilhelm conjecture, Berger fixed point theorem, and Hsiang-Kleiner theorem for positively …

In this paper, we prove that on every Finsler $n$-sphere $(S^n, F)$ for $n\ge 6$ with reversibility $λ$ and flag curvature $K$ satisfying $(\fracλ{λ+1})^2<K\le 1$, either there exist infinitely many prime closed geodesics or there exist $[\frac{n}{2}]-2$ closed geodesics possessing irrational average indices. If in add…

We study the dynamic interactions and structural changes in global financial indices in the years 1998-2012. We apply a principal component analysis (PCA) to cross-correlation coefficients of the stock indices. We calculate the correlations between principal components (PCs) and each asset, known as PC coefficients. A …

Study proves bridge and braid indices match for twist positive knots.

We present an advance bubble detection methodology based on the Log Periodic Power Law Singularity (LPPLS) confidence indicator for the early causal identification of positive and negative bubbles in the Chinese stock market using the daily data on the Shanghai Shenzhen CSI 300 stock market index from January 2002 thro…

This paper surveys the evolution of industrial concentration of the Brazilian automotive market as well as its positioning in the worldmarket. Data available by OICA (International Organization of Motor Vehicle Manufacturers) were used to better understand the characteristics of the Brazilian market on the world stage.…

We demonstrate both analytically and numerically that the existing methods for measuring tail dependence in copulas may sometimes underestimate the extent of extreme co-movements of dependent risks and, therefore, may not always comply with the new paradigm of prudent risk management. This phenomenon holds in the conte…

The true probability of a European call option to achieve positive return is investigated under the Black-Scholes model. It is found that the probability is determined by those market factors appearing in the BS formula, besides the growth rate of stock price. Our numerical investigations indicate that the biases of BS…

Given any positive sequence (\{c_n\}_{n \in {\Bbb N}}), we construct orientation preserving homeomorphisms (f:{\Bbb R}^3 \to {\Bbb R}^3) such that (Fix(f)=Per(f)=\{0\}), (0) is Lyapunov stable and (\limsup \frac{|i(f^m, 0)|}{c_m}= \infty). We will use our results to discuss and to point out some strong differences with…

Develops virtual Morse-Bott indices for four-manifolds, proving inequalities.

While invasively recorded brain activity is known to provide detailed information on motor commands, it is an open question at what level of detail information about positions of body parts can be decoded from non-invasively acquired signals. In this work it is shown that index finger positions can be differentiated fr…

We present a large-scale study of gender bias in occupation classification, a task where the use of machine learning may lead to negative outcomes on peoples' lives. We analyze the potential allocation harms that can result from semantic representation bias. To do so, we study the impact on occupation classification of…

A new model explains U- and Swoosh-shaped stock price recovery during the COVID-19.

This study analyses, through cross-section estimation methods, the influence of spatial effects and human capital in the conditional productivity convergence (product per worker) in the economic sectors of NUTs III of mainland Portugal between 1995 and 2002. To analyse the data, Moran's I statistics is considered, and …

With the random matrix theory, we study the spatial structure of the Chinese stock market, American stock market and global market indices. After taking into account the signs of the components in the eigenvectors of the cross-correlation matrix, we detect the subsector structure of the financial systems. The positive …

In recent years, hyperparameter optimization (HPO) has become an increasingly important issue in the field of machine learning for the development of more accurate forecasting models. In this study, we explore the potential of HPO in modeling stock returns using a deep neural network (DNN). The potential of this approa…

Distance function to a finite set is a topological Morse function.

In accordance with "Democracy's Effect on Development: More Questions than Answers", we seek to carry out a study in following the description in the 'Questions for Further Study.' To that end, we studied 33 countries in the Sub-Saharan Africa region, who all went through an election which should signal a "step-up" for…

Improved MACD trading strategies with other indicators for better performance.

Positive braids minimize knot untangling steps.

Extends width estimates to family case using index theory.

Stock markets show unusual overnight and intraday returns.

A large class of trading strategies focus on opportunities offered by the yield curve. In particular, a set of yield curve trading strategies are based on the view that the yield curve mean-reverts. Based on these strategies' positive performance, a multiple pairs trading strategy on major currency pairs was implemente…

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which scale trade positions based on market volatility. We test our algorithms on the…

Low-precision DNNs have been extensively explored in order to reduce the size of DNN models for edge devices. Recently, the posit numerical format has shown promise for DNN data representation and compute with ultra-low precision in [5..8]-bits. However, previous studies were limited to studying posit for DNN inference…

This paper presents non-parametric estimates of spectral risk measures applied to long and short positions in 5 prominent equity futures contracts. It also compares these to estimates of two popular alternative measures, the Value-at-Risk (VaR) and Expected Shortfall (ES). The spectral risk measures are conditioned on …

The study connects twist positivity to L-space knots and concordance.

Study improves cryptocurrency price prediction using neural networks and technical indicators.

Payments data and machine learning improve nowcasting accuracy for macroeconomic indicators.

We present a method of rank-optimal weighting which can be used to explore the best possible position of a subject in a ranking based on a composite indicator by means of a mathematical optimization problem. As an example, we explore the dataset of the OECD Better Life Index and compute for each country a weight vector…

Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely rely on domain specific dictionaries. However, dictionary based methods often f…

Study shows GDP and CPI predict CCC funding, highlighting need for economic forecasting.

Investigates the relationship between US money supply and asset indices over 2001-2019.

We exhibit geometric situations, where higher indices of the spinor Dirac operator on a spin manifold $N$ are obstructions to positive scalar curvature on an ambient manifold $M$ that contains $N$ as a submanifold. In the main result of this note, we show that the Rosenberg index of $N$ is an obstruction to positive sc…

The paper studies a relative version of non-positive immersion for 2-complex pairs and shows conditions under which a transitivity law holds.

Predictive models identify patients at risk of severe COVID-19.

New AI stock indices classify firms' AI engagement using 10-K filings.

Defines new Roe algebras for cylindrical spaces, solving metric curvature problems.

Understanding customer sentiments is of paramount importance in marketing strategies today. Not only will it give companies an insight as to how customers perceive their products and/or services, but it will also give them an idea on how to improve their offers. This paper attempts to understand the correlation of diff…

Study shows investor sentiment boosts intraday trading in Chinese markets.