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.
Using a result of Takata, we prove a formula for the colored Jones polynomial of the double twist knots K(−m,−p) and K(−m,p) where m and p are positive integers. In the (−m,−p) case, this leads to new families of q-hypergeometric series generalizing the Kontsevich-Zagier series. Comparing with the cyc…
Recent advances in Quantum Topology assign q-series to knots in at least three different ways. The q-series are given by generalized Nahm sums (i.e., special q-hypergeometric sums) and have unknown modular and asymptotic properties. We give an efficient method to compute those q-series that come from planar gra…
We give a formula for the radial asymptotics to all orders of the special q-hypergeometric series known as Nahm sums at complex roots of unity. This result is used in~\cite{CGZ} to prove one direction of Nahm's conjecture relating the modularity of Nahm sums to the vanishing of a certain invariant in K-theory. The …
Given an element of the Bloch group of a number field~F and a natural number~n, we construct an explicit unit in the field Fn=F(e2πi/n), well-defined up to $\nn$-th powers of nonzero elements of~Fn. The construction uses the cyclic quantum dilogarithm, and under the identification of the Bloch group of~$F…
We prove that the N-colored Jones polynomial for the torus knot T_{s,t} satisfies the second order difference equation, which reduces to the first order difference equation for a case of T_{2,2m+1}. We show that the A-polynomial of the torus knot can be derived from this difference equation. Also constructed is a q-hyp…
Previous studies indicate that nonlinear properties of Gaussian time series with long-range correlations, ui, can be detected and quantified by studying the correlations in the magnitude series ∣ui∣, i.e., the ``volatility''. However, the origin for this empirical observation still remains unclear, and the exact …
Lie-Butcher (LB) series are formal power series expressed in terms of trees and forests. On the geometric side LB-series generalizes classical B-series from Euclidean spaces to Lie groups and homogeneous manifolds. On the algebraic side, B-series are based on pre-Lie algebras and the Butcher-Connes-Kreimer Hopf algebra…
New formula and properties of inverted Habiro series derived from GM series.
problem Understanding and manipulating knot invariants using series expansions.
method Developed a new formula for the inverted Habiro series (IHS) in terms of GM series and theta functions. Proved a multiplication formula for IHS.
result Established a natural ring structure for IHS and studied its residues, applying them to Dehn surgery formulas.
Modeling regime shifts in co-evolving time series with interactions and time-dependency.
problem Discovering and modeling regime shifts in multiple time series with relationships and time-dependent behaviors.
method Modeling interactions and time-dependency in co-evolving time series using a mapping grid and dynamic network representation for regime identification and time-dependent Cox regression for regime transition probabilities.
result A principled approach for modeling interactions and time-dependency in co-evolving time series.
We provide the proof that the space of time series data is a Kolmogorov space with T0-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes fro…
Global models outperform univariate benchmarks in complex time series forecasting.
problem Comparing global forecasting models to univariate benchmarks in various challenging scenarios.
method Simulated datasets with controlled characteristics, including homogeneity, complexity, and series lengths. Global forecasting models (RNN, LGBM) compared to univariate techniques.
result Global models like RNN and LGBM are competitive in complex scenarios with short series lengths and heterogeneous data.
Multidimensional time series are sequences of real valued vectors. They occur in different areas, for example handwritten characters, GPS tracking, and gestures of modern virtual reality motion controllers. Within these areas, a common task is to search for similar time series. Dynamic Time Warping (DTW) is a common di…
Research into the classification of time series has made enormous progress in the last decade. The UCR time series archive has played a significant role in challenging and guiding the development of new learners for time series classification. The largest dataset in the UCR archive holds 10 thousand time series only; w…