arXiv research

VGRSI uses price visibility graphs to generate profitable trading signals.

In this paper, a frequency coefficient based on the Sen-Shorrocks-Thon (SST) poverty index notion is proposed. The clustering SST index can be used as the method for determination of the connection between similar neighbor sub-clusters. Consequently, connections can reveal existence of natural homogeneous. Through esti…

XGBoost predicts NEPSE Index log returns with low error and high directional accuracy.

Bayes factors and relative belief ratios are compared as measures of statistical evidence.

Paper decomposes C-index to analyze survival prediction model performance.

NDI aims to forecast future natural disasters risk for insurers.

Finite index subgroups of relatively hyperbolic groups have equal index.

In this paper the correlation between education, research and macroeconomic strength of countries at a global scale is analyzed on the basis of statistical data published by the UNIDO and OECD. It uses sets of composite indicators describing the economical performance and competitiveness as well as those relevant for h…

We investigate the strength and the direction of information transfer in the U.S. stock market between the composite stock price index of stock market and prices of individual stocks using the transfer entropy. Through the directionality of the information transfer, we find that individual stocks are influenced by the …

Extends a theorem for first-order elliptic operators on manifolds.

In this paper we initiate a study of the topological group $PPQI(G,H)$ of pattern-preserving quasi-isometries for $G$ a hyperbolic Poincare duality group and $H$ an infinite quasiconvex subgroup of infinite index in $G$. Suppose $\partial G$ admits a visual metric $d$ with $dim_H < dim_t +2$, where $dim_H$ is the Hausd…

Using equivariant Toeplitz operator calculus, we give a new proof of the Atiyah-Weinstein conjecture on the index of Fourier integral operators and the relative index of CR structures.

This paper contains the motivation for the study of critical surfaces. In previous work the only justification given for the definition of this new class of surfaces is the strength of the results. However, when viewed as the topological analogue to index 2 minimal surfaces, critical surfaces become quite natural.

The paper solves a general case of the cohomological relative index problem for foliations.

In this paper, we extend Roe's cyclic $1$-cocycle to relative settings. We also prove two relative index theorems for partitioned manifolds by using its cyclic cocycle, which are generalizations of index theorems on partitioned manifolds. One of these theorems is a variant of [M. Karami-A.H.S. Sadegh-M.E. Zadeh, arXiv:…

Study on symmetric operators on non-compact manifolds, focusing on their index modulo 2.

The paper establishes distance estimates for manifolds with lower scalar curvature bounds.

In this work, we perform an exploratory study on synthesizing deep neural networks using biological synaptic strength distributions, and the potential influence of different distributions on modelling performance particularly for the scenario associated with small data sets. Surprisingly, a CNN with convolutional layer…

This article provides an overview of relative strengths of polynomial invariants of knots and links, such as the Alexander, Jones, Homflypt, Kaufman two-variable polynomial, and Khovanov polynomial.

Let Y be a closed oriented 3-manifold with a contact form such that all Reeb orbits are nondegenerate. The embedded contact homology (ECH) index associates an integer to each relative 2-dimensional homology class of surfaces whose boundary is the difference between two unions of Reeb orbits. This integer determines the…

In this paper we prove a relative index theorem for pairs of generalized Dirac operators on orbifolds which are the same at infinity. This generalizes to orbifolds a celebrated theorem of Gromov and Lawson.

We prove an analogue for even dimensional manifolds of the Atiyah-Patodi-Singer twisted index theorem for trivialized flat bundles. We show that the eta invariant appearing in this result coincides with the eta invariant by Dai and Zhang up to an integer. We also obtain the odd dimensional counterpart for manifolds wit…

Uniform K-homology theory applied to elliptic operators on manifolds with boundary.

Novel method uses information theory to measure causal influences during transient neural events.

Deep learning models improve stock portfolio performance.

This article provides an overview of relative strengths of polynomial invariants of knots and links, such as the Alexander, Jones, Homflypt, and Kaufman two-variable polynomial, Khovanov homology, factorizability of the polynomials, and knot primeness detection.

In this note, we investigate conformally flat submanifolds of Euclidean space with positive index of relative nullity. Let $M^n$ be a complete conformally flat manifold and let $f\colon M^n\to \R^m$ be an isometric immersion. We prove the following results: (1) If the index of relative nullity is at least two, then $M^…

Proves formula for 3D index change with Dehn filling.

In this paper we prove a strengthening of a theorem of Chang, Weinberger and Yu on obstructions to the existence of positive scalar curvature metrics on compact manifolds with boundary. They construct a relative index for the Dirac operator, which lives in a relative K-theory group, measuring the difference between the…

We develop a simple stock selection model to explain why active equity managers tend to underperform a benchmark index. We motivate our model with the empirical observation that the best performing stocks in a broad market index often perform much better than the other stocks in the index. Randomly selecting a subset o…

AlphaX uses AI to outperform Brazilian stock market benchmarks.

The set of Clifford bundles of bounded geometry over open manifolds can be endowed with a metrizable uniform structure. For one fixed bundle $E$ we define the generalized component $\gencomp (E)$ as the set of Clifford bundles $E'$ which have finite distance to $E$. If $D$, $D'$ are the associated generalized Dirac ope…

CTLNet predicts Shanghai Composite Index with improved accuracy.

Abstract machinery finds obstructions to uniform positive scalar curvature.

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

Absolute index theorem for warped product manifolds.

Perturbed geodesics are trajectories of particles moving on a semi-Riemannian manifold in the presence of a potential. Our purpose here is to extend to perturbed geodesics on semi-Riemannian manifolds the well known Morse Index Theorem. When the metric is indefinite, the Morse index of the energy functional becomes inf…

In this paper we perform a statistical analysis over the returns and relative prices of the CAC $40$ and the S\&P $500$ with the purpose of analyzing the intra-day seasonalities of single and cross-sectional stock dynamics. In order to do that, we characterized the dynamics of a stock (or a set of stocks) by the evolut…

The study examines the index of MOTS in Kerr-Newman-de Sitter spacetime and its relation to mass and charge.

We prove a general relative higher index theorem for complete manifolds with positive scalar curvature towards infinity. We apply this theorem to study Riemannian metrics of positive scalar curvature on manifolds. For every two metrics of positive scalar curvature on a closed manifold and a Galois cover of the manifold…

This paper introduces a nonparametric copula-based index for detecting the strength and monotonicity structure of linear and nonlinear statistical dependence between pairs of random variables or stochastic signals. Our index, termed Copula Index for Detecting Dependence and Monotonicity (CIM), satisfies several desirab…

An index formula is proposed for contact transformations between contact manifolds equipped with CR structures or with fillings by symplectic manifolds. The formula generalizes the Atiyah-Singer formula and gives a conjectured formula for the index of Fourier integral operators, as well as Epstein's relative index for …

We construct the coarse index class with support condition (as an element of coarse $K$-homology) of an equivariant Dirac operator on a complete Riemannian manifold endowed with a proper, isometric action of a group. We further show a coarse relative index theorem and discuss the compatibility of the index with the sus…

Using a two-point correlation technique, we study emergence of market efficiency in the emergent Russian futures market by focusing on lagged correlations. The correlation strength of leader-follower effects in the lagged inter-market correlations on the hourly time frame is seen to be significant initially (2009-2011)…

We study the index of the APS boundary value problem for a strongly Callias-type operator $D$ on a complete even dimensional Riemannian manifold $M$ (the odd dimensional case was considered in our previous paper arXiv:1706.06737). We use this index to define the relative $η$-invariant $η(A_1,A_0)$ of two strongly Calli…

Study finds implicit government guarantee improves municipal investment bond ratings.

Noise-ignorant empirical risk minimization achieves state-of-the-art performance on noisy data.

We introduce partial secondary invariants associated to complete Riemannian metrics which have uniformly positive scalar curvature outside a prescribed subset on a spin manifold. These can be used to distinguish such Riemannian metrics up to concordance relative to the prescribed subset. We exhibit a general external p…