arXiv research

Paper uses queue theory to model financial signals with relativistic delay.

A variational equation of the fourth order for the free relativistic top is developed starting from the Dixon's system of equations for the motion of the relativistic dipole. The obtained equation is then cast into the homogeneous space-time Hamiltonian form.

High frequency trading has led to widespread efforts to reduce information propagation delays between physically distant exchanges. Using relativistically correct millisecond-resolution tick data, we document a 3-millisecond decrease in one-way communication time between the Chicago and New York areas that has occurred…

Hamiltonian Monte Carlo (HMC) is a popular Markov chain Monte Carlo (MCMC) algorithm that generates proposals for a Metropolis-Hastings algorithm by simulating the dynamics of a Hamiltonian system. However, HMC is sensitive to large time discretizations and performs poorly if there is a mismatch between the spatial geo…

Black-Scholes equation, after a certain coordinate transformation, is equivalent to the heat equation. On the other hand the relativistic extension of the latter, the telegraphers equation, can be derived from the Euclidean version of the Dirac equation. Therefore the relativistic extension of the Black-Scholes model f…

In this paper we study a collection of jet geometrical concepts, we refer to d-tensors, relativistic time dependent semisprays, harmonic curves and nonlinear connections on the 1-jet space J1(R;M), necessary to the construction of a Miron's-like geometrization for Lagrangians depending on a relativistic time. The geome…

Mathisson's 'new mechanics' of a relativistic spinning particle is shown to follow, in the case of planar motion, from only general requirements of relativistic invariance and of the dependence on third order derivatives along with the 'variationality' feature. The Hamiltonian counterpart ultimately recovers the Dixon …

Using a simple and well-motivated modification of the stress-energy tensor for a viscous fluid proposed by Lichnerowicz, we prove that Einstein's equations coupled to a relativistic version of the Navier-Stokes equations are well-posed in a suitable Gevrey class if the fluid is incompressible and irrotational. These la…

We study the problem of coupling Einstein's equations to a relativistic and physically well-motivated version of the Navier-Stokes equations. Under a natural evolution condition for the vorticity, we prove existence and uniqueness in a suitable Gevrey class if the fluid is incompressible, where this condition is given …

The paper constructs a generalized metrical multi-time Lagrange space, which allows a natural development of relativistic geometrical optics theories, in a general setting.

The notion of relativistic observer is confronted with Naveira's classification of (pseudo-)Riemannian almost-product structures on space-time manifolds. Some physical properties and their geometrical counterparts are shortly discussed.

A parameter-invariant variational problem with a manifestly covariant Lagrangian function of second order is considered, which covers the case of the free relativistic top at constraint manifold of constant acceleration

The paper decomposes spacelike hypersurface properties for general relativistic vacuum equations.

In this article we consider the motion of relativistic strings in the Minkowski space $\textbf{R}^{1+n}$. Those surfaces are known as a timelike minimal surface, and described by a system with $n$ nonlinear wave equations of Born-Infeld type. By constructing a suitable Nash-Moser iteration scheme, we prove that the $n$…

Study on relativistic nonholonomic mechanics with time-dependent constraints.

A second order variational description of the autoparallel curves of some differential-geometric connection for the third order Mathisson's 'new mechanics' of a relativistic free spinning particle is suggested starting from general requirements of invariance and 'variationality'.

The application of the Legendre transformation to a hyperregular Lagrangian system results in a Hamiltonian vector field generated by a Hamiltonian defined on the phase space of the mechanical system. The Legendre transformation in its usual interpretation can not be applied to homogeneous Lagrangians found in relativi…

Geometrically describes pseudo-gauge freedom in relativistic hydrodynamics.

The pseudo-Finsleroid relativistic metric was constructed upon assuming that the involved vector field $b_i$ is time-like. In the present paper it is shown that the metric admits just the alternative counterpart in which the field is space-like. The entailed pseudo-Finsleroid-spatial framework is systematically describ…

We develop a suitable generalization of Almgren's theory of varifolds in a lorentzian setting, focusing on area, first variation, rectifiability, compactness and closure issues. Motivated by the asymptotic behaviour of the scaled hyperbolic Ginzburg-Landau equations, and by the presence of singularities in lorentzian m…

This text explains how fiber bundle structure is fundamental for classical physics.

The structure of a diffeomorphism invariant Lagrangians for an extended object W embedded in a bulk space M is discussed by following a close analogy with the relativistic particle in electromagnetic field as a system that is reparametrization-invariant. The current construction naturally contains, relativistic point p…

Local gauge freedom in relativistic quantum mechanics is derived from a measurement principle for space and time. For the Dirac equation, one obtains local U(2,2) gauge transformations acting on the spinor index of the wave functions. This local U(2,2) symmetry allows a unified description of electrodynamics and genera…

The aim of this paper is to study the local components of the relativistic time dependent d-linear connections, d-torsions, d-curvatures and deflection d-tensors with respect to an adapted basis on the 1-jet space $J^{1}(R,M)$. The Ricci identities, together with their corresponding identities of deflection d-tensors, …

Weyl-type theorems extended to Galilei and Carroll geometries.

We develop a non-relativistic twistor theory, in which Newton--Cartan structures of Newtonian gravity correspond to complex three-manifolds with a four-parameter family of rational curves with normal bundle ${\mathcal O}\oplus{\mathcal O}(2)$. We show that the Newton--Cartan space-times are unstable under the general K…

We study in details the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a curved Lorentzian manifold, namely a spatially flat and fast expanding Robertson-Walker space-time. We prove in particular that the Poisson boundary of the diffusion can be identified with …

Starting from a relativistic phenomenology of anyons in crystals, we discuss the concept of relativistic interaction and the need to unify electromagnetism and gravitation within the Spencer cohomology of Lie equations. Then, from the sophisticated non-linear Spencer complex of the Poincaré and conformal Lie pseudogrou…

We determine the long-time asymptotic behavior of a relativistic diffusion taking values in the unitary tangent bundle of a Robertson-Walker space-time. We prove in particular that when approaching the explosion time of the diffusion, its projection on the base manifold almost surely converges to a random point of the …

We give an explicit formula for the probability distribution based on a relativistic extension of Brownian motion. The distribution 1) is properly normalized and 2) obeys the tower law (semigroup property), so we can construct martingales and self-financing hedging strategies and price claims (options). This model is a…

Study of timelike surfaces with time-minimizing rulings in Newtonian and relativistic spacetimes.

In standard generative adversarial network (SGAN), the discriminator estimates the probability that the input data is real. The generator is trained to increase the probability that fake data is real. We argue that it should also simultaneously decrease the probability that real data is real because 1) this would accou…

This paper aims to study the $W$-curvature tensor on relativistic space-times. The energy-momentum tensor T of a space-time is semi-symmetric given that the $W$-curvature tensor is semi-symmetric whereas energy-momentum tensor T of a space-time having a divergence free $W$-curvature tensor is of Codazzi type. A space-t…

We describe the induced geometry on several classes of Kodaira moduli spaces of rational curves in twistor spaces. By constructing connections and frames on the moduli spaces we build and review twistor theories pertaining to relativistic and non-relativistic geometries. Focussing on the cases of three- and five-dimens…

Drawing insights from the triumph of relativistic over classical mechanics when velocities approach the speed of light, we explore a similar improvement to the seminal Black-Scholes (Black and Scholes (1973)) option pricing formula by considering a relativist version of it, and then finding a respective solution. We sh…

We obtain basic estimates for a Monge-Ampère equation introduced by Moncrief in the study of the Relativistic Teichmüller Theory. We then give another proof of the parametrization of the Teichmüller space obtained by Moncrief. Our approach provides yet another proof of the classical Teichmüller theorem that the Teichmü…

Develops a stochastic approach to financial market delays.

Paper tackles action delays in reinforcement learning, proposing a delay-aware framework.

New algorithm tackles delayed feedback in Lipschitz bandits with sublinear regret.

New algorithms ensure fair selection in combinatorial semi-bandit with unrestricted delays.

Study generalizes non-interaction theorems for relativistic systems.

Banker-OMD improves online learning with delayed feedback.

New algorithm handles delayed feedback robustly, reducing regret without knowing delay bounds.

Paper tackles delays in multi-agent reinforcement learning, improving performance.

We propose a modification of the cost function of the Hopfield model whose salient features shine in its Taylor expansion and result in more than pairwise interactions with alternate signs, suggesting a unified framework for handling both with deep learning and network pruning. In our analysis, we heavily rely on the H…

We show that holographic renormalization of relativistic gravity in asymptotically Lifshitz spacetimes naturally reproduces the structure of gravity with anisotropic scaling: The holographic counterterms induced near anisotropic infinity take the form of the action for gravity at a Lifshitz point, with the appropriate …

Study on synchronization in financial markets with time delays.

We study scale invariant but not necessarily conformal invariant deformations of non-relativistic conformal field theories from the dual gravity viewpoint. We present the corresponding metric that solves the Einstein equation coupled with a massive vector field. We find that, within the class of metric we study, when w…