arXiv research

Meta-learning for Koopman spectral analysis with short time-series data.

Study on heat content for domains with fractal boundaries.

The performance of the multifractal detrended analysis on short time series is evaluated for synthetic samples of several mono- and multifractal models. The reconstruction of the generalized Hurst exponents is used to determine the range of applicability of the method and the precision of its results as a function of t…

Study uses neural networks to detect nonlinear dynamics in short time series.

In this paper, we give the first detailed proof of the short-time existence of Deane Yang's local Ricci flow. Then using the local Ricci flow, we prove short-time existence of the Ricci flow on noncompact manifolds, whose Ricci curvature has global lower bound and sectional curvature has only local average integral bou…

Study proves smooth solutions for fractional mean curvature flow within short time.

Generative model improves audio synthesis from TF features.

The paper proves short-time existence and uniqueness of Ricci flow on Finsler manifolds.

Recently, we have studied evolution of a family of Finsler metrics along Finsler Ricci flow and proved its convergence in short time. Here, existence of solutions to the so called Hamilton Ricci flow on Finsler spaces is studied and a short time solution is found. To this end the Finslerian Ricci-DeTurck flow on Finsle…

STFNets learn signals from time-frequency perspective, outperforming traditional models.

Study short-time existence of conformal Ricci flow on hyperbolic manifolds.

A flow is introduced to study $G_2$-structures with divergence-free torsion.

The paper proves short-time existence of $α$-Dirac-harmonic map flow and applications.

New method recovers causal networks from short time-series data.

Based on the new type of random walk process called the Potentials of Unbalanced Complex Kinetics (PUCK) model, we theoretically show that the price diffusion in large scales is amplified 2/(2 + b) times, where b is the coefficient of quadratic term of the potential. In short time scales the price diffusion depends on …

We briefly review data analysis of the Island order book, part of NASDAQ, which suggests a framework to which all limit order markets should comply. Using a simple exclusion particle model, we argue that short-time price over-diffusion in limit order markets is due to the non-equilibrium of order placement, cancellatio…

Proves short-term existence of heat flow for Dirac-harmonic maps on closed manifolds.

The paper examines the short-time implied volatility of additive processes and finds key parameters.

Study Ricci-Deturck flow from rough metrics, proving short-time existence.

We establish short-time existence and regularity for higher-order flows generated by a class of polynomial natural tensors that, after an adjustment by the Lie derivative of the metric with respect to a suitable vector field, have strongly parabolic linearizations. We apply this theorem to flows by powers of the Laplac…

Weak form of the Efficiency Market Hypothesis (EMH) excludes predictions of future market movements from historical data and makes the technical analysis (TA) out of law. However the technical analysis is widely used by traders and speculators who steadely refuse to consider the market as a "fair game" and survive with…

Proposes AWS method for precise speech enhancement using DNN.

The paper studies heat kernel behavior in RCD spaces and initiates Weyl's law study.

We prove short time existence and uniqueness of solutions to the Laplacian flow for closed $G_2$ structures on a compact manifold $M^7$. The result was claimed in \cite{BryantG2}, but its proof has never appeared.

Unified approach for drawdown and drawup of Markov processes.

We introduce a stochastic heterogeneous interacting-agent model for the short-time non-equilibrium evolution of excess demand and price in a stylized asset market. We consider a combination of social interaction within peer groups and individually heterogeneous fundamentalist trading decisions which take into account t…

We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the semimartingale. We derive in particular the asymptotic behavior of call options with sho…

Study the Ricci flow on Finsler surfaces and find solutions.

Given a compact three-manifold together with a Riemannian metric, we prove the short-time existence of a solution to the renormalization group flow, truncated at the second order term, under a suitable hypothesis on the sectional curvature of the initial metric.

This text is a revised version of the authors Habilitationsschrift which was submitted to the University of Augsburg, 1993. Fuchs type differential operators are used to model the analysis on manifolds with cone--like singularities, or more general, stratified spaces. This book provides a self--contained treatment of t…

Study proves short-term existence for harmonic maps under evolving metrics.

We give a short proof of a strong version of the short time asymptotic expansion of heat kernels associated to Laplace type operators acting on sections of vector bundles over compact Riemannian manifolds, including exponential decay of the difference of the approximate heat kernel and the true heat kernel. We use this…

Study on short-term behavior of ATM-IV for jump-diffusion model.

A new concept, called balanced estimator of diffusion entropy, is proposed to detect scalings in short time series. The effectiveness of the method is verified by means of a large number of artificial fractional Brownian motions. It is used also to detect scaling properties and structural breaks in stock price series o…

The paper proves short-time existence for curves diffusing with a contact angle.

Study on combinatorial Yamabe flow on hyperbolic surfaces, proving existence and uniqueness.

Study short-time existence of Ricci-DeTurck flow from rough metrics with Morrey-type integrability.

We modify the Laplacian coflow of co-closed G2-structures - $\frac{d}{dt}ψ=Δψ$ where $ψ$ is the closed dual 4-form of a $G_{2}$-structure $\varphi$. The modified flow is now parabolic in the direction of closed forms upto diffeomorphisms. We then prove short time existence and uniqueness of solutions to the modified f…

In this paper we establish the short-time existence and uniqueness theorem for hyperbolic geometric flow, and prove the nonlinear stability of hyperbolic geometric flow defined on the Euclidean space with dimension larger than 4. Wave equations satisfied by the curvatures are derived. The relation of hypergeometric flo…

New fast estimation methods stemming from control theory lead to a fresh look at time series, which bears some resemblance to "technical analysis". The results are applied to a typical object of financial engineering, namely the forecast of foreign exchange rates, via a "model-free" setting, i.e., via repeated identifi…

Let $X$ be a compact Kähler manifold. We prove that the Kähler-Ricci flow starting from arbitrary closed positive $(1,1)$-currents is smooth outside some analytic subset. This regularity result is optimal meaning that the flow has positive Lelong numbers for short time if the initial current does. We also prove that th…

The first part of the paper discusses a second-order quasilinear parabolic equation in a vector bundle over a compact manifold $M$ with boundary $\partial M$. We establish a short-time existence theorem for this equation. The second part of the paper is devoted to the investigation of the Ricci flow on $M$. We propose …

We prove that for any complete three-manifold with a lower Ricci curvature bound and a lower bound on the volume of balls of radius one, a solution to the Ricci flow exists for short time. Actually our proof also yields a (non-canonical) way to flow and regularize some interior region of a non-complete initial data sat…

Network analysis improves stock return forecasting.

In this paper, we study short-time existence of static flow on complete noncompact asymptotically static manifolds from the point of view that the stationary points of the evolution equations can be interpreted as static solutions of the Einstein vacuum equations with negative cosmological constant. For a static vacuum…

We consider a short time existence problem motivated by a conjecture of Joyce. Specifically we prove that given any compact Lagrangian $L\subset \mathbb{C}^n$ with a finite number of singularities, each asymptotic to a pair of non-area-minimising, transversally intersecting Lagrangian planes, there is a smooth Lagrangi…

Proposes a differentiable STFT for more efficient optimization of hop length.

Magnitude study on manifolds using fractional Laplacian.