arXiv research

Study of 2D Ising model reveals patterns in financial markets.

The paper reveals a spinning top geometry in real-world games.

A spin model is used for simulations of financial markets. To determine return volatility in the spin financial market we use the GARCH model often used for volatility estimation in empirical finance. We apply the Bayesian inference performed by the Markov Chain Monte Carlo method to the parameter estimation of the GAR…

This paper connects spinors to horospheres in hyperbolic space.

We consider the problem of fast time-series data clustering. Building on previous work modeling the correlation-based Hamiltonian of spin variables we present an updated fast non-expensive Agglomerative Likelihood Clustering algorithm (ALC). The method replaces the optimized genetic algorithm based approach (f-SPC) wit…

We study the clustering of the lowest non negative eigenvalue of the Dirac operator on a general Dirac bundle when the metric structure is varied. In the classical case we show that any closed spin manifold of dimension greater than or equal to four has a Riemannian metric admitting non trivial harmonic spinors.

We proposed a model of interacting market agents based on the Ising spin model. The agents can take three actions: "buy," "sell," or "stay inactive." We defined a price evolution in terms of the system magnetization. The model reproduces main stylized facts of real markets such as: fat-tailed distribution of returns an…

New method makes machine learning approximations unbiased and efficient.

Boltzmann machines are physics informed generative models with wide applications in machine learning. They can learn the probability distribution from an input dataset and generate new samples accordingly. Applying them back to physics, the Boltzmann machines are ideal recommender systems to accelerate Monte Carlo simu…

We map stock market interactions to spin models to recover their hierarchical structure using a simulated annealing based Super-Paramagnetic Clustering (SPC) algorithm. This is directly compared to a modified implementation of a maximum likelihood approach we call Fast Super-Paramagnetic Clustering (f-SPC). The methods…

The formation of price in a financial market is modelled as a chain of Ising spin with three fundamental figures of trading. We investigate the time behaviour of the model, and we compare the results with the real EURO/USD change rate. By using the test of local Poisson hypothesis, we show that this minimal model leads…

In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility clustering that is often observed in the real financial markets. Furthermore we al…

Grouping objects into clusters based on similarities or weights between them is one of the most important problems in science and engineering. In this work, by extending message passing algorithms and spectral algorithms proposed for unweighted community detection problem, we develop a non-parametric method based on st…

We study the spectrum of the Dirac operator on hyperbolic manifolds of finite volume. Depending on the spin structure it is either discrete or the whole real line. For link complements in S^3 we give a simple criterion in terms of linking numbers for when essential spectrum can occur. We compute the accumulation rate o…

The compact exceptional Lie groups F4, E6, E7 and E8 have spinor groups as a subgroup as follows: E8 \supset Ss(16) \supset Spin(15) \supset Spin(14) \supset Spin(13), E7 \supset Spin(12) \supset Spin(11), E6 \supset Spin(10), F4 \supset Spin(9) \supset Spin(8) \supset Spin(7) \supset \cdot \cdot \cdot \supset Spin(1) …

The paper explores spin^h structures and their obstructions.

Study ${ m Spin}(7)$-dDT connections on manifolds with ${ m Spin}(7)$-structures.

New $Spin(7)$-instantons constructed on Joyce's manifold.

This is an introduction to the construction of higher-dimensional knots by spinning methods. Simple spinning of classical knots was introduced by E. Artin in 1926, and several generalizations have followed. These include twist spinning, superspinning or p-spinning, frame spinning, roll spinning, and deform spinning. We…

New ${ m Spin}^h$-manifolds studied for their properties.

Study on harmonic flow of Spin(7)-structures in 8D manifolds.

Study of higher spin Killing spinors on 3D manifolds, proving rigidity and providing explicit expressions.

The paper characterizes new invariant spin$^r$ spinors on projective spaces.

Spin(7) geometry linked to multisymplectic geometry.

We define spin frames, with the aim of extending spin structures from the category of (pseudo-)Riemannian manifolds to the category of spin manifolds with a fixed signature on them, though with no selected metric structure. Because of this softer requirements, transformations allowed by spin frames are more general tha…

We explore differential and algebraic operations on the exterior product of spinor representations and their twists that give rise to cohomology, the spin cohomology. A linear differential operator $d$ is introduced which is associated to a connection $\nabla$ and a parallel spinor $ζ$, $\nablaζ=0$, and the algebraic o…

Proves almost flat spin^c manifolds bound compact manifolds.

Rigidity of elliptic genera proven for non-spin manifolds with $S^1$-action.

First non-trivial examples of deformed Spin(7)-instantons constructed.

Study shows certain spin manifolds can't meet DEC condition.

Spin TFTs created by gauging line defects in 3D.

The paper explores connections between quaternionic and Cayley calibrations in dimensions 8 and 16.

Joyce constructed examples of compact eight-manifolds with holonomy Spin(7), starting with a Calabi-Yau four-orbifold with isolated singular points of a special kind. That construction can be seen as the gluing of ALE Spin(7)-manifolds to each singular point of the Calabi-Yau four-orbifold divided by an anti-holomorphi…

Real vector bundles are determined by their Dirac indices on specific spin manifolds.

The paper studies curvature identities and solitons on Spin(7)-manifolds.

This paper gives a combinatorial description of spin and spin^c-structures on triangulated PL-manifolds of arbitrary dimension. These formulations of spin and spin^c-structures are established primarily for the purpose of aiding in computations. The novelty of the approach is we rely heavily on the naturality of binary…

No spin structures found in a hyperbolic 4D space.

New invariant for spin 3-manifolds using super 3-cocycles.

Let J be the exceptional Jordan algebra over R and J^C its complexification. Then the simply connected compact exceptional Lie group F_4 acts on J and F_4 has three orbit types which are F_4/F_4, F_4/Spin(9), F_4/Spin(8). Similarly the simply connected compact exceptional Lie group E_6 acts on J^C and E_6 has five orbi…

Study invariant spin^r structures on homogeneous spaces.

Classifies Spin(7) structures on compact 8-manifolds with abelian fundamental group.

Based on a pair of cohomology operations on so called $δ-2$-formal spaces, we construct the integral cohomology rings of the classifying spaces of the Lie groups $Spin(n)$ and $Spin^{c}(n)$. As applications, we introduce characteristic classes for the reduced topological $K_{Spin}$ theory, determine the ring of integra…

Classifies invariant spin structures on spheres.

Simplified proof of spin^c structures using twistor spaces.

Unsupervised learning is a discipline of machine learning which aims at discovering patterns in big data sets or classifying the data into several categories without being trained explicitly. We show that unsupervised learning techniques can be readily used to identify phases and phases transitions of many body systems…

Researchers compute mod 2 Seiberg-Witten invariants for spin structures and families.

Spin Lefschetz fibrations can represent any group and lattice point.

In this paper, we extend the study of generalized Killing spinors on Riemannian Spin$^c$ manifolds started by Moroianu and Herzlich to complex Killing functions. We prove that such spinor fields are always real Spin$^c$ Killing spinors or imaginary generalized Spin$^c$ Killing spinors, providing that the dimension of t…