Study shows gain-loss asymmetry in stock indices using a q-spin Potts model.
problem Understanding the dynamics of stock indices in complex markets.
method Developed a q-spin Potts model to represent stock market dynamics.
result Observed a self-organized gain-loss asymmetry in stock indices.
Explains non-lorentzian theories and their dynamics.
problem Understanding non-lorentzian kinematics and dynamics.
method Review of kinematical spacetimes, construction of particle dynamics actions, discussion of gravity theories and field theories.
result Introduction and analysis of non-lorentzian gravity and field theories.
New transitions found in Spin(7) holonomy metrics related to a dynamical system.
problem Understanding the geometry of Spin(7) holonomy metrics with Aloff--Wallach spaces.
method Relating Spin(7)-equations to a 3-dimensional dynamical system.
result Discovered new transitions with Spin(7) holonomy metrics.
Generative model learns spin-glass dynamics and properties.
problem Complex behavior of many-body systems in statistical physics and computer science.
method Self-supervised learning with normalizing flows.
result Key physical and computational properties of spin-glasses are learned.
Efficiently predicts long-time dynamics of quantum spin models using MLP regression.
problem Challenges in calculating long-time expectation values for quantum spin models.
method Utilized a multi-layer perceptron (MLP) model for regression on matrix product states (MPS) expectation values.
result Significantly reduced computational cost for generating long-time dynamics while maintaining high accuracy.
This work connects point particles to spin chains using geometric methods.
problem Understanding dynamics of free point particles on Riemannian manifolds.
method Kirillov orbit method, geometric quantization, Lagrangian submanifolds.
result Establishes a spectral equivalence between Laplace-Beltrami operator and a spin Hamiltonian.
We calculate the realized volatility in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardized returns agree with the theoretical values of standard normal variables. This is the first evidence that the return dynamics of the spin fi…
A reinforcement learning approach prepares quantum squeezed states in open spin systems.
problem Generating non-classical states in open quantum systems with dissipation and dephasing.
method Reinforcement learning to determine optimal control pulses for spin-squeezing.
result Optimal control sequences enhance collective spin squeezing and entanglement.
We analyze operational risk in terms of a spin glass model. Several regimes are investigated, as a functions of the parameters that characterize the dynamics. The system is found to be robust against variations of these parameters. We unveil the presence of limit cycles and scrutinize the features of the asymptotic sta…
The paper develops a new algorithm for RBMs using dynamical mean-field theory.
problem Learning in Restricted Boltzmann Machines (RBMs) with complex dependencies.
method Dynamical mean-field theory applied to RBMs with rectangular coupling matrices drawn from a bi-rotation invariant ensemble.
result The algorithm converges globally under a stability criterion, with rates matching numerical simulations.
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…
The dynamics of a stock market with heterogeneous agents is discussed in the framework of a recently proposed spin model for the emergence of bubbles and crashes. We relate the log returns of stock prices to magnetization in the model and find that it is closely related to trading volume as observed in real markets. Th…
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 …
Finsler geometry connects to higher-spin fields and curved-space Fronsdal equations.
problem Eliminating non-transverse modes in Finsler dynamics for higher spins.
method Parameterizing Finsler geometry in terms of symmetric tensors, analyzing linear and nonlinear terms, and examining gauge transformations.
result Finsler dynamics leads to the curved-space Fronsdal equation for all spins, plus a Stueckelberg-like coupling.
Motion of curves and surfaces in R3 lead to nonlinear evolution equations which are often integrable. They are also intimately connected to the dynamics of spin chains in the continuum limit and integrable soliton systems through geometric and gauge symmetric connections/equivalence. Here we point out the fact that…
This thesis explores emergent intelligence in disordered systems like spin glasses and neural networks.
problem Understanding the principles behind emergent intelligent behaviors in disordered systems.
method Statistical physics approach to charting learning mechanisms and dynamics.
result Uncovering relationships between learning mechanisms and physical dynamics.
When modelling stock market dynamics, the price formation is often based on an equilbrium mechanism. In real stock exchanges, however, the price formation is goverend by the order book. It is thus interesting to check if the resulting stylized facts of a model with equilibrium pricing change, remain the same or, more g…
The theory of quandle (co)homology and cocycle knot invariants is rapidly being developed. We begin with a summary of these recent advances. One such advance is the notion of a dynamical cocycle. We show how dynamical cocycles can be used to color knotted surfaces that are obtained from classical knots by twist-spinnin…
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'.
A new framework for generating predictive features in noisy multivariate time series.
problem Predicting noisy multivariate time series with limited user effort.
method Develops a feature programming framework based on spin-gas dynamical Ising models.
result Validated the method on synthetic and real-world datasets.
Dynamics of four-dimensional massless fields of all spins is formulated in the Siegel space of complex 4×4 symmetric matrices. It is shown that the unfolded equations of free massless fields, that have a form of multidimensional Schrodinger equations, naturally distinguish between positive- and negative-frequen…
In this paper, we studied the dynamics of the log-return distribution of the Korean Composition Stock Price Index (KOSPI) from 1992 to 2004. Based on the microscopic spin model, we found that while the index during the late 1990s showed a power-law distribution, the distribution in the early 2000s was exponential. This…
Study isotropic embeddings of Lie group orbits and their application to magnetic geodesic flows.
problem Embedding coadjoint orbits and their equivalence to magnetic geodesic flows.
method Review and initiate study of isotropic and Lagrangian embeddings for SO and Sp cases, then apply to magnetic geodesic flows. result Equivalence between magnetic geodesic flows and certain spin chains.
Machine learning models accurately predict molecular magnetic anisotropy tensors.
problem Accurately modeling molecular magnetic anisotropy tensors.
method Gaussian-moment neural-network approach for machine learning.
result Achieved accuracy of 0.3--0.4 cm−1 for magnetic anisotropy tensor predictions. 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.
problem Understanding which manifolds are spin^h.
method Analyzing the fifth Stiefel-Whitney class and constructing generalised spin structures.
result Every compact orientable manifold of dimension 7 or lower is spin^h, and there are higher-dimensional manifolds that are not.
Study mSpin(7)-dDT connections on manifolds with mSpin(7)-structures.
problem Understanding moduli spaces of mSpin(7)-dDT connections. method Introduced and studied mSpin(7)-dDT connections using fully nonlinear PDEs. result Moduli space MmSpin(7)′ has finite expected dimension and smoothness under certain conditions. New Spin(7)-instantons constructed on Joyce's manifold.
problem Constructing Spin(7)-instantons on Joyce's compact manifold. method Gluing non-flat connections on local model spaces to a flat connection on the Spin(7)-orbifold. result More than 20,000 new four-parameter families of Spin(7)-instantons. The relativistic quantum mechanic approach is used to develop a stock market dynamics. The relativistic is conceptional here as the meaning of big external volatility or volatility shock on a financial market. We used a differential geometry approach with the parallel transport of the prices to obtain a direct shift of…
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 mSpinh-manifolds studied for their properties.
problem Understanding new manifold classifications.
method Exploring mSpinh-manifolds as a new category. result Highlights of mSpinh-manifolds discussed. Study on harmonic flow of Spin(7)-structures in 8D manifolds.
problem Comparing isometric Spin(7)-structures.
method Developed a notion of harmonicity for Spin(7)-structures and studied the harmonic flow.
result Analytical properties of the harmonic flow of Spin(7)-structures presented.
A bridge between continuous signals and discrete Ising spins for associative memory.
problem Associative memory in continuous-signal-driven Ising spin systems.
method Multilayer Ising framework with PCA whitening and SimHash projection, coupled to pseudo-inverse memory couplings.
result Finite-size scaling of operational storage capacity with αc(N)=αc(∞)−cN−1/2, approaching αc(∞)≈0.50. Study of higher spin Killing spinors on 3D manifolds, proving rigidity and providing explicit expressions.
problem Understanding higher spin Killing spinors on 3D manifolds.
method Definition and detailed study of higher spin Killing spinors in arbitrary dimension, focusing on 3D manifolds. Rigidity result and explicit expressions for 3-sphere and 3-hyperbolic space.
result Proved a rigidity result for 3D manifolds admitting higher spin Killing spinors and provided explicit expressions for these spinors.
The agent-based model of stock price dynamics on a directed evolving complex network is suggested and studied by direct simulation. The stationary regime is maintained as a result of the balance between the extremal dynamics, adaptivity of strategic variables and reconnection rules. The inherent structure of node agent…
The paper characterizes new invariant spinr spinors on projective spaces.
problem Characterizing new invariant spinr spinors on projective spaces. method Adapting spin representation via exterior forms to the generalised spinr context. result Complete description of the space of invariant spinr spinors for CPn, HPn, and OP2. Unified approach learns Ising models from various dynamics and data types.
problem Efficiently learning Ising model parameters from data under diverse conditions.
method Simple logistic regression approach, generalizing existing algorithms.
result Logistic regression succeeds in multiple new settings where assumptions are violated.
Spin(7) geometry linked to multisymplectic geometry.
problem Understanding Spin(7) structures through multisymplectic geometry.
method Utilized Spin(7) identities to prove non-degeneracy of Cayley four-form in multisymplectic context.
result Spin(7) geometry is a special case of 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 ∇ and a parallel spinor ζ, ∇ζ=0, and the algebraic o…
Proves almost flat spin^c manifolds bound compact manifolds.
problem Proving almost flat spin^c manifolds bound compact manifolds.
method Long-standing conjecture of Farrell--Zdravkovska and S. T. Yau settled.
result Every almost flat spin^c manifold bounds a compact orientable manifold.
Rigidity of elliptic genera proven for non-spin manifolds with S1-action.
problem Rigidity of elliptic genera for non-spin manifolds with S1-action. method Analysis of universal covering spin condition and π2(M) for rigidity. result Rigidity of elliptic genera is proven for spin universal coverings but not for non-spin universal coverings.
First non-trivial examples of deformed Spin(7)-instantons constructed.
problem Constructing deformed Spin(7)-instantons and connections.
method Constructing on cotangent bundles of CP2 and cones over 3-Sasakian 7-manifolds. result First non-trivial examples of deformed Spin(7)-instantons.
Study shows certain spin manifolds can't meet DEC condition.
problem Non-existence of spin fill-ins meeting DEC condition.
method Analyzes spin Riemannian manifolds and generalized mean curvature functions.
result Closed spin manifolds cannot satisfy DEC if curvature is large.
Spin TFTs created by gauging line defects in 3D.
problem Creating spin TFTs from oriented TFTs with framed line defects.
method Constructing a spin TFT from an oriented TFT with framed line defects and a commutative Frobenius algebra.
result Spin TFTs extend earlier classifications and reproduce abelian spin Chern-Simons theories.
The paper explores connections between quaternionic and Cayley calibrations in dimensions 8 and 16.
problem Exploring connections between quaternionic and Cayley calibrations in dimensions 8 and 16.
method Starting from collections of 'Kähler 2-forms', the paper constructs canonical 4-forms and calibrated 4-planes in dimensions 8 and 16.
result Explicit formulas for canonical 4-forms ΦSpin(8) and ΦSpin(7)U(1) are derived, and their calibrated 4-planes are characterized. 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.
problem Determining real vector bundles using Dirac indices.
method Mapping spin or spinh manifolds into a compact smooth manifold and using Dirac indices. result Real vector bundles are uniquely determined by their Dirac indices on prescribed manifolds.