A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study reveals AI's spontaneous topic changes in text prediction.
This paper provides an attempt to formalize Hayek's notion of spontaneous order within the framework of the Arrow-Debreu economy. Our study shows that if a competitive economy is enough fair and free, then a spontaneous economic order shall emerge in long-run competitive equilibria so that social members together occup…
This paper analyzes how kinetic terms in stock market equations can affect symmetry breaking.
Study on spontaneous symmetry breaking in financial markets using quantum mechanics.
We analyse four consecutive cycles observed in the USA for employment and inflation. They are driven by three oil price shocks and an intended interest rate shock. Non-linear coupling between the rate equations for consumer products as prey and consumers as predators provides the required instability, but its natural d…
The article explores Helfrich flow with spontaneous curvature, finding singularities and convergence behaviors.
Investigates spontaneous symmetry breaking in non-equilibrium systems.
The paper connects financial vacuum conditions to spontaneous symmetry breaking in quantum finance.
Models predict Alzheimer's Dementia from spontaneous speech with high accuracy.
Study on dynamic curves with elastic energy and spontaneous curvature.
Study detects SLI in children from spontaneous narrative transcripts.
Recent theoretical advances in elasticity of membranes following Helfrich's famous spontaneous curvature model are summarized in this review. The governing equations describing equilibrium configurations of lipid vesicles, lipid membranes with free edges, and chiral lipid membranes are presented. Several analytic solut…
We introduce and study a non-equilibrium continuous-time dynamical model of the price of a single asset traded by a population of heterogeneous interacting agents in the presence of uncertainty and regulatory constraints. The model takes into account (i) the price formation delay between decision and investment by the …
New model suggests universe emerges from single particle quantum mechanics.
Permutation of any two hidden units yields invariant properties in typical deep generative neural networks. This permutation symmetry plays an important role in understanding the computation performance of a broad class of neural networks with two or more hidden units. However, a theoretical study of the permutation sy…
Inspired by recent ideas on how the analysis of complex financial risks can benefit from analogies with independent research areas, we propose an unorthodox framework for mapping microfinance credit risk---a major obstacle to the sustainability of lenders outreaching to the poor. Specifically, using the elements of net…
GE-autoencoder identifies spontaneous symmetry breaking in systems.
We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter. We estimate the control parameter for mom…
The goal of this paper is twofold. First we prove a rigidity estimate, which generalises the theorem on geometric rigidity of Friesecke, James and Müller to 1-forms with non-vanishing exterior derivative. Second we use this estimate to prove a kind of spontaneous breaking of rotational symmetry for some models of cryst…
The study optimizes cell membranes' shapes based on curvature and proves existence of minimizers.
Geometric mechanism mimics physics' symmetry breaking.
Firm foundation theory estimates a security's firm fundamental value based on four determinants: expected growth rate, expected dividend payout, the market interest rate and the degree of risk. In contrast, other views of decision-making in the stock market, using alternatives such as human psychology and behavior, bou…
Study on surfaces minimizing elastic energy with boundary constraints.
Spontaneous brain activity, as observed in functional neuroimaging, has been shown to display reproducible structure that expresses brain architecture and carries markers of brain pathologies. An important view of modern neuroscience is that such large-scale structure of coherent activity reflects modularity properties…
Infants with a variety of complications at or before birth are classified as being at risk for developmental delays (AR). As they grow older, they are followed by healthcare providers in an effort to discern whether they are on a typical or impaired developmental trajectory. Often, it is difficult to make an accurate d…
Deep learning models outperform classical methods in forecasting neural activity.
In this paper we discuss the mechanism of spontaneous symmetry breaking from the point view of vacuum pairs, considered as ground states of a Yang-Mills-Higgs gauge theory. We treat a vacuum as a section in an appropriate bundle that is naturally associated with a minimum of a (general) Higgs potential. Such a vacuum s…
We present a model that investigates the spontaneous emergence of randomness in equity market microstructure. The phase space analysis of our model exposes an endogenous source of fluctuation in price and volume. We formulate a control problem for maximizing price regularity and stability while minimizing entanglement …
Trust is a collective, self-fulfilling phenomenon that suggests analogies with phase transitions. We introduce a stylized model for the build-up and collapse of trust in networks, which generically displays a first order transition. The basic assumption of our model is that whereas trust begets trust, panic also begets…
Irrespective of local conditions imposed on the metric, any extendible spacetime U has a maximal extension containing no closed causal curves outside the chronological past of U. We prove this fact and interpret it as impossibility (in classical general relativity) of the time machines, insofar as the latter are define…
Singular fiber resolution does not describe the spontaneous breaking of gauge symmetry in F-theory, as the corresponding branch of the moduli space does not exist in the theory. Accordingly, even non-abelian gauge theories have not been fully understood in global F-theory compactifications. We present a systematic disc…
A toy model shows how locality can emerge in the universe's Hamiltonian and initial state.
ADReSS Challenge at INTERSPEECH 2020 benchmarks speech recognition for Alzheimer's dementia.
We present a plausible micro-founded model for the previously postulated power law finite time singular form of the crash hazard rate in the Johansen-Ledoit-Sornette model of rational expectation bubbles. The model is based on a percolation picture of the network of traders and the concept that clusters of connected tr…
Preterm birth is the most common cause of neonatal death. Current diagnostic methods that assess the risk of preterm birth involve the collection of maternal characteristics and transvaginal ultrasound imaging conducted in the first and second trimester of pregnancy. Analysis of the ultrasound data is based on visual i…
Helical ribbons arise in many biological and engineered systems, often driven by anisotropic surface stress, residual strain, and geometric or elastic mismatch between layers of a laminated composite. A full mathematical analysis is developed to analytically predict the equilibrium deformed helical shape of an initiall…
Existence of a complex structure on the dimensional sphere is proved in this paper. The proof is based on re-interpreting a hypothetical complex structure as a classical ground state of a Yang--Mills--Higgs-like theory on . This classical vacuum solution is then constructed by Fourier expansion (dimensional re…
We preset a computational study of bending models for the curvature elasticity of lipid bilayer membranes that are relevant for simulations of vesicles and red blood cells. We compute bending energy and forces on triangulated meshes and evaluate and extend four well established schemes for their approximation: Kantor a…
We prove that the restricted holonomy group of a complete smooth solution to the Ricci flow of uniformly bounded curvature cannot spontaneously contract in finite time; it follows, then, from an earlier result of Hamilton that the holonomy group is exactly preserved by the equation. In particular, a solution to the Ric…
Study symmetry breaking in quantum mechanics to understand many-body physics.
New metrics reveal how Majoranas crystallize in a particle model.
We consider a Canham-Helfrich-type variational problem defined over closed surfaces enclosing a fixed volume and having fixed surface area. The problem models the shape of multiphase biomembranes. It consists of minimizing the sum of the Canham-Helfrich energy, in which the bending rigidities and spontaneous curvatures…
We extend our analysis in [arXiv:0801.4782] and show that the chiral algebras of (0,2) sigma models are totally trivialized by worldsheet instantons for all complete flag manifolds of compact semisimple Lie groups. Consequently, supersymmetry is spontaneously broken. Our results verify Stolz's idea that there are no ha…
Understanding human fetal neurodevelopment is of great clinical importance as abnormal development is linked to adverse neuropsychiatric outcomes after birth. Recent advances in functional Magnetic Resonance Imaging (fMRI) have provided new insight into development of the human brain before birth, but these studies hav…
Study on surface configurations with curvature and elasticity.
In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be observed between the decay of spontaneous fluctuations and of changes due to external p…
Mathematical model describes how red blood cells return to equilibrium.
We explore two-dimensional sigma models with (0,2) supersymmetry through their chiral algebras. Perturbatively, the chiral algebras of (0,2) models have a rich infinite-dimensional structure described by the cohomology of a sheaf of chiral differential operators. Nonperturbatively, instantons can deform this structure …