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.
It will be discussed the statistics of the extreme values in time series characterized by finite-term correlations with non-exponential decay. Precisely, it will be considered the results of numerical analyses concerning the return intervals of extreme values of the fluctuations of resistance and defect-fraction displa…
A large consensus now seems to take for granted that the distributions of empirical returns of financial time series are regularly varying, with a tail exponent close to 3. We revisit this results and use standard tests as well as develop a battery of new non-parametric and parametric tests (in particular with stretche…
Finsler metrics with relatively non-negative (non-positive, respectively), constant and isotropic stretch curvatures are investigated in this paper. In particular, it is proved that every non-Riemannian (α,β)-metric with a nonzero constant flag curvature and a non-zero relatively isotropic stretch curvature over a m…
The distribution of recurrence times or return intervals between extreme events is important to characterize and understand the behavior of physical systems and phenomena in many disciplines. It is well known that many physical processes in nature and society display long range correlations. Hence, in the last few year…
In 1974, Thurston proved that, up to isotopy, every automorphism of closed orientable surface is either periodic, reducible, or pseudo-Anosov. The latter case has lead to a rich theory with applications ranging from dynamical systems to low dimensional topology. Associated with every pseudo-Anosov map is a real number …
The Teichmüller space T(Σ) of a surface Σ is equipped with Thurston's asymmetric metric. Stretch lines are oriented geodesics for this metric on T(Σ). We give the asymptotic behavior of the lengths of the measured geodesic laminations as one follows a stretch line in the positive direction.
We explicitly construct pseudo-Anosov maps on the closed surface of genus g with orientable foliations whose stretch factor λ is a Salem number with algebraic degree 2g. Using this result, we show that there is a pseudo-Anosov map whose stretch factor has algebraic degree d, for each positive even integer d s…
In this paper, we study the Galois conjugates of stretch factors of pseudo-Anosov elements of the mapping class group of a surface. We show that - except in low-complexity cases - these conjugates are dense in the complex plane. For this, we use Penner's construction of pseudo-Anosov mapping classes. As a consequence, …
We determine the smallest stretch factor among pseudo-Anosov maps with an orientable invariant foliation on the closed nonorientable surfaces of genus 4, 5, 6, 7, 8, 10, 12, 14, 16, 18 and 20. We also determine the smallest stretch factor of an orientation-reversing pseudo-Anosov map with orientable invariant foliation…
Study reveals uniform difference in stretch factors between genus two handlebody group and outer automorphism group.
problem Analyzing the relationship between stretch factors in genus two handlebody group and outer automorphism group.
method Examined natural homomorphism from genus g handlebody group to outer automorphism group of free groups, focusing on pseudo-Anosov mapping classes and their stretch factors.
result Minimum stretch factor in genus two handlebody group is less than ten times the stretch factor of fully irreducible outer automorphism.
The motivation for this paper is to justify a remark of Thurston that the algebraic degree of stretch factors of pseudo-Anosov maps on a surface S can be as high as the dimension of the Teichmüller space of S. In addition to proving this, we completely determine the set of possible algebraic degrees of pseudo-Anoso…
The study examines cryptocurrency market activity, revealing multifractal inter-transaction times and challenging traditional statistical models.
problem Analyzing long-range autocorrelations and multifractality in cryptocurrency market activity.
method Analysis of tick-by-tick data from multiple cryptocurrency trading platforms, focusing on inter-transaction times, transaction volumes, and volatility.
result Inter-transaction times exhibit multifractality, indicating periods of increased market activity are more complex than quiet periods.
We quantitatively relate the Patterson-Sullivant currents and generic stretching factors for free group automorphisms to the asymmetric Lipschitz metric on Outer space and to Guirardel's intersection number.
We consider the problem of distortion minimal morphing of n-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…
Starting from the generalized exponential function expκ(x)=(1+κ2x2+κx)1/κ, with exp0(x)=exp(x), proposed in Ref. [G. Kaniadakis, Physica A \textbf{296}, 405 (2001)], the survival function P>(x)=expκ(−βxα), where x∈R+, α,β>0, and κ∈[0,1), is considered in order to…
A cylindrical stretch line is a stretch line, in the sense of Thurston, whose horocyclic lamination is a weighted multicurve. In this paper, we show that two correctly parameterized cylindrical lines are parallel if and only if these lines converge towards the same point in Thurston's boundary of Teichmüller space.
We define metrics on Culler-Vogtmann space, which are an analogue of the Teichmuller metric and are constructed using stretching factors. In fact the metrics we study are related, one being a symmetrised version of the other. We investigate the basic properties of these metrics, showing the advantages and pathologies o…
In 1986 William P. Thurston introduced the celebrated (asymmetric) Lipschitz distance on the Teichmueller space of a (closed or punctured) surface. In this paper we extend his work to the Teichmueller space of a surface with boundary endowed the arc distance. In this new setting we construct a large family of geodesics…
We compare systematically several classes of stochastic volatility models of stock market fluctuations. We show that the long-time return distribution is either Gaussian or develops a power-law tail, while the short-time return distribution has generically a stretched-exponential form, but can assume also an algebraic …
We consider the question of whether solutions of variants of Teichmüller harmonic map flow from surfaces M to general targets can degenerate in finite time. For the original flow from closed surfaces of genus at least 2, as well as the flow from cylinders, we prove that such a finite-time degeneration must occur in…