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.
We construct one-parameter families of solutions to the Einstein--Klein--Gordon equations bifurcating off the Kerr solution such that the underlying family of spacetimes are each an asymptotically flat, stationary, axisymmetric, black hole spacetime, and such that the corresponding scalar fields are non-zero and time-p…
We provide a geometric framework for the construction of non-vacuum black holes whose metrics are stationary and axisymmetric. Under suitable assumptions we show that the Einstein equations reduce to an Einstein-harmonic map type system and analyze the compatibility of the resulting equations. This framework will be fu…
We prove that smooth asymptotically flat solutions to the Einstein vacuum equations which are assumed to be periodic in time, are in fact stationary in a neighborhood of infinity. Our result applies under physically relevant regularity assumptions purely at the level of the initial data. In particular, our work removes…
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling behavior field among traders in case of a financial market crash acts like…
This case study tests the possibility of prediction for "success" (or "winner") components of four stock & shares market indices in a time period of three years from 02-Jul-2009 to 29-Jun-2012.We compare their performance ain two time frames: initial frame three months at the beginning (02/06/2009-30/09/2009) and the f…
Based on the Aristotelian concept of potentiality vs. actuality allowing for the study of energy and dynamics in language, we propose a field approach to lexical analysis. Falling back on the distributional hypothesis to statistically model word meaning, we used evolving fields as a metaphor to express time-dependent c…
We prove that, in the non-extreme Kerr-Newman black hole geometry, the Dirac equation has no normalizable, time-periodic solutions. A key tool is Chandrasekhar's separation of the Dirac equation in this geometry. A similar non-existence theorem is established in a more general class of stationary, axisymmetric metrics …
We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French and E. Fama during the tim…
We present both, theory and an algorithm for solving time-harmonic wave problems in a general setting. The time-harmonic solutions will be achieved by computing time-periodic solutions of the original wave equations. Thus, an exact controllability technique is proposed to solve the time-dependent wave equations. We dis…
Network anomaly detection is still a vibrant research area. As the fast growth of network bandwidth and the tremendous traffic on the network, there arises an extremely challengeable question: How to efficiently and accurately detect the anomaly on multiple traffic? In multi-task learning, the traffic consisting of flo…
We present a stochastic, agent-based, binary-transaction Asset-Exchange Model (AEM) for wealth distribution that allows for agents with negative wealth. This model retains certain features of prior AEMs such as redistribution and wealth-attained advantage, but it also allows for shifts as well as scalings of the agent …
Under what conditions is an edge present in a social network at time t likely to decay or persist by some future time t + Delta(t)? Previous research addressing this issue suggests that the network range of the people involved in the edge, the extent to which the edge is embedded in a surrounding structure, and the age…
An empirical analysis of interest rates in money and capital markets is performed. We investigate a set of 34 different weekly interest rate time series during a time period of 16 years between 1982 and 1997. Our study is focused on the collective behavior of the stochastic fluctuations of these time-series which is in…
In this paper, we establish a fluid limit for a two--sided Markov order book model. Our main result states that in a certain asymptotic regime, a pair of measure-valued processes representing the "sell-side shape" and "buy-side shape" of an order book converges to a pair of deterministic measure-valued processes in a c…
We study the multi-scale temporal correlations and causality connections between the New York Stock Exchange (NYSE) and Bombay Stock Exchange (BSE) monthly average closing price indexes for a period of 300 months, encompassing the time period of the liberalisation of the Indian economy and its gradual global exposure. …
A simple quantum model explains the Levy-unstable distributions for individual stock returns observed by ref.[1]. The probability density function of the returns is written as the squared modulus of an amplitude. For short time intervals this amplitude is proportional to a Cauchy-distribution and satisfies the Schroedi…