arXiv research

TRS-ODENs learn dynamics with time-reversal symmetry for more efficient learning.

New neural net learns time-reversible symplectic dynamics.

Within the description of stochastic differential equations it is argued that the existence of Boltzmann-Gibbs type distribution in economy is independent of the time reversal symmetry in econodynamics. Both power law and exponential distributions can be accommodated by it. The demonstration is based on a mathematical …

We explore 4d Yang-Mills gauge theories (YM) living as boundary conditions of 5d gapped short/long-range entangled (SRE/LRE) topological states. Specifically, we explore 4d time-reversal symmetric pure YM of an SU(2) gauge group with a second-Chern-class topological term at $θ=π$ (SU(2)$_{θ=π}$ YM), by turning on backg…

In this paper we classify maps from a torus phase space $X$ to $\mathcal{H}_n^*$, the space of $n \times n$, non-singular hermitian operators up to equivariant homotopy. The equivariance is with respect to a time-reversal involution on $X$ and an involution on $\mathcal{H}_n^*$ defining a certain symmetry class. Furthe…

This paper generalizes two facts about oriented 3d TFTs to the unoriented case. On one hand, it is known that oriented 3d TFTs having a topological boundary condition admit a state-sum construction known as the Turaev-Viro construction. This is related to the string-net construction of fermionic phases of matter. We sh…

We generalize the recently discovered relationship between JT gravity and double-scaled random matrix theory to the case that the boundary theory may have time-reversal symmetry and may have fermions with or without supersymmetry. The matching between variants of JT gravity and matrix ensembles depends on the assumed s…

In a closed economic system, money is conserved. Thus, by analogy with energy, the equilibrium probability distribution of money must follow the exponential Gibbs law characterized by an effective temperature equal to the average amount of money per economic agent. We demonstrate how the Gibbs distribution emerges in c…

New algorithm learns bridged diffusion processes without time-reversals.

Time reversal invariance can be summarized as follows: no difference can be measured if a sequence of events is run forward or backward in time. Because price time series are dominated by a randomness that hides possible structures and orders, the existence of time reversal invariance requires care to be investigated. …

We present homotopy theoretic and geometric interpretations of the Kane-Mele invariant for gapped fermionic quantum systems in three dimensions with time-reversal symmetry. We show that the invariant is related to a certain 4-equivalence which lends it an interpretation as an obstruction to a block decomposition of the…

Inferring causal interactions from observed data is a challenging problem, especially in the presence of measurement noise. To alleviate the problem of spurious causality, Haufe et al. (2013) proposed to contrast measures of information flow obtained on the original data against the same measures obtained on time-rever…

This is a short review in honor of B. Mandelbrot's 80st birthday, to appear in W ilmott magazine. We discuss how multiplicative cascades and related multifractal ideas might be relevant to model the main statistical features of financial time series, in particular the intermittent, long-memory nature of the volatility.…

We formulate a family of spin Topological Quantum Filed Theories (spin-TQFTs) as fermionic generalization of bosonic Dijkgraaf-Witten TQFTs. They are obtained by gauging $G$-equivariant invertible spin-TQFTs, or, in physics language, gauging the interacting fermionic Symmetry Protected Topological states (SPTs) with a …

By developing a generalized cobordism theory, we explore the higher global symmetries and higher anomalies of quantum field theories and interacting fermionic/bosonic systems in condensed matter. Our essential math input is a generalization of Thom-Madsen-Tillmann spectra, Adams spectral sequence, and Freed-Hopkins's t…

mfBm models and forecasts volatility with different Hurst exponents and correlations.

We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after the large fluctuations is characterized by a power law, and the exponents $p_\pm$ usually vary with the strength of the lar…

Unified framework for sampling from complex distributions, including discrete and mixed-variable systems.

This study bridges discrete and continuous state spaces using the Ehrenfest process and diffusion models.

New method bypasses time-reversal for diffusion-based generative models.

Machine learning infers time-reversible dynamics from data.

Extends spectral number variance convergence to random matrix ensembles for twisted Laplacians.

Constructs a path integral for fermionic SPTs, solving anomalies in 2+1D topological orders.

We use techniques from functorial quantum field theory to provide a geometric description of the parity anomaly in fermionic systems coupled to background gauge and gravitational fields on odd-dimensional spacetimes. We give an explicit construction of a geometric cobordism bicategory which incorporates general backgro…

We study time reversal, last passage time, and $h$-transform of linear diffusions. For general diffusions with killing, we obtain the probability density of the last passage time to an arbitrary level and analyze the distribution of the time left until killing after the last passage time. With these tools, we develop a…

DDS samples from noisy data by reversing diffusion, providing theoretical guarantees.

We investigate the large-volatility dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after large volatilities is characterized by a power law, and the exponents $p_\pm$ usually vary with the strength of the large vo…

A new ML method predicts long-time-step molecular dynamics, preserving symplectic and time-reversible properties.

New method simulates diffusion bridges using score matching.

Parsimonious neural networks discover interpretable physical laws from data.

The percolation model of stock market speculation allows an asymmetry (in the return distribution) leading to fast downward crashes and slow upward recovery. We see more small upturns and more intermediate downturns.

CD learning is shown to be an adversarial game for fitting models.

PDDS samples from unnormalized densities using iterative particle scheme.

In his 2011 work, Maas has shown that the law of any time-reversible continuous-time Markov chain with finite state space evolves like a gradient flow of the relative entropy with respect to its stationary distribution. In this work we show the converse to the above by showing that if the relative law of a Markov chain…

Pareto's law states that the distribution of personal income obeys a power-law in the high-income range, and has been supported by international observations. Researchers have proposed models over a century since its discovery. However, the dynamical nature of personal income has been little studied hitherto, mostly du…

Generative model handles varying data dimensions using jump diffusion processes.

There are eight possible Pin groups that can be used to describe the transformation behaviour of fermions under parity and time reversal. We show that only two of these are compatible with general relativity, in the sense that the configuration space of fermions coupled to gravity transforms appropriately under the spa…

Recently we introduced T-duality in the study of topological insulators. In this paper, we study the bulk-boundary correspondence for three phenomena in condensed matter physics, namely, the quantum Hall effect, the Chern insulator, and time reversal invariant topological insulators. In all of these cases, we show that…

Ultrasound (US) imaging is based on the time-reversal principle, in which individual channel RF measurements are back-propagated and accumulated to form an image after applying specific delays. While this time reversal is usually implemented as a delay-and-sum (DAS) beamformer, the image quality quickly degrades as the…

We propose a novel method to forecast the future from the present using time-reversed data.

Generative models using PDMPs with explicit jump rates and kernels.

Study links cognitive effort to thermodynamic principles, optimizing decision-making.

We attempt to unveil the fine structure of volatility feedback effects in the context of general quadratic autoregressive (QARCH) models, which assume that today's volatility can be expressed as a general quadratic form of the past daily returns. The standard ARCH or GARCH framework is recovered when the quadratic kern…

We introduce and establish the main properties of QHawkes ("Quadratic" Hawkes) models. QHawkes models generalize the Hawkes price models introduced in E. Bacry et al. (2014), by allowing all feedback effects in the jump intensity that are linear and quadratic in past returns. A non-parametric fit on NYSE stock data sho…

We present and discuss a stochastic model of financial assets dynamics based on the idea of an inverse renormalization group strategy. With this strategy we construct the multivariate distributions of elementary returns based on the scaling with time of the probability density of their aggregates. In its simplest versi…

New loops found in universe's timeline, challenging traditional time direction.

We study velocity correlations induced by diffusion and dissipation in a simple dissipative dynamical system. We observe that diffusion, as a result of time reversible microscopic processes, leads to correlations with different spatial parity from those caused by dissipation, consisting of time irreversible microscopic…

Gerbes encode spectral gaps in topological insulators.