Research
On-device research index

arXiv research

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.

168,657 papers · 148 categories

Trend · papers per month

5111621 · Jun 202619922001200920172026
48 results for triple bubble

It is shown that mm disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with minimum Gaussian surface area must be (m1)(m-1)-dimensional. This follows from a second variation argument using infinitesimal translations. The special case m=3m=3 proves the Double Bubble problem for the Gaussian measure,…

2018-05-25abs ↗pdf ↗

The generalized soap bubble problem seeks the least perimeter way to enclose and separate n given volumes in R^m. We study the possible configurations for perimeter minimizing bubble complexes enclosing more than two regions. We prove that perimeter minimizing planar bubble complexes with equal pressure regions and wit…

1998-08-11abs ↗pdf ↗

Confirms isoperimetric conjectures on R^n and S^n for q ≤ min(5, n+1).

problem Minimizing total perimeter among bubbles enclosing prescribed volume.
method Tandem consideration of R^n and S^n, Möbius geometry, conformal Killing fields.
result Spherical interfaces and connected cells in minimizers, resolving Heppes conjecture.

A soap film is actually a thin solid fluid bounded by two surfaces of opposite orientation. It is natural to model the film using one polyhedron for each side. Two problems are to get the polyhedra for both sides to be in the same place without canceling each other out and to model triple junctions without introducing …

2004-01-03abs ↗pdf ↗

Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.

problem Bubbling configurations in Yang-Mills fields on four-manifolds.
method Derived Pohozaev type compatibility between weak limit connection and bubbles, involving Weyl tensor.
result Obstructions to certain bubbling configurations on CP2.

Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

problem Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
method Perturbations of geodesic standard double bubbles centered at critical points of the ambient scalar curvature and aligned along eigen-vectors of the ambient Ricci tensor, with general multiplicity results via Lusternik-Schnirelman theory.
result Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

Defines speculative bubbles in discrete-time models based on discounted stock price losing mass.

problem Characterizing speculative bubbles in discrete-time models.
method Introduces a new definition based on discounted stock price behavior and provides probabilistic characterizations.
result Speculative bubbles in discrete time are linked to solutions of a linear Volterra integral equation.

Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies 9 time series that have been previously considered as bubbles ending in crashes. The …

2003-11-05abs ↗pdf ↗

Paper evaluates whether AI is a bubble or a productivity revolution.

problem Determining if AI investments are a bubble or a sustainable technology.
method Hybrid review and diagnostic framework combining asset pricing foundations and modern econometric methods.
result AI investments show both genuine fundamentals and bubble-like fragilities.

Study asset price bubbles in markets with short sales prohibitions and model uncertainty.

problem Investigating asset price bubbles in markets with short sales prohibitions and model uncertainty.
method Introducing a novel definition of the fundamental price and analyzing the types and characterization of bubbles using a new fundamental theorem of asset pricing and superhedging duality.
result Two distinct types of bubbles arise depending on the maturity structure of the asset, and conditions for their existence are provided.

Study of immersions with Willmore energy leading to spherical and catenoid bubbles.

problem Classifying immersions with specific energy properties.
method Analyzing sequences of weak immersions with diverging conformal classes, applying Möbius transformations, and strong Wloc2,2W^{2,2}_{\mathrm{loc}}-limits.
result Obtaining spherical and catenoid bubbles as limits of immersions.

Example of spacetime with causal bubbling, splitting into timelike and spacelike parts.

problem Understanding causal bubbling in spacetimes.
method Example of a globally hyperbolic spacetime with a continuous metric, splitting orthogonally into timelike and spacelike parts.
result The synthetic timelike curvature-dimension (TCD) condition does not prevent causal bubbling.

In the past decade, Bitcoin as an emerging asset class has gained widespread public attention because of their extraordinary returns in phases of extreme price growth and their unpredictable massive crashes. We apply the log-periodic power law singularity (LPPLS) confidence indicator as a diagnostic tool for identifyin…

2019-05-23abs ↗pdf ↗

Every link in the 3-sphere has a projection to the plane where the only singularities are pairwise transverse triple points. The associated diagram, with height information at each triple point, is a triple-crossing diagram of the link. We give a set of diagrammatic moves on triple-crossing diagrams analogous to the Re…

2017-06-28abs ↗pdf ↗

The classic double bubble theorem says that the least-perimeter way to enclose and separate two prescribed volumes in RN\mathbb{R}^N is the standard double bubble. We seek the optimal double bubble in RN\mathbb{R}^N with density, which we assume to be strictly log-convex. For N=1N=1 we show that the solution is sometime…

2017-08-10abs ↗pdf ↗

We explore geometric aspects of bubble convergence for harmonic maps. More precisely, we show that the formation of bubbles is characterised by the local excess of curvature on the target manifold. We give a universal estimate for curvature concentration masses at each bubble point and show that there is no curvature l…

2010-05-20abs ↗pdf ↗

We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying this criterion we can automatically extract the periods in which bubbles and crashes are identified. From stock market data of so-called the …

2006-08-01abs ↗pdf ↗

Two triples of triangles having pairwise disjoint outlines in 3-space are called combinatorially isotopic if one triple can be obtained from the other by a continuous motion during which the outlines of the triangles remain pairwise disjoint. We conjecture that it can be algorithmically checked if an (ordered or unorde…

2019-08-11abs ↗pdf ↗

Triple linking numbers were defined for 3-component oriented surface-links in 4-space using signed triple points on projections in 3-space. In this paper we give an algebraic formulation using intersections of homology classes (or cup products on cohomology groups). We prove that spherical links have trivial triple lin…

2000-07-24abs ↗pdf ↗

We introduce the concept of "negative bubbles" as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with a hazard rate de…

2010-03-30abs ↗pdf ↗

We consider a knot homotopy as a cylinder in 4-space. An ordinary triple point pp of the cylinder is called {\em coherent} if all three branches intersect at pp pairwise with the same index. A {\em triple unknotting} of a classical knot KK is a homotopy which connects KK with the trivial knot and which has as singu…

2010-05-02abs ↗pdf ↗

Study predicts market bubbles using machine learning and financial news sentiment.

problem Predicting market bubbles in the S&P 500 index.
method Three-step approach combining financial news sentiment and macroeconomic indicators.
result Proposed three-step ensemble approach significantly improves bubble prediction accuracy.

Study on asset price dynamics in OLG economies with and without a bubbly asset.

problem Analyzing asset price dynamics and optimality in OLG economies with an asset that yields dividends.
method Deriving conditions for three scenarios of equilibrium existence, providing a complete characterization of the equilibrium set, and investigating the relationship between asset price behaviors and optimality.
result A bubbly equilibrium exists if and only if the interest rate is lower than the population growth rate and the sum of per capita dividends is finite.