Characterizes critical points in convex double and triple bubbles.
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.
Trend · papers per month
It is shown that disjoint sets with fixed Gaussian volumes that partition with minimum Gaussian surface area must be -dimensional. This follows from a second variation argument using infinitesimal translations. The special case proves the Double Bubble problem for the Gaussian measure,…
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…
Confirms isoperimetric conjectures on R^n and S^n for q ≤ min(5, n+1).
Solves the quintuple bubble problem on spheres and Euclidean spaces.
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 …
Sharp criteria for 2-varifolds to be induced by smooth immersions.
Survey on soap bubble partitions and their stability.
Bubbles are essential in certain economic models with high growth and low interest rates.
Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.
Rational bubbles form in nonstationary models of real assets.
The paper integrates Lie-Leibniz triples into Lie group-rack triples.
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.
Degenerate solutions found in 2D H-system bubbles with higher degrees.
This is the third installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 27 bubbles in 27 different global assets; for 25 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that docum…
On 2 November 2009, the Financial Bubble Experiment was launched within the Financial Crisis Observatory (FCO) at ETH Zurich (\url{http://www.er.ethz.ch/fco/}). In that initial report, we diagnosed and announced three bubbles on three different assets. In this latest release of 23 December 2009 in this ongoing experime…
Continuous time analysis of bubble formation in harmonic maps.
Trading bubbles form when traders adapt to price mismatches.
This is the second installment of the Financial Bubble Experiment. Here we provide the digital fingerprint of an electronic document in which we identify 7 bubbles in 7 different global assets; for 4 of these assets, we present windows of dates of the most likely ending time of each bubble. We will provide that documen…
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 …
Paper evaluates whether AI is a bubble or a productivity revolution.
Introduces new spectral triples for parabolic geometry.
Study on metric bubbles in complex dimensions 1 and 2.
Modeling stochastic arbitrage bubbles in Black-Scholes framework.
We present an advance bubble detection methodology based on the Log Periodic Power Law Singularity (LPPLS) confidence indicator for the early causal identification of positive and negative bubbles in the Chinese stock market using the daily data on the Shanghai Shenzhen CSI 300 stock market index from January 2002 thro…
Study predicts NFT bubbles using LPPL model.
Study asset price bubbles in markets with short sales prohibitions and model uncertainty.
Study reveals investor behavior in NFT bubbles.
Study of immersions with Willmore energy leading to spherical and catenoid bubbles.
By combining (i) the economic theory of rational expectation bubbles, (ii) behavioral finance on imitation and herding of investors and traders and (iii) the mathematical and statistical physics of bifurcations and phase transitions, the log-periodic power law (LPPL) model has been developed as a flexible tool to detec…
Example of spacetime with causal bubbling, splitting into timelike and spacelike parts.
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…
Deep neural network detects asset bubbles with improved accuracy.
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…
The classic double bubble theorem says that the least-perimeter way to enclose and separate two prescribed volumes in is the standard double bubble. We seek the optimal double bubble in with density, which we assume to be strictly log-convex. For we show that the solution is sometime…
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…
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 …
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…
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…
Study describes limits of non-collapsing K3 surfaces using algebraic data.
We introduce mod 3 triple Milnor invariants and triple cubic residue symbols for certain primes of the Eisenstein number field , following the analogies between knots and primes. Our triple symbol generalizes both the cubic residue symbol and Rédei's triple symbol, and describes the decomposition…
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…
We consider a knot homotopy as a cylinder in 4-space. An ordinary triple point of the cylinder is called {\em coherent} if all three branches intersect at pairwise with the same index. A {\em triple unknotting} of a classical knot is a homotopy which connects with the trivial knot and which has as singu…
Study predicts market bubbles using machine learning and financial news sentiment.
Study on asset price dynamics in OLG economies with and without a bubbly asset.
Extends Einstein-Hilbert action to higher-order spectral triples.
Computing Chern-Simons action for perturbed Dirac triples