arXiv research

Optimal strategies in stochastic control problems with two parameters are identified.

We introduce a noncommutative differential calculus on the two-parameter $h$-superplane via a contraction of the (p,q)-superplane. We manifestly show that the differential calculus is covariant under $GL_{h_1,h_2}(1| 1)$ transformations. We also give a two-parameter deformation of the (1+1)-dimensional phase space alge…

New two-parameter algebra yields stronger link invariants.

We construct a two-parameter covariant differential calculus on the quantum $h$-exterior plane. We also give a deformation of the two-dimensional fermionic phase space.

New invariant for singular links via bt-algebra.

Two-parameter models can learn high-dimensional targets via gradient flow.

The paper explores how investors make decisions under disappointment aversion, finding that they prefer not to invest.

In this paper we provide the first examples of non-flat soap films proven to span tetrahedra. These are members of a continuous two parameter family of soap films with tetrahedral boundaries. Of particular interest is a two parameter subfamily where each spanning soap film has the property that two minimal surfaces mee…

Method minimizes electricity procurement cost based on demand prediction errors.

Constructs a unique surface in a ball with specific properties.

Study biharmonic functions on vector bundles with spherical symmetry.

Capital distribution curve is defined as log-log plot of normalized stock capitalizations ranked in descending order. The curve displays remarkable stability over periods of time. Theory of exchangeable distributions on set partitions, developed for purposes of mathematical genetics and recently applied in non-parametr…

Constructs non-abelian G2-instantons on ALC members of B7 family.

Study on Lie groups and their geometric properties.

In this paper is studied the behavior of lines of curvature near umbilic points that appear generically on surfaces depending on two parameters.

Refines Hurwitz numbers with a two-parameter theory.

We apply a simple trading strategy for various time series of real and artificial stock prices to understand the origin of fractality observed in the resulting profit landscapes. The strategy contains only two parameters $p$ and $q$, and the sell (buy) decision is made when the log return is larger (smaller) than $p$ (…

The paper characterizes biconservative surfaces in hyperbolic 4-space.

Model non-stationary financial data using log-normal distributions and Langevin equations.

The paper extends Bour's theorem to BCV spaces with constant mean curvature helicoids.

New bounds on continuous random variables' right-tail probabilities.

We construct the universal sl(2)-tangle cohomology using an approach with webs and dotted foams. This theory depends on two parameters, and for the case of links it is a categorification of the unnormalized Jones polynomial of the link.

In the context of the Dragulescu-Yakovenko (2000) model, we show that empirical income distribution with truncated datasets, cannot be properly modeled by the one-parameter exponential distribution. However, a truncated version characterized by an exponential distribution with two parameters gives an accurate fit.

We investigate projective spherically symmetric Finsler metrics with constant flag curvature in $R^n$ and give the complete classification theorems. Furthermore, a new class of Finsler metrics with two parameters on n-dimensional disk are found to have constant negative flag curvature.

We investigate the curvature properties of a two-parameter family of Hermitian structures on the product of two Sasakian manifolds, as well as intermediate relations. We give a necessary and sufficient condition for a Hermitian structure belonging to the family to be Einstein and provide concrete examples.

We generalize the Khovanov-Rozansky cohomology for n=2 by means of a homogeneous potential that depends on two parameters, to obtain the universal Khovanov-Rozansky sl(2) link cohomology. This theory is equivalent to the universal foam sl(2) link cohomology, after tensoring both theories with appropriate rings.

We propose an algorithm which allows to derive the generalized Alexander polynomial invariants of knots and links with the help of the q,p-numbers, appearing in bosonic two-parameter quantum algebra. These polynomials turn into HOMFLY ones by applying special parametrization. The Jones polynomials can be also obtained …

We explore Jaeger's state model for the HOMFLYPT polynomial. We reformulate this model in the language of Gauss diagrams and use it to obtain Gauss diagram formulas for a two-parameter family of Vassiliev invariants coming from the HOMFLYPT polynomial. These formulas are new already for invariants of degree 3.

We review a construction of a new class of algebraic curves, called super-A-polynomials, and their quantum generalizations. The super-A-polynomial is a two-parameter deformation of the A-polynomial known from knot theory or Chern-Simons theory with SL(2,C) gauge group. The two parameters of the super-A-polynomial encod…

Researchers found explicit solutions to a complex equation in advanced geometry.

The paper proposes a neural network model for estimating conditional mixture Weibull distributions with right-censored data.

In this note we describe the recursion relations between two parameter HOMLFY and Kauffman polynomials of framed links These relation correspond to embeddings of quantized universal enveloping algebras. The relation corresponding to embeddings $g_{n}\supset g_{k}\times sl_{n-k}$ where $g_{n}$ is either $so_{2n+1}$, $so…

Non-compact G_2 holonomy metrics that arise from a T^2 bundle over a hyper-Kahler space are discussed. These are one parameter deformations of the metrics studied by Gibbons, Lu, Pope and Stelle in hep-th/0108191. Seven-dimensional spaces with G_2 holonomy fibered over the Taub-Nut and the Eguchi-Hanson gravitational i…

Advanced forecasting models outperform Holt-Winters and ARIMA for stock market data.

We obtain the conditions for the emergence of the swarm intelligence effect in an interactive game of restless multi-armed bandit (rMAB). A player competes with multiple agents. Each bandit has a payoff that changes with a probability $p_{c}$ per round. The agents and player choose one of three options: (1) Exploit (a …

An unobstructedness theorem is proved for deformations of compact holomorphic Poisson manifolds and applied to a class of examples. These include certain rational surfaces and Hilbert schemes of points on Poisson surfaces. We study in particular the Hilbert schemes of the projective plane and show that a generic deform…

A new logit model derived from the Weibull manifold.

Weibull framework diagnoses transformer weight distributions, revealing distinct patterns across modules.

The paper optimizes reinsurance under uncertain dependence among insurers.

New model predicts implied volatility using past asset price paths.

Bayesian optimization improves PC algorithm for learning Gaussian Bayesian networks.

Clustering ensemble is one of the most recent advances in unsupervised learning. It aims to combine the clustering results obtained using different algorithms or from different runs of the same clustering algorithm for the same data set, this is accomplished using on a consensus function, the efficiency and accuracy of…

We study the geometry of the tangent bundle equipped with a two-parameter family of Riemannian metrics. After deriving the expression of the Levi-Civita connection, we compute the Riemann curvature tensor and the sectional, Ricci and scalar curvatures. Specializing to the case of space forms, we characterise the metric…

We continue our study of the degree of the colored Jones polynomial under knot cabling started in "Knot Cabling and the Degree of the Colored Jones Polynomial" (arXiv:1501.01574). Under certain hypothesis on this degree, we determine how the Jones slopes and the linear term behave under cabling. As an application we ve…

In this paper we consider an interval portfolio selection problem with uncertain returns and introduce an inclusive concept of satisfaction index for interval inequality relation. Based on the satisfaction index, we propose an approach to reduce the interval programming problem with uncertain objective and constraints …

Simple model prices swaptions in multicurve interest rates.

The aim of this paper is to describe a class of conservative systems on $S^2$ possessing an integral cubic in momenta. We prove that this class of systems consists off the case of Goryachev-Chaplygin, the one-parameter family of systems which has been found by the author in the previous paper (dg-ga/9711005) and a new …

In the current environment of financial distress, many governments are likely to soon become major holders of financial assets, but the policy debate focuses only on the likelihood and extent of short-term market stabilization. This paper shows that government intervention and propping up are likely to lead to long-ter…