arXiv research

We investigate the behavior of the Shanghai Stock Exchange Composite (SSEC) index for the period from 1990:12 to 2007:06 using an unconstrained two-regime threshold autoregressive (TAR) model with an unit root developed by Caner and Hansen. The method allows us to simultaneously consider non-stationarity and nonlineari…

Polynomials' roots count tied to surface umbilics.

New proof for symmetric spaces with rectangular lattices.

Study on Jones polynomials and their roots in the unit circle and complex plane.

Study tail risk in high-frequency finance using $L_1$-regularized regression.

This study applies old and new generations of panel unit root tests to test the validity of long-run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the CEECs' real interest rates, respectively. When the panel unit root te…

Novel approach integrates Multivariate Square-root Lasso into Synthetic Control for high-dimensional data.

To each unit complex number with positive imaginary part there is defined a Tristram-Levine knot signature function. The set of all such signature functions is linearly independent as a set of functions defined on the set of all knots. The set of averaged signature functions forms a linearly independent set of homomoro…

The signature function of a knot is a locally constant integer valued function with domain the unit circle. The jumps (i.e., the discontinuities) of the signature function can occur only at the roots of the Alexander polynomial on the unit circle. The latter are important in deforming U(1) representations of knot group…

We study a natural Lie algebra structure on the free vector space generated by all rooted planar trees as the associated Lie algebra of the nonsymmetric operad (non-$Σ$ operad, preoperad) of rooted planar trees. We determine whether the Lie algebra and some related Lie algebras are finitely generated or not, and prove …

Hikami observed a discontinuity in a WRT invariant at roots of unity.

The study of random positive 3-strand braids reveals patterns in the roots of their Alexander polynomials.

Paper examines LASSO for high-dimensional predictive regression, improving its performance in forecasting unemployment.

In this paper we propose and investigate a novel nonlinear unit, called $L_p$ unit, for deep neural networks. The proposed $L_p$ unit receives signals from several projections of a subset of units in the layer below and computes a normalized $L_p$ norm. We notice two interesting interpretations of the $L_p$ unit. First…

We prove that every homomorphism from the elementary Chevalley group over a finitely generated unital commutative ring associated with reduced irreducible classical root system of rank at least 2, and ME analogues of such groups, into acylindrically hyperbolic groups has an absolutely elliptic image. This result provid…

This paper presents a general framework for norm-based capacity control for $L_{p,q}$ weight normalized deep neural networks. We establish the upper bound on the Rademacher complexities of this family. With an $L_{p,q}$ normalization where $q\le p^*$, and $1/p+1/p^{*}=1$, we discuss properties of a width-independent ca…

Researchers create a teapot model for Mandelbrot set, proving connectedness.

We associate a flow $φ$ to a solution of the vortex equations on a closed oriented Riemannian 2-manifold $(M,g)$ of negative Euler characteristic and investigate its properties. We show that $φ$ always admits a dominated splitting and identify special cases in which $φ$ is Anosov. In particular, starting from holomorph…

The study counts units and eigenvalue patterns in SL_n(Z) and Sp_{2n}(Z) in thin tubes.

We present a self-consistent model for explosive financial bubbles, which combines a mean-reverting volatility process and a stochastic conditional return which reflects nonlinear positive feedbacks and continuous updates of the investors' beliefs and sentiments. The conditional expected returns exhibit faster-than-exp…

Given an element of the Bloch group of a number field~$F$ and a natural number~$n$, we construct an explicit unit in the field $F_n=F(e^{2 πi/n})$, well-defined up to $\nn$-th powers of nonzero elements of~$F_n$. The construction uses the cyclic quantum dilogarithm, and under the identification of the Bloch group of~$F…

The set consisting of all rotations of the Euclidean plane is equipped with a quandle structure. We show that a knot is colorable by this quandle if and only if its Alexander polynomial has a root on the unit circle in $\mathbb{C}$. Further we enumerate all non-trivial colorings of a torus knot diagram by the quandle u…

Following the lines of a celebrated result by R. Bott (Comm. Pure Appl. Math. 9, 1956) we study the Morse index of the iterated of a closed geodesic in stationary Lorentzian manifolds, or, more generally, of a closed Lorentzian geodesic that admits a timelike periodic Jacobi field. Given one such closed geodesic $γ$, w…

I studied the convergence of regional house prices to national prices in USA by analyzing time-series of house price indices of 9 Census Divisions. I found the evidence of the convergence in some parts of the country using asymmetric unit root tests. The fact that the evidence of the convergence is not present in large…

Using an analog of the boundary element method in engineering and science, we analyze and model unemployment rate in Austria, Italy, the Netherlands, Sweden, Switzerland, and the United States as a function of inflation and the change in labor force. Originally, the model linking unemployment to inflation and labor for…

The formula for the Turaev-Viro invariant of a 3-manifold depends on a complex parameter t. When t is not a root of unity, the formula becomes an infinite sum. This paper analyzes convergence of this sum when t does not lie on the unit circle, in the presence of an efficient triangulation of the three-manifold. The ter…

This work presents a parametrized family of divergences, namely Alpha-Beta Log- Determinant (Log-Det) divergences, between positive definite unitized trace class operators on a Hilbert space. This is a generalization of the Alpha-Beta Log-Determinant divergences between symmetric, positive definite matrices to the infi…

Generalised spin structures, or r-spin structures, on a 2-dimensional orbifold Σare r-fold fibrewise connected coverings (also called r-th roots) of its unit tangent bundle STΣ. We investigate such structures on hyperbolic orbifolds. The conditions on r for such structures to exist are given. The action of the diffeomo…

Pricing extremely long-dated liabilities market consistently deals with the decline in liquidity of financial instruments on long maturities. The aim is to quantify the uncertainty of rates up to maturities of a century. We assume that the interest rates follow the affine mean-reverting Vasicek model. We model paramete…

We define a capacity which measures the size of Weinstein tubular neighbourhoods of Lagrangian submanifolds. In symplectic vector spaces this leads to bounds on the codisc radius for any closed Lagrangian submanifold in terms of Viterbo's isoperimetric inequality. Moreover, we prove a generalization of Gromov's packing…

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin price and volatility. Machine learning models like recurrent neural network (RNN) an…

This paper discuss an intrinsic relation among congruent relations \cite{CLPZ}, cyclotomic expansion and Volume Conjecture for $SU(n)$ invariants. Motivated by the congruent relations for $SU(n)$ invariants obtained in our previous work \cite{CLPZ}, we study certain limits of the $SU(n)$ invariants at various roots of …

Given a unital associatve graded algebra we construct the graded q-differential algebra by means of a graded q-commutator, where q is a primitive N-th root of unity. The N-th power (N>1) of the differential of this graded q-differential algebra is equal to zero. We use our approach to construct the graded q-differentia…

Research develops a water quality prediction model using LSTM.

We consider the ways in which a 4-tangle T inside a unit cube can be extended outside the cube into a knot or link L. We present two links n(T) and d(T) such that the greatest common divisor of the determinants of these two links always divides the determinant of the link L. In order to prove this result we give a two-…

A linear and lagged relationship between inflation and labor force change rate, p(t)= A1dLF(t-t1)/LF(t-t1)+A2 was found for developed economies. For the USA, A1=4.0, A2=-0.03075, and t1=2 years. It provides a RMS forecasting error (RMFSE) of 0.8% at a two-year horizon for the period between 1965 and 2002 (the best amon…

`Biologically inspired' activation functions, such as the logistic sigmoid, have been instrumental in the historical advancement of machine learning. However in the field of deep learning, they have been largely displaced by rectified linear units (ReLU) or similar functions, such as its exponential linear unit (ELU) v…

We derive an explicit formula for likelihood function for Gaussian VARMA model conditioned on initial observables where the moving-average (MA) coefficients are scalar. For fixed MA coefficients the likelihood function is optimized in the autoregressive variables $Φ$'s by a closed form formula generalizing regression c…

Two-root Riemannian manifolds have no odd-dimensional examples.

In this paper, we characterize locally dually flat generalized m-th root Finsler metrics. Then we find a condition under which a generalized m-th root metric is projectively related to a m-th root metric. Finally, we prove that if a generalized m-th root metric is conformal to a m-th root metric, then both of them redu…

Study of Alexander polynomials of torus knots and links, showing zeros equidistribute on unit circle.

We analyze long-term memory properties of hourly prices of electricity in the Czech Republic between 2009 and 2012. As the dynamics of the electricity prices is dominated by cycles -- mainly intraday and daily -- we opt for the detrended fluctuation analysis, which is well suited for such specific series. We find that …

We study certain polynomial trace identities in the group $SL(2,\IC)$ and their application in the theory of discrete groups. We obtain canonical representations for two generator groups in §4 and then in §5 we give a new proof for Gehring and Martin's polynomial trace identities for good words, and extend that result …

Speculative bubbles have been occurring periodically in local or global real estate markets and are considered a potential cause of economic crises. In this context, the detection of explosive behaviors in the financial market and the implementation of early warning diagnosis tests are of critical importance. The recen…

New definition of patient-specific root causes of disease using counterfactuals.

Uniqueness of quasi-roots explored in right-angled Artin groups.

Study differential properties of matrix square roots in specific cases.

Identifies root causes of outliers in unknown cyclic graphs.