arXiv research

We investigated the critical dynamics on the daily Taiwan stock exchange index (TSE) from 1971 to 2005, and the 5-min intraday data from 1996 to 2005. A global persistence exponent $θ_{p}$ was defined for non-equilibrium critical phenomena \cite{Janssen,Majumdar}, and describing dynamic behavior in an economic index \c…

The paper discusses quantifying realism in generated images.

Dropout schedules can be optimized to significantly reduce model test loss.

Deep neural networks near edge of chaos show universal scaling laws.

Study shows wealth distribution tails near criticality are not universal.

Novel approach to financial derivatives pricing using rough path theory.

Study magnetic geodesics on half-Lie groups, proving Hopf-Rinow theorem for energies above critical value.

We study the Johansen-Ledoit-Sornette (JLS) model of financial market crashes (Johansen, Ledoit, and Sornette [2000] "Crashes as Critical Points." Int. J. Theor. Appl. Finan. 3(2) 219-255). On our view, the JLS model is a curious case from the perspective of the recent philosophy of science literature, as it is natural…

We study an energy functional on the universal spinor bundle over a closed $n$-dimensional spin manifold $M$. The critical points of this functional, which is modelled on the total torsion functional of $G_2$-structures in seven dimensions, are pairs of Ricci-flat metrics and real parallel spinor fields provided that $…

The integral of the energy density function $\mathfrak m$ of a closed Robertson-Walker (RW) spacetime with source a perfect fluid and cosmological constant $Λ$ gives rise to an action functional on the space of scale functions of RW spacetime metrics. This paper studies closed RW spacetimes which are critical for this …

Empirical study on trends reversion in financial markets.

A neural network model predicts the critical point of the Ising phase transition.

MAT combines meta-learning and adversarial training to defend against universal patches.

The paper finds infinitely many magnetic geodesics on non-compact manifolds.

Study free energy in spherical spin glasses, proving universality dichotomy.

Random subgroups in hyperbolic spaces have full limit sets and bounded critical exponents.

Minimum width for ReLU networks to approximate L^p functions is max(d_x+1, d_y).

Generative diffusion models exhibit phase transitions in statistical mechanics, impacting their performance.

This paper improves inverse problem solving with weakly convex regularisers and proves convergence.

On the universal bundle of unit spinors we study a natural energy functional whose critical points, if dim M \geq 3, are precisely the pairs (g, φ) consisting of a Ricci-flat Riemannian metric g together with a parallel g-spinor φ. We investigate the basic properties of this functional and study its negative gradient f…

Collective phenomena with universal properties have been observed in many complex systems with a large number of components. Here we present a microscopic model of the emergence of scaling behavior in such systems, where the interaction dynamics between individual components is mediated by a global variable making the …

MPE framework proves universal approximation for quantum data distribution.

The z-transform technique is used to investigate the model for distribution of high-tax payers, which is proposed by two of the authors (K. Y and S. M) and others. Our analysis shows an asymptotic power-law of this model with the exponent -5/2 when a total ``mass'' has a certain critical value. Below the critical value…

Study confirms financial bubbles' common patterns in isolated markets.

We prove several new results concerning action minimizing periodic orbits of Tonelli Lagrangian systems on an oriented closed surface $M$. More specifically, we show that for every energy larger than the maximal energy of a constant orbit and smaller than or equal to the Mañé critical value of the universal abelian cov…

New method generates universal adversarial perturbations across different image sources.

Under-parameterized networks can either copy or average teacher weights, leading to universal optimal solutions.

HardNet adds hard constraints to neural networks without sacrificing performance.

We define a new theory of discrete Riemann surfaces and present its basic results. The key idea is to consider not only a cellular decomposition of a surface, but the union with its dual. Discrete holomorphy is defined by a straightforward discretisation of the Cauchy-Riemann equation. A lot of classical results in Rie…

Modeling financial markets as gas molecules, the paper predicts phase transitions similar to water and steam.

For an embedded conformal hypersurface with boundary, we construct critical order local invariants and their canonically associated differential operators. These are obtained holographically in a construction that uses a singular Yamabe problem and a corresponding minimal hypersurface with boundary. They include an ext…

Study proves stability of big bang singularity in complex system.

Machine learning techniques are being applied to scientific fields, showing promise and challenges.

Training neural networks to be certifiably robust is critical to ensure their safety against adversarial attacks. However, it is currently very difficult to train a neural network that is both accurate and certifiably robust. In this work we take a step towards addressing this challenge. We prove that for every continu…

Several authors have noticed the signature of log-periodic oscillations prior to large stock market crashes [cond-mat/9509033, cond-mat/9510036, Vandewalle et al 1998]. Unfortunately good fits of the corresponding equation to stock market prices are also observed in quiet times. To refine the method several approaches …

{\bf Construction.} For a dominating polynomial mapping {$F: K^n\to K^l$} with an isolated critical value at 0 ($K$ an algebraically closed field of characteristic zero) we construct a closed {\it bundle} $G_F \subset T^{*}K^n$. We restrict $G_F$ over the critical points $Sing(F)$ of $F$ in $F^{-1}(0)$ and partiti…

We define a Gauss map for surfaces in the universal cover of the Lie group PSL_2(R) endowed with a left-invariant Riemannian metric having a 4-dimensional isometry group. This Gauss map is not related to the Lie group structure. We prove that the Gauss map of a nowhere vertical surface of critical constant mean curvatu…

The problem of estimation error in portfolio optimization is discussed, in the limit where the portfolio size N and the sample size T go to infinity such that their ratio is fixed. The estimation error strongly depends on the ratio N/T and diverges for a critical value of this parameter. This divergence is the manifest…

Sparse data models, where data is assumed to be well represented as a linear combination of a few elements from a dictionary, have gained considerable attention in recent years, and their use has led to state-of-the-art results in many signal and image processing tasks. It is now well understood that the choice of the …

By a Morse function on a compact manifold with boundary we mean a real-valued function without critical points near the boundary such that its critical points as well as the critical points of its restriction to the boundary are all non-degenerate. For such Morse functions, Saeki and Yamamoto have previously defined a …

The systole function has a universal index gap on moduli spaces.

We consider the problem of mean-variance portfolio optimization for a generic covariance matrix subject to the budget constraint and the constraint for the expected return, with the application of the replica method borrowed from the statistical physics of disordered systems. We find that the replica symmetry of the so…

We introduce a minimal Agent Based Model with two classes of agents, fundamentalists (stabilizing) and chartists (destabilizing) and we focus on the essential features which can generate the stylized facts. This leads to a detailed understanding of the origin of fat tails and volatility clustering and we propose a mech…

Clustering is one of the most universal approaches for understanding complex data. A pivotal aspect of clustering analysis is quantitatively comparing clusterings; clustering comparison is the basis for many tasks such as clustering evaluation, consensus clustering, and tracking the temporal evolution of clusters. In p…

In this paper we construct a Universal chain complex, counting zeros of closed 1-forms on a manifold. The Universal complex is a refinement of the well known Novikov complex; it relates the homotopy type of the manifold, after a suitable noncommutative localization, with the numbers of zeros of different indices which …

For $g>3$, we give two proofs of the fact that the \emph{Birman exact sequence} for the Torelli group \[ 1\to π_1(S_g)\to {\cal I}_{g,1}\to {\cal I}_g\to 1 \] does not split. This result was claimed by G. Mess in \cite{mess1990unit}, but his proof has a critical and unrepairable error which will be discussed in the int…

Study symmetry breaking in quantum mechanics to understand many-body physics.

We have numerically simulated the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving two-body collision. Unlike in the ideal gas, we introduce (quenched) saving propensity of the agents, distributed widely between the agents ($0 \le…