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.
Gluing theorem for collapsing warped-QAC Calabi-Yau manifolds verified.
Develops Llarull type theorems for 3D and 4D bands with spectral scalar curvature bounds.
Study proves rigidity of minimal hypersurfaces in specific manifolds.
Proves curvature comparison for Riemannian bands in low dimensions.
The paper explores rigidity theorems for spectral curvature bounds in 3-manifolds.
Study on Serrin's problem in convex cones with rigidity results and geometric inequalities.
Study shows upper limit for torical band width with spectral curvature bounds.
The bubble is a controversial and important issue. Many methods which based on the rational expectation have been proposed to detect the bubble. However, for some developing countries, epically China, the asset markets are so young that for many companies, there are no dividends and fundamental value, making it difficu…
Paper evaluates whether AI is a bubble or a productivity revolution.
Study predicts market bubbles using machine learning and financial news sentiment.
The goal of dynamic time warping is to transform or warp time in order to approximately align two signals together. We pose the choice of warping function as an optimization problem with several terms in the objective. The first term measures the misalignment of the time-warped signals. Two additional regularization te…
Recent academic work has developed a method to determine, in real time, if a given stock is exhibiting a price bubble. Currently there is speculation in the financial press concerning the existence of a price bubble in the aftermath of the recent IPO of LinkedIn. We analyze stock price tick data from the short lifetime…
Study predicts NFT bubbles using LPPL model.
Deep neural network detects asset bubbles with improved accuracy.
Time-warping improves RNN transfer learning for diverse time scales.
Solves the quintuple bubble problem on spheres and Euclidean spaces.
Characterizes critical points in convex double and triple 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…
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…
Guided warping augments time series data by aligning features with a teacher.
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…
Predicts stock market crashes using rational bubble model.
We have analyzed the risks of possible development of bubbles in the Swiss residential real estate market. The data employed in this work has been collected by comparis.ch, and carefully cleaned from duplicate records through a procedure based on supervised machine learning methods. The study uses the log periodic powe…
Survey on soap bubble partitions and their stability.
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 model has been developed as a flexible tool to detect bubbl…
The paper extends affine connection results to singular warped and twisted products.
Bubbles are essential in certain economic models with high growth and low interest rates.
A new model detects financial bubbles with high accuracy.
This working paper analyzes the gold price dynamics on the basis of methodology developed by Didier Sornette. Our calculations indicate that this dynamics is close to the one of the "bubbles" studied by Sornette and that the most probable timing of the "burst of the gold bubble" is April - June 2011. The obtained resul…
Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.
Proposes a new method for time series classification and clustering.
Rational bubbles form in nonstationary models of real assets.
Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
A new method warps inputs to learn nonstationary kernels efficiently.
Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted market growth (drawups) and regimes of uninterrupted market decrease (drawdowns). In …
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.
The log-periodic power law (LPPL) is a model of asset prices during endogenous bubbles. If the on-going development of a bubble is suspected, asset prices can be fit numerically to the LPPL law. The best solutions can then indicate whether a bubble is in progress and, if so, the bubble critical time (i.e., when the bub…
Study on non-gradient Ricci almost solitons in warped products.
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 …
Study on metric bubbles in complex dimensions 1 and 2.
Characterizes warping functions in Einstein Poisson warped spaces.