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.
High frequency limit for most of wave phenomena is known as quasiclassical limit or ray optics limit. Propagation of waves in this limit is described in terms of wave fronts and rays. Wave front is a surface of constant phase whose points are moving along rays. As it appears, their motion can be described by Hamilton e…
The equation of a motion of curves in the projective plane is deduced. Local flows are defined in terms of polynomial differential functions. A family of local flows inducing the Kaup-Kupershmidt hierarchy is constructed. The integration of the congruence curves is discussed. Local motions defined by the traveling wave…
Inhomogeneous plasmas filaments instabilities are investigated by using the techniques of classical differential geometry of curves where Frenet torsion and curvature describe completely the motion of curves. In our case the Frenet frame changes in time and also depends upon the other coordinates taking into account th…
In this article we consider the motion of relativistic strings in the Minkowski space R1+n. Those surfaces are known as a timelike minimal surface, and described by a system with n nonlinear wave equations of Born-Infeld type. By constructing a suitable Nash-Moser iteration scheme, we prove that the n…
We consider the motion of small bodies in general relativity. The key result captures a sense in which such bodies follow timelike geodesics (or, in the case of charged bodies, Lorentz-force curves). This result clarifies the relationship between approaches that model such bodies as distributions supported on a curve, …
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a controlled Brownian motion, includes two wave-type approaches: nonlinear and quantum, both based on (adaptive form of) the Schrödinger equatio…
Humans gain an implicit understanding of physical laws through observing and interacting with the world. Endowing an autonomous agent with an understanding of physical laws through experience and observation is seldom practical: we should seek alternatives. Fortunately, many of the laws of behaviour of the physical wor…
The wave equation utt=c2uxx is generally regarded as a linear approximation to the equation describing the amplitude of a transversely vibrating elastic string in the plane. But, as is shown in \cite{BC96}, the assumption of transverse vibration in fact implies that the wave equation describes the vibration…
Objective: Ultrasound elastography is gaining traction as an accessible and useful diagnostic tool for such things as cancer detection and differentiation and thyroid disease diagnostics. Unfortunately, state of the art shear wave imaging techniques, essential to promote this goal, are limited to high-end ultrasound ha…
Parts of Texas, Oklahoma, and Kansas have experienced increased rates of seismicity in recent years, providing new datasets of earthquake recordings to develop ground motion prediction models for this particular region of the Central and Eastern North America (CENA). This paper outlines a framework for using Artificial…
The energy in a square membrane Ω subject to constant viscous damping on a subset ω⊂Ω decays exponentially in time as soon as ω satisfies a geometrical condition known as the "Bardos-Lebeau-Rauch" condition. The rate τ(ω) of this decay satisfies τ(ω)=2min(−μ(ω),g(ω)) (see Lebeau [Math. Phys. Stud. …
The class of traveling wave solutions of the sine-Gordon equation is known to be in 1-1 correspondence with the class of (necessarily singular) pseudospherical surfaces in Euclidean space with screw-motion symmetry: the pseudospherical helicoids. We explicitly describe all pseudospherical helicoids in terms of elliptic…
The purpose of this paper is to showcase trading strategies that give solutions to three difficult and intriguing problems in business finance, economics and statistics. The paper discusses trading strategies for both commodities and stocks but the main focus is on stock market trading at the New York Stock Exchange. P…
We characterize singularities of focal surfaces of wave fronts in terms of differential geometric properties of the initial wave fronts. Moreover, we study relationships between geometric properties of focal surfaces and geometric invariants of the initial wave fronts.
The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.
We show that every n-dimensional locally homogeneous pp-wave is a plane wave, provided it is indecomposable and its curvature operator, when acting on 2-forms, has rank greater than one. As a consequence we obtain that indecomposable, Ricci-flat locally homogeneous pp-waves are plane waves. This generalises a classic…