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Search Results: 1 - 10 of 28112 matches for " Yik Wen Goo "
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Financial Atoms and Molecules
Yik Wen Goo,Tong Wei Lian,Wei Guang Ong,Wen Ting Choi,Siew-Ann Cheong
Quantitative Finance , 2009,
Abstract: Atoms and molecules are important conceptual entities we invented to understand the physical world around us. The key to their usefulness lies in the organization of nuclear and electronic degrees of freedom into a single dynamical variable whose time evolution we can better imagine. The use of such effective variables in place of the true microscopic variables is possible because of the separation between nuclear/electronic and atomic/molecular time scales. Where separation of time scales occurs, identification of analogous objects in financial markets can help advance our understanding of their dynamics. To detect separated time scales and identify their associated effective degrees of freedom in financial markets, we devised a two-stage statistical clustering scheme to analyze the price movements of stocks in several equity markets. Through this two-time-scale clustering analysis, we discovered a hierarchy of levels of self-organization in real financial markets. We call these statistically robust self-organized dynamical structures financial atoms, financial molecules, and financial supermolecules. In general, the detailed compositions of these dynamical structures cannot be deduced based on raw financial intuition alone, and must be explained in terms of the underlying portfolios, and investment strategies of market players. More interestingly, we find that major market events such as the Chinese Correction and the Subprime Crisis leave many tell-tale signs within the correlational structures of financial molecules.
Global classification of curves on the symplectic plane
Goo Ishikawa
Mathematics , 2007,
Abstract: We consider the global symplectic classification problem of plane curves. First we give the exact classification result under symplectomorphisms, for the case of generic plane curves, namely immersions with transverse self-intersections. Then the set of symplectic classes form the symplectic moduli space which we completely describe by its global topological term. For the general plane curves with singularities, the difference between symplectomorphism and diffeomorphism classifications is clearly described by local symplectic moduli spaces of singularities and a global topological term. We introduce the symplectic moduli space of a global plane curve and the local symplectic moduli space of a plane curve singularity as quotients of mapping spaces, and we endow them with differentiable structures in a natural way.
Generic bifurcations of framed curves in a space form and their envelopes
Goo Ishikawa
Mathematics , 2010,
Abstract: The generic singularities and bifurcations are classified for one-parameter families of curves with frames in a space form, the Euclidean space, the elliptic space or the hyperbolic space via projective geometry. Two kinds of frames are considered, adapted frames and osculating frames, in terms of certain differential systems on flag manifolds.
Singularities of flat extensions from generic surfaces with boundaries
Goo Ishikawa
Mathematics , 2009,
Abstract: We solve the problem on flat extensions of a generic surface with boundary in Euclidean 3-space, relating it to the singularity theory of the envelope generated by the boundary. We give related results on Legendre surfaces with boundaries via projective duality and observe the duality on boundary singularities. Moreover we give formulae related to remote singularities of the boundary-envelope.
Singularities of Tangent Varieties to Curves and Surfaces
Goo Ishikawa
Mathematics , 2012,
Abstract: It is given the diffeomorphism classification on generic singularities of tangent varieties to curves with arbitrary codimension in a projective space. The generic classifications are performed in terms of certain geometric structures and differential systems on flag manifolds, via several techniques in differentiable algebra. It is provided also the generic diffeomorphism classification of singularities on tangent varieties to contact-integral curves in the standard contact projective space. Moreover we give basic results on the classification of singularities of tangent varieties to generic surfaces and Legendre surfaces.
Estimates on the Growth of Meromorphic Solutions of Linear Differential Equations with density conditions
Yik-Man Chiang
Mathematics , 2013,
Abstract: We give an alternative and simpler method for getting pointwise estimate of meromorphic solutions of homogeneous linear differential equations with coefficients meromorphic in a finite disk or in the open plane originally obtained by Hayman and the author. In particular, our estimates generally give better upper bounds for higher order derivatives of the meromorphic solutions under consideration, are valid, however, outside an exceptional set of finite logarithmic density. The estimates again show that the growth of meromorphic solutions with a positive deficiency at infinity can be estimated in terms of initial conditions of the solution at or near the origin and the characteristic functions of the coefficients.
Management of Malignant Melanoma
Goo-Hyun Mun
Archives of Plastic Surgery , 2012, DOI: http://dx.doi.org/10.5999/aps.2012.39.5.565
Virtual Knot Groups
Se-Goo Kim
Mathematics , 1999,
Abstract: Virtual knots, defined by Kauffman, provide a natural generalization of classical knots. Most invariants of knots extend in a natural way to give invariants of virtual knots. In this paper we study the fundamental groups of virtual knots and observe several new and unexpected phenomena. In the classical setting, if the longitude of a knot is trivial in the knot group then the group is infinite cyclic. We show that for any classical knot group there is a virtual knot with that group and trivial longitude. It is well known that the second homology of a classical knot group is trivial. We provide counterexamples of this for virtual knots. For an arbitrary group G, we give necessary and sufficient conditions for the existence of a virtual knot group that maps onto G with specified behavior on the peripheral subgroup. These conditions simplify those that arise in the classical setting.
Invertible knot concordances and prime knots
Se-Goo Kim
Mathematics , 2000,
Abstract: Kirby and Lickorish showed that every knot in the 3-sphere is concordant to a prime knot, equivalently, every concordance class contains a prime knot. We prove here that their result can be strengthened: Every knot in the 3-sphere is invertibly concordant to a prime knot. A consequence is that every double concordance class contains a prime knot.
Polynomial splittings of Casson-Gordon invariants
Se-Goo Kim
Mathematics , 2001,
Abstract: In this paper we prove that the Casson-Gordon invariants of the connected sum of two knots split when the Alexander polynomials of the knots are coprime. As one application, for any knot K, all but finitely many algebraically slice twisted doubles of K are linearly independent in the knot concordance group.
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