A Chern-Simons current, coming from ghost and anti-ghost fields of supersymmetry theory, can be used to define a spectrum of gene expression in new time series data where a spinor field, as alternative representation of a gene, is adopted instead of using the standard alphabet sequence of bases A, T, C, G, U . After a general discussion on the use of supersymmetry in biological systems, we give examples of the use of supersymmetry for living organism, discuss the codon and anti-codon ghost fields and develop an algebraic construction for the trash DNA, the DNA area which does not seem active in biological systems. As a general result, all hidden states of codon can be computed by Chern-Simons 3 forms. Finally, we plot a time series of genetic variations of viral glycoprotein gene and host T-cell receptor gene by using a gene tensor correlation network related to the Chern-Simons current. An empirical analysis of genetic shift, in host cell receptor genes with separated cluster of gene and genetic drift in viral gene, is obtained by using a tensor correlation plot over time series data derived as the empirical mode decomposition of Chern-Simons current.
We provide the proof that the space of time series data is a Kolmogorov space with T0-separation axiom using the loop space of time series data. In our approach we define a cyclic coordinate of intrinsic time scale of time series data after empirical mode decomposition. A spinor field of time series data comes from the rotation of data around price and time axis by defining a new extradimension to time series data. We show that there exist hidden eight dimensions in Kolmogorov space for time series data. Our concept is realized as the algorithm of empirical mode decomposition and intrinsic time scale decomposition and it is subsequently used for preliminary analysis on the real time series data.
The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling behavior field among traders in case of a financial market crash acts like gravitational field in financial market spacetime. Under this hybrid mathematical superstructure, we redefine a behavior matrix by using Pauli matrix and modified Wilson loop for time series data. We use it to detect the 2008 financial market crash by using a degree of cohomology group of sphere over tensor field in correlation matrix over all possible dominated stocks underlying Thai SET50 Index Futures. The empirical analysis of financial tensor network was performed with the help of empirical mode decomposition and intrinsic time scale decomposition of correlation matrix and the calculation of closeness centrality of planar graph.Comment: 18 pages, 11 figures, 1 tabl
We generalize a support vector machine to a support spinor machine by using the mathematical structure of wedge product over vector machine in order to extend field from vector field to spinor field. The separated hyperplane is extended to Kolmogorov space in time series data which allow us to extend a structure of support vector machine to a support tensor machine and a support tensor machine moduli space. Our performance test on support spinor machine is done over one class classification of end point in physiology state of time series data after empirical mode analysis and compared with support vector machine test. We implement algorithm of support spinor machine by using Holo-Hilbert amplitude modulation for fully nonlinear and nonstationary time series data analysis.
Abstract:We apply the G-theory and anomaly of ghost and antighost fields in the theory of supersymmetry to study a superspace over time series data for the detection of hidden general supply and demand equilibrium in the financial market. We provide proof of the existence of a general equilibrium point over 14 extradimensions of the new G-theory compared with the M-theory of the 11 dimensions model of Edward Witten. We found that the process of coupling between nonequilibrium and equilibrium spinor fields of expectation ghost fields in the superspace of time series data induces an infinitely long exact sequence of cohomology from a short exact sequence of moduli state space model. If we assume that the financial market is separated into two topological spaces of supply and demand as the D-brane and anti-D-brane model, then we can use a cohomology group to compute the stability of the market as a stable point of the general equilibrium of the interaction between D-branes of the market. We obtain the result that the general equilibrium will exist if and only if the 14 th Batalin-Vilkovisky cohomology group with the negative dimensions underlying 14 major hidden factors influencing the market is zero.
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