2017
DOI: 10.1515/zna-2017-0274
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Anomaly on Superspace of Time Series Data

Abstract: 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 e… Show more

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Cited by 13 publications
(7 citation statements)
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“…The results of data analysis for the algorithm of (ITD-IMF)chain 1 (6) are shown in Figure 10 and the results for the second algorithm of average tensor network of network correlation matrix is shown in Figure 11. The results of Ising algorithm are shown in Figure 12 and the images generated from tensor network are shown in Figure 13.…”
Section: Results Of Data Analysis Of V3 Loop Time Series Datamentioning
confidence: 99%
See 1 more Smart Citation
“…The results of data analysis for the algorithm of (ITD-IMF)chain 1 (6) are shown in Figure 10 and the results for the second algorithm of average tensor network of network correlation matrix is shown in Figure 11. The results of Ising algorithm are shown in Figure 12 and the images generated from tensor network are shown in Figure 13.…”
Section: Results Of Data Analysis Of V3 Loop Time Series Datamentioning
confidence: 99%
“…The new application of modified Khovanov cohomology for biology on a superspace of time series data [6] and Grothendieck spectral sequence [7,8] for biology is related to the mechanism of encoding a human genome by using a general equation [9,10] with genetic code as a boundary condition for gene expression. The interaction between the host cell DNA and the viral HIV RNA induces an infinite Grothendieck spectral sequence of Lax pairs of geneon and retrotransposon pairs with sine-Gordon equation for parasitic state.…”
Section: Introductionmentioning
confidence: 99%
“…proof: see [13] . We divide market into 2 separated sheet of Dbrane and anti-Dbrane of embedded indifference curve of supply curve and utility curve of demand.…”
Section: Volatility Clustering Phenomena and General Equilibrium Imentioning
confidence: 99%
“…The main problem in FGARCH is an infinite variance and the stylized fact still happens in the form of the power law distribution. With the development of the quantum field theory [6], the Chern-Simons current induced from the interaction of the dark energy in a living organism [7] , loop gravity [8] and some new emerging disciplines such as econophysics [9], complex system [10] and behavior economic theory [11], economists and econophysicists gradually get deeper understanding on the market hidden geometry induced from the interaction of buying and selling orderbook submissions of traders and hidden behavior [12] of traders in financial market [13] which we empirical observed from the financial time series data by using GARCH model [14]. Some experts in the complex system and fractal geometry [15] had been argued that EMH cannot be use to explain some weird phenomena of financial time series, e. g., volatility clustering phenomena.…”
Section: Introductionmentioning
confidence: 99%
“…D−brane → O Xt → O Yt → O Xt/Yt → 0 anti−D−brane → O Y * t /X * t → O X * t → O Y * t → 0 D−brane(38) …”
mentioning
confidence: 99%