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In the paper, we study numerically the projections of the real exchange rate dynamics onto the string-like topology. Our approach is inspired by the contemporary movements in the string theory. The string map of data is defined here by the…

Statistical Finance · Quantitative Finance 2015-05-28 D. Horvath , R. Pincak

Overwhelming majority of econometric models applied on a long term basis in the financial forex market do not work sufficiently well. The reason is that transaction costs and arbitrage opportunity are not included, as this does not simulate…

Statistical Finance · Quantitative Finance 2015-11-23 Richard Pinčák , Erik Bartoš

In this paper we apply a new approach of the string theory to the real financial market. It is direct extension and application of the work [1] into prediction of prices. The models are constructed with an idea of prediction models based on…

Trading and Market Microstructure · Quantitative Finance 2014-03-05 Richard Pincak , Marian Repasan

Recent investigations involving the decay of unstable D-branes in string theory suggest that the tree level open string theory which describes the dynamics of the D-brane already knows about the closed string states produced in the decay of…

High Energy Physics - Theory · Physics 2009-09-15 Ashoke Sen

String theory in two-dimensional spacetime illuminates two main threads of recent development in string theory: (1) Open/closed string duality, and (2) Tachyon condensation. In two dimensions, many aspects of these phenomena can be explored…

High Energy Physics - Theory · Physics 2007-05-23 Emil J. Martinec

Over the last few years, string theory has changed profoundly. Most importantly, novel duality relations have emerged which involve gauge theories of brane excitations on one side and various closed string backgrounds on the other. In this…

High Energy Physics - Theory · Physics 2007-05-23 Volker Schomerus

The original research question here is given by marketers in general, i.e., how to explain the changes in the desired timescale of the market. Tangled String, a sequence visualization tool based on the metaphor where contexts in a sequence…

Computational Engineering, Finance, and Science · Computer Science 2019-03-26 Yukio Ohsawa , Teruaki Hayashi , Takaaki Yoshino

Recent work has shown that unstable D-branes in two dimensional string theory are represented by eigenvalues in a dual matrix model. We elaborate on this proposal by showing how to systematically include higher order effects in string…

High Energy Physics - Theory · Physics 2009-11-10 Michael Gutperle , Per Kraus

We outline the embedding of the vector curvaton scenario as a promising mechanism to generate statistical anisotropy within Type IIB string theory, where the vector field on a single D-brane plays the role of the vector curvaton. We first…

High Energy Physics - Theory · Physics 2013-04-02 Danielle Wills , Konstantinos Dimopoulos , Ivonne Zavala

We establish a translation dictionary between open and closed strings, starting from open string field theory. Under this correspondence, (off-shell) level-matched closed string states are represented by star algebra projectors in open…

High Energy Physics - Theory · Physics 2007-05-23 L. Bonora , N. Bouatta , C. Maccaferri

In a recent paper, Balthazar, Rodriguez and Yin found some remarkable agreement between the results of c=1 matrix model and D-instanton corrections in two dimensional string theory. Their analysis left undetermined two constants in the…

High Energy Physics - Theory · Physics 2020-03-18 Ashoke Sen

We provide a pedagogical overview of inflation in string theory. Our theme is the sensitivity of inflation to Planck-scale physics, which we argue provides both the primary motivation and the central theoretical challenge for the subject.…

High Energy Physics - Theory · Physics 2009-12-15 Daniel Baumann , Liam McAllister

We generalize the ideas and formalism of Two-Time Physics from particle dynamics to some specific examples of string and p-brane (p >= 1) dynamics. The two-time string or p-brane action can be gauge fixed to produce various one-time string…

High Energy Physics - Theory · Physics 2009-10-31 I. Bars , C. Deliduman , D. Minic

Time series models, typically trained on numerical data, are designed to forecast future values. These models often rely on weighted averaging techniques over time intervals. However, real-world time series data is seldom isolated and is…

Computation and Language · Computer Science 2024-07-08 Litton Jose Kurisinkel , Pruthwik Mishra , Yue Zhang

Time series momentum strategies are widely applied in the quantitative financial industry and its academic research has grown rapidly since the work of Moskowitz, Ooi and Pedersen (2012). However, trading signals are usually obtained via…

Statistical Finance · Quantitative Finance 2021-11-09 Bruno P. C. Levy , Hedibert F. Lopes

We develop the general formalism of string scattering from decaying D-branes in bosonic string theory. In worldsheet perturbation theory, amplitudes can be written as a sum of correlators in a grand canonical ensemble of unitary random…

High Energy Physics - Theory · Physics 2009-11-10 Vijay Balasubramanian , Esko Keski-Vakkuri , Per Kraus , Asad Naqvi

Brane world six dimensional scenarios with string like metric has been proposed to alleviate the problem of field localization. However, these models have been suffering from some drawbacks related with energy conditions as well as from…

High Energy Physics - Theory · Physics 2012-11-29 L. J. S. Sousa , C. A. S. Silva , C. A. S. Almeida

The open string metric arises kinematically in studying fluctuations of open string degrees of freedom on a D-brane. An observer, living on a probe D-brane, can send signals through the spacetime by using such fluctuations on the probe,…

High Energy Physics - Theory · Physics 2016-11-03 Avik Banerjee , Arnab Kundu , Sandipan Kundu

Similar to the Schwinger effect in the quantum electrodynamics, a system of two parallel D-branes at a finite separation can produce open string pairs through their interaction. In this paper, we investigate this rate for the dressed…

High Energy Physics - Theory · Physics 2025-05-20 Hamidreza Daniali , Davoud Kamani

We study the objects (called spectral branes or S-branes) which are obtained by imposing non-local spectral boundary conditions at the boundary of the world sheet of the bosonic string. They possess many nice properties which make them an…

High Energy Physics - Theory · Physics 2009-11-07 D. V. Vassilevich
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