An introductory guide to aligning networks using SANA, the Simulated Annealing Network Aligner. (arXiv:1911.10133v1 [q-bio.MN])

Sequence alignment has had an enormous impact on our understanding of biology, evolution, and disease. The alignment of biological {\em networks} holds similar promise. Biological networks generally model interactions between biomolecules such as proteins, genes, metabolites, or mRNAs. There is strong evidence that the network topology — the “structure” of the network — is correlated…

Deep Reinforcement Learning for Trading. (arXiv:1911.10107v1 [q-fin.CP])

We adopt Deep Reinforcement Learning algorithms to design trading strategies for continuous futures contracts. Both discrete and continuous action spaces are considered and volatility scaling is incorporated to create reward functions which scale trade positions based on market volatility. We test our algorithms on the 50 most liquid futures contracts from 2011 to 2019, and…

Speed of Rational Social Learning in Networks with Gaussian Information. (arXiv:1911.10116v1 [econ.TH])

We consider a sequential social-learning environment with rational agents and Gaussian private signals, focusing on how the observation network affects the speed of learning. Agents learn about a binary state and take turns choosing actions based on own signals and observations of network neighbors’ behavior. The observation network generally presents an obstruction to the efficient…

The OpenFlexure Block Stage: Sub-100 nm fibre alignment with a monolithic plastic flexure stage. (arXiv:1911.09986v1 [physics.ins-det])

As 3D printers become more widely available, researchers are able to rapidly produce components that may have previously taken weeks to have machined. The resulting plastic components, having high surface roughness, are often not suitable for high-precision optomechanics. However, by playing to the strengths of 3D printing—namely the ability to print complex internal geometries—it is…

Asset Price Bubbles in market models with proportional transaction costs. (arXiv:1911.10149v1 [q-fin.MF])

We study asset price bubbles in market models with proportional transaction costs $\lambda\in (0,1)$ and finite time horizon $T$ in the setting of [48]. By following [27], we define the fundamental value $F$ of a risky asset $S$ as the price of a super-replicating portfolio for a position terminating in one unit of the asset…

Dynamic Quantile Function Models. (arXiv:1707.02587v4 [stat.ME] UPDATED)

We offer a novel way of thinking about the modelling of the time-varying distributions of financial asset returns. Borrowing ideas from symbolic data analysis, we consider data representations beyond scalars and vectors. Specifically, we consider a quantile function as an observation, and develop a new class of dynamic models for quantile-function-valued (QF-valued) time series. In…

A stochastic approach to enhanced diffusion. (arXiv:1911.09995v1 [math.AP])

We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\”{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the sharpness of those results. Our proof makes use of a probabilistic interpretation of the dissipation of solutions to the advection diffusion…

Advances in High Dimensional Quantum Entanglement. (arXiv:1911.10006v1 [quant-ph])

Since its discovery in the last century, quantum entanglement has challenged some of our most cherished classical views, such as locality and reality. Today, the second quantum revolution is in full swing and promises to revolutionize areas such as computation, communication, metrology, and imaging. Here, we review conceptual and experimental advances in complex entangled systems…

Role of the North Atlantic in Indian Monsoon Droughts. (arXiv:1911.10013v1 [physics.ao-ph])

The forecast of Indian monsoon droughts has been predicated on the notion of a season-long rainfall deficit linked to warm anomalies in the equatorial Pacific. Here, we show that in fact nearly half of all droughts over the past century were sub-seasonal, and characterized by an abrupt decline in late-season rainfall. Furthermore, the potential driver…