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 …

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 …

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 …

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 …

In this research the technology of complex Markov chains is applied to predict financial time
series. The main distinction of complex or high-order Markov Chains and simple first-order …

In this paper we apply a new approach of string theory to the real financial market. The
models are constructed with an idea of prediction models based on the string invariants …

The multidimensional string objects are introduced as a new alternative for an application of
string models for time series forecasting in trading on financial markets. The objects are …

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 …

Khovanov cohomology in time series data is used to model financial time in figure-eight
hyperbolic knotted time series. We defined Chern–Simons current from the interaction of …

We solve a stylised fact on a long memory process of the volatility cluster phenomena by
using the Minkowski metric for GARCH (1, 1)(generalised autoregressive conditional …