Analysis of Binarized High Frequency Financial Data

A non-trivial probability structure is evident in the binary data extracted from the up/down price movements of very high frequency data such as tick-by-tick data for USD/JPY. In this paper, we analyze the Sony bank USD/JPY rates, ignoring the small deviations from the market price. We then show there is a similar non-trivial probability structure in the Sony bank rate, in spite of the Sony bank rate's having less frequent and larger deviations than tick-by-tick data. However, this probability structure is not found in the data which has been sampled from tick-by-tick data at the same rate as the Sony bank rate. Therefore, the method of generating the Sony bank rate from the market rate has the potential for practical use since the method retains the probability structure as the sampling frequency decreases.Comment: 8pages, 4figures, contribution to the 3rd International Conference NEXT-SigmaPh

Aristotle on Geometrical Potentialities

This paper examines Aristotle's discussion of the priority of actuality to potentiality in geometry at Metaphysics Θ9, 1051a21–33. Many scholars have assumed what I call the "geometrical construction" interpretation, according to which his point here concerns the relation between an inquirer's thinking and a geometrical figure. In contrast, I defend what I call the "geometrical analysis" interpretation, according to which it concerns the asymmetrical relation between geometrical propositions in which one is proved by means of the other. His argument as so construed is ultimately based on the asymmetrical relation between the corresponding geometrical facts. Then I explore this ontological priority in geometry by drawing attention to a parallel passage, Posterior Analytics II.11, 94a24–35, where Aristotle explains the relation between the same geometrical propositions in connection to material causation

An extension and a generalization of Dedekind's theorem

For any given finite abelian group, we give factorizations of the group determinant in the group algebra of any subgroup. The factorizations are an extension of Dedekind's theorem. The extension leads to a generalization of Dedekind's theorem and a simple expression for inverse elements in the group algebra