Generalised geometry, eleven dimensions and E11

We construct the non-linear realisation of E11 and its first fundamental representation in eleven dimensions at low levels. The fields depend on the usual coordinates of space-time as well as two form and five form coordinates. We derive the terms in the dynamics that contain the three form and six form fields and show that when we restricted their field dependence to be only on the usual space-time we recover the correct self-duality relation. Should this result generalise to the gravity fields then the non-linear realisation is an extension of the maximal supergravity theory, as previously conjectured. We also comment on the connections between the different approaches to generalised geometry.Comment: 17 pages, Trivial typos corrected in version one and a substantial note added which gives the equation of motion relating the gravity field to its dua

Higher derivative type II string effective actions, automorphic forms and E11

By dimensionally reducing the ten-dimensional higher derivative type IIA string theory effective action we place constraints on the automorphic forms that appear in the effective action in lower dimensions. We propose a number of properties of such automorphic forms and consider the prospects that E11 can play a role in the formulation of the higher derivative string theory effective action.Comment: 34 page

IIA/IIB Supergravity and Ten-forms

We perform a careful investigation of which p-form fields can be introduced consistently with the supersymmetry algebra of IIA and/or IIB ten-dimensional supergravity. In particular the ten-forms, also known as "top-forms", require a careful analysis since in this case, as we will show, closure of the supersymmetry algebra at the linear level does not imply closure at the non-linear level. Consequently, some of the (IIA and IIB) ten-form potentials introduced in earlier work of some of us are discarded. At the same time we show that new ten-form potentials, consistent with the full non-linear supersymmetry algebra can be introduced. We give a superspace explanation of our work. All of our results are precisely in line with the predictions of the E(11) algebra.Comment: 17 page

Combination Forecasts of Bond and Stock Returns: An Asset Allocation Perspective

We investigate the out-of-sample forecasting ability of the HML, SMB, momentum, short-term and long-term reversal factors along with their size and value decompositions on U.S. bond and stock returns for a variety of horizons ranging from the short run (1 month) to the long run (2 years). Our findings suggest that these factors contain significantly more information for future bond and stock market returns than the typically employed financial variables. Combination of forecasts of the empirical factors turns out to be particularly successful, especially from an an asset allocation perspective. Similar findings pertain to the European and Japanese markets

Constraints on Automorphic Forms of Higher Derivative Terms from Compactification

By dimensionally reducing the higher derivative corrections of ten-dimensional IIB theory on a torus we deduce constraints on the E_{n+1} automorphic forms that occur in d=10-n dimensions. In particular we argue that these automorphic forms involve the representation of E_{n+1} with fundamental weight \lambda^{n+1}, which is also the representation to which the string charges in d dimensions belong. We also consider a similar calculation for the reduction of higher derivative terms in eleven-dimensional M-theory.Comment: Minor corrections, to appear in JHE

Intersection rules, dynamics and symmetries

We consider theories containing gravity, at most one dilaton and form field strengths. We show that the existence of particular BPS solutions of intersecting extremal closed branes select the theories, which upon dimensional reduction to three dimensions possess a simple simply laced Lie group symmetry G. Furthermore these theories can be fully reconstructed from the dynamics of such branes and of their openings. Amongst such theories are the effective actions of the bosonic sector of M-theory and of the bosonic string. The BPS intersecting brane solutions form representations of a subgroup of the group of Weyl reflections and outer automorphisms of the triple Kac-Moody extension G+++ of the G algebra, which cannot be embedded in the overextended Kac-Moody subalgebra G++ characterising the cosmological Kasner solutions.Comment: Latex 30 pages, 3 figure

Maximal supergravity in D=10: forms, Borcherds algebras and superspace cohomology

We give a very simple derivation of the forms of $N=2,D=10$ supergravity from supersymmetry and SL(2,\bbR) (for IIB). Using superspace cohomology we show that, if the Bianchi identities for the physical fields are satisfied, the (consistent) Bianchi identities for all of the higher-rank forms must be identically satisfied, and that there are no possible gauge-trivial Bianchi identities ($dF=0$) except for exact eleven-forms. We also show that the degrees of the forms can be extended beyond the spacetime limit, and that the representations they fall into agree with those predicted from Borcherds algebras. In IIA there are even-rank RR forms, including a non-zero twelve-form, while in IIB there are non-trivial Bianchi identities for thirteen-forms even though these forms are identically zero in supergravity. It is speculated that these higher-rank forms could be non-zero when higher-order string corrections are included.Comment: 15 pages. Published version. Some clarification of the tex

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The Structure of the Big Bang from Higher-Dimensional Embeddings

We give relations for the embedding of spatially-flat Friedmann-Robertson-Walker cosmological models of Einstein's theory in flat manifolds of the type used in Kaluza-Klein theory. We present embedding diagrams that depict different 4D universes as hypersurfaces in a higher dimensional flat manifold. The morphology of the hypersurfaces is found to depend on the equation of state of the matter. The hypersurfaces possess a line-like curvature singularity infinitesimally close to the $t = 0^+$ 3-surface, where $t$ is the time expired since the big bang. The family of timelike comoving geodesics on any given hypersurface is found to have a caustic on the singular line, which we conclude is the 5D position of the point-like big bang.Comment: 11 pages, 5 figures, revtex4, accepted in Class. Quant. Gra