arXiv subjects

Boian Lazov

Publications and source records attributed to Boian Lazov.

6 recordsLinked to original sources

arXiv2023

A Deep Reinforcement Learning Trader without Offline Training

In this paper we pursue the question of a fully online trading algorithm (i.e. one that does not need offline training on previously gathered data). For this task we use Double Deep $Q$-learning in the episodic setting with Fast Learning Networks approximating the expected reward $Q$. Additionally, we define the possible terminal states of an episode in such a way as to introduce a mechanism to conserve some of the money in the trading pool when market conditions are seen as unfavourable. Some of these money are taken as profit and some are reused at a later time according to certain criteria. After describing the algorithm, we test it using the 1-minute-tick data for Cardano's price on Binance. We see that the agent performs better than trading with randomly chosen actions on each timestep. And it does so when tested on the whole dataset as well as on different subsets, capturing different market trends.

q-fin.CP↗

arXiv2020

Sum of Three Cubes via Optimisation

By first solving the equation $x^3+y^3+z^3=k$ with fixed $k$ for $z$ and then considering the distance to the nearest integer function of the result, we turn the sum of three cubes problem into an optimisation one. We then apply three stochastic optimisation algorithms to this function in the case with $k=2$, where there are many known solutions. The goal is to test the effectiveness of the method in searching for integer solutions. The algorithms are a modification of particle swarm optimisation and two implementations of simulated annealing. We want to compare their effectiveness as measured by the running times of the algorithms. To this end, we model the time data by assuming two underlying probability distributions -- exponential and log-normal, and calculate some numerical characteristics for them. Finally, we evaluate the statistical distinguishability of our models with respect to the geodesic distance in the manifold with the corresponding Fisher information metric.

math.NT↗

arXiv2018

Some Order-Theoretic Properties of the Zeros of the Zeta Function

The (partially) ordered set of the non-trivial zeros of the zeta function with positive imaginary parts is considered. The order is the coordinatewise order inherited from $\mathbb{C}$. Some interesting properties regarding the minimal elements of this poset are proven.

math.NT↗

arXiv2017

Uniqueness theorem for static phantom wormholes in Einstein-Maxwell-dilaton theory

We prove a uniqueness theorem for traversable wormhole solutions in the Einstein-Maxwell-dilaton gravity with a phantom scalar field and a possible phantom electromagnetic field. In a certain region of the parameter space, determined by the asymptotic values of the scalar field and the lapse function, the regular wormholes are completely specified by their mass, scalar charge and electric charge. The argument is based on the positive energy theorem applied on an appropriate conformally transformed Riemannian space.

gr-qc↗

arXiv2015

Classification of the static and asymptotically flat Einstein-Maxwell-dilaton spacetimes with a photon sphere

We consider the problem for the classification of static and asymptotically flat Einstein-Maxwell-dilaton spacetimes with a photon sphere. It is first proven that the photon spheres in Einstein-Maxwell-dilaton gravity have constant mean and constant scalar curvature. Then we derive some relations between the mean curvature and the physical characteristics of the photon spheres. Using further the symmetries of the dimensionally reduced Einstein-Maxwell-dilaton field equations we show that the lapse function, the electrostatic potential and the dilaton field are functionally dependent in the presence of a photon sphere. Using all this we prove the main classification theorem by explicitly constructing all Einstein-Maxwell-dilaton solutions possessing a non-extremal photon sphere.

gr-qc↗

arXiv2015

Uniqueness of the static Einstein-Maxwell spacetimes with a photon sphere

We consider the problem of uniqueness of static and asymptotically flat Einstein-Maxwell spacetimes with a photon sphere $P^3$. We are using a naturally modified definition of a photon sphere for electrically charged spacetimes with the additional property that the one-form $ι_ξF$ is normal to the photon sphere. For simplicity we are restricting ourselves to the case of zero magnetic charge and assume that the lapse function regularly foliates the spacetime outside the photon sphere. With this information we prove that $P^3$ has constant mean curvature and constant scalar curvature. We also derive a few equations which we later use to prove the main uniqueness theorem, i. e. the static asymptotically flat Einstein-Maxwell spacetimes with a non-extremal photon sphere are isometric to the Reissner-Nordström one with mass $M$ and electric charge $Q$ subject to $\frac{Q^2}{M^2}\le \frac{9}{8}$.

gr-qc↗