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Erik Bartoš

Publications and source records attributed to Erik Bartoš.

8 recordsLinked to original sources
arXiv2026

Zero of the proton electric form factor in the finite value of the spacelike momentum transfer squared

The behavior of the polarization data on $μ_p(G^p_E(t)/G^p_M(t))$ ratio, at the present day available up to $t=-8.5$ GeV$^2$, obtained in the Jefferson Lab experiments carried out by the Akhiezer-Rekalo polarization method, demonstrates a decreasing tendency, which indicates the possible existence of a zero of the proton electric form factor $G^p_E(t)$ in the finite spacelike momentum transfer squared value. However, recently appeared two papers, investigating these data, one of them also included all other existing data on the nucleon electromagnetic structure in the spacelike and timelike regions, where the existence of such zero was questioned. Nevertheless, the reinvestigations we provide in this paper by means of the Unitary and Analytic model of the nucleon electromagnetic form factors give arguments for the possible existence of such a zero.

hep-ph↗
arXiv2025

Introduction of the G$_2$-Ricci Flow: Geometric Implications for Spontaneous Symmetry Breaking and Gauge Boson Masses

This work introduces the G$_2$-Ricci flow on seven-dimensional manifolds with non-zero torsion and explores its physical implications. By extending the Ricci flow to manifolds with G$_2$ structures, we study the evolution of solitonic solutions and their role in spontaneous symmetry breaking in gauge theories. In particular, this model proposes that the masses of the W and Z bosons are determined not by an external scalar field, as in the Higgs mechanism, but by the intrinsic geometric torsion of the manifold. Furthermore, a possible connection between the geometry of extra dimensions and the curvature of our spacetime is explored, with implications for the experimentally observed positive cosmological constant. This approach provides an innovative interpretation of fundamental interactions in theoretical physics, opening new possibilities for studying extra dimensions and the geometry of G$_2$-manifolds.

physics.gen-ph↗
arXiv2023

Search for damped oscillating structures from charged pion electromagnetic form factor data

The damped oscillating structures recently revealed by a three parametric formula from the proton ``effective'' form factor data extracted of the measured total cross section $σ^{bare}_{tot}(e^+e^-\to p\bar p)$ still seem to have an unknown origin. The conjectures of their direct manifestation of the quark-gluon structure of the proton indicate that they are not specific only of the proton and neutron, but they have to be one's own, similar to other hadrons. Therefore, the oscillatory structures from the charged pion electromagnetic form factor timelike data, extracted of the process $e^+e^-\to π^+ π^-$ are investigated by using the same procedure as in the case of the proton. The analysis shows the appearance of the oscillating structures in the description of the charged pion electromagnetic form factor timelike data by three parametric formula with a rather large value of $χ^2/ndf$, while the description of the data by the physically well-founded Unitary and Analytic model has not revealed any damped oscillating structures. From the obtained result on the most simple object of strong interactions, one can conclude that damped oscillating structures received from the ``effective'' proton form factor data are probably generated by a utilization of the improper three parametric formula which does not describe these data with sufficient precision.

hep-ph↗
arXiv2017

Support Spinor Machine

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 vector field to spinor field. The separated hyperplane is extended to Kolmogorov space in time series data which allow us to extend a structure of support vector machine to a support tensor machine and a support tensor machine moduli space. Our performance test on support spinor machine is done over one class classification of end point in physiology state of time series data after empirical mode analysis and compared with support vector machine test. We implement algorithm of support spinor machine by using Holo-Hilbert amplitude modulation for fully nonlinear and nonstationary time series data analysis.

cs.LG↗
arXiv2016

Identification of market trends with string and D2-brane maps

The multi dimensional 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 represented by open string with 2-endpoints and D2-brane, which are continuous enhancement of 1-endpoint open string model. We show how new object properties can change the statistics of the predictors, which makes them the candidates for modeling a wide range of time series systems. String angular momentum is proposed as another tool to analyze the stability of currency rates except the historical volatility. To show the reliability of our approach with application of string models for time series forecasting we present the results of real demo simulations for four currency exchange pairs.

q-fin.ST↗
arXiv2016

The study of Thai stock market across the 2008 financial crisis

The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling behavior field among traders in case of a financial market crash acts like gravitational field in financial market spacetime. Under this hybrid mathematical superstructure, we redefine a behavior matrix by using Pauli matrix and modified Wilson loop for time series data. We use it to detect the 2008 financial market crash by using a degree of cohomology group of sphere over tensor field in correlation matrix over all possible dominated stocks underlying Thai SET50 Index Futures. The empirical analysis of financial tensor network was performed with the help of empirical mode decomposition and intrinsic time scale decomposition of correlation matrix and the calculation of closeness centrality of planar graph.

q-fin.ST↗
arXiv2015

With string model to time series forecasting

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 opportunity are not included, as this does not simulate the real financial markets. Analyses are not conducted on the non equidistant date but rather on the aggregate date, which is also not a real financial case. In this paper, we would like to show a new way how to analyze and, moreover, forecast financial market. We utilize the projections of the real exchange rate dynamics onto the string-like topology in the OANDA market. The latter approach allows us to build the stable prediction models in trading in the financial forex market. The real application of the multi-string structures is provided to demonstrate our ideas for the solution of the problem of the robust portfolio selection. The comparison with the trend following strategies was performed, the stability of the algorithm on the transaction costs for long trade periods was confirmed.

q-fin.ST↗