Anomaly on Superspace of Time Series Data

TL;DR

This paper introduces a novel supersymmetric theoretical framework using G-Theory and cohomology to analyze and detect hidden equilibrium points in financial markets through time series data.

Contribution

It applies advanced supersymmetry and cohomology concepts to model market equilibrium, extending G-Theory to 14 dimensions and linking cohomology groups to market stability.

Findings

Existence of market equilibrium linked to 14-th-Batalin-Vilkovisky cohomology group being zero.

Modeling market supply and demand as D-brane and anti-D-brane in a superspace.

New theoretical proof of equilibrium point in an extended 14-dimensional G-theory.

Abstract

We apply the G-Theory and anomaly of ghost and anti-ghost fields in the theory of supersymmetry to study a superspace over time series data for the detection of hidden general supply and demand equilibrium in the financial market. We provide a proof of the existence of the general equilibrium point over 14-extradimensions of the new G-theory compared to M-theory of 11 dimensions model of Edward Witten. We found that the process of coupling between nonequilibrium and equilibrium spinor fields of expectation ghost fields in the superspace of time series data induces an infinitely long exact sequence of cohomology from a short exact sequence of moduli state space model. If we assume that the financial market is separated into $2$ topological spaces of supply and demand as the D-brane and anti-D-brane model, then we can use a cohomology group to compute the stability of the market as a stable point of the general equilibrium of the interaction between D-branes of the market. We obtain the result that the general equilibrium will exist if and only if the 14-th-Batalin-Vilkovisky cohomology group with the negative dimensions underlying major 14 hidden factors influencing the market is zero.