A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
This paper proposes a system-agnostic policy for dynamic scheduling.
The paper studies connections in superintegrable systems, revealing geometric insights.
Tax systems ensure sustainable economic development by adjusting production technologies and gross output volumes.
The inability to see and quantify systemic financial risk comes at an immense social cost. Systemic risk in the financial system arises to a large extent as a consequence of the interconnectedness of its institutions, which are linked through networks of different types of financial contracts, such as credit, derivativ…
Proposes neural delay differential equations for stable system identification with partially observed states.
Proposes a RL method using simulators for stabilizing uncertain systems.
Method learns model for unknown stochastic system from data.
Study finds Stäckel equivalence for superintegrable systems via invariant quadrics.
A control system is said to be trivializable if there exists local coordinates in which the system is feedback equivalent to a control system of the form . In this paper we characterize trivializable control systems and control systems for which, up to a feedback transformation, a…
Margin system for margin loans using cash and stock as collateral is considered in this paper, which is the line of defence for brokers against risk associated with margin trading. The conditional probability of negative return is used as risk measure, and a recursive algorithm is proposed to realize this measure under…
The paper proves that linearization along trajectories preserves flatness in discrete-time systems.
This paper studies nonholonomic constraints in Hamiltonian systems, deriving equations and theorems.
Paper studies systemic robustness in financial networks using particle systems.
New method improves predictive systems with better theoretical guarantees.
This paper improves system identification by reducing sample complexity for high-dimensional linear dynamical systems.
Overview of integrable systems with symmetries, focusing on toric and semitoric systems.
In this paper we present some conditions for the (strong) stabilizability of an n-D Quantum MIMO system P(X). It contains two parts. The first part is to introduce the n-D Quantum MIMO systems where the coefficients vary in the algebra of Q-meromorphic functions. Then we introduce some conditions for the stabilizabilit…
A controlled magnetic Hamiltonian (CMH) system is a regular controlled Hamiltonian (RCH) system with magnetic symplectic form, it is an important special case of RCH system. Note that there is a magnetic term on the cotangent bundle of the Heisenberg group, such that we can define a CMH system with symmetry of the Heis…
Estimates input from output of nonlinear systems using ANN.
Rolling systems limit to billiard models with no-slip collisions.
Bayesian neural networks with nonparametric noise models for system identification.
Improves recommender systems using mathematical principles.
Discrete-time systems can be characterized by simple flat coordinates and their shifts.
Is it possible to generally construct a dynamical system to simulate a black system without recovering the equations of motion of the latter? Here we show that this goal can be approached by a learning machine. Trained by a set of input-output responses or a segment of time series of a black system, a learning machine …
This mathematical essay brings together ideas from Economics, Geobiodynamics and Thermodynamics. Its purpose is to obtain real models of complex evolutionary systems. More specifically, the essay defines Roegenian Economy and links Geobiodynamics and Roegenian Economy. In this context, we discuss the isomorphism betwee…
Given a space it is easy to obtain the system of geodesic equations on it. In this paper the inverse problem of reconstructing the space from the geodesic equations is addressed. A procedure is developed for obtaining the metric tensor from the Christoffel symbols. The procedure is extended for determining if a second …
Unified approach to deform Lie-Hamilton systems using Poisson-Hopf algebra.
In this paper we propose a process of lagrangian reduction and reconstruction for nonholonomic discrete mechanical systems where the action of a continuous symmetry group makes the configuration space a principal bundle. The result of the reduction process is a discrete dynamical system that we call the discrete reduce…
We consider coupled nonholonomic LR systems on the product of Lie groups. As examples, we study -dimensional variants of the spherical support system and the rubber Chaplygin sphere. For a special choice of the inertia operator, it is proved that the rubber Chaplygin sphere, after reduction and a time reparametrizat…
Paper corrects and expands stochastic Lie systems theory.
New Lie systems derived from Goursat distributions with applications to differential equations.
New integrable systems constructed for non-diagonal Killing tensors.
This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into account their sparse nature. Assuming that the system is stable, or that it is eq…
Automated trading systems on developed and emerging capital markets are studied in this paper. The standard for developed market is automated trading system with 40-days simple moving average. We tested it for the index SIX Industrial for 1000 and 730 trading days of the slovak emerging capital market. The Buy and Hold…
New method models unknown systems with hidden parameters using neural networks.
We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the difference between assets and liabilities of the bank. A bank is solvent when its capit…
Complex frequency generalizes eigenvalues in LTI systems.
dynoNet learns dynamical systems using linear operators.
Study applies inverse scattering to BKM systems, linking spectra and integrable systems.
We give the classification of solvable and splitting Lie triple system and it turn that, up to isomorphism there exist 7 non isomorphic canonical Lie triple systems and 6 non isomorphic splitting canonical Lie triple systems and find the solvable Lie algebras associated.
Entropy helps explain disorder in both macro and micro systems.
Paper introduces balanced payment systems to improve liquidity and risk management.
This paper presents a geometric description of Lagrangian and Hamiltonian systems on Lie affgebroids subject to affine nonholonomic constraints. We define the notion of nonholonomically constrained system, and characterize regularity conditions that guarantee that the dynamics of the system can be obtained as a suitabl…
Rotation systems can't always be drawn in surfaces.
Improved SINDy autoencoder for identifying noisy dynamical systems.
Most existing examples of full conformal predictive systems, split-conformal predictive systems, and cross-conformal predictive systems impose severe restrictions on the adaptation of predictive distributions to the test object at hand. In this paper we develop split-conformal and cross-conformal predictive systems tha…
Study systemic risk measures adjusted to financial markets.
In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…