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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.

168,742 papers · 148 categories

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48 results for Kramers-Moyal formulas

This research develops an evolutionary approach to discover non-Gaussian stochastic dynamical systems.

problem Discovering explicit governing equations of stochastic dynamical systems with Lévy noise from data.
method ESSR approach using genetic programming, sparse regression, and nonlocal Kramers-Moyal formulas.
result The approach effectively extracts non-Gaussian stochastic dynamical systems from sample path data.

New method handles complex systems with discontinuous, heavy-tailed noise.

problem Handling discontinuous, heavy-tailed Lévy noise in stochastic systems.
method Developed nonlocal Kramers-Moyal formulas for SDEs with multiplicative Lévy noise.
result Validated framework for discovering interpretable SDE models from data.

New method extracts stochastic laws from data, including Lévy noise.

problem Extracting stochastic laws from data with non-Gaussian noise.
method Using normalizing flows to estimate transition density, then applying nonlocal Kramers-Moyal formulas.
result Can learn stochastic differential equations with Lévy motion.

Method extracts stochastic systems with Lévy noise from data.

problem Identifying stochastic dynamical systems with Lévy noise from short data.
method Estimate Lévy jump measure and noise intensity, approximate drift coefficient.
result Accurate and effective method for discovering stochastic laws.

Method extracts governing laws from non-Gaussian stochastic systems data.

problem Modeling complex dynamics with non-Gaussian Lévy noise.
method Data-driven method to extract stochastic dynamical systems from noisy data.
result Established a theoretical framework and numerical algorithm to compute Lévy jump measure, drift, and diffusion.

We analyze the impact of the sampling interval on the estimation of Kramers-Moyal coefficients. We obtain the finite-time expressions of these coefficients for several standard processes. We also analyze extreme situations such as the independence and no-fluctuation limits that constitute useful references. Our results…

2010-10-05abs ↗pdf ↗

Study examines USD exchange rate dynamics using Kramers-Moyal expansion.

problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.

Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.

problem Challenges in traditional correlation analysis of financial markets, especially during crises.
method Combines Transfer Entropy (TE) and Kramers-Moyal (KM) expansion to analyze dynamic interactions among major indices.
result Increased directional information flow during crises, highlighting gold-dollar and oil-equity linkages.

Study shows different price correlations in European electricity markets.

problem Stochastic variability and temporal correlation in electricity prices.
method Comparison of Detrended Fluctuation Analysis (DFA) and Kramers--Moyal equation.
result Intraday 15 minutes spot markets show strong negative correlations, unlike other markets.

This work extracts stochastic dynamical systems with α\alpha-stable Lévy noise.

problem Extracting data-driven governing laws of dynamical systems with non-Gaussian noise.
method End-to-end deep learning approach for learning drift and diffusion coefficients for α\alpha-stable Lévy noise.
result Effectiveness of the method confirmed by numerical experiments.

We study the evolution of probability distribution functions of returns, from the tick data of the Korean treasury bond (KTB) futures and the S$&$P 500 stock index, which can be described by means of the Fokker-Planck equation. We show that the Fokker-Planck equation and the Langevin equation from the estimated Kramers…

2005-12-22abs ↗pdf ↗

The model describing market dynamics after a large financial crash is considered in terms of the stochastic differential equation of Ito. Physically, the model presents an overdamped Brownian particle moving in the nonstationary one-dimensional potential UU under the influence of the variable noise intensity, dependin…

2008-07-14abs ↗pdf ↗

We solve the dynamics of the on-line minority game, with general types of decision noise, using generating functional techniques a la De Dominicis and the temporal regularization procedure of Bedeaux et al. The result is a macroscopic dynamical theory in the form of closed equations for correlation- and response functi…

2001-07-30abs ↗pdf ↗

In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a real dataset, namely, price fluctuations, in a wide range of temporal scales to em…

2008-01-21abs ↗pdf ↗

The evolution of the probability distributions of Japan and US major market indices, NIKKEI 225 and NASDAQ composite index, and JPY/DEMJPY/DEM and DEM/USDDEM/USD currency exchange rates is described by means of the Fokker-Planck equation (FPE). In order to distinguish and quantify the deterministic and random influences on these…

2003-01-15abs ↗pdf ↗

The most common stochastic volatility models such as the Ornstein-Uhlenbeck (OU), the Heston, the exponential OU (ExpOU) and Hull-White models define volatility as a Markovian process. In this work we check of the applicability of the Markovian approximation at separate times scales and will try to answer the question …

2006-11-06abs ↗pdf ↗

Proposes a probabilistic digital twin for dynamical systems using sparse Bayesian learning.

problem Creating and updating accurate digital twins for complex dynamical systems.
method Sparse Bayesian machine learning, two approaches: input-output and output-only.
result Identifies correct perturbation terms and associated parameters in dynamical systems.

We prove two tropical gluing formulae for Gromov-Witten invariants of exploded manifolds, useful for calculating Gromov-Witten invariants of a symplectic manifold using a normal-crossing degeneration. The first formula generalizes the symplectic-sum formula for Gromov-Witten invariants. The second formula is stronger, …

2017-03-16abs ↗pdf ↗

The main result of the present paper is a coincidence formula for foliated manifolds. To prove this we establish Kuenneth formula, Poincare duality and intersection product in the context of tangential de Rham cohomology and homology of tangential currents. We apply the formula to get a dynamical Lefschetz formula for …

2003-06-02abs ↗pdf ↗

It has been shown that the Alvarez-Gaumeˊ\mathrm{\acute{e}}-Witten miraculous anomaly cancellation formula in type IIB superstring theory and its various generalizations can be derived from modularity of certain characteristic forms. In this paper, we show that the Green-Schwarz formula and the Schwarz-Witten formula i…

2012-05-03abs ↗pdf ↗

Proves a formula for a special invariant of 4-manifolds.

problem Calculating the Bauer-Furuta invariant for connected sums of 4-manifolds.
method Uses a finite dimensional approximation of the Seiberg-Witten monopole map to derive a formula for the families Bauer-Furuta invariant of a fibrewise connected sum.
result Derives a general connected sum formula for the families Bauer-Furuta invariant.

Formulae for non-symmetric connections derived from covariant derivatives.

problem Deriving commutation formulae for non-symmetric affine connections.
method Covariant derivatives of tensors with respect to symmetric and non-symmetric affine connections.
result Formulae for non-symmetric connections derived from covariant derivatives.

We prove a quasi-Poisson bracket formula for the space of representations of the fundamental groupoid of a surface with boundary, which generalizes Goldman's Poisson bracket formula. We also deduce a similar formula for quasi-Poisson cross-sections.

2013-01-22abs ↗pdf ↗

Paper derives matrix formulae and proves skein relations for non-orientable surfaces in quasi-cluster algebras.

problem Understanding quasi-cluster algebras on non-orientable surfaces.
method Developed matrix formulae and proved skein relations for quasi-cluster variables.
result Laurent expansion and skein relations for quasi-cluster variables on non-orientable surfaces.