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arXiv research

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.

168,657 papers · 148 categories

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106212318424 · Jun 202019922001200920172026
48 results for Open Systems

New learning methods for open systems with variable agents.

problem Learning in open systems with dynamic agent arrivals and departures.
method Formulated a unified open-system bandit problem with general dynamics, introducing new concepts like pre-training degree and stability.
result Certified global-UCB learning methodologies with provable guarantees, revealing dependencies between entry uncertainty, stability, and agent patterns.

Many systems of interest in science and engineering are made up of interacting subsystems. These subsystems, in turn, could be made up of collections of smaller interacting subsystems and so on. In a series of papers David Spivak with collaborators formalized these kinds of structures (systems of systems) as algebras o…

2016-02-02abs ↗pdf ↗

Paper introduces a specialized text classification system for French Open Banking transactions.

problem Classifying specialized banking text data with high accuracy and efficiency.
method Data collection, labeling, preprocessing, modeling, and evaluation stages with language-specific techniques.
result Enhanced performance and efficiency compared to generic approaches.

Model financial markets using open quantum systems to understand market imperfections.

problem Understanding market imperfections through imperfect trading mechanisms.
method Using open quantum systems to represent financial markets, characterizing orbits, and analyzing reduced density matrices.
result Non-classical modes of time evolution can incorporate factors like illiquid trades and imperfect trading mechanisms.

We discuss a Pareto macro-economy (a) in a closed system with fixed total wealth and (b) in an open system with average mean wealth and compare our results to a similar analysis in a super-open system (c) with unbounded wealth. Wealth condensation takes place in the social phase for closed and open economies, while it …

2001-01-05abs ↗pdf ↗

In recent years, an active field of research has developed around automated machine learning (AutoML). Unfortunately, comparing different AutoML systems is hard and often done incorrectly. We introduce an open, ongoing, and extensible benchmark framework which follows best practices and avoids common mistakes. The fram…

2019-07-01abs ↗pdf ↗

Paper bridges quantum and classical mechanics for open systems.

problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.

The formal structure of geometrical thermodynamics is reviewed with particular emphasis on the geometry of equilibria submanifolds. On these submanifolds thermodynamic metrics are defined as the Hessian of thermodynamic potentials. Links between geometry and thermodynamics are explored for single and multiple component…

2005-07-08abs ↗pdf ↗

The VC-dimension of a set system is a way to capture its complexity and has been a key parameter studied extensively in machine learning and geometry communities. In this paper, we resolve two longstanding open problems on bounding the VC-dimension of two fundamental set systems: kk-fold unions/intersections of half-s…

2018-07-20abs ↗pdf ↗

Survey of AI in finance covering models, strategies, and knowledge systems.

problem Challenges in applying AI to financial markets, especially in high-frequency trading.
method Systematic analysis of financial AI across predictive models, decision frameworks, and knowledge augmentation systems.
result Critical trade-offs and gaps between theoretical advances and practical implementation in financial AI.

CoinTossX is a low-latency, open-source matching engine for financial trading.

problem Efficiently matching orders in financial markets with low latency and high throughput.
method Developed in Java, orders submitted via UDP SBE, low-latency message transport (Aeron Media Driver). Separates order generation and matching.
result Demonstrated low-latency, high-throughput performance in various deployment scenarios.

The notion of an open collar is generalized to that of a pseudo-collar. Important properties and examples are discussed. The main result gives conditions which guarantee the existence of a pseudo-collar structure on the end of an open n-manifold (n > 6). This paper may be viewed as a generalization of Siebenmann's famo…

2001-01-04abs ↗pdf ↗

Study finds neural dialog models struggle with conversational tasks.

problem Insufficient understanding of dialog by neural models.
method Analysis of internal representations and evaluation of model performance.
result Neural dialog models lack key conversational skills like answering questions and inferring contradiction.

Open-source Vizier optimizes complex systems for Google and beyond.

problem Optimizing large-scale systems with multiple objectives and constraints.
method Distributed, fault-tolerant, flexible API for blackbox optimization.
result OSS Vizier supports a wide range of optimization problems and is available as open-source.

A reinforcement learning approach prepares quantum squeezed states in open spin systems.

problem Generating non-classical states in open quantum systems with dissipation and dephasing.
method Reinforcement learning to determine optimal control pulses for spin-squeezing.
result Optimal control sequences enhance collective spin squeezing and entanglement.

CK simplifies ML model deployment and reproducibility with open APIs and DevOps.

problem Making ML models reproducible and deployable across different environments.
method Decompose complex systems into reusable sub-components with unified APIs and DevOps principles.
result Automatically co-design and optimize ML models for speed, accuracy, energy, and size.

Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.

problem Lack of optimal control during transient phases of liquid rocket engines.
method Deep reinforcement learning approach for optimal control of a gas-generator engine's continuous start-up phase.
result Deep reinforcement learning controller achieves highest performance and minimal computational effort.

As we enter into the big data age and an avalanche of images have become readily available, recognition systems face the need to move from close, lab settings where the number of classes and training data are fixed, to dynamic scenarios where the number of categories to be recognized grows continuously over time, as we…

2016-04-08abs ↗pdf ↗

Develops a data-driven fault diagnosis framework for time-series data.

problem Fault diagnosis of dynamic systems using imbalanced and unknown fault classes.
method Kullback-Leibler divergence, data-driven fault classification, open-set classification.
result Framework handles imbalanced datasets, class overlapping, and unknown faults.

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.

We show that the property of existence of solution to the Strominger system in dimension six is neither open nor closed under holomorphic deformations of the complex structure. These results are obtained both in the case of positive slope parameter as well as in the case of negative slope parameter in the anomaly cance…

2017-05-08abs ↗pdf ↗

In this paper we propose a framework for automated forecasting of energy-related time series using open access data from European Network of Transmission System Operators for Electricity (ENTSO-E). The framework provides forecasts for various European countries using publicly available historical data only. Our solutio…

2016-06-02abs ↗pdf ↗

We list all analytic diffeomorphisms between an open subset of the 4-dimensional projective space and an open subset of the 4-dimensional sphere that take all line segments to arcs of round circles. These are the following: restrictions of the quaternionic Hopf fibrations and projections from a hyperplane to a sphere f…

2003-09-03abs ↗pdf ↗

We show uniqueness of cylindrical blowups for mean curvature flow in all dimension and all codimension. Cylindrical singularities are known to be the most important; they are the most prevalent in any codimension. Mean curvature flow in higher codimension is a nonlinear parabolic system where many of the methods used f…

2019-04-30abs ↗pdf ↗

Combining causality, control, and reinforcement learning for system control.

problem Learning to control dynamical systems using causal, control, and reinforcement learning approaches.
method Combining causal identification, control strategies, and reinforcement learning to control dynamical systems.
result Combining different learning paradigms for effective system control.

Continuous deep learning architectures have recently re-emerged as Neural Ordinary Differential Equations (Neural ODEs). This infinite-depth approach theoretically bridges the gap between deep learning and dynamical systems, offering a novel perspective. However, deciphering the inner working of these models is still a…

2020-02-19abs ↗pdf ↗