arXiv research

Investigates Q value evolution in Stable Baselines for DQL in simple vs complex environments.

The paper studies circular evolutes and involutes of framed curves in Euclidean space.

Geometric approach to Dirac operator evolution on spacetimes.

Global calculus for manifolds with boundary, solving evolution problems.

Develops robust methods for infinite-dimensional stochastic processes.

The notion of integrability will often extend from systems with scalar-valued fields to systems with algebra-valued fields. In such extensions the properties of, and structures on, the algebra play a central role in ensuring integrability is preserved. In this paper a new theory of Frobenius-algebra valued integrable s…

We present a framework for describing the evolution of stochastic observables having a non-stationary distribution of values. The framework is applied to empirical volume-prices from assets traded at the New York stock exchange. Using Kullback-Leibler divergence we evaluate the best model out from four biparametric mod…

The approach to nonholonomic Ricci flows and geometric evolution of regular Lagrange systems [S. Vacaru: J. Math. Phys. \textbf{49} (2008) 043504 \& Rep. Math. Phys. \textbf{63} (2009) 95] is extended to include geometric mechanics and gravity models on Lie algebroids. We prove that such evolution scenarios of geometri…

We relate Miura type transformations (MTs) over an evolution system to its zero-curvature representations with values in Lie algebras g. We prove that certain homogeneous spaces of g produce MTs and show how to distinguish these spaces. For a scalar translation-invariant evolution equation this allows to classify all M…

The paper extends a spectral evolution model for link prediction in evolving networks.

New game approximates mean curvature flow evolution.

We perform a classification of the Lie point symmetries for the Black--Scholes--Merton Model for European options with stochastic volatility, $σ$, in which the last is defined by a stochastic differential equation with an Orstein--Uhlenbeck term. In this model, the value of the option is given by a linear (1 + 2) evolu…

Many biological characteristics of evolutionary interest are not scalar variables but continuous functions. Here we use phylogenetic Gaussian process regression to model the evolution of simulated function-valued traits. Given function-valued data only from the tips of an evolutionary tree and utilising independent pri…

We introduce a new tool for predicting the evolution of an option for the cases where at some specific time, there is a high-degree of uncertainty for identifying its price. We work over the special case where we can predict the evolution of the system by joining a single price for the Option, defined at some specific …

Consider vector valued harmonic maps of at most linear growth, defined on a complete non-compact Riemannian manifold with non-negative Ricci curvature. For the norm square of the pull-back of the target volume form by such maps, we report a strong maximum principle, and equalities among its supremum, its asymptotic ave…

Study explores optimal portfolio control in financial markets with transaction costs.

Study shows XRP price correlates with transaction network metrics.

We consider a structural credit model for a large portfolio of credit risky assets where the correlation is due to a market factor. By considering the large portfolio limit of this system we show the existence of a density process for the asset values. This density evolves according to a stochastic partial differential…

I prove the bistability of linear evolution equations $x' = A(t)x$ in a Banach space $E$, where the operator-valued function $A$ is of the form $A(t) = f'(t)G(t,f(t))$ for a binary operator-valued function $G$ and a scalar function $f$. The constant that bounds the solutions of the equation is computed explicitly; it i…

New model explains volatility after extreme stock market events.

The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extract- ing governing equations by employing fine-scale simulation …

An array system of coupled maps is proposed as a model for economy evolution. The local dynamics of each map or agent is controlled by two parameters. One of them represents the growth capacity of the agent and the other one is a control term representing the local environmental pressure which avoids an exponential gro…

The paper extends Cartan development to infinite dimensional Lie groups.

We propose a class of Markovian agent based models for the time evolution of a share price in an interactive market. The models rely on a microscopic description of a market of buyers and sellers who change their opinion about the stock value in a stochastic way. The actual price is determined in realistic way by match…

Study cosmic structures using Topological Data Analysis and Persistence Energy.

We introduce a geometric evolution equation of hyperbolic type, which governs the evolution of a hypersurface moving in the direction of its mean curvature vector. The flow stems from a geometrically natural action containing kinetic and internal energy terms. As the mean curvature of the hypersurface is the main drivi…

Persistence is studied in a financial context by mapping the time evolution of the values of the shares quoted on the London Financial Times Stock Exchange 100 index (FTSE 100) onto Ising spins. By following the time dependence of the spins, we find evidence for power law decay of the proportion of shares that remain e…

This paper presents the solution to a European option pricing problem by considering a regime-switching jump diffusion model of the underlying financial asset price dynamics. The regimes are assumed to be the results of an observed pure jump process, driving the values of interest rate and volatility coefficient. The p…

Model compares altruism and individualism in wealth dynamics.

Study nationwide measures' impact on COVID-19 using models and machine learning.

Modeling financial market dynamics with 2D Levy flights.

Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary algorithms. The main difference of our approach is using real-valued vector represen…

We present evolution equations for a family of paths that results from anisotropically weighting curve energies in non-linear statistics of manifold valued data. This situation arises when performing inference on data that have non-trivial covariance and are anisotropic distributed. The family can be interpreted as mos…

Model assesses loan profitability under changing credit conditions.

Modeling DEX liquidity with heterogeneous LPs and MEV bots.

It is the main purpose of this paper to introduce a graph-valued stochastic process in order to model the spread of a communicable infectious disease. The major novelty of the SIR model we promote lies in the fact that the social network on which the epidemics is taking place is not specified in advance but evolves thr…

Study bi-harmonic flow with forcing term on smooth curves.

We propose a machine learning approach to address a key challenge in materials science: predicting how fractures propagate in brittle materials under stress, and how these materials ultimately fail. Our methods use deep learning and train on simulation data from high-fidelity models, emulating the results of these mode…

The calculus correspondence has been known to exist between generic pedal evolutions and generic wave front evolutions. In this paper, we first extend the known results on the calculus correspondence to evolutions with multi-parameters, and then give applications of calculus correspondence. Moreover, we discuss the pos…

In this paper we study the Lorenz equations using the perspective of the Conley index theory. More specifically, we examine the evolution of the strange set that these equations posses throughout the different values of the parameter. We also analyze some natural Morse decompositions of the global attractor of the syst…

An important class of economic models involve agents whose wealth changes due to transactions with other agents. Several authors have pointed out an analogy with kinetic theory, which describes molecules whose momentum and energy changes due to interactions with other molecules. We pursue this analogy and derive a Bolt…

New Y-systems for Miquel dynamics are Möbius invariant.

AMP algorithm for matrix tensor product model provides recovery conditions.

We analyse Ricci flow (normalised/un-normalised) of product manifolds --unwarped as well as warped, through a study of generic examples. First, we investigate such flows for the unwarped scenario with manifolds of the type $\mathbb S^n\times \mathbb S^m$, $\mathbb S^n\times \mathbb H^m$, $\mathbb H^m\times \mathbb H^n$…

Study adversarial classification with data corruption up to ε, deriving geometric flows.

Study on neural networks with regularisation and its impact on training dynamics.

Study material evolution using groupoids to track intrinsic properties.

We consider the evolution by mean curvature flow of Lagrangian submanifolds of the complex projective space CP^n. We prove that, if the initial value satisfies a suitable pinching condition, then the flow exists for all times and the manifold converges to a totally geodesic submanifold. As a corollary, we obtain that a…