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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.

168,695 papers · 148 categories

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5111621 · May 201919922001200920172026
48 results for chaotic fusion

Our model predicts stock market intervals using chaotic fusion and graph convolutional networks.

problem Uncertainty in financial market predictions without quantified uncertainty.
method Bi-level chaotic fusion, graph convolutional networks, volatility-aware gating, temporal dependencies.
result Significant improvements in prediction intervals and coverage compared to existing methods.

A novel federated learning framework resolves structural misalignment in model fusion.

problem Structural misalignment in model fusion due to chaotic information distribution.
method Feature-oriented regulation method (ΨΨ-Net) to ensure feature information allocation and dedicated collaboration schemes.
result Effective enhancement of federated learning applicability to heterogeneous settings with improved convergence speed, accuracy, and efficiency.

Study chaotic behavior in homeomorphism groups of countable products of spaces.

problem Investigate chaotic behavior in homeomorphism groups of countable products of various metrizable topological spaces.
method Construct numerous examples of chaotic groups of homeomorphisms of countable products of spaces.
result New chaotic groups of homeomorphisms of countable products of various metrizable topological spaces are discovered.

TSSC images enhance chaotic signal classification using ConvNets.

problem Classifying chaotic signals accurately and robustly.
method Triad State Space Construction (TSSC) for image encoding, Convolutional Neural Network (ConvNet) for classification.
result TSSC-ConvNet achieves high accuracy and robustness in chaotic signal classification.

The use of artificial neural networks as models of chaotic dynamics has been rapidly expanding. Still, a theoretical understanding of how neural networks learn chaos is lacking. Here, we employ a geometric perspective to show that neural networks can efficiently model chaotic dynamics by becoming structurally chaotic t…

2019-12-11abs ↗pdf ↗

Deep learning models learn chaotic system dynamics from real and simulated data.

problem Training deep learning models for chaotic systems requires big data.
method Jointly train deep neural networks on real and simulated data, enforcing physical laws.
result Proposes knowledge-based deep learning (KDL) for accurate forecasting of chaotic systems.

This paper considers the ideal gas-like model of trading markets, where each individual is identified as a gas molecule that interacts with others trading in elastic or money-conservative collisions. Traditionally this model introduces different rules of random selection and exchange between pair agents. Real economic …

2009-06-10abs ↗pdf ↗

We propose a physics-informed Echo State Network (ESN) to predict the evolution of chaotic systems. Compared to conventional ESNs, the physics-informed ESNs are trained to solve supervised learning tasks while ensuring that their predictions do not violate physical laws. This is achieved by introducing an additional lo…

2019-04-09abs ↗pdf ↗

Gradient descent with chaotic perturbations improves generalization.

problem Improving generalization of gradient descent.
method Introducing chaotic perturbations to gradient descent to achieve improved generalization.
result Gradient descent with chaotic perturbations converges to a heavy-tailed SDE, leading to improved generalization.

A ML model accurately replicates chaotic dynamics across various parameters.

problem Replicating chaotic characteristics of non-linear dynamics using machine learning.
method A ML model trained to predict one-step-ahead states from historic states captures bifurcation diagrams and Lyapunov exponents universally.
result Variational quantum circuit outperforms classical models in reproducing long-term chaotic characteristics.

Investigates chaotic financial time series with monthly contributions and devaluation.

problem Analyzing chaotic behavior in financial processes with piecewise contributions and negative interest rates.
method Examines a financial process with monthly contributions and devaluation, showing dichotomy in behavior.
result Financial time series exhibit either periodic sequences or Cantor set of ω-limit points, with chaotic behavior at points of a Cantor attractor.

We use standard deep neural networks to classify univariate time series generated by discrete and continuous dynamical systems based on their chaotic or non-chaotic behaviour. Our approach to circumvent the lack of precise models for some of the most challenging real-life applications is to train different neural netwo…

2019-07-26abs ↗pdf ↗

RNNs struggle with chaotic dynamics due to exploding gradients, but we found a way to optimize training.

problem Challenging training of RNNs with chaotic dynamics due to exploding gradients.
method Relating loss gradients to Lyapunov spectrum to optimize training on chaotic data.
result RNNs with chaotic dynamics always have diverging gradients, while stable ones have bounded gradients.

This paper proves long-time accuracy of ensemble Kalman filters for chaotic and machine-learned systems.

problem Ensuring long-term accuracy of ensemble Kalman filters for complex dynamical systems.
method Established conditions for long-time accuracy of ensemble Kalman filters for chaotic and machine-learned dynamical systems.
result Ensemble Kalman filters maintain small estimation error over long time horizons for chaotic and machine-learned systems.

Meta Fusion integrates various multimodal data fusion strategies into a unified framework.

problem Improving predictive power of machine learning methods across diverse applications.
method Meta Fusion constructs a cohort of models based on latent representations across modalities, sharing soft information to boost performance.
result Meta Fusion consistently outperforms conventional fusion strategies in simulation and real-world applications.

FCOC framework improves financial volatility forecasting.

problem Tackles dual challenges of feature fidelity and model responsiveness in financial volatility forecasting.
method Synergizes fractal feature extraction and dynamic chaotic oscillation processing.
result Demonstrates profound and generalizable impact on S\&P 500 and DJI datasets.

A new framework reduces inconsistencies in chaotic surrogate modeling.

problem Consistency issues between probabilistic objectives and dynamical system dynamics.
method KAFFEE (Kalman-Aware Framework For Ergodic Emulation), a differentiable extended Kalman filter.
result KAFFEE mitigates the dynamic-probabilistic consistency gap, improving reconstruction and predictive scores.

A new memory-based fusion layer improves multi-modal deep learning performance.

problem Improving performance of multi-modal deep learning by addressing long-term dependencies.
method Introducing a Memory based Attentive Fusion (MBAF) layer that incorporates both current and long-term dependencies.
result The MBAF layer enhances fusion and improves performance across different modalities and networks.

A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial ti…

2004-04-21abs ↗pdf ↗

ESNs with transfer learning predict long-term chaotic patterns in spatiotemporal dynamical systems.

problem Predicting long-term statistical patterns of spatiotemporally chaotic dynamical systems.
method Echo state networks (ESNs) with transfer learning.
result ESNs with transfer learning accurately predict long-term statistical properties of spatiotemporally chaotic PDEs.

Combining LETKF and RC improves chaotic system prediction from noisy, sparse data.

problem Improving chaotic system prediction from imperfect observations and models.
method Combining LETKF and RC to predict spatio-temporal chaotic systems from noisy and sparsely distributed observations.
result The proposed method using LETKF and RC outperforms LETKF in predicting chaotic systems from noisy and sparse observations.

Transfer learning improves chaotic dynamics predictions with less data.

problem Efficiently predicting chaotic dynamics with limited data.
method Transfer learning for nonlinear dynamics, optimizing transfer rate and leveraging small-scale turbulence universality.
result Significantly more accurate inference of chaotic dynamics achieved.

Analog forecasting uses local dynamics to predict chaotic systems.

problem Theoretical connections between analog forecasting and dynamical systems are overlooked.
method Local approximations of the system's dynamics, linear regression, and estimation of analog forecasting errors.
result Analog forecasting performances are highly linked to the local Jacobian matrix of the flow map.

Agent-based models have demonstrated their power and flexibility in Econophysics. However their major challenge is still to devise more realistic simulation scenarios. The complexity of Economy makes appealing the idea of introducing chaotic number generators as simulation engines in these models. Chaos based number ge…

2011-10-20abs ↗pdf ↗

Algorithms that fuse multiple input sources benefit from both complementary and shared information. Shared information may provide robustness against faulty or noisy inputs, which is indispensable for safety-critical applications like self-driving cars. We investigate learning fusion algorithms that are robust against …

2019-06-11abs ↗pdf ↗

Deep learning scheme identifies and reconstructs chaotic and stochastic systems from noisy data.

problem Challenging identification of governing equations from noisy and partial observations.
method Jointly learns inference model and governing laws using variational deep learning.
result Framework generalizes state-of-the-art methods and accounts for stochastic variabilities.

This paper improves model fusion by training-time neuron alignment, reducing barriers in multi-model fusion.

problem Diverse neuron permutations across different settings hinder model fusion performances.
method Training-time neuron alignment using fixed neuron anchors to reduce training-time permutations.
result Training-time neuron alignment improves fusion of pretrained models and federated learning performances.

We classify all fusion categories for a given set of fusion rules with three simple object types. If a conjecture of Ostrik is true, our classification completes the classification of fusion categories with three simple object types. To facilitate the discussion we describe a convenient, concrete and useful variation o…

2007-04-02abs ↗pdf ↗

Novel fusion network combines polarization and radiomics features for liver cancer classification.

problem Challenges in histopathological diagnosis of HCC and ICC.
method Two-tier fusion approach: feature-level and classification-level.
result Significantly enhances classification accuracy, even at reduced resolutions.

This paper presents a novel study on gas-like models for economic systems. The interacting agents and the amount of exchanged money at each trade are selected with different levels of randomness, from a purely random way to a more chaotic one. Depending on the interaction rules, these statistical models can present dif…

2009-01-08abs ↗pdf ↗

Study fusion methods for financial image views to improve robustness against attacks.

problem Improving robustness of financial image views for next-day direction prediction.
method Same-source multi-view learning with early fusion and late fusion, using OHLCV and technical-indicator views, and evaluating pixel-space L-infinity attacks.
result Early fusion can suffer negative transfer under noisy settings, while late fusion is more reliable once labels stabilize.

Study chaotic dynamics in social stratification models leading to thermalization and turbulence.

problem Understanding social stratification dynamics through chaotic nonlinear systems.
method Modeling social network links with oscillators and energies, studying Hamiltonian evolution and nonlinear interactions.
result Chaotic dynamics leads to dynamical thermalization and Kolmogorov-Zakharov turbulence, with implications for wealth inequality.