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.
We introduce two numerical conjugacy invariants for dynamical systems -- the complexity and weak complexity indices -- which are well-suited for the study of "completely integrable" Hamiltonian systems. These invariants can be seen as "slow entropies", they describe the polynomial growth rate of the number of balls (fo…
The paper explores growth rates and Perron numbers in Coxeter systems with low-dimensional Davis complexes.
problem Investigating growth rates and specific types of numbers in Coxeter systems with Davis complexes of low dimension.
method Examining Coxeter systems with Davis complexes of dimension at most 2, focusing on growth rates and specific types of numbers.
result The growth rate of Coxeter systems with Davis complexes of dimension at most 2 are either Salem or Pisot numbers, depending on the Euler characteristic.
Complex network theory has been applied to solving practical problems from different domains. In this paper, we present a general framework for complex network applications. The keys of a successful application are a thorough understanding of the real system and a correct mapping of complex network theory to practical …
Link Floer homology is split into snake complexes and local systems.
problem Classifying link Floer complexes over specific rings.
method Classifying isomorphism and chain homotopy equivalence classes of free chain complexes over a specific ring, then applying these results to link Floer complexes.
result Link Floer complexes split uniquely into snake complexes and local systems.
We describe and extract time-ordered multibody interactions from complex systems.
problem Complex systems with temporal and multibody dependencies.
method Decompose multivariate Markov chains into time-ordered multibody interactions. Algorithm to extract interactions from data. Measure complexity of interaction ensembles.
result Robust and efficient algorithm to infer time-ordered multibody interactions from data.
Economic interdependencies have become increasingly present in globalized production, financial and trade systems. While establishing interdependencies among economic agents is crucial for the production of complex products, they may also increase systemic risks due to failure propagation. It is crucial to identify how…
Neural networks improve predictions of complex network dynamics.
problem Improving neural network predictions for complex network dynamics.
method Extended neural network models to complex systems, ensuring they conform to dynamical model assumptions and using a statistical significance test.
result Achieved advanced generalization of neural network predictions for complex systems.
The paper argues that attracting more economists and adopting a more-precise definition of dynamic complexity might help econophysics acquire more attention in the economics community and bring new lymph to economic research. It may be necessary to concentrate less on the applications than on the basics of economic com…
In the spirit of topological entropy we introduce new complexity functions for general dynamical systems (namely groups and semigroups acting on closed manifolds) but with an emphasis on the dynamics induced on simplicial complexes. For expansive systems remarkable properties are observed. Known examples are revisited …
Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological food-webs. We focus on the relation between increasing complexity of the economic n…
We investigate hierarchical structure in various complex systems according to Minimum Spanning Tree methods. Firstly, we investigate stock markets where the graphis obtained from the matrix of correlations coefficient computed between all pairs of assets by considering the synchronous time evolution of the difference o…
We give different proofs and prove new results on the non complete solvability of some systems of complex first order p.d.e.'s, especially related to the analysis on CR manifolds.