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.
New method linearizes nonlinear coupled oscillators on graphs.
Graph-Coupled Oscillator Networks (GraphCON) tackles graph-based learning problems.
Networks of coupled dynamical systems provide a powerful way to model systems with enormously complex dynamics, such as the human brain. Control of synchronization in such networked systems has far reaching applications in many domains, including engineering and medicine. In this paper, we formulate the synchronization…
A new RNN model based on coupled oscillators mitigates gradient issues.
KuramotoGNN uses Kuramoto model to prevent over-smoothing in graph neural networks.
In a complex system, the interactions between individual agents often lead to emergent collective behavior like spontaneous synchronization, swarming, and pattern formation. The topology of the network of interactions can have a dramatic influence over those dynamics. In many studies, researchers start with a specific …
The sectoral synchronization observed for the Japanese business cycle in the Indices of Industrial Production data is an example of synchronization. The stability of this synchronization under a shock, e.g., fluctuation of supply or demand, is a matter of interest in physics and economics. We consider an economic syste…
Research explores how interconnected systems synchronize and how to control their behavior.
DiffObs predicts global precipitation with realistic wave modes and low frequency variations.
Modeling financial chaos with market makers' risk appetite.
Study on black hole interiors with matter fields, showing oscillation condition impacts blow-up.
Extracts intrinsic spatial coordinates for complex agent systems to learn PDEs.
Study on synchronization in financial markets with time delays.
Paper proposes a coupling-based diagnostic for SGD stepsize optimization.
A deterministic system of coupled maps is proposed as a model for economic activity among interacting agents. The values of the maps represent the wealth of the agents. The dynamics of the system is controlled by two parameters. One parameter expresses the growth capacity of the agents and the other describes the local…
Study chaotic dynamics in social stratification models leading to thermalization and turbulence.
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and Incoherence (FCI) coexistence collective behavior emerges as the system evolves …
We use principle component analysis (PCA) of cross correlations in European government bonds and European stocks to investigate the systemic risk contained in the European economy. We tackle the task to visualize the evolution of risk, introducing the conditional average rolling sum (CARS). Using this tool we see that …
Robotics: Rolling robots on a moving platform can be controlled.
PINNs struggle with increasingly complex ODEs, especially when parameters control their complexity.
The Witten deformation associated to a Morse function on a closed Riemannian manifold, via Rellich-Kato theorem, relates analytically the spectral package of the Riemannian manifold (eigenvalues and eigenforms) to the Morse complex defined by the pair (Morse function, Riemannian metric) coupled with the "multivariable …
The analysis of nonstationary time series is of great importance in many scientific fields such as physics and neuroscience. In recent years, Gaussian process regression has attracted substantial attention as a robust and powerful method for analyzing time series. In this paper, we introduce a new framework for analyzi…
Agent-based market shows herding cycles with square-root price impact.
We introduce tools to capture the dynamics of three different pathways, in which the synchronization of human decision-making could lead to turbulent periods and contagion phenomena in financial markets. The first pathway is caused when stock market indices, seen as a set of coupled integrate-and-fire oscillators, sync…
Neural ODEs control graph dynamics with low energy feedback.
CAP-BM learns complex-valued data's amplitude and phase distributions.
A new oscillator measures trending behavior of financial instruments.
Study on convergence of SDEs using entropy methods.
Minimal vector fields on oscillator groups studied, with specific conditions for minimality.
Study examines boundedness of oscillating singular integrals on specific Lie groups.
Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "an…
Estimates box dimension of fractal interpolation surfaces using oscillation vectors.
Researchers classify lattices in a specific four-dimensional group.
Path signatures reveal community structure in coupled oscillators' dynamics.
The Duffing oscillator's parameters are identified online using variational message passing.
The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of…
The study derives generalization bounds for neural oscillators, improving their performance with regularization.
We study how the phenomenon of contagion can take place in the network of the world's stock exchanges due to the behavioral trait "blindeness to small changes". On large scale individual, the delay in the collective response may significantly change the dynamics of the overall system. We explicitely insert a term descr…
Trade is a fundamental pillar of economy and a form of social organization. Its empirical characterization at the worldwide scale is represented by the World Trade Web (WTW), the network built upon the trade relationships between the different countries. Several scientific studies have focused on the structural charact…
Study finds the spectrum of a cubic Dirac operator on specific oscillator group manifolds.
Many real-world data sets, especially in biology, are produced by complex nonlinear dynamical systems. In this paper, we focus on brain calcium imaging (CaI) of different organisms (zebrafish and rat), aiming to build a model of joint activation dynamics in large neuronal populations, including the whole brain of zebra…
A popular approach for predicting the future of dynamical systems involves mapping them into a lower-dimensional "latent space" where prediction is easier. We show that the information-theoretically optimal approach uses different mappings for present and future, in contrast to state-of-the-art machine-learning approac…
We study geometric quantization of the harmonic oscillator in terms of a singular real polarization given by fibres of the energy momentum map.
Bayesian method identifies dynamical models with uncertainty quantification.
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…
Considering the interdependencies between water and electricity use is critical for ensuring conservation measures are successful in lowering the net water and electricity use in a city. This water-electricity demand nexus will become even more important as cities continue to grow, causing water and electricity utiliti…
A thermodynamic theory explains EU election vote distributions.
Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.