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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.

168,742 papers · 148 categories

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36912 · Oct 201919922001200920172026
48 results for disorder chaos

New insights into optimal portfolios and ecological equilibria reveal surprising complexity.

problem Optimal portfolio construction with ecological constraints.
method Computational analysis of multispecies Lotka-Volterra equations with unit rank interaction matrices.
result Logarithm of the average number of solutions grows as \(N^{2/3}\), with most likely solutions being much smaller.

The resilience of low-degree Rademacher chaos is studied, providing probabilistic lower bounds.

problem Understanding how much a Rademacher chaos can withstand adversarial sign-flips without significant probability changes.
method Probabilistic lower-bound guarantees for the resilience of Rademacher chaos of arbitrary degree.
result Probabilistic lower-bound guarantees for the resilience of Rademacher chaos of arbitrary degree, especially meaningful for constant degree.

The paper discusses the main ideas of the chaos theory and presents mainly the importance of the nonlinearities in the mathematical models. Chaos and order are apparently two opposite terms. The fact that in chaos can be found a certain precise symmetry (Feigenbaum numbers) is even more surprising. As an illustration o…

2010-01-20abs ↗pdf ↗

Study on spin random fields using chaos decomposition for cosmic microwave background modeling.

problem Modeling polarization of Cosmic Microwave Background using spin random fields.
method Explicit Wiener-Itô chaos decomposition of area measures of level sets.
result Reveals a clear difference between high frequency regime and zero spin case.

In this paper we calibrate chaotic models for interest rates to market data using a polynomial-exponential parametrization for the chaos coefficients. We identify a subclass of one-variable models that allow us to introduce complexity from higher order chaos in a controlled way while retaining considerable analytic tra…

2011-06-13abs ↗pdf ↗

Study shows uniform-time chaos propagation in mean field Langevin dynamics.

problem Understanding the convergence of marginal distributions in mean field dynamics.
method Assumed functional convexity of energy, used LpL^p-convergence and Wasserstein metrics.
result Uniform-in-time propagation of chaos proved in both L2L^2-Wasserstein and relative entropy.

Study uses interviews to automatically detect BD and BPD with good accuracy.

problem Challenges in distinguishing BD and BPD from clinical interviews.
method Developed a multi-modal dataset and used a linear classifier with selected features from interviews.
result Different sets of features characterize BD and BPD, providing insights into their differences.

The paper introduces invariants to describe period-doubling routes to chaos in dynamical systems.

problem Understanding the dynamics of period-doubling routes to chaos in complex systems.
method Introducing three topological invariants to describe the topology of period-doubling routes to chaos.
result Ascribed symbolic dynamics to perturbations of the Shilnikov homoclinic scenario and dynamics of the Henon map.

Uniform-in-time analysis for Stein Variational Gradient Descent across various metrics.

problem Understanding long-term behavior of finite-particle systems in relation to their mean-field limits.
method Developed uniform-in-time propagation-of-chaos results for continuous-time SVGD using cutoff strategies and finite-dimensional theories.
result Uniform-in-time propagation-of-chaos bounds in various metrics, including Langevin kernel Stein discrepancy, Wasserstein-1, and Wasserstein-2 distances.

Researchers use quantum chaos and RMT to analyze turbulence, revealing unique scaling laws.

problem Understanding the statistical structure and scaling laws of turbulence.
method Applied tools from quantum chaos and Random Matrix Theory to analyze turbulence datasets.
result Turbulence Gram matrices exhibit power-law scalings distinct from classical chaos and random data.

Neural networks can model chaos efficiently by becoming geometrically chaotic.

problem Lack of theoretical understanding of how neural networks learn chaos.
method Employed a geometric perspective to show neural networks can model chaotic dynamics.
result Neural networks can reconstruct strange attractors and accurately predict local divergence rates.

Neural networks solve SPDEs using Wiener chaos expansion.

problem Solving stochastic partial differential equations (SPDEs) numerically.
method Using neural networks in the truncated Wiener chaos expansion.
result Approximation rates for learning SPDE solutions with noise.

The paper models asset prices using Wiener chaos expansions for efficient calibration to implied volatility surfaces.

problem Calibrating to implied volatility surfaces using flexible martingale models.
method Constructing an over-parameterized martingale model based on Wiener chaos expansions and conditional expectations.
result The method enables fast calibration to implied volatility surfaces and demonstrates flexibility through numerical experiments.

The Financial Chaos Index models stock market volatility across three regimes based on mutual price fluctuations.

problem Capturing regime-dependent volatility in stock markets.
method Developed a regime-switching framework using the Financial Chaos Index (FCIX) and elastic net regression.
result Identified three market regimes: low-chaos, intermediate-chaos, and high-chaos, each with distinct volatility characteristics.

Study on a pinning model with random walk increments, showing convergence to a critical disordered pinning measure.

problem Understanding the critical behavior of a disordered pinning model.
method Analyzing a disordered pinning model induced by a random walk with specific moment conditions, showing convergence to a limiting measure.
result Convergence of point-to-point partition functions to the critical disordered pinning measure in the critical window.

In this letter, as a proof of concept, we propose a deep learning-based approach to attack the chaos-based image encryption algorithm in \cite{guan2005chaos}. The proposed method first projects the chaos-based encrypted images into the low-dimensional feature space, where essential information of plain images has been …

2019-07-29abs ↗pdf ↗

A new neural network model uses polynomial chaos theory to improve neural signal processing.

problem Redundant neural signal representation in DANNs.
method Employing arbitrary polynomial chaos theory to construct orthonormal representations in DANNs.
result Improves neural signal processing by reducing redundancy and enhancing orthogonality.

Basis adaptation in Homogeneous Chaos spaces rely on a suitable rotation of the underlying Gaussian germ. Several rotations have been proposed in the literature resulting in adaptations with different convergence properties. In this paper we present a new adaptation mechanism that builds on compressive sensing algorith…

2018-01-06abs ↗pdf ↗

Chaos and nonlinear economic dynamics are addressed for a quantum coupled map lattice model of an artificial economy, with quantized supply and demand equilibrium conditions. The measure theoretic properties and the patterns that emerge in both the economic business volume dynamics' diagrams as well as in the quantum m…

2012-02-29abs ↗pdf ↗

Automated detection of voice disorders with computational methods is a recent research area in the medical domain since it requires a rigorous endoscopy for the accurate diagnosis. Efficient screening methods are required for the diagnosis of voice disorders so as to provide timely medical facilities in minimal resourc…

2018-12-04abs ↗pdf ↗

Sparse Polynomial Chaos expansions improve accuracy and efficiency in simulations.

problem Challenges in computational efficiency and accuracy for Polynomial Chaos modeling.
method Sparse Bayesian learning using Variational Relevance Vector Machines.
result Sparse Polynomial Chaos expansions achieve comparable performance to compressive sensing with fewer data points.

Gradient-enhanced GSA uses Poincaré chaos expansions for accurate sensitivity analysis.

problem Accurately estimating Sobol' indices with limited data.
method Integrates sparse, gradient-enhanced regression with Poincaré chaos expansions for derivative-based sensitivity analysis.
result Accurately estimated Sobol' indices using limited data.

It has long been suggested that the biological brain operates at some critical point between two different phases, possibly order and chaos. Despite many indirect empirical evidence from the brain and analytical indication on simple neural networks, the foundation of this hypothesis on generic non-linear systems remain…

2019-09-11abs ↗pdf ↗

A new stochastic algorithm approximates optimal distributions without requiring propagation of chaos.

problem Optimizing functionals over probability distributions using finite particle systems.
method Virtual particle stochastic approximation, viewed as a form of stochastic gradient descent in the Wasserstein space.
result The algorithm's output converges to the optimal distribution and produces i.i.d. samples.

As a mental disorder progresses, it may affect brain structure, but brain function expressed in brain dynamics is affected much earlier. Capturing the moment when brain dynamics express the disorder is crucial for early diagnosis. The traditional approach to this problem via training classifiers either proceeds from ha…

2019-11-16abs ↗pdf ↗

The study predicts how discussions in mental disorder Reddit communities affect users' emotional states.

problem Improving mental health conditions through social support analysis.
method Text embedding techniques and RNNs for predicting emotional tone shifts.
result Users' emotional states can improve due to social support, as evidenced by positive comments following negative posts.

Novel CMG framework improves financial sentiment forecasting.

problem Challenges in short-term sentiment forecasting of financial OHLC data.
method Integrates chaos theory, Markov chains, and Gaussian processes with transformer models.
result Consistently outperforms traditional models in accuracy and efficiency.

The paper models ATM cash withdrawal chaos and forecasts using deep learning.

problem Forecasting ATM cash withdrawals in an Indian bank.
method Chaos modeling of ATM cash withdrawal time series, deep learning methods (ARIMA, RF, SVR, MLP, GMDH, GRNN, LSTM, 1D CNN).
result Deep learning models show similar performance to random forest in forecasting ATM cash withdrawals.

The Wiener chaos approach to interest rate modelling arises from the observation that the pricing kernel admits a representation in terms of the conditional variance of a square-integrable random variable, which in turn admits a chaos expansion. When the expansion coefficients factorise into multiple copies of a single…

2014-03-13abs ↗pdf ↗

New algorithm optimizes matrix reordering for noisy disordered matrices.

problem Optimizing matrix reordering for noisy disordered matrices in single-cell biology and metagenomics.
method Proposed a polynomial-time adaptive sorting algorithm to improve upon spectral seriation.
result Our algorithm achieves superior performance compared to existing methods in real datasets.

Deep-learning model detects ASD from MRI data with high accuracy.

problem Challenges in diagnosing ASD due to subjective behavioral assessments and informant biases.
method Integrates deep-learning and SVM techniques to classify ASD brain scans.
result Highly accurate classification of ASD brain scans from neurotypical scans.

This paper proposes a new method to optimize portfolio allocation with transaction costs using Wiener chaos expansion.

problem Optimizing portfolio allocation with transaction costs in multi-period settings.
method Wiener chaos expansion approach to represent and solve the optimization problem.
result The proposed method finds an optimal strategy for portfolio allocation with transaction costs.

Model predicts cannabis use disorder risk for adolescents and young adults.

problem Predicting cannabis use disorder progression in adolescents and young adults.
method Bayesian machine learning model trained on longitudinal data.
result Model provides personalized risk assessment with AUC of 0.68-0.75 and E/O ratio of 0.95-1.

We construct 1-parameter families of non-periodic embedded minimal surfaces of infinite genus in T×RT \times \mathbb{R}, where TT denotes a flat 2-tori. Each of our families converges to a foliation of T×RT \times \mathbb{R} by TT. These surfaces then lift to minimal surfaces in R3\mathbb{R}^3 that are periodic in hori…

2019-08-17abs ↗pdf ↗