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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.

169,051 papers · 148 categories

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90181271361 · Jun 202019922001200920182026
48 results for dynamic extraction

Dynamic factor analysis reveals insights into Philippine stock market dynamics.

problem Understanding complex stock market dynamics.
method Dynamic factor model using Kalman method and maximum likelihood estimation.
result Common factors extracted from the model represent market trends and volatility.

Predicting unobserved bifurcations in time series with unsupervised parameter extraction.

problem Predicting system behavior with unknown parameters from time series data.
method Reservoir computing framework for unsupervised extraction of slowly varying system parameters.
result Model predicts unknown bifurcations not present in training data.

ELICA helps analysts understand unfamiliar domains by extracting relevant terms.

problem Communication barriers between analysts and stakeholders in unfamiliar domains.
method ELICA uses WFSTs to dynamically extract and label requirements-relevant knowledge from text and non-linguistic cues.
result ELICA supports analysts in understanding and eliciting requirements from unfamiliar domains.

Method extracts stochastic systems with Lévy noise from data.

problem Identifying stochastic dynamical systems with Lévy noise from short data.
method Estimate Lévy jump measure and noise intensity, approximate drift coefficient.
result Accurate and effective method for discovering stochastic laws.

ELICA helps analysts extract relevant information during elicitation meetings.

problem Challenges in eliciting requirements due to analyst's lack of domain knowledge.
method ELICA uses a novel information extraction algorithm combining WFSTs and SVMs, presented in an interactive GUI.
result ELICA effectively extracts relevant information in real-time and facilitates interactive and dynamic process.

StrGNN detects anomalies in dynamic graphs by analyzing subgraphs and temporal features.

problem Detecting anomalies in dynamic graphs with structural changes.
method StrGNN is an end-to-end model that uses structural subgraphs and temporal features for anomaly detection.
result StrGNN effectively detects anomalies in dynamic graphs, as shown by extensive experiments.

A new method extracts features and reconstructs moments in dynamical systems using information geometry.

problem Reconstructing moments in dynamical systems efficiently and accurately.
method Information-geometric approach on spaces of probability measures.
result Moments can be expanded in eigenfunctions of a kernel integral operator, enabling nonparametric forecasting.

Transformers handle infinite dimensional inputs effectively by feature extraction and dynamic feature selection.

problem Understanding the approximation and estimation ability of Transformers with infinite dimensional inputs.
method Anisotropic smoothness analysis and feature extraction properties of Transformers.
result Transformers avoid the curse of dimensionality and dynamically select important features.

Derivation of reduced order representations of dynamical systems requires the modeling of the truncated dynamics on the retained dynamics. In its most general form, this so-called closure model has to account for memory effects. In this work, we present a framework of operator inference to extract the governing dynamic…

2018-03-25abs ↗pdf ↗

Neural Physicist learns physical dynamics from images.

problem Learning meaningful physical state representations and accurate state transitions from image sequences.
method Neural Physicist uses VAE for state extraction, NP for parameters, and SSM for dynamics.
result Achieves long-term predictions and identifies system degrees of freedom.

Method extracts interpretable physical parameters from noisy spatiotemporal data.

problem Uncontrolled variables in spatiotemporal systems make analysis difficult.
method Physics-informed variational autoencoders for PDEs.
result Extracted parameters correlate well with ground truth physical parameters.

This work extracts stochastic dynamical systems with α\alpha-stable Lévy noise.

problem Extracting data-driven governing laws of dynamical systems with non-Gaussian noise.
method End-to-end deep learning approach for learning drift and diffusion coefficients for α\alpha-stable Lévy noise.
result Effectiveness of the method confirmed by numerical experiments.

Method extracts governing laws from non-Gaussian stochastic systems data.

problem Modeling complex dynamics with non-Gaussian Lévy noise.
method Data-driven method to extract stochastic dynamical systems from noisy data.
result Established a theoretical framework and numerical algorithm to compute Lévy jump measure, drift, and diffusion.

New method extracts dynamics from graph data using DMD in vector-valued spaces.

problem Analyzing nonlinear systems with interdependent observables.
method Formulated Koopman spectral analysis for vector-valued data, developed estimation algorithm.
result Extracts low-dimensional dynamics from graph data.

Extracts intrinsic spatial coordinates for complex agent systems to learn PDEs.

problem Modeling collective dynamics of heterogeneous agents.
method Data-driven extraction of intrinsic spatial coordinates, learning PDEs in emergent space.
result Collective dynamics can be approximated through learned PDEs in emergent coordinates.

Develops a new method to discover stochastic systems with non-Gaussian noise.

problem Discovering governing laws from complex systems with non-Gaussian noise.
method Theoretical framework and numerical algorithm to extract stochastic differential equations with Gaussian and non-Gaussian noise.
result Demonstrated the efficacy and accuracy of the approach on various systems.

q-VAE extracts disentangled latent spaces for robot control and dynamic systems.

problem Disentangled representation learning for latent spaces in robotics.
method Proposes q-VAE based on Tsallis statistics, improving disentanglement and latent dynamics.
result Improves disentangled representation while maintaining data reconstruction accuracy.

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.

Bayesian meta-learning on relation graphs improves few-shot relation extraction.

problem Predicting relations in sentences with limited labeled examples.
method Bayesian meta-learning on a global relation graph, using graph neural networks and Langevin dynamics.
result Framework effectively learns and generalizes to new relations.

FOSC-X: An extended framework for extracting multiple optimal flat clusterings from hierarchical cluster trees

problem Extracting multiple optimal flat clusterings from hierarchical cluster trees
method Dynamic programming with lower and upper feasibility bounds
result Guaranteed optimal rankings of top-M solutions with linear-time complexity

New method extracts stochastic laws from data, including Lévy noise.

problem Extracting stochastic laws from data with non-Gaussian noise.
method Using normalizing flows to estimate transition density, then applying nonlocal Kramers-Moyal formulas.
result Can learn stochastic differential equations with Lévy motion.

Bayesian filtering approach identifies nonlinear restoring forces in dynamic systems.

problem Identification of nonlinear dynamic systems in engineering.
method Modeling the nonlinear restoring force as a Gaussian process, converting it to a state-space model, and inferring internal states and the nonlinear restoring force through filtering and smoothing.
result The approach effectively identifies nonlinear restoring forces in both simulated and experimental datasets.

We show that dispersive propagation of light followed by phase detection has properties that can be exploited for extracting features from the waveforms. This discovery is spearheading development of a new class of physics-inspired algorithms for feature extraction from digital images with unique properties and superio…

2017-06-07abs ↗pdf ↗

Modeling dynamic user interests using neural matrix factorization.

problem Challenging extraction of valuable insights from unstructured, high-dimensional, and dynamic online content data.
method Combines matrix factorization with neural networks to model nonlinear user and content factors.
result Accurately identifies nuanced and coherent consumption patterns of Boston Globe readers over five years.

Extracts controllable models from videos of real-world activities.

problem Creating realistic and controllable character models from video data.
method Two networks: one for pose and control signal to next pose, and another for pose, new pose, and background to output frame.
result High-quality, controllable character models can be generated from arbitrary videos.

Paper proposes SDDP for improving time series forecasting with high-dimensional predictors.

problem Improving time series forecasting with high-dimensional predictors.
method SDDP framework that incorporates target variable and lagged observations into factor extraction process.
result SDDP improves predictive accuracy in time series forecasting.

Deep model integrates MRI and DTI for autism severity prediction.

problem Predicting spectrum-level deficits in autism using multimodal brain imaging.
method Generative deep-learning framework combining rs-fMRI and DTI data.
result Hybrid model outperforms existing methods in predicting autism severity.

SPEDER extracts state-action abstraction from dynamics for reinforcement learning.

problem Curse of dimensionality and limited applicability of spectral methods.
method Spectral Decomposition Representation (SPEDER) that extracts state-action abstraction from dynamics without policy dependence.
result Theoretical analysis establishes sample efficiency in online and offline settings.

An optimal extraction strategy is found for a price-maker company selling an exhaustible commodity.

problem Maximizing profits from selling an extractable commodity with price impact.
method Two-dimensional degenerate singular stochastic control problem with finite fuel. Explicit solution to Hamilton-Jacobi-Bellman equation verified.
result Optimal extraction rules differ based on the type of price process (drifted Brownian motion vs. Ornstein-Uhlenbeck process).

Modeling DEX liquidity with heterogeneous LPs and MEV bots.

problem Understanding and predicting the dynamics of decentralized cryptocurrency exchanges.
method Mean-field game approach to model liquidity providers' optimal strategies and interactions.
result Calibrated model produces consistent pool exchange rate dynamics and liquidity evolution.

A notion of implicit difference equation on a Lie groupoid is introduced and an algorithm for extracting the integrable part (backward or/and forward) is formulated. As an application, we prove that discrete Lagrangian dynamics on a Lie groupoid GG may be described in terms of Lagrangian implicit difference equations …

2010-11-16abs ↗pdf ↗