Study stability and instability of Ricci-flat metrics under generalized Ricci flow.
problem Stability and instability of Ricci-flat metrics under Ricci flow.
method Analysis of generalized Ricci flow for Ricci-flat metrics and vanishing 3-forms.
result Dynamical stability and instability results for Ricci-flat metrics and vanishing 3-forms.
Modeling HFT interactions reveals market instability.
problem Market instability caused by HFT dynamic coupling.
method Developed a recurrence relations framework to model HFT interactions.
result Unexpected latency and feedback can trigger market instability.
In this short article, we improve the dynamical stability and instability results for Ricci-flat metrics under Ricci flow proved by Sesum and Haslhofer, getting rid of the integrability assumption.
The study examines stability and instability of Poincaré-Einstein metrics using Ricci flow.
problem Stability and instability of Poincaré-Einstein metrics.
method Variant of expander entropy for asymptotically hyperbolic manifolds, local positive mass theorem, volume comparison.
result Characterization of stability and instability in terms of local positive mass theorem and volume comparison.
Study uses DNM theory to detect early warning signals of market instability.
problem Detecting early warning signals of financial market instability.
method Applying Dynamical Network Marker (DNM) theory to trading data from the Tokyo Stock Exchange.
result Early warning signals of large price movements can be detected on a daily time scale.
We prove dynamical stability and instability theorems for compact Einstein metrics under the Ricci flow. We give a nearly complete charactarization of dynamical stability and instability in terms of the conformal Yamabe invariant and the Laplace spectrum. In particular, we prove dynamical stability of some classes of E…
The paper analyzes numerical instability in variational flows and proposes a diagnostic method.
problem Numerical instability in variational flows affects sampling, density evaluation, and ELBO estimation.
method Treated variational flows as dynamical systems, used shadowing theory for theoretical guarantees, and developed a diagnostic procedure.
result Despite numerical instability, results from variational flows can be accurate enough for practical applications.
Proposes a continuous flow model to understand and control instability in gradient descent for deep learning.
problem Understanding and controlling the instability of gradient descent in deep learning.
method Introduces the Principal Flow (PF), a continuous time flow that approximates gradient descent dynamics.
result The PF captures divergent and oscillatory behaviors of gradient descent, including escaping local minima and saddle points.
Binary perceptron's instability linked to replica symmetry breaking.
problem Understanding the relationship between algorithmic instability and replica symmetry breaking in binary perceptron learning.
method Established the connection between algorithmic instability and replica symmetry breaking by comparing the instability condition around the fixed point to the instability for breaking the replica symmetric solution of the free energy function.
result The instability condition around the algorithmic fixed point is identical to the instability for breaking the replica symmetric saddle point solution of the free energy function.
Machine learning predicts extreme events from spectral data.
problem Predicting extreme events in nonlinear systems from limited data.
method Trained a neural network to correlate spectral and temporal properties of optical fibre modulation instability.
result Predicted temporal probability distribution from high-dynamic range spectral data.
We show that financial correlations exhibit a non-trivial dynamic behavior. We introduce a simple phenomenological model of a multi-asset financial market, which takes into account the impact of portfolio investment on price dynamics. This captures the fact that correlations determine the optimal portfolio but are affe…
This paper improves forecast stability without sacrificing accuracy using dynamic loss weighting.
problem Rolling origin forecast instability in time series forecasting.
method Dynamic loss weighting algorithms applied to the N-BEATS model.
result Dynamic loss weighting can further improve forecast stability without compromising accuracy.
Study stock market instability using cross-correlation matrices and principal components analysis.
problem Quantifying and analyzing volatility in the Tokyo Stock Exchange.
method Rolling window cross-correlation matrices, principal components analysis, and random matrix theory.
result Detected three volatile market stages: Lehman Brothers bankruptcy, Tohoku Earthquake, and QE3 reduction.
Study quantifies motion dynamics of ankle sprains using biosensor data.
problem Diagnosing chronic ankle instability (CAI) based on objective biomechanical measures.
method Developed a nonlinear subspace clustering method to learn motion patterns from multi-joint coordination.
result Classification accuracy of >70% on CAI vs. normal controls using leave-one-subject-out cross validation.
Complex projective space is unstable under Ricci flow, disproving conjectures.
problem Stability of complex projective spaces under Ricci flow.
method Provided independent proof of dynamic instability using Ricci flow.
result Complex projective space is dynamically unstable under Ricci flow.
Modeling financial institution dependence structures for systemic risk.
problem Understanding and measuring systemic risk in financial systems.
method Dynamic model of dependence structure using Markov structures of joint credit migrations.
result Different Markov structures with distinct dependence structures lead to varying systemic instability.
Study examines USD exchange rate dynamics using Kramers-Moyal expansion.
problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.
Bayesian neural network predicts planetary instability.
problem Predicting planetary instability in compact systems.
method Novel Bayesian neural network trained on raw orbital elements.
result Model predicts planetary instability times with high accuracy and robust generalization.
The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.
problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.
Novel approach analyzes ReLU networks' training dynamics and proposes GmP for improved optimization.
problem Stochastic optimization instability in ReLU networks impedes convergence and generalization.
method Characteristic activation boundaries analysis and Geometric Parameterization (GmP) technique.
result GmP resolves instability, leading to better optimization, convergence, and generalization.
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…
Noncompact Ricci-flat solutions have infinite unstable dimensions.
problem Understanding unstable dimensions of noncompact Ricci-flat solutions.
method Derived sufficient conditions for infinite-dimensional unstable manifolds.
result Noncompact Ricci-flat solutions have uncountably many unstable perturbations.
Generative diffusion models exhibit phase transitions in statistical mechanics, impacting their performance.
problem Understanding the performance and capabilities of generative diffusion models.
method Reformulating generative diffusion models using statistical mechanics, focusing on phase transitions and symmetry breaking.
result Generative diffusion models undergo second-order phase transitions with mean-field universality, critical instability, and mean-field critical exponents.
NGRC shows numerical instabilities with short lags and high-degree polynomials.
problem Numerical instabilities in NGRC feature matrix.
method Combining numerical linear algebra and dynamical systems theory, we study feature matrix conditioning. We evaluate different numerical algorithms for solving the regularized least-squares problem.
result SVD-based training achieves accurate forecasts without regularization, preferable for short lags and high-degree polynomials.
Study reveals signatures of market crashes through eigenvalue analysis of stock return matrices.
problem Understanding the complexity and dynamics of market crashes.
method Cross-correlation structures and eigenspectra of stock return matrices were analyzed over different epochs.
result The smallest eigenvalue can distinguish between internal and external market instabilities.
New method stabilizes GAN training by solving ODEs.
problem Stability issues in GAN training.
method Solving ordinary differential equations (ODEs) to stabilize GAN training.
result Well-known ODE solvers can stabilize GAN training.
Study of U.S. stock market dynamics using Boltzmann Machine model.
problem Understanding market correlation structure and instabilities.
method Boltzmann Machine model with binary variables, exact and approximate learning algorithms.
result Binarization preserves market correlation structure and heavy positive tail in couplings.
Gradient flossing stabilizes RNN training by controlling Lyapunov exponents.
problem Gradient instability in RNNs leading to exploding and vanishing gradients.
method Regularizing Lyapunov exponents through backpropagation using differentiable linear algebra.
result Gradient flossing improves RNN training success rate and convergence speed.
This paper investigates how dataset properties affect GAN training outcomes.
problem GANs often fail to reach equilibrium due to instability or mode collapse.
method Experiments to identify patterns in dataset properties and their effects on GAN training.
result Patterns in dataset properties influence GAN training dynamics and outcomes.
We study analytically and numerically Minsky instability as a combination of top-down, bottom-up and peer-to-peer positive feedback loops. The peer-to-peer interactions are represented by the links of a network formed by the connections between firms, contagion leading to avalanches and percolation phase transitions pr…
We study warped compactifications of string/M theory with the help of effective potentials, continuing previous work of the last two authors and Michael R. Douglas presented in arXiv:1206.1885. The dynamics of the conformal factor of the internal metric, which is responsible for instabilities in these constructions, is…
Crowded trades cluster investors, affecting stock price stability.
problem Crowded trades lead to price instability and systemic risk.
method Market clustering measure using granular trading data.
result Market clustering has a causal effect on stock return distribution tails, especially positive tail.
New method improves cluster instability estimation for better k selection.
problem Selecting the optimal number of clusters in cluster analysis.
method Developed a normalized cluster instability measure to correct for cluster size distribution.
result Normalized instability measure outperforms current methods across all possible k. Investment diversification affects financial stability, depending on network connectivity.
problem Analyzing stability of financial networks with diversified portfolios.
method Random matrix dynamical model with portfolio rebalancing, considering heterogeneity and diversification effects.
result Stability/instability transition depends on the largest eigenvalue of the random matrix.
Agent-based models show how market instability arises from individual uncertainty.
problem Understanding how market instability arises from individual uncertainty.
method Agent-based models and catastrophe theory.
result Changes in uncertainty among agents lead to systemic market risks.
The paper uses a model to predict financial instability by analyzing interest rates and firm resilience.
problem Financial instability and the number of Ponzi firms during economic crises.
method An autocatalytic feedback model that combines interest rates, firm resilience, and network effects.
result The model successfully predicts the number of Ponzi firms and explains the dynamics of financial crises.
We describe the innovations in finances, introduced over the recent decades, and analyze most of the business and regulatory challenges, faced by the financial industry, because of the present disruptive changes in the global capital markets. We use the integrative thinking approach to formulate the new central bank st…
Study shows instability in exotic compact objects with evanescent ergosurfaces.
problem Instability in exotic compact objects with evanescent ergosurfaces.
method Analyzes linear instability of waves on manifolds with evanescent ergosurfaces.
result Linear instability of waves on manifolds with evanescent ergosurfaces.
Network geometry measures predict market instability.
problem Predicting financial market instability using network geometry.
method Discrete Ricci curvatures to capture network fragility.
result Different geometric measures distinguish normal and crash periods.
Momentum affects optimization differently at small vs large batch sizes near instability.
problem Understanding how momentum impacts optimization near the edge of stability.
method Demonstrated through batch-size dependent behavior of SGD with momentum.
result Momentum operates in two distinct regimes: amplifying stochastic fluctuations at small batch sizes and stabilizing at large batch sizes.
Survey discusses recent advances on Brakke flows and their properties.
problem Existence and regularity of Brakke flows.
method Analyzes recent progress including new theorems and proofs.
result Proof that branching singularities trigger dynamical instability.
New proof of instability for certain Einstein metrics.
problem Einstein metrics on specific 4-manifolds.
method Proving instability of conformally Kähler, Einstein metrics.
result Proven instability of certain Einstein metrics.
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither …
This research explains how extreme events can emerge from adaptive systems.
problem Extreme events in complex systems.
method Examines self-similar bursts of activity in adaptive systems.
result Locally minimising fluctuations can increase system sensitivity to unpredictable perturbations.
This work improves LSTM and GRU training stability and generalization.
problem Training instabilities in LSTMs and GRUs on long sequences.
method Developed a mean field theory to optimize initialization hyperparameters.
result Eliminates or reduces training instabilities and improves generalization.
Mitigates instability in reinforcement learning for safer robotics.
problem Unstable training dynamics in reinforcement learning, especially for safety-sensitive tasks.
method Maintains a history of the agent and reverts to previous parameters when performance decreases.
result Improves performance and stability compared to state-of-the-art algorithms.
In speculative markets, risk-free profit opportunities are eliminated by traders exploiting them. Markets are therefore often described as "informationally efficient", rapidly removing predictable price changes, and leaving only residual unpredictable fluctuations. This classical view of markets absorbing information a…
Static spacetimes are stable attractors in a flow equation.
problem Stability of static spacetimes with negative cosmological constant.
method New expander entropy for Ricci-harmonic flow.
result Static metrics are stable if and only if a positive mass theorem holds.