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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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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for dynamic simulation

Efficiently simulates slow dynamics of high-dimensional stochastic systems.

problem Simulating high-dimensional stochastic systems with slow dynamics and fast modes.
method Designs an algorithm to estimate an invariant manifold and its dynamics, averaging out fast modes.
result Efficient simulator of effective dynamics on low-dimensional invariant manifold.

New simulation model predicts financial market dynamics with high accuracy.

problem Extreme difficulty in financial market projections due to human behavioural complexity.
method Agent-based modeling with a hierarchical knowledge architecture to simulate diverse human groups.
result Simulator achieves 13.29% deviation in crisis scenarios and lower mean square error under normal conditions.

JAX MD enables differentiable physics simulations for molecular dynamics.

problem Performing efficient and differentiable physics simulations for molecular dynamics.
method Differentiable physics simulation environments, interaction potentials, neural networks, flexible primitives.
result Differentiable physics simulations can be used for meta-optimization and scaling to large particle systems.

The paper addresses GP dynamics by improving simulation and prediction accuracy.

problem GP dynamics often underestimate prediction uncertainty, leading to safety issues.
method The paper introduces sampling-based and linearization-based techniques to account for the correlation between successive function evaluations.
result The proposed methods provide more accurate trajectory distributions and prediction uncertainties.

A machine learning framework simulates complex multibody dynamics systems.

problem Simulating complex multibody dynamics systems accurately and efficiently.
method Employing deep neural networks to generate a data-driven meta-model of multibody systems.
result The meta-model accurately predicts motion data of multibody systems without solving equations of motion.

New method for state inference in state-space models with unknown dynamics.

problem State inference in state-space models with computationally expensive and undefined dynamics.
method Estimate state transition dynamics using a multi-output Gaussian process and Bayesian Neural Network as a surrogate model.
result Significant improvement in accuracy for state inference and prediction in non-stationary user models.

Hybrid model combines neural networks and fluid dynamics for efficient, generalized simulations.

problem Inefficient and poor generalization of deep learning approximations of fluid dynamics.
method Combines graph neural networks with a differentiable PDE solver inside a neural network.
result Hybrid model generalizes well to new scenarios and outperforms both neural network and traditional methods.

Compact models learn photocurrent dynamics from radiation-induced excess carrier density.

problem Accurate but computationally expensive physics-based photocurrent models for semiconductor devices.
method Dynamic Mode Decomposition (DMD) for learning reduced order models from internal state data.
result Physics-aware, compact delayed photocurrent models accurately approximate internal excess carrier dynamics.

NeuralMD accelerates protein-ligand binding simulations 1Kx faster.

problem Accurate and efficient simulation of protein-ligand binding dynamics.
method Physics-informed multi-grained group symmetric framework with BindingNet and augmented neural differential equation solver.
result Achieves over 1Kx speedup and up to 15x reduction in reconstruction error compared to standard methods.

Paper uses Chebyshev Tensors for accurate dynamic sensitivities and ISDA SIMM computation.

problem Computing dynamic sensitivities and initial margin for financial instruments.
method Uses Chebyshev Tensors in Monte Carlo simulations to compute dynamic sensitivities and ISDA SIMM.
result High accuracy and computational gains for FX swaps and Spread Options.

Timewarp accelerates molecular dynamics by learning to simulate long timescales.

problem Efficiently simulating long timescales in molecular dynamics.
method Uses a normalizing flow to learn large time steps in Markov chain Monte Carlo.
result Generalizes to unseen small peptides, accelerating sampling.

Molecular dynamics simulations are an important tool for describing the evolution of a chemical system with time. However, these simulations are inherently held back either by the prohibitive cost of accurate electronic structure theory computations or the limited accuracy of classical empirical force fields. Machine l…

2018-12-18abs ↗pdf ↗

Machine learning models predict earthquake rupture dynamics efficiently.

problem Challenges in simulating earthquake rupture dynamics due to uncertainties in physics.
method Developed two machine learning models (ANN and RF) to predict rupture propagation using a database of 1600 simulations.
result Both RF and ANN models predict rupture propagation with over 81% accuracy and can infer important factors for rupture.

Dynamic SBI improves SBI efficiency without rounds, reducing simulation and training costs.

problem Efficiently perform complex scientific inference with high-dimensional data.
method Adaptive dataset transformation, parallel simulation and training.
result Significant improvements in simulation and training efficiency.

Generative models speed up complex system simulations.

problem Accurately forecasting the dynamics of complex systems at reduced cost.
method Generative Learning of Effective Dynamics (G-LED) using auto-regressive attention and Bayesian diffusion models.
result Generative models can accurately forecast complex system dynamics at lower computational cost.

Generative Adversarial Network (GAN) simulates realistic multi-asset scenarios for tail risk.

problem Simulating realistic joint dynamics of multi-asset portfolios for tail risk estimation.
method Designing a GAN that preserves Value-at-Risk (VaR) and Expected Shortfall (ES) tail risk features.
result Correctly captures tail risk for a broad class of trading strategies and demonstrates strong generalization.

BoostMD accelerates molecular dynamics simulations by 8x with ML force fields.

problem Long inference times of ML force fields limit practical use in molecular dynamics.
method BoostMD uses previous time-step features to predict energies and forces, reducing complexity and computational cost.
result BoostMD achieves an 8-fold speedup and accurately samples the Boltzmann distribution.

The paper analyzes the InfoNCE loss under different temperature schedules using Langevin dynamics.

problem Understanding the dynamics of InfoNCE loss under fixed versus annealed temperature schedules.
method Modeling embedding evolution under Langevin dynamics on a compact Riemannian manifold, with theoretical guarantees for convergence.
result Slow logarithmic inverse-temperature schedules ensure convergence to globally optimal representations, while faster schedules risk suboptimal minima.
Financial Market Dynamicscond-mat.stat-mech

Distributions derived from non-extensive Tsallis statistics are closely connected with dynamics described by a nonlinear Fokker-Planck equation. The combination shows promise in describing stochastic processes with power-law distributions and superdiffusive dynamics. We investigate intra-day price changes in the S&P500…

2001-08-01abs ↗pdf ↗

New approach uses dynamic programming to efficiently discover failures in autonomous vehicle simulations.

problem Efficiently discovering rare failure events in autonomous vehicle simulations.
method Approximate dynamic programming and scene decomposition to estimate failure distribution.
result Increased number of failures discovered compared to baseline approaches.

Faster neural network predictions for aerodynamics simulations.

problem Challenges in simulating complex systems like jets and spacecraft due to computational resources and time.
method A novel model-free approach using a cluster network architecture to reformulate and expand pre-computed datasets.
result Nearly as accurate as state-of-the-art model-based approximations, an order of magnitude faster, and easier to apply.

CoolMomentum combines momentum and Simulated Annealing for deep learning optimization.

problem Global optimization of non-convex functions in deep learning.
method Discretized Langevin dynamics with Simulated Annealing.
result CoolMomentum achieves high accuracy on Resnet-20 on Cifar-10 and Efficientnet-B0 on Imagenet.

ConfEviSurrogate improves surrogate model accuracy and uncertainty quantification.

problem Uncertainty in surrogate models hinders reliable analysis.
method Introduces ConfEviSurrogate, a novel model that learns evidential distributions, separates uncertainty sources, and provides reliable prediction intervals.
result Demonstrates accurate predictions and robust uncertainty estimates in various simulations.

Pricing Chinese convertible bonds using Monte Carlo simulation and dynamic programming.

problem Pricing Chinese convertible bonds accurately.
method Monte Carlo simulation and dynamic programming with regression and backward induction.
result An underpriced strategy significantly outperforms benchmarks.

LD-EnSF speeds up data assimilation with sparse observations.

problem Efficiently assimilate sparse and noisy data into complex dynamical systems.
method LD-EnSF uses latent dynamics networks and history-aware LSTM encoders to process sparse observations without full-space simulations.
result Achieves significant speedups over existing methods while maintaining high accuracy.

HD algorithm simulates dynamics on random matrix ensembles without generating full matrices.

problem Simulating dynamics on dense random matrix ensembles with high space and time complexity.
method Householder reflectors for adaptive and recursive construction, deferring decisions.
result Significant reductions in runtime and memory footprint for practical TnT \ll n.

Parallel neural network training yields better long-term prediction accuracy.

problem Choosing the right training strategy for neural networks in dynamical systems.
method Comparison of parallel and series-parallel training strategies on five neural network architectures and two examples.
result Parallel training consistently outperforms series-parallel training in long-term prediction accuracy.

Proposes r2SGLD for efficient constrained exploration in non-convex learning.

problem Stagnation in high-temperature chains of reSGLD in distribution tails.
method r2SGLD: replica exchange with reflection steps in a bounded domain.
result Reflection steps enhance mixing rates with quadratic improvement in domain diameter.

Deep learning models learn chaotic system dynamics from real and simulated data.

problem Training deep learning models for chaotic systems requires big data.
method Jointly train deep neural networks on real and simulated data, enforcing physical laws.
result Proposes knowledge-based deep learning (KDL) for accurate forecasting of chaotic systems.

Machine learning improves chaotic dynamical system simulations with empirical error correction.

problem Improving chaotic dynamical system simulations using machine learning.
method Combining machine learning with physically-derived models to correct timestep errors.
result The approach yields stable models with improved long-term statistics and single time-step tendencies.

SDE Matching eliminates simulation for training Latent SDEs, achieving similar performance.

problem Training Latent SDEs with adjoint sensitivity methods is computationally expensive and limited.
method SDE Matching, inspired by Score- and Flow Matching, eliminates simulation for training Latent SDEs.
result SDE Matching achieves performance comparable to adjoint sensitivity methods while reducing computational complexity.

Simulating the time-evolution of quantum mechanical systems is BQP-hard and expected to be one of the foremost applications of quantum computers. We consider classical algorithms for the approximation of Hamiltonian dynamics using subsampling methods from randomized numerical linear algebra. We derive a simulation tech…

2018-04-06abs ↗pdf ↗

LLMs simulate financial markets, revealing consistent trading strategies and market dynamics.

problem Testing financial theories with AI trading agents.
method Simulated stock market with LLMs using a persistent order book and varied strategies.
result LLMs can simulate different trading strategies and market dynamics.

Research simulates Lloyd's of London's specialty insurance market dynamics.

problem Quantitative study of complex market phenomena in Lloyd's of London.
method Discrete Event Simulation (DES) framework for Lloyd's of London specialty insurance market.
result Model shows sophisticated exposure management reduces syndicate insolvency, and syndication enhances actuarial price accuracy.