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.
Proves that emergent algebras right-distributivity implies left-distributivity.
The paper defines strong emergence in field theories and proves it exists between certain theories.
The paper axiomatizes strong emergence in parameterized field theories and proves existence theorems.
An agent-based computational economical toy model for the emergence of money from the initial barter trading, inspired by Menger's postulate that money can spontaneously emerge in a commodity exchange economy, is extensively studied. The model considered, while manageable, is significantly complex, however. It is alrea…
We introduce a simplified version of Drinfeld's equations that still solves Kashiwara-Vergne equations.
Agents learn to communicate and solve navigation tasks efficiently.
Model simulates correlation emergence in two coupled limit order books.
Recent findings in multi-agent deep learning systems point towards the emergence of compositional languages. These claims are often made without exact analysis or testing of the language. In this work, we analyze the emergent language resulting from two different cooperative multi-agent game with more exact measures fo…
This thesis explores emergent intelligence in disordered systems like spin glasses and neural networks.
Research examines how foreign direct investment in Vietnam affects stock returns.
This paper presents a method called One-class Classification using Length statistics of Emerging Patterns Plus (OCLEP+).
Emergenet predicts animal influenza strain emergence, outperforming current methods.
Study finds long memory in some emerging Asian stocks but not in developed markets.
Automated trading systems on developed and emerging capital markets are studied in this paper. The standard for developed market is automated trading system with 40-days simple moving average. We tested it for the index SIX Industrial for 1000 and 730 trading days of the slovak emerging capital market. The Buy and Hold…
Extracts intrinsic spatial coordinates for complex agent systems to learn PDEs.
Framework preserves emergent physics in non-equilibrium systems from particle trajectories.
Recent work has studied the emergence of language among deep reinforcement learning agents that must collaborate to solve a task. Of particular interest are the factors that cause language to be compositional -- i.e., express meaning by combining words which themselves have meaning. Evolutionary linguists have found th…
Emerging economies use countercyclical policies to manage crises and dominant currencies.
Early detection and precise characterization of emerging topics in text streams can be highly useful in applications such as timely and targeted public health interventions and discovering evolving regional business trends. Many methods have been proposed for detecting emerging events in text streams using topic modeli…
Power system emergency control is generally regarded as the last safety net for grid security and resiliency. Existing emergency control schemes are usually designed off-line based on either the conceived "worst" case scenario or a few typical operation scenarios. These schemes are facing significant adaptiveness and r…
Quantum systems are viewed as emergent systems from the fundamental degrees of freedom. The laws and rules of quantum mechanics are understood as an effective description, valid for the emergent systems and specially useful to handle probabilistic predictions of observables. After introducing the geometric theory of Ha…
We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation correlations between macroscopic observables. Specifically, we analyze the long-term collective dynamics of the New York Stock Exchange between 1…
Viral zoonoses have emerged as the key drivers of recent pandemics. Human infection by zoonotic viruses are either spillover events -- isolated infections that fail to cause a widespread contagion -- or species jumps, where successful adaptation to the new host leads to a pandemic. Despite expensive bio-surveillance ef…
Ancient Ricci flow found from Taub-Bolt metric.
Solves a model for sudden problem-solving ability in deep learning.
The Epps effect varies under different sampling schemes, affecting correlation emergence rates.
This paper ranks Latin American countries based on AI potential.
Given a six-dimensional symplectic manifold , a nondegenerate, co-closed four-form introduces a dual symplectic structure independent of via the Hodge duality . We show that the doubling of symplectic structures due to the Hodge duality results in two independent classes of nonc…
Models predict fire and other emergencies in Edmonton.
Financial market is an example of complex system, which is characterized by a highly intricate organization and the emergence of collective behavior. In this paper, we quantify this emergent dynamics in the financial market by using concepts of network synchronization. We consider networks constructed by the correlatio…
Study detects emerging trends in financial news articles about Microsoft.
This work explains crises in markets without external news using bounded rational agents.
Significant advances have been made in artificial systems by using biological systems as a guide. However, there is often little interaction between computational models for emergent communication and biological models of the emergence of language. Many researchers in language origins and emergent communication take co…
The paper explains how language models acquire complex skills through scaling laws and statistical analysis.
Unified analytic account of correlation emergence and Epps effect in coupled limit order books
This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of non-constant price processes has to be 2, as in the case of continuous martingales.
The aim of this paper is to identify the determinants of international stock markets integration. Intuitively we selected a great number of factors linked to financial integration. Then, we developed an international asset-pricing model with time-varying degree of integration. This model is estimated for 30 countries (…
Geoeconomic analysis of venture capital portfolios reveals key emerging tech domains and countries.
Unified theory of deep learning from approximation to emergence.
How do we know if communication is emerging in a multi-agent system? The vast majority of recent papers on emergent communication show that adding a communication channel leads to an increase in reward or task success. This is a useful indicator, but provides only a coarse measure of the agent's learned communication a…
Thanks to the recent availability of comprehensive and detailed online databases of startup companies, it has become possible to more directly investigate startup ecosystems i.e. startup populations in specific regions. In this paper, we analyze the emergence of 20+ such ecosystems in Europe and the USA, with a specifi…
Research connects probabilistic and variational approaches to Kahler-Einstein metrics.
Emerging market hard-currency bonds are an asset class of growing importance, and contain exposure to an EM sovereign and the underlying industry. The authors investigate how to model this as a modification of the well-known first-to-default (FtD) basket, using the structural model, and find the approach feasible.
Noise-driven neural networks emerge modular structures, improving robustness and generalization.
This note refers to our previous paper "The emergence of torsion in the continuum limit of distributed edge-dislocations". It identifies and fixes an error in the notion of convergence of Weitzenböck manifolds defined in the paper, and in the proof of the well-definiteness of this notion of convergence.
Catastrophic events, though rare, do occur and when they occur, they have devastating effects. It is, therefore, of utmost importance to understand the complexity of the underlying dynamics and signatures of catastrophic events, such as market crashes. For deeper understanding, we choose the US and Japanese markets fro…
Stable cooperation emerges in fluctuating environments.
The Basel II Accords have sparked increased interest in the development of approaches based on internal ratings systems and have initiated the elaboration of models for remote ratings forecasts based on external ones as part of Risk Management and Early Warning Systems. This article evaluates the peculiarities of curre…