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.
Derives new orthogonal coordinates for evolving surfaces and curves.
Geometrically revisits Dupin cyclidic systems using evolving circles and cyclides.
The paper studies dynamical systems with evolving geometric structure using numerical methods.
New framework for online control in evolving populations.
New bandit algorithms adapt to evolving user interests influenced by social circles.
Dynamic networks are a general language for describing time-evolving complex systems, and discrete time network models provide an emerging statistical technique for various applications. It is a fundamental research question to detect the community structure in time-evolving networks. However, due to significant comput…
An artificial stock market is established based on multi-agent . Each agent has a limit memory of the history of stock price, and will choose an action according to his memory and trading strategy. The trading strategy of each agent evolves ceaselessly as a result of self-teaching mechanism. Simulation results exhibit …
Generative models speed up complex system simulations.
Develops a method to construct entire minimal graphs of odd dimensions.
Click-through rate~(CTR) prediction, whose goal is to estimate the probability of the user clicks, has become one of the core tasks in advertising systems. For CTR prediction model, it is necessary to capture the latent user interest behind the user behavior data. Besides, considering the changing of the external envir…
Fuzzy eIX method evolves classifiers for online data streams.
New method clusters evolving networks using spatio-temporal graph Laplacian.
Method predicts how probability distributions evolve over time.
Bayesian optimization of antibodies learns from immune system evolution.
DISCO predicts system states from short trajectories using an evolved operator.
Enhanced fuzzy system predicts chaotic time series with improved accuracy.
We show that a simple model of a spatially resolved evolving economic system, which has a steady state under simultaneous updating, shows stable oscillations in price when updated asynchronously. The oscillations arise from a gradual decline of the mean price due to competition among sellers competing for the same reso…
dCMF models evolving patterns in multiway data with temporal dynamics.
DCBO optimizes interventions in evolving causal systems.
Many networks are complex dynamical systems, where both attributes of nodes and topology of the network (link structure) can change with time. We propose a model of co-evolving networks where both node at- tributes and network structure evolve under mutual influence. Specifically, we consider a mixed membership stochas…
Study examines AutoML adaptation to evolving data.
Adaptive optimal control using value iteration (VI) initiated from a stabilizing policy is theoretically analyzed in various aspects including the continuity of the result, the stability of the system operated using any single/constant resulting control policy, the stability of the system operated using the evolving/ti…
This paper considers control systems defined on Lie algebroids. After deriving basic controllability tests for general control systems, we specialize our discussion to the class of mechanical control systems on Lie algebroids. This class of systems includes mechanical systems subject to holonomic and nonholonomic const…
Under proportional transaction costs, a price process is said to have a consistent price system, if there is a semimartingale with an equivalent martingale measure that evolves within the bid-ask spread. We show that a continuous, multi-asset price process has a consistent price system, under arbitrarily small proporti…
This work discovers latent field effects governing interacting dynamical systems.
GraphKKE learns fixed-length feature vectors from time-evolving graphs of human microbiome data.
In this article, exponential contraction in Wasserstein distance for heat semigroups of diffusion processes on Riemannian manifolds is established under curvature conditions where Ricci curvature is not necessarily required to be non-negative. Compared to the results of Wang (2016), we focus on explicit estimates for t…
A new method simulates large, diverse populations of learning agents evolving in games.
Analyzed geometric and diffusion properties of a coupled system.
We study an agent-based model of evolution of wealth distribution in a macro-economic system. The evolution is driven by multiplicative stochastic fluctuations governed by the law of proportionate growth and interactions between agents. We are mainly interested in interactions increasing wealth inequality that is in a …
Study on evolving interfaces with complex curvature and density effects.
Financial asset markets are sociotechnical systems whose constituent agents are subject to evolutionary pressure as unprofitable agents exit the marketplace and more profitable agents continue to trade assets. Using a population of evolving zero-intelligence agents and a frequent batch auction price-discovery mechanism…
The dynamics of protection processes has been a fundamental challenge in systemic risk analysis. The conceptual principle and methodological techniques behind the mechanisms involved [in such dynamics] have been harder to grasp than researchers understood them to be. In this paper, we show how to construct a large vari…
Latent-state environments with long horizons, such as those faced by recommender systems, pose significant challenges for reinforcement learning (RL). In this work, we identify and analyze several key hurdles for RL in such environments, including belief state error and small action advantage. We develop a general prin…
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and Incoherence (FCI) coexistence collective behavior emerges as the system evolves …
Paper compares five surface Navier-Stokes derivations and finds some are equivalent.
The Poincaré map is widely used to study the qualitative behavior of dynamical systems. For instance, it can be used to describe the existence of periodic solutions. The Poincaré map for dynamical systems with impulse effects was introduced in the last decade and mainly employed to study the existence of limit cycles (…
Clusters cryptocurrency market states via cross correlation analysis.
Develops a neural framework for probabilistic forecasting of dynamical systems.
In this paper, based on theories of complex adaptive systems, I argue that the main case for antitrust policy should be extended to include the criteria of "evolvability." To date, the main case focuses on economizing, including market power as a key filter for identifying suspect cases. Both production and transaction…
The paper updates SVD of evolving matrices using projection techniques.
The comparison principle for scalar second order parabolic PDEs on functions admits a topological interpretation: pairs of solutions, and , evolve so as to not increase the intersection number of their graphs. We generalize to the case of multiple solutions $\{u^α(t,\cdot)\}_{α=1}^…
MadEvolve optimizes trading algorithms using LLMs, achieving significant improvements in feature generation and trading strategy optimization.
The problem of ranking is a multi-billion dollar problem. In this paper we present an overview of several production quality ranking systems. We show that due to conflicting goals of employing the most effective machine learning models and responding to users in real time, ranking systems have evolved into a system of …
The initial theoretical connections between Leontief input-output models and Markov chains were established back in 1950s. However, considering the wide variety of mathematical properties of Markov chains, there has not been a full investigation of evolving world economic networks with Markov chain formalism. Using the…
We define a large class of integrable nonlinear PDE's, \emph{-symmetric AKS systems}, whose solutions evolve on finite dimensional subalgebras of loop algebras, and linearize on an associated algebraic curve. We prove that periodicity of the associated algebraic data implies a type of quasiperiodicity for the soluti…
In classical contagion models, default systems are Markovian conditionally on the observation of their stochastic environment, with interacting intensities. This necessitates that the environment evolves autonomously and is not influenced by the history of the default events. We extend the classical literature and allo…
We study the tracking of a trajectory for a nonholonomic system by recasting the problem as a constrained optimal control problem. The cost function is chosen to minimize the error in positions and velocities between the trajectory of a nonholonomic system and the desired reference trajectory, both evolving on the dist…