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.
The paper simplifies complex mechanical systems with external forces.
The paper analyzes errors in mechanical systems with external forces.
In this paper, we study the evolution of submannifold moving by mean curvature minus a external force field. We prove that the flow has a long-time smooth solution for all time under almost optimal conditions. Those conditions are that the second fundamental form on the initial submanifolds is not too large, the extern…
We develop variational integrators from discrete Hamiltonian systems with external forces.
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored, allowing us to separate each signal into a component attributed to the external drivi…
An important task in structural design is to quantify the structural performance of an object under the external forces it may experience during its use. The problem proves to be computationally very challenging as the external forces' contact locations and magnitudes may exhibit significant variations. We present an e…
In this paper we provide a variational derivation of the Euler-Poincaré equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying geometry which is related to the notion of Poisson groupoid. Finally, we apply the…
Model shows PoS networks can be captured by external finance, leading to centralization.
Survey of Lagrangian reduction for discrete mechanical systems.
We investigate the large-fluctuation dynamics in financial markets, based on the minute-to-minute and daily data of the Chinese Indices and German DAX. The dynamic relaxation both before and after the large fluctuations is characterized by a power law, and the exponents usually vary with the strength of the lar…
Study long-term asset liquidation behavior with external flows.
We introduce a method to design lightweight shell objects that are structurally robust under the external forces they may experience during use. Given an input 3D model and a general description of the external forces, our algorithm generates a structurally-sound minimum weight shell object. Our approach works by alter…
In this paper we develop a Hamilton-Jacobi theory in the setting of almost Poisson manifolds. The theory extends the classical Hamilton-Jacobi theory and can be also applied to very general situations including nonholonomic mechanical systems and time dependent systems with external forces.
Paper proposes AI for stock market forecasting using external knowledge.
We show that, for mechanical system with external forces, the equations of deviations of solution curves of the corresponding Lagrange equations,determine a nonlinear connection on the second order osculator (second order tangent) bundle. In particular, Jacobi equations in Finsler and Riemann spaces determine such a no…
Study bi-harmonic flow with forcing term on smooth curves.
Nearly all field theories suffer from singularities when particles are introduced. This is true in both classical and quantum physics. Classical field singularities result in the notorious self-force problem, where it is unknown how the dynamics of a particle change when the particle interacts with its own (self) field…
No fair and strategy-proof automated market maker exists for more than two assets.
A close relationship between the classical Hamilton-Jacobi theory and the kinematic reduction of control systems by decoupling vector fields is shown in this paper. The geometric interpretation of this relationship relies on new mathematical techniques for mechanics defined on a skew-symmetric algebroid. This geometric…
Neural network models colloidal particle dynamics in non-equilibrium systems.
The geometry of a Lagrangian mechanical system is determined by its associated evolution semispray. We uniquely determine this semispray using the symplectic structure and the energy of the Lagrange space and the external force field. We study the variation of the energy and Lagrangian functions along the evolution and…
This paper generalizes Michell Truss to higher dimensions using geometric measure theory.
Rate GENERIC extends thermodynamics principles to non-equilibrium systems.
This work proposes a novel method for estimating the influence that unknown static objects might have over mobile agents. Since the motion of agents can be affected by the presence of fixed objects, it is possible use the information about trajectories deviations to infer the presence of obstacles and estimate the forc…
RFC enhances humanoid control to imitate complex human motions.
New geometric framework for non-conservative field theories with time-dependent terms.
A solution for the Weinstein's Problem in the general framework of generalized Lie algebroids is the target of this paper. We present the mechanical systems called by use, mechanical (?; ?)-systems, Lagrange mechanical (?; ?)-systems or Finsler mechanical (?; ?)-systems and we develop their geometries. We obtain the ca…
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression. This provides a new way to link hierarchical relationships in a multivariate time…
Recurrent neural networks are a widely used class of neural architectures. They have, however, two shortcomings. First, it is difficult to understand what exactly they learn. Second, they tend to work poorly on sequences requiring long-term memorization, despite having this capacity in principle. We aim to address both…
Robustly detects and attributes climate change impacts under interventions.
The aim of this paper is to geometrize time dependent Lagrangian mechanics in a way that the framework of second order tangent bundles plays an essential role. To this end, we first introduce the concepts of time dependent connections and time dependent semisprays on a manifold and their induced vector bundle struc…
Understanding how spatial configurations of economic activity emerge is important when formulating spatial planning and economic policy. A simple model was proposed by Simon, who assumed that firms grow at a rate proportional to their size, and that new divisions of firms with certain probabilities relocate to other fi…
Study proves uniqueness for ray transform on surfaces with obstacles.
Paper models market dynamics using bull and bear forces.
Using an analog of the boundary element method in engineering and science, we analyze and model unemployment rate in Austria, Italy, the Netherlands, Sweden, Switzerland, and the United States as a function of inflation and the change in labor force. Originally, the model linking unemployment to inflation and labor for…
A new description, different by the classical theory of Hamiltonian Mechanics, in the general framework of generalized Lie algebroids is presented. In the particular case of Lie algebroids, new and important results are obtained. We present the \emph{dual mechanical systems} called by use, \emph{dual mechanical}$(ρ,η) …
This work discovers latent field effects governing interacting dynamical systems.
To survive environmental conditions, cells transcribe their response activities into encoded mRNA sequences in order to produce certain amounts of protein concentrations. The external conditions are mapped into the cell through the activation of special proteins called transcription factors (TFs). Due to the difficult …
Study limits of circadian synchronization under different light signals.
TACE unifies scalar and tensorial modeling in Cartesian space for accurate, stable, and efficient atomistic predictions.
A data-driven approach predicts morphological development under structural instability.
SVD-based methods reduce computational cost for stochastic systems.
We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the strength of the intrinsic stabilization, the strength of the external random per…
When common factors strongly influence two power-law cross-correlated time series recorded in complex natural or social systems, using classic detrended cross-correlation analysis (DCCA) without considering these common factors will bias the results. We use detrended partial cross-correlation analysis (DPXA) to uncover…
In this paper, we first study the Poisson reductions of controlled Hamiltonian (CH) system and symmetric CH system by controllability distributions. These reductions are the extension of Poisson reductions by distribution for Poisson manifolds to that for phase spaces of CH systems with external force and control. We g…
Novel defects in hyperbolic sheets explain complex wrinkling patterns in nature.
Bayesian inference reconstructs external potentials in DFT for many-particle systems.
New method uses normalizing flows to improve force fields for coarse-grained molecular dynamics.