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.
LSS learns molecular trajectories from MD data.
Stochastic approach improves neural network training for kinetic simulations.
RC flow learns molecular kinetics in low dimensions.
The modeling of atomistic biomolecular simulations using kinetic models such as Markov state models (MSMs) has had many notable algorithmic advances in recent years. The variational principle has opened the door for a nearly fully automated toolkit for selecting models that predict the long-time kinetics from molecular…
There is an increasing demand for computing the relevant structures, equilibria and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ transformation of simulated coordinates into structural features, dimension red…
Improved KLMC for sampling under various conditions.
A fast method learns plasma collision kernels from simulations, improving kinetic models.
We propose some kinetic models of wealth exchange and investigate their behavior on directed networks though numerical simulations. We observe that network topology and directedness yields a variety of interesting features in these models. The nature of asset distribution in such directed networks show varied results, …
fintech-kMC simulates financial platforms for AI/ML model validation.
We discuss several multi-agent models that have their origin in the kinetic exchange theory of statistical mechanics and have been recently applied to a variety of problems in the social sciences. This class of models can be easily adapted for simulations in areas other than physics, such as the modeling of income and …
Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference. We introduce a computationally efficient framework, called CausalKinetiX, that identifies structure from discrete time, noisy observations…
New method uses machine learning to analyze catalyst reactions.
Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.
Exact solution found for two-body financial dealer model using kinetic theory.
Markov state models (MSMs) and Master equation models are popular approaches to approximate molecular kinetics, equilibria, metastable states, and reaction coordinates in terms of a state space discretization usually obtained by clustering. Recently, a powerful generalization of MSMs has been introduced, the variationa…
Automated method creates compact chemical models from detailed ones, reducing complexity and improving accuracy.
Linear stochastic models and discretized kinetic theory are two complementary analytical techniques used for the investigation of complex systems of economic interactions. The former employ Langevin equations, with an emphasis on stock trade; the latter is based on systems of ordinary differential equations and is bett…
Parametric images provide insight into the spatial distribution of physiological parameters, but they are often extremely noisy, due to low SNR of tomographic data. Direct estimation from projections allows accurate noise modeling, improving the results of post-reconstruction fitting. We propose a method, which we name…
Compact models for methane/air combustion reduce complexity without sacrificing accuracy.
The paper extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.
Machine learning is used to approximate the kinetic energy of one dimensional diatomics as a functional of the electron density. The functional can accurately dissociate a diatomic, and can be systematically improved with training. Highly accurate self-consistent densities and molecular forces are found, indicating the…
This research proposes the econophysics kinetic market model as an evolutionary algorithm's instance. The immediate results from this proposal is a new replacement rule for family competition genetic algorithms. It also represents a starting point to adding evolvable entities to kinetic market models.
Reactmine infers chemical reactions from time series data, overcoming sparse model limitations.
In the context of dynamic emission tomography, the conventional processing pipeline consists of independent image reconstruction of single time frames, followed by the application of a suitable kinetic model to time activity curves (TACs) at the voxel or region-of-interest level. The relatively new field of 4D PET dire…
In this article, we briefly review the different aspects and applications of kinetic exchange models in economics and sociology. Our main aim is to show in what manner the kinetic exchange models for closed economic systems were inspired by the kinetic theory of gas molecules. The simple yet powerful framework of kinet…
New method trains deep neural networks for non-interacting kinetic-energy functionals in DFT.
Paper proposes a smart neck-band for detecting neck postures using integrated kinematic and kinetic data.
We briefly review results on nonlinear kinetic equation of Boltzmann type which describe the evolution of wealth in a simple agents market. The mathematical structure of the underlying kinetic equations allows to use well-known techniques of wide use in kinetic theory of rarefied gases to obtain information on the proc…
Recent technological development has enabled researchers to study social phenomena scientifically in detail and financial markets has particularly attracted physicists since the Brownian motion has played the key role as in physics. In our previous report (arXiv:1703.06739; to appear in Phys. Rev. Lett.), we have prese…
AMORE uses neural operators to efficiently predict multiple thermochemical states in stiff chemical kinetics.
State-free reversible VAMPnets (SRVs) are a neural network-based framework capable of learning the leading eigenfunctions of the transfer operator of a dynamical system from trajectory data. In molecular dynamics simulations, these data-driven collective variables (CVs) capture the slowest modes of the dynamics and are…
We study a minimalist kinetic model for economies. A system of agents with local trading rules display emergent demand behaviour. We examine the resulting wealth distribution to look for non-thermal behaviour. We compare and contrast this model with other similar models.
Study on kinetic Langevin diffusions and their couplings, showing subtle TV bounds and new non-Markovian couplings.
Bayesian inference over admissible histories leads to irreversible kinetics.
Based on the new type of random walk process called the Potentials of Unbalanced Complex Kinetics (PUCK) model, we theoretically show that the price diffusion in large scales is amplified 2/(2 + b) times, where b is the coefficient of quadratic term of the potential. In short time scales the price diffusion depends on …
In this paper, we consider a simple kinetic model of economy involving both exchanges between agents and speculative trading. We show that the kinetic model admits non trivial quasi-stationary states with power law tails of Pareto type. In order to do this we consider a suitable asymptotic limit of the model yielding a…
This paper optimizes paths for generative models using kinetic energy.
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test functions to be chosen in the weak formulation of the kinetic model. This involves t…
Kinetic exchange models have been successful in explaining the shape of the income/wealth distribution in the economies. However, such models usually make some ad-hoc assumptions when it comes to determining the savings factor. Here, we examine a few models in and out of the domain of standard neo-classical economics t…
This review explores the use of machine learning in discovering collective variables for biomolecular dynamics.
ISOKANN learns collective variables and effective dynamics for metastable transitions.
The use of kinetic modelling based on partial differential equations for the dynamics of stock price formation in financial markets is briefly reviewed. The importance of behavioral aspects in market booms and crashes and the role of agents' heterogeneity in emerging power laws for price distributions is emphasized and…
Paper proposes new Langevin samplers for sampling from log-concave distributions with superlinear gradient growth.
Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose dynamics are governed by the Chemical Master Equation. Despite its simple structur…
New proof shows nonholonomic motions are geodesics, minimizing distance.
We introduce and analyze a linear kinetic model that describes the evolution of the probability density of the number of firms in a society, in which the microscopic rate of change obeys to the so-called law of proportional effect proposed by Gibrat. Despite its apparent simplicity, the possible mean field limits of th…
Smooth isotopy on cube saves energy with extra dimensions.
Analysis of Vlasov plasma dynamics using matched pair Lie-Poisson formulation.