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 extends Vlasov kinetic theory to time-dependent dynamics using cosymplectic and cocontact manifolds.
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…
Exact solution found for two-body financial dealer model using kinetic theory.
New method trains deep neural networks for non-interacting kinetic-energy functionals in DFT.
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…
By means of an analogy with Classical Mechanics and Geometrical Optics, we are able to reduce Lagrangians to a kinetic term only. This form enables us to examine the extended solution set of field theories by finding the geodesics of this kinetic term's metric. This new geometrical standpoint sheds light on some founda…
The paper defines strong emergence in field theories and proves it exists between certain theories.
Researchers created an accurate kinetic energy functional for materials modeling.
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 …
Study detects signal in financial stock correlations using phase-ordering kinetics.
This paper optimizes paths for generative models using kinetic energy.
Analysis of Vlasov plasma dynamics using matched pair Lie-Poisson formulation.
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…
RC flow learns molecular kinetics in low dimensions.
Rate GENERIC extends thermodynamics principles to non-equilibrium systems.
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.
Revises mean-field theory of Santa Fe model using kinetic theory.
Physics analogies explain machine learning overfitting control.
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…
In this paper we introduce kinetic equations for the evolution of the probability distribution of two goods among a huge population of agents. The leading idea is to describe the trading of these goods by means of some fundamental rules in price theory, in particular by using Cobb-Douglas utility functions for the bina…
Geometrically reformulates elasticity theory using exterior calculus.
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…
Considering a Hamiltonian Dynamical System describing the motion of charged particle in a Tokamak or a Stellarator, we build a change of coordinates to reduce its dimension. This change of coordinates is in fact an intricate succession of mappings that are built using Hyperbolic Partial Differential Equations, Differen…
Paper proposes a smart neck-band for detecting neck postures using integrated kinematic and kinetic data.
A microscopic model is established for financial Brownian motion from the direct observation of the dynamics of high-frequency traders (HFTs) in a foreign exchange market. Furthermore, a theoretical framework parallel to molecular kinetic theory is developed for the systematic description of the financial market from m…
New method uses machine learning to analyze catalyst reactions.
Study explores how wealth dynamics change with preferential interactions in kinetic exchange models.
LSS learns molecular trajectories from MD data.
Automated method creates compact chemical models from detailed ones, reducing complexity and improving accuracy.
Improved KLMC for sampling under various conditions.
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.
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…
Bayesian inference over admissible histories leads to irreversible kinetics.
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…
We introduce a system of kinetic equations describing an exchange market consisting of two populations of agents (dealers and speculators) expressing the same preferences for two goods, but applying different strategies in their exchanges. We describe the trading of the goods by means of some fundamental rules in price…
The Kinetic Gas Theory like two-agent money exchange models, recently introduced in the Econophysics of Wealth distributions, are revisited. The emergence of Boltzmann-Gibbs like distribution of individual money to Pareto's law in the tail of the distribution is examined in terms of 2x2 Transition matrix with a general…
We introduce a new topological sigma model, whose fields are bundle maps from the tangent bundle of a 2-dimensional world-sheet to a Dirac subbundle of an exact Courant algebroid over a target manifold. It generalizes simultaneously the (twisted) Poisson sigma model as well as the G/G-WZW model. The equations of motion…
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…
Stochastic approach improves neural network training for kinetic simulations.
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…
Compact models for methane/air combustion reduce complexity without sacrificing accuracy.
A new method, based on the original theory of conservation of sum of kinetic and potential energy defined for prices is proposed and applied on Dow Jones Industrials Average (DJIA). The general trends averaged over months or years gave a roughly conserved total energy, with three different potential energies, i.e. posi…
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.
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…