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arXiv research

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.

169,341 papers · 148 categories

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1122 · May 201819922001200920182026
11 results for microstates

New method shows stable phase synchronised patterns in EEG signals during face perception tasks.

problem Traditional phase synchronisation measures do not capture temporal evolution.
method Proposes a new method to identify synchrostates, small sets of unique phase synchronised patterns.
result Consistent existence of synchrostates in multi-channel EEG recordings across different subject groups.

Geometry of hypersurfaces defined by the relation which generalizes classical formula for free energy in terms of microstates is studied. Induced metric, Riemann curvature tensor, Gauss-Kronecker curvature and associated entropy are calculated. Special class of ideal statistical hypersurfaces is analyzed in details. No…

2016-02-25abs ↗pdf ↗

New method uses HDP-HMM and multitaper spectral estimation for automated sleep state classification.

problem Manual sleep scoring is subjective, time-consuming, and doesn't capture neural dynamics.
method Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) with multitaper spectral estimation.
result Automated algorithm recovers sleep dynamics and identifies subject-specific microstates.

General equilibrium equations in economics play the same role with many-body Newtonian equations in physics. Accordingly, each solution of the general equilibrium equations can be regarded as a possible microstate of the economic system. Since Arrow's Impossibility Theorem and Rawls' principle of social fairness will p…

2015-05-22abs ↗pdf ↗

Novel algorithm detects causal macrovariables from high-dimensional data.

problem Leveraging high-dimensional observational datasets for coarse-grained causal models.
method Inspired by information bottlenecks, novel algorithm detects macrovariables and investigates causal relationships through additive noise models.
result Algorithm robustly detects and infers causal relationships in both synthetic and real climate datasets.

This paper uses entropy to derive stock price dynamics and option valuation.

problem Deriving stock price dynamics and option valuation from information constraints.
method Develops an entropic inference framework to derive stochastic processes from information constraints, representing price changes through two channels: continuous and jump.
result The derived dynamics is the Merton jump diffusion, with Geometric Brownian Motion as the no jump limit.

New method calibrates ABMs using graph neural networks for microdata.

problem Calibrating ABMs to granular microdata with high-dimensional learning tasks.
method Temporal graph neural networks for learning parameter posteriors.
result Graph neural networks offer inductive biases for Bayesian inference with ABM microstates.