On-device research index

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.

168,695 papers · 148 categories

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11 results for “multistability”

A multistate approach to disability insurance reserving with information delaysstat.AP

New model for disability insurance reserving handles delays in claim information.

problem Disability insurance claims are affected by long delays and adjudication processes.

method Proposes a new individual reserving model for real-time claim evolution.

result Shows that new reserves can be calculated as modifications of classic reserves.

disability insurance reserving information delays multistate modeling real-time

2023-12-21abs ↗pdf ↗

Data-driven prediction of multistable systems from sparse measurementsmath.DS

Method predicts multistable system states from sparse measurements.

problem Predicting multistable system states from limited data.

method Semi-supervised classification with SPML optimization.

result 95% accuracy in predicting reaction-diffusion equation states.

multistability sparse measurements metric-learning pattern formation FitzHugh-Nagumo

2020-10-28abs ↗pdf ↗

Modelling the term-structure of default risk under IFRS 9 within a multistate regression frameworkq-fin.RM

Study improves loan default risk estimation using advanced regression models.

problem Modeling loan default risk over time is challenging and affects financial reserves.

method Comparative study of three multistate regression techniques: Markov chain, beta regression, and multinomial logistic regression.

result Each successive model outperforms the previous, indicating greater sophistication.

loan default term-structure multistate regression IFRS 9 residential mortgage

2025-02-20abs ↗pdf ↗

Dynamical Landscape and Multistability of a Climate Modelphysics.ao-ph

Study identifies new stable climate states in climate model.

problem Understanding multistability and transitions in climate models.

method Combination of quasipotential theory and manifold learning.

result Discovery of a third stable climate state not previously known.

climate model multistability quasipotential manifold learning negative feedback

2020-10-20abs ↗pdf ↗

Multimodal Scientific Learning Beyond Diffusions and Flowscs.LG

MDNs offer a data-efficient alternative to diffusion and flow models for multimodal scientific learning.

problem Capturing multimodal conditional uncertainty in scientific inverse problems.

method Mixture Density Networks (MDNs) as explicit parametric density estimators.

result MDNs achieve superior generalization, interpretability, and sample efficiency in scientific tasks.

Mixture Density Networks Scientific Machine Learning Multimodal Uncertainty Inverse Problems Data Efficiency

2026-02-01abs ↗pdf ↗

On Pricing Basket Credit Default Swapsq-fin.PR

In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the interacting intensity default contagion model. We give the analytical expressions for the ordered default time distributions with recursive…

2012-04-18abs ↗pdf ↗

Quantifying socio-temporal effects of loan delinquency drivers in microfinanceq-fin.RM

Logit-link models reveal socio-temporal effects on microfinance delinquency.

problem Understanding and quantifying socio-temporal factors affecting microfinance loan delinquency.

method Developed and evaluated discrete-time logit-link models with fixed-effects and frailty extensions.

result Simple random intercept structures capture latent heterogeneity in microfinance repayment behavior.

microfinance logit-link models repayment behavior socio-temporal effects delinquency

2024-10-17abs ↗pdf ↗

Nonparametric learning of covariate-based Markov jump processes using RKHS techniquesstat.ME

New method links covariates to CTMCs using RKHS, improving state transitions modeling.

problem Traditional multistate models rely on linear relationships, limiting flexibility.

method Nonparametric approach using RKHS, with Frequentist and Bayesian versions.

result Effective in identifying nonlinear transition functions and predicting long-term behaviors.

RKHS CTMCs Frequentist Bayesian EMVS

2025-05-06abs ↗pdf ↗

An extendable, integrated, and dynamic approach to forecasting and stress-testing credit riskq-fin.CP

An integrated and extendable approach for stress-testing loan portfolios

problem Stress-testing loan portfolios

method Simulate completed portfolios, generate uncertain cash flow history, compute credit risk metrics

result Enhanced stress-testing practices within any bank

stress-testing loan portfolios credit risk simulation Monte Carlo

2026-06-17abs ↗pdf ↗

Sparse identification of quasipotentials via a combined data-driven methodmath.DS

Discovering quasipotential equations from data using machine learning.

problem Understanding escape mechanisms from metastable states in nonlinear systems.

method Combining neural networks and sparse regression to symbolically reconstruct quasipotential equations.

result Model-unbiased analytical forms of quasipotential discovered directly from data.

quasipotential machine learning nonlinear dynamics metastability energy landscapes

2024-07-06abs ↗pdf ↗

On the difficulty of learning chaotic dynamics with RNNscs.LG

RNNs struggle with chaotic dynamics due to exploding gradients, but we found a way to optimize training.

problem Challenging training of RNNs with chaotic dynamics due to exploding gradients.

method Relating loss gradients to Lyapunov spectrum to optimize training on chaotic data.

result RNNs with chaotic dynamics always have diverging gradients, while stable ones have bounded gradients.

RNNs Chaotic dynamics Gradient explosion Lyapunov spectrum Optimization

2021-10-14abs ↗pdf ↗