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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.

169,181 papers · 148 categories

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36912 · Mar 202019922001200920182026
48 results for muscle excitation

Deep RL estimates muscle excitations in biomechanical simulations.

problem Estimating muscle excitations from biomechanical systems.
method NAF reinforcement learning with custom reward function, episode-based hard update, and dual buffer experience replay.
result Models learned muscle excitations for given motions after 100,000 steps with <1% error.

Machine learning speeds up quantum chemical calculations of excited states.

problem Accurate quantum chemical calculations of excited states are computationally expensive.
method Employing machine learning to speed up and advance excited-state simulations in various fields.
result Machine learning techniques can significantly reduce computational time for excited-state simulations.

New self-exciting random evolutions (SEREs) for modeling traffic and transport processes.

problem Modeling self-exciting and clustering effects in traffic and transport processes.
method Introducing a new process based on a superposition of a Markov chain and a Hawkes process, and constructing self-exciting random evolutions (SEREs).
result Developed new models and limit theorems for SEREs, including averaging and diffusion approximation.

Optimal reinsurance strategy analyzed for dynamic risk model with self- and externally-excited jumps.

problem Optimal reinsurance in a dynamic contagion model with self-exciting and externally-exciting risks.
method Two methodologies: classical HJB approach and BSDE approach, focusing on Markovian setting.
result Comparison of self-exciting and externally-exciting risks highlights heightened risk from self-exciting component.

In Levin-Wen (LW) models, a wide class of exactly solvable discrete models, for two dimensional topological phases, it is relatively easy to describe only single fluxon excitations, but not the charge and dyonic as well as many-fluxon excitations. To incorporate charged and dyonic excitations in (doubled) topological p…

2015-02-11abs ↗pdf ↗

Paper presents a method for estimating Hawkes process parameters.

problem Estimating parameters of Hawkes processes with self-excitation or inhibition.
method Maximum likelihood estimation for Hawkes processes with self-excitation or inhibition.
result The proposed estimator provides more accurate estimations in the inhibition context.

Paper explores ML for UV spectra, showing transferability in chemical space.

problem Modeling excited states and predicting properties of unseen molecules.
method Adapting charge model for excited states, using SchNarc approach.
result ML models can predict properties of unseen molecules and different excited states.

Study shows self-exciting shocks increase systemic risk in interbank networks.

problem Systemic risk in interbank lending networks with self-exciting shocks.
method Mean-field model, weak convergence analysis, measure-valued process, law of large numbers.
result Self-exciting shocks increase systemic risk in interbank networks.

Modeling aggressive market order arrivals using Hawkes factor models.

problem Aggressive market order placements and their impact on stock prices.
method Bivariate marked Hawkes process with self-excitation and cross-excitation components.
result The Hawkes model with an exponential kernel produces better calibration than a monotonous exponential kernel.

Develops machine learning models for excited states of CH2NH2+.

problem Accurately predicting excited-state properties and couplings for CH2NH2+.
method Combines neural networks and kernel ridge regression, encoding electronic states in inputs.
result Improved accuracy in predicting excited-state properties and couplings.

A new model predicts discrete events with flexible, nonparametric baseline and excitation.

problem Limited flexibility in discrete Hawkes models for event prediction.
method Gaussian Process Discrete Hawkes Process (GP-DHP) with collapsed latent representation.
result Improves predictive log-likelihood for diverse event patterns.

Persistency of excitation ensures correct parameter estimation in neural networks.

problem Ensuring correct parameter estimation in neural networks during training.
method Analyzed gradient descent dynamics in a two-layer neural network and proposed a new algorithm.
result Conditions for persistent excitation of network weights are difficult to satisfy in multi-layer networks.

Lower bounds and upper bounds on sample complexity for identifying linear dynamical systems.

problem Identifying an unknown linear dynamical system with limited data.
method Sample complexity lower and upper bounds, persistent excitation condition, active learning algorithm.
result Lower and upper bounds share the same dependency on key problem parameters.

Paper analyzes coexisting hidden and self-excited attractors in an economic system.

problem Existence of coexisting hidden and self-excited attractors in economic systems.
method Integer and fractional order analysis of an economic system.
result Integer-order system exhibits multiple combinations of coexisting hidden and self-excited attractors.

Researchers use Hawkes processes to analyze credit trades, revealing self-excitement and volume impacts.

problem Understanding the dynamics of credit market trades and their interactions.
method Simple method for fitting multidimensional Hawkes processes with exponential kernels using maximum likelihood non-convex optimization.
result Quantification of self-excitement and volume impacts in credit trades.

Optimal noise excitation for linear system identification reduces sample complexity.

problem Efficiently identifying linear systems with minimal data.
method Active learning algorithm using ordinary least squares and semidefinite programming.
result The proposed algorithm matches lower bounds on sample complexity for any active learning method.

New algorithm learns LQR with O(T)O(\sqrt{T}) regret using Langevin dynamics and excitation.

problem Learning LQR with a O(T)O(\sqrt{T}) regret bound.
method Thompson sampling with Langevin dynamics and excitation mechanism.
result Achieved O(T)O(\sqrt{T}) regret bound for LQR learning.

Paper forecasts financial trading durations using a new point process model.

problem Forecasting limit order book durations in high-frequency financial data.
method Self-exciting flexible residual point process incorporating empirical distributional features.
result The model achieves strong predictive performance compared to alternative approaches.

The Hawkes process is a simple point process, whose intensity function depends on the entire past history and is self-exciting and has the clustering property. The Hawkes process is in general non-Markovian. The linear Hawkes process has immigration-birth representation. Based on that, Fierro et al. recently introduced…

2014-03-05abs ↗pdf ↗

Study on stochastic volatility models with external shocks triggering jump cascades.

problem Analyzing the impact of external shocks on jump dynamics in stochastic volatility models.
method Establishing scaling limits for a class of stochastic volatility models with self-exciting jump dynamics.
result External shocks can trigger endogenous jump cascades in asset returns and volatility.

Develops a goodness-of-fit test for self-exciting processes.

problem Quantifying how well generative models capture self-exciting point processes.
method Connects to Quasi-maximum-likelihood estimator (QMLE) theory and develops a non-parametric self-normalizing statistic, the Generalized Score (GS) statistics.
result Validates the proposed GS test's good performance through numerical simulation and real-data experiments.

Artificial neural networks reduce computational costs for predicting excitation energy transfer properties in light-harvesting systems.

problem Computational limitations in predicting excitation energy transfer properties in light-harvesting systems.
method Use of artificial neural networks to bypass the computational limitations of established techniques.
result Artificial neural networks predict transfer times and transfer efficiencies with similar or higher accuracy than frequently used approximate methods.

This study improves text-to-speech synthesis using GANs for glottal excitation.

problem Slow inference and computational cost of WaveNet and difficulty in parallel training of GANs.
method Adopted GANs for parallel waveform generation in speech signal and glottal excitation.
result GAN-based glottal excitation model achieves quality and voice similarity on par with WaveNet.

Study state-dependent Hawkes processes for limit order book modeling.

problem Modeling feedback loop between order flow and limit order book shape.
method Existence and uniqueness of state-dependent Hawkes processes, simulation, maximum likelihood estimation.
result Excitation effects in order flow are strongly state-dependent.

Safe control of systems with unknown dynamics using persistent excitation.

problem Tension between safety and exploration in data-driven control.
method System identification through persistent excitation, robust constraint satisfaction, and synthesis of feedback controllers.
result Non-asymptotic guarantees on estimation and controller performance.

Study optimal dividend and capital injection in insurance portfolios with self-exciting claim arrivals.

problem Optimal dividend and capital injection in insurance portfolios with Hawkes process claim arrivals.
method Analytical properties, explicit threshold, HJB variational inequality, finite-difference scheme, policy-gradient, actor-critic methods.
result Learned strategies closely match the PDE benchmark and remain stable across initial conditions.

Proposes a speaker-independent GlotNet vocoder using WaveNet for speech generation.

problem Lack of efficient multi-speaker WaveNet models with limited resources.
method Uses source-filter model of speech production to train a WaveNet for glottal excitation.
result Proposed GlotNet vocoder performs favorably to direct WaveNet vocoder in speech quality.

GAttNHP predicts future events in temporal knowledge graphs by encoding long-range dependencies and handling mutual excitation.

problem Forecasting future events in temporal knowledge graphs due to long-range dependencies, mutual excitation, and heavy-tailed inter-arrival times.
method GAttNHP uses a self-attention encoder, semantic soft-grouping, and NCQ regression to address these issues.
result GAttNHP improves entity and time prediction on six benchmark TKG datasets compared to state-of-the-art baselines.

We propose an extension to Hawkes processes by treating the levels of self-excitation as a stochastic differential equation. Our new point process allows better approximation in application domains where events and intensities accelerate each other with correlated levels of contagion. We generalize a recent algorithm f…

2016-09-22abs ↗pdf ↗

New method interprets recurrent neural networks via excitable network attractors.

problem Understanding the inner workings of recurrent neural networks.
method Excitable network attractors for mechanistic interpretation.
result Recurrent neural networks' behavior can be interpreted using excitable network attractors.

Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hid…

2013-01-23abs ↗pdf ↗

MEG models for dynamic networks estimate dependencies and shared latent space relationships.

problem Modeling dynamic networks with shared latent space relationships and dependencies.
method MEG combines mutually exciting point processes and latent space models to estimate node-specific parameters and unobserved edges.
result MEG models can estimate intensities for unobserved edges, useful for anomaly detection in real-world applications.

New method improves neural network robustness to adversarial attacks.

problem Improving adversarial robustness of neural networks.
method Inspired by adaptive control theory, the approach uses persistency of excitation to constrain gradient descent updates.
result Networks trained with the PoE-motivated learning rate schedule are significantly more robust to adversarial attacks.