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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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150299449598 · Jun 202019922001200920182026
48 results for open dynamical systems

This paper develops an algebraic structure for systems of systems and networks.

problem Formalizing interactions between complex systems and networks.
method Developing a monoidal double category of surjective submersions to encompass systems and maps between them.
result Recovering results on fibrations of networks of manifolds as a special case.

Novel algorithm for optimal control of nonlinear systems.

problem Optimal control of nonlinear stochastic dynamical systems with unknown dynamics.
method Decoupled data-based approach combining open-loop and closed-loop control.
result Performance of D2C algorithm is approximately optimal and significantly reduces training time.

New learning methods for open systems with variable agents.

problem Learning in open systems with dynamic agent arrivals and departures.
method Formulated a unified open-system bandit problem with general dynamics, introducing new concepts like pre-training degree and stability.
result Certified global-UCB learning methodologies with provable guarantees, revealing dependencies between entry uncertainty, stability, and agent patterns.

Paper bridges quantum and classical mechanics for open systems.

problem Quantum open systems with bi-Lindblad structure.
method Develops a bridge between bi-Hamiltonian structures and GKSL formalism, introducing contact-compatible Lindblad generators.
result Provides a mathematical mechanism for semiclassical limit of quantum open systems.

Invariant measures found for contact Hamiltonian systems split into Reeb and Liouville dynamics.

problem Finding invariant measures for contact Hamiltonian systems.
method Splitting the system into Reeb and Liouville dynamics; using invariant measures and symplectic sandwiches.
result Invariant measure found for Reeb dynamics; characterization of Liouville dynamics invariant measure.

Protocol for quantum reinforcement learning in various quantum systems.

problem Efficient quantum control and machine learning calculations.
method Proposes a protocol for quantum reinforcement learning in multiqubit and multilevel systems, without requiring coherent feedback.
result Protocol enables implementation in diverse quantum systems, including trapped ions and superconducting circuits.

A new framework reduces inconsistencies in chaotic surrogate modeling.

problem Consistency issues between probabilistic objectives and dynamical system dynamics.
method KAFFEE (Kalman-Aware Framework For Ergodic Emulation), a differentiable extended Kalman filter.
result KAFFEE mitigates the dynamic-probabilistic consistency gap, improving reconstruction and predictive scores.

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.

Survey on computational models in dynamical systems, including new universality concepts.

problem Understanding the relationship between computational models and dynamical systems.
method Review of recent works on Turing universality, Topological Kleene Field Theories, and dynamical bordisms.
result Introduction of new perspectives on computability through dynamical systems.

Combining causality, control, and reinforcement learning for system control.

problem Learning to control dynamical systems using causal, control, and reinforcement learning approaches.
method Combining causal identification, control strategies, and reinforcement learning to control dynamical systems.
result Combining different learning paradigms for effective system control.

Advocates a local feedback approach for RL in unknown systems.

problem Finding optimal feedback laws in unknown nonlinear dynamical systems.
method Searches over a local feedback representation consisting of an open-loop sequence and an optimal linear feedback law.
result Results in highly efficient training and superior performance compared to global methods.

A reinforcement learning approach prepares quantum squeezed states in open spin systems.

problem Generating non-classical states in open quantum systems with dissipation and dephasing.
method Reinforcement learning to determine optimal control pulses for spin-squeezing.
result Optimal control sequences enhance collective spin squeezing and entanglement.

HCLM framework uses entropy regularization for open learning systems.

problem Real-world AI challenges and limitations of deep learning.
method Dynamical and information-theoretic framework with entropy regularization.
result Geometric entropy surrogates, especially log-determinant covariance entropy, induce stronger and more stable information forces.

New framework optimizes forecasting and decision-making in dynamic systems.

problem Optimizing forecasting and decision-making processes in dynamic systems.
method Closed-loop framework using bilevel optimization.
result The proposed methodology yields consistently better performance than the standard open-loop approach.

New method learns cell trajectories and network interactions from single-cell data.

problem Network inference in systems biology from steady-state data.
method Min-entropy estimation for stochastic dynamics, leveraging both temporal and perturbational data.
result Jointly learns cellular trajectories and network interactions.

One approach to monitoring a dynamic system relies on decomposition of the system into weakly interacting subsystems. An earlier paper introduced a notion of weak interaction called separability, and showed that it leads to exact propagation of marginals for prediction. This paper addresses two questions left open by t…

2012-06-27abs ↗pdf ↗

Survey of AI in finance covering models, strategies, and knowledge systems.

problem Challenges in applying AI to financial markets, especially in high-frequency trading.
method Systematic analysis of financial AI across predictive models, decision frameworks, and knowledge augmentation systems.
result Critical trade-offs and gaps between theoretical advances and practical implementation in financial AI.

The paper explores the geometry of holomorphic flows and orbits.

problem Understanding the local geometry of holomorphic flows and their equilibria.
method Analyzing the local geometry of first-order equilibria and higher-order equilibria under holomorphic conditions.
result Holomorphic Poincaré-Bendixson theorem: bounded non-periodic orbits are homoclinic or heteroclinic.

AdaptOn achieves logarithmic regret in adaptive control of unknown partially observable linear systems.

problem Adaptive control in partially observable linear dynamical systems.
method AdaptOn algorithm that estimates system dynamics through online learning and gradient descent.
result AdaptOn achieves a logarithmic regret bound of polylog(T) after T steps.

A new method extracts features and reconstructs moments in dynamical systems using information geometry.

problem Reconstructing moments in dynamical systems efficiently and accurately.
method Information-geometric approach on spaces of probability measures.
result Moments can be expanded in eigenfunctions of a kernel integral operator, enabling nonparametric forecasting.

Machine learning identified 13 key equations for distillation column dynamics.

problem Identify governing laws for complex engineered systems.
method Sparse Identification of Non-Linear Dynamics (SINDy) applied to distillation column data.
result Reduced 1000s of equations to 13 interpretable terms.

This paper proposes a geometry-aware active learning framework for spatiotemporal dynamic systems.

problem Challenges in modeling complex dynamic systems with 3D geometries and time evolution.
method Geometry-aware spatiotemporal Gaussian Process (G-ST-GP) and adaptive active learning strategy.
result The proposed framework outperforms traditional methods in predicting high-dimensional dynamic behaviors.

Novel method estimates complex nonlinear systems with stochastic differential equations.

problem Handling complex nonlinear dynamical systems with strong learning guarantees.
method Estimates drift and diffusion coefficients of continuous, multidimensional, nonlinear controlled stochastic differential equations.
result Strong theoretical guarantees including finite-sample bounds for various metrics.

This work uses neural networks and time-stepping to discover nonlinear dynamics from data.

problem Automating the creation of predictive models from large data sets.
method Combining neural networks with multi-step time-stepping schemes.
result Accurately learned dynamics, future state forecasting, and basin of attraction identification.

Deep learning models learn chaotic system dynamics from real and simulated data.

problem Training deep learning models for chaotic systems requires big data.
method Jointly train deep neural networks on real and simulated data, enforcing physical laws.
result Proposes knowledge-based deep learning (KDL) for accurate forecasting of chaotic systems.

This paper analyzes the complexity of deep neural networks using topological entropy and chaos theory.

problem Understanding the complexity and dynamics of deep neural networks.
method Modeling DNN as a discrete-time dynamical system and analyzing its complexity through topological entropy and Lyapunov exponents.
result Properties of DNN dynamics are linked to its classification and generalization capabilities.

New method learns stochastic thermodynamics from system currents.

problem Understanding entropy production in complex dynamical systems.
method Constructs learning framework using currents and machine learning loss functions.
result Derives loss functions for thermodynamic functions directly from dynamics.

Novel framework for systemic risk analysis in financial markets.

problem Systemic risk in financial markets.
method Multi-scale network dynamics, transfer entropy networks, agent-based modeling, wavelet decomposition, Model Context Protocol (MCP).
result Multi-scale approach reveals hidden systemic risk patterns.

Generative models accelerate molecular dynamics by four orders of magnitude.

problem Femtosecond time steps limit access to slow molecular processes.
method Deep generative modeling framework that accelerates sampling.
result Quantitative characterization of equilibrium ensembles and dynamical relaxation processes.

We show that the planar circular restricted three body problem is of restricted contact type for all energies below the first critical value (action of the first Lagrange point) and for energies slightly above it. This opens up the possibility of using the technology of Contact Topology to understand this particular dy…

2010-10-11abs ↗pdf ↗

CoinTossX is a low-latency, open-source matching engine for financial trading.

problem Efficiently matching orders in financial markets with low latency and high throughput.
method Developed in Java, orders submitted via UDP SBE, low-latency message transport (Aeron Media Driver). Separates order generation and matching.
result Demonstrated low-latency, high-throughput performance in various deployment scenarios.