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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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51101152202 · Jun 202019922001200920182026
48 results for phase changes

DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.

problem Quantifying phase differences in signals of varying dimensions.
method Riesz transform framework for harmonic analysis.
result DPI detects hypersynchronization and subtle changes in images and artworks.

The paper introduces a clustering method for relational matrices using information value.

problem Clustering relational matrices of similarities or dissimilarities.
method Optimizing the value of information through a deterministic annealing process.
result The method automatically determines the number of clusters without prior specification.

We analyze the statistics of daily price change of stock market in the framework of a statistical physics model for the collective fluctuation of stock portfolio. In this model the time series of price changes are coded into the sequences of up and down spins, and the Hamiltonian of the system is expressed by spin-spin…

2001-10-06abs ↗pdf ↗

Method identifies unknown intervention targets in structural causal models from diverse data.

problem Identifying unknown intervention targets in structural causal models from heterogeneous data.
method Two-phase approach: first recovers exogenous noises, second matches with endogenous variables.
result Proposed method uniquely identifies intervention targets under causal sufficiency assumption.

Study analyzes price change patterns across different market capitalizations using Markov chains.

problem Understanding price dynamics in limit order markets across various market capitalizations.
method Discrete-time Markov chain analysis of intraday price changes in NASDAQ100 tick data.
result Systematic patterns in price inertia and stability across market capitalizations are identified.

We recover phase from intensity measurements using optics-based random projections.

problem Recovering phase from intensity measurements with unknown transmission matrix.
method Our method leverages conjugation of rows in the unknown matrix and interference with reference signals to cast the problem as a Euclidean distance geometry.
result We accurately recover the missing phase and mitigate quantization and sensitivity effects.

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

PCA improves detection of phase transitions in muon spectroscopy data from various materials.

problem Subtle changes in asymmetry function indicate phase transitions, but existing methods require material-specific knowledge.
method Applied unsupervised PCA to muon spectroscopy asymmetry data from multiple materials.
result PCA can recover phase transition indicators and improve detection of material-specific variations.

Method detects phase transitions in financial markets using eigenvalue decomposition.

problem Detecting tipping points and fluctuation patterns in financial markets.
method Eigenvalue decomposition and eigen-entropy from cross-correlation matrix.
result Market events undergo phase separation and order-disorder transitions.

Study on local elasticity in neural network training, improving detection of class-specific changes.

problem Improving the detection of class-specific changes in neural network training.
method Comprehensive study of local elasticity, proposing a new definition to address limitations.
result New definition of local elasticity more sharply detects class-specific changes in neural network training.

Gradient descent dynamics in neural networks show quenching and activation phases.

problem Understanding training dynamics in neural networks.
method Numerical and phenomenological study of gradient descent algorithm for two-layer neural networks.
result Gradient descent dynamics exhibit quenching and activation phases in under-parametrized networks.

Study coevolutionary trading-agent dynamics in continuous strategies.

problem Understanding adaptive trading-agent interactions in complex markets.
method Experimental study of adaptive automated trading agents in a continuous strategy space.
result High-dimensional coevolutionary dynamics pose challenges in market analysis.

We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time-line of the 2009-2011 Eurozone crisis correctly. We show that this model has three distinct phases that can broadly be categorized as "stab…

2016-09-19abs ↗pdf ↗

Noise can stabilize systemic risk models with uncertain robustness.

problem Understanding systemic risk in financial systems with uncertain parameters.
method Analyzing a mean-field model of systemic risk with uncertain coefficients and noise.
result Noise can induce stability in systemic risk models, contrary to intuition.

The paper studies phase transitions in Information Bottleneck for representation learning.

problem Understanding the behavior of compression and prediction terms in IB objective.
method Studied phase transitions in IB objective using second-order calculus of variations and Fisher information matrix.
result IB phase transitions correspond to learning new classes and are related to maximum correlation between input and target orthogonal to the learned representation.

Early neural network training reveals important sub-networks and weight distributions.

problem Understanding the early phases of neural network training.
method Extensive measurements and quantitative probing of weight distribution and dataset reliance.
result Deep networks are not robust to reinitializing with random weights while maintaining signs, and weight distributions are highly non-independent.

The present paper analyses the formal parallelism existing between the laws of thermodynamics and some economic principles. Based on previous works, we shall show how the existence in Economics of principles analogous to those in thermodynamics involves the occurrence of economic events that remind of well-known phenom…

2015-05-03abs ↗pdf ↗

New method for identifying phase shifts in XRD data.

problem Automating phase extraction from large XRD datasets.
method Nonnegative Matrix Factorization integrated with custom clustering.
result Robust determination of phase shifts and accurate phase diagrams.

Optimal adaptive experiment for choosing best treatment with binary outcomes.

problem Choosing the best treatment from binary options in an adaptive experiment.
method Adaptive experiment with two phases: treatment allocation and choice. Neyman allocation method used.
result Neyman allocation is minimax and Bayes optimal, matching lower bounds for regret.

The paper calculates ruin probabilities for insurers with phase-type distributed claims.

problem Calculating ruin probabilities for insurers with specific claim distributions.
method Change-of-measure technique applied to phase-type distributed claim amounts.
result The mixture of Erlangs best fits real-world loss data, improving risk assessment.

We investigate the dynamics of growth models in terms of dynamical system theory. We analyse some forms of knowledge and its influence on economic growth. We assume that the rate of change of knowledge depends on both the rate of change of physical and human capital. First, we study model with constant savings. The mod…

2006-08-20abs ↗pdf ↗

New insights into binary perceptron reveal phase transitions and algorithmic thresholds.

problem Understanding the statistical-computational gap in binary perceptron models.
method Application of fully lifted random duality theory (fl RDT) to uncover structural changes.
result Numerical estimates of constraint density thresholds align with theoretical predictions.

This work tackles phaseless subspace tracking, recovering time-varying signals from phaseless projections.

problem Recovering time-varying signals from phaseless linear projections under gradual subspace change.
method Dynamic subspace tracking approach, leveraging gradual subspace change over time.
result Demonstrates feasibility of phaseless subspace tracking with gradual subspace change.

Paper analyzes latent space geometry in generative models using Fisher information.

problem Understanding the structure of latent spaces in generative models.
method Reconstructs Fisher information metric from generated samples and posterior distribution.
result Reveals fractal structure and abrupt changes in Fisher metric at phase boundaries.

Study of two-layer ReLU neural network phase diagram at infinite-width limit.

problem Characterize the dynamical regimes of two-layer ReLU neural networks.
method Combining experimental and theoretical approaches, including phase diagram analogy.
result Identification of three regimes: linear, critical, and condensed.

Dynamic Influence Tracker measures changing sample importance during model training.

problem Static influence measurements during training overlook how sample importance varies over time.
method Dynamic Influence Tracker (DIT) captures time-varying sample influence across arbitrary time windows.
result DIT reveals distinct learning phases with shifting priorities and detects corrupted samples more efficiently.

Persistent entropy detects phase transitions in complex systems.

problem Detecting phase transitions in complex systems.
method Established a general theorem for persistent entropy to reliably detect phase transitions, introduced operational framework for finite-time computations.
result Persistent entropy exhibits an asymptotically non-vanishing gap across phases, robust numerical signatures across experiments.

Modeling urban transformations, researchers identify phase transitions and thermodynamic efficiency.

problem Urban transformations and their effects on social interactions, transport, and income distribution.
method Developed a statistical-mechanical model of urban transformations, considering fast and slow dynamics.
result Identified phase transitions between dispersed and polycentric urban phases, quantified thermodynamic cost of transformation.

Scaling properties in financial fluctuations are reviewed from the standpoint of statistical physics. We firstly show theoretically that the balance of demand and supply enhances fluctuations due to the underlying phase transition mechanism. By analyzing tick data of yen-dollar exchange rates we confirm two fractal pro…

2000-08-03abs ↗pdf ↗