The paper studies financial market coherence and incoherence using phase oscillators.
problem Understanding the dynamics of financial market coherence and incoherence.
method A coupled dynamical system of phase oscillators to model financial price fluctuations.
result Financial markets exhibit a coexistence of coherent and incoherent collective behavior.
Study reconstructs network interactions from oscillator dynamics data.
problem Reconstructing network interactions from observed oscillator dynamics.
method Machine learning methods applied to phase-oscillator networks.
result Reconstruction of network interactions and intrinsic dynamics parameters.
Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.
KuramotoGNN uses Kuramoto model to prevent over-smoothing in graph neural networks.
problem Over-smoothing in graph neural networks where node features become indistinguishable.
method Integrates Kuramoto model to prevent phase synchronization and instead achieve frequency synchronization.
result KuramotoGNN reduces over-smoothing on various graph deep learning tasks.
Forecast predicts US recession in 2017, global economic slowdown, and eventual growth.
problem Short-term economic forecast and potential recession in developed countries.
method Analysis of log-periodic oscillations in DJIA dynamics and historical economic cycles.
result Predicts a recession in the second half of 2017 for developed countries.
The study examines the dynamic behavior of RMSprop and Adam algorithms.
problem Understanding the training loss curve patterns of adaptive gradient algorithms.
method Careful numerical experiments and theoretical explanations using the signGD flow.
result Adam converges smoother and faster when momentum factors are close to each other.
WSD schedule improves model training efficiency by adapting learning rates dynamically.
problem Fixed compute budgets limit training efficiency of language models.
method Introduces a WSD schedule that uses a constant learning rate followed by a rapid decay phase.
result WSD schedule generates a non-traditional loss curve with stable and decay phases.
Anomalous diffusion in SGD reveals interactions between hyperparameters and Hessian.
problem Understanding the limiting dynamics of SGD in deep neural networks.
method Continuous-time model of SGD as an underdamped Langevin equation, derived for linear regression.
result Anomalous diffusion is explained by modified loss and probability currents in phase space.
CAP-BM learns complex-valued data's amplitude and phase distributions.
problem Learning from complex-valued data with amplitude variation.
method Complex Amplitude-Phase Boltzmann machine (CAP-BM) with Gibbs sampling.
result Necessity of amplitude-amplitude coupling term in CAP-BM.
Paper develops a diagnostic test for detecting convergence in SGD with constant step size.
problem Detecting convergence in stochastic gradient descent with constant step size.
method Statistical diagnostic test to detect phase transition in convergence.
result The diagnostic region coincides with the convergence region for a class of loss functions.
We have analyzed the Indices of Industrial Production (Seasonal Adjustment Index) for a long period of 240 months (January 1988 to December 2007) to develop a deeper understanding of the economic shocks. The angular frequencies estimated using the Hilbert transformation, are almost identical for the 16 industrial secto…
Large GD stepsizes improve margins and speed up training for non-homogeneous networks.
problem Training efficiency and margin improvement in non-homogeneous two-layer networks.
method Investigation of two distinct phases in GD training, showing margin growth and empirical risk decrease.
result Large GD stepsizes lead to faster convergence and improved margins in non-homogeneous networks.
A challenging problem in physics concerns the possibility of forecasting rare but extreme phenomena such as large earthquakes, financial market crashes, and material rupture. A promising line of research involves the early detection of precursory log-periodic oscillations to help forecast extreme events in collective p…
Paper proposes a new method to detect convergence in SGD.
problem Detecting the transition from fast progress to oscillation in SGD.
method Analyzes Pflug's test and proposes a novel statistical procedure.
result The novel procedure accurately detects stationarity in SGD.
Study connects symmetries in dynamical systems to phase plane representations.
problem Understanding symmetries in dynamical systems and their phase plane realizations.
method Analysis of symmetries in differential equations and phase plane representations, establishing correspondence and lifting conditions.
result Every symmetry generator in one formulation corresponds uniquely to a generator in the other, with a lifting condition to solve.
Study large N oscillations in 3D theories related to black hole physics.
problem Understanding large N sign oscillations in 3D theories via holography.
method Holographic computation of on-shell actions for Euclidean supergravity solutions, Wick rotation of magnetically charged AdS4 black holes.
result Proposed a non-trivial mathematical conjecture regarding phase factors of twisted Reidemeister-Ray-Singer torsion.
Weight decay stabilizes training dynamics by slowing progressive sharpening.
problem Understanding how weight decay affects training stability in deep learning models.
method Analyzing weight decay effects at the Edge of Stability, developing a mathematical framework.
result Weight decay dampens oscillations and stabilizes sharpness in CNNs, causing a phase transition in MLPs.
Neural network models transform physical systems into latent Gaussian distributions.
problem Simplifying and solving classical Hamiltonian systems.
method Symplectic neural networks for canonical transformations.
result Captures nonlinear collective modes in latent space.
A new oscillator measures trending behavior of financial instruments.
problem Detecting underlying deterministic components in financial market prices.
method Financial market geometry and tube oscillator derived from past history.
result Simple trading strategy based on tube oscillator leads to consistent positive returns.
New model explains market dynamics with phase transitions and non-linear interactions.
problem Understanding complex multi-asset market dynamics with phase transitions.
method Developed a Multi-Asset Non-Equilibrium Skew (MANES) model based on Langevin dynamics and McKean-Vlasov equation.
result The model accurately predicts market returns and phase transitions in both benign and distressed markets.
Minimal vector fields on oscillator groups studied, with specific conditions for minimality.
problem Characterizing minimal left-invariant unit vector fields on oscillator groups.
method Analyzing structure constants and harmonic maps into the unit tangent bundle.
result Minimal vector fields defined by specific conditions on oscillator groups.
Study examines boundedness of oscillating singular integrals on specific Lie groups.
problem Investigating boundedness of oscillating singular integrals on Lie groups of polynomial growth.
method Presented kernel criteria in terms of sub-Riemannian structure and Fourier analysis.
result Extended classical oscillating conditions for boundedness of oscillating convolution operators.
Log-periodic oscillations have been used to predict price trends and crashes on financial markets. So far two types of log-periodic oscillations have been associated with the real markets. The first type are oscillations which accompany a rising market and which ends in a crash. The second type oscillations, called "an…
We use principle component analysis (PCA) of cross correlations in European government bonds and European stocks to investigate the systemic risk contained in the European economy. We tackle the task to visualize the evolution of risk, introducing the conditional average rolling sum (CARS). Using this tool we see that …
Estimates box dimension of fractal interpolation surfaces using oscillation vectors.
problem Estimating the complexity of fractal interpolation surfaces.
method Defined vertical scaling matrices and used them to relate oscillation vectors of different levels.
result Obtained the box dimension of generalized affine fractal interpolation surfaces.
Researchers classify lattices in a specific four-dimensional group.
problem Classifying lattices in the split oscillator group.
method Parametrizing and classifying lattices up to automorphisms of the ambient group.
result Commensurability classes of lattices correspond to real quadratic fields.
Study local convergence of GDA for training GANs with kernel-based discriminators.
problem Analyzing the local dynamics of GDA for GANs with kernel-based discriminators.
method Linearization of a non-linear dynamical system, under an isolated points model assumption.
result Showed phase transitions indicating convergence, oscillation, or divergence of GDA.
Autoencoder estimates parameters of noisy, multi-component damped signals.
problem Parameter estimation of damped sinusoidal signals under rapid decay and noise.
method Autoencoder-based approach using latent space for frequency, phase, decay, and amplitude estimation.
result High accuracy in parameter estimation, robustness to subdominant components and phase differences.
Study on synchronization in financial markets with time delays.
problem Understanding market dynamics and synchronization in financial systems with time delays.
method Examined a system of coupled non-linear delay-differential equations, linearized for small delays, and analyzed collective dynamics using bifurcation diagrams and numerical solutions.
result Demonstrated that limit cycles can be maintained in coupled N-asset models with appropriate parameterization, leading to market synchronization.
The Duffing oscillator's parameters are identified online using variational message passing.
problem Estimating parameters of a nonlinear Duffing oscillator in real-time.
method Variational message passing on a factor graph of the Duffing oscillator's generative model.
result The online inference procedure performs as well as offline methods.
New method linearizes nonlinear coupled oscillators on graphs.
problem Predicting global synchronization in nonlinear coupled oscillators on graphs.
method Latent dynamic filters learned through supervised matrix factorization.
result Latent dynamics filters enable effective prediction of global synchronization.
Study geometrical properties of oscillator group with a Lorentzian metric.
problem Geometrical analysis of oscillator group.
method Bi-invariant Lorentzian metric, homogeneous Ricci solitons, harmonicity properties, energy functional.
result Determination of critical points for energy functional and explicit calculation of their energy.
We study the dynamics of a version of the batch minority game, with random external information and with different types of inhomogeneous decision noise (additive and multiplicative), using generating functional techniques à la De Dominicis. The control parameters in this model are the ratio α=p/N of the number p o…
The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of…
Optimizes control of synchronization in networked oscillators using genetic programming.
problem Optimizing control of synchronization in complex networked systems.
method Multi-objective genetic programming-based symbolic regression.
result Learned interpretable control functions for driving systems from synchronized to non-synchronized states.
The study derives generalization bounds for neural oscillators, improving their performance with regularization.
problem Quantifying the generalization capacities of neural oscillators.
method Using Rademacher complexity and squared Wasserstein-1 distances, the study derives theoretical upper PAC generalization bounds for neural oscillators.
result Theoretical bounds show polynomial growth in estimation errors with MLP size and time length, and regularization improves performance.
The paper uses diffusion processes to analyze SGD for nonconvex optimization problems.
problem Understanding the global dynamics of nonconvex optimization methods.
method Analytic paradigm based on diffusion processes.
result Characterizes the global dynamics of SGD for tensor decomposition of ICA.
Study finds the spectrum of a cubic Dirac operator on specific oscillator group manifolds.
problem Determining the spectrum of a cubic Dirac operator on oscillator group manifolds.
method Explicit decomposition of the regular representation and calculation of eigenspaces.
result Explicit eigenspaces and spectrum of the cubic Dirac operator determined.
Study on black hole interiors with matter fields, showing oscillation condition impacts blow-up.
problem Examining Strong Cosmic Censorship in the presence of matter fields.
method Einstein equations coupled with charged/massive scalar fields, spherically symmetric data, relaxation rate analysis.
result Oscillation condition on event horizon determines whether matter fields blow up or not.
Minimal surfaces can have tiny undulations.
problem Existence of minimal surfaces with controlled geometry.
method Construction of almost flat minimal graphs with micro-oscillations.
result Existence of minimal graphs with prescribed intersection geometry.
We study geometric quantization of the harmonic oscillator in terms of a singular real polarization given by fibres of the energy momentum map.
Bayesian method identifies dynamical models with uncertainty quantification.
problem Uncertainty in selecting governing equations for dynamical systems.
method Bayesian sparse identification with model averaging.
result Accurately recovers sparse interaction structures with uncertainty quantification.
Abstract operator calculus solves fermionic quantum harmonic oscillator problems.
problem Eigenvalue problems of fermionic quantum harmonic oscillators.
method Abstract operator calculus using homotopy operator.
result Formulated eigenvalue problem resembling fermionic quantum harmonic oscillator.
Improved classifier with additional layers for higher accuracy.
problem Improving accuracy of oscillating error correction.
method Adding new layers through a branching method to neural networks.
result Achieved high levels of accuracy.
GeoHNN models physics laws for stable, accurate predictions.
problem Violations of physical principles in machine learning models.
method Explicitly encodes geometric priors in inertia and phase space.
result Significantly outperforms existing models in long-term stability and accuracy.
The paper analyzes the spectra of compact quotients of the oscillator group.
problem Computing spectra of compact solvmanifolds.
method Classification of lattices, decomposition of representations, explicit computation of spectra.
result Explicit computation of the spectrum of the wave operator on compact locally-symmetric Lorentzian manifolds.
SPI-Optimizer separates momentum term to eliminate oscillation in stochastic optimization.
problem Oscillation in momentum-based optimizers.
method Integrates conditional integration from classical control theory to separate momentum term.
result Significantly reduces oscillation and improves convergence speed and accuracy.
Oscillations lie at the core of many biological processes, from the cell cycle, to circadian oscillations and developmental processes. Time-keeping mechanisms are essential to enable organisms to adapt to varying conditions in environmental cycles, from day/night to seasonal. Transcriptional regulatory networks are one…