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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.

168,742 papers · 148 categories

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149298447596 · Jun 202019922001200920172026
48 results for reaction time

Novel deep learning method predicts reaction coordinates and future MD trajectories.

problem Identifying optimal reaction coordinates for chemical reactions.
method Regularized Sparse Autoencoder (RSE) for discovering reaction coordinates and predicting MD trajectory evolution.
result RSE helps in choosing a small but important set of reaction coordinates.

Reactmine infers chemical reactions from time series data, overcoming sparse model limitations.

problem Inferring chemical reaction networks from time series data, especially when initial conditions are not varied.
method Sequential reaction inference in a search tree, ranking and re-optimizing kinetics.
result Reactmine successfully infers preponderant regulations in real datasets, matching model-based analyses.

CRNN discovers chemical reaction pathways from data.

problem Challenging to infer reaction pathways for complex systems.
method Neural network approach that satisfies fundamental physics laws.
result CRNN autonomously discovers reaction pathways from species concentration data.

Bayesian inference for biochemical reaction networks using jump-diffusion approximations.

problem Estimating hidden quantities in poorly characterized biochemical processes.
method Developed a Bayesian inference algorithm based on Markov chain Monte Carlo and sequential Monte Carlo methods.
result Numerical evaluation of the algorithm for a partially observed multi-scale birth-death process.

Derives operational-time variance kernel for reaction boundaries in financial markets.

problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.

Derives variance kernel for reaction boundary in financial models.

problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.

Study shows time matters in automated trading, improving simple strategies over complex ones.

problem Effects of reaction speed and trading urgency on automated trading strategies.
method Simulated financial markets with public limit order book and continuous double auction matching. Examined reaction speed and trading urgency.
result Simple strategies outperform complex ones when considering reaction speed and trading urgency.

Hopfield networks improve reaction template prediction for few/zero-shot scenarios.

problem Predicting reaction templates for new molecules in CASP.
method Adapted Hopfield networks to associate reaction templates, molecules, and structural information.
result Significantly improved performance for templates with few or zero training examples.

Global solutions and smoothing effects for reaction-diffusion equations on manifolds.

problem Global existence and smoothing effects for reaction-diffusion equations on Riemannian manifolds.
method Functional analytic methods, Sobolev and Poincaré inequalities.
result Existence of global solutions under certain conditions on the manifold.

Global existence and smoothing effects for reaction-diffusion equations with blowup in infinite time.

problem Analyzing reaction-diffusion equations with power-type nonlinearity and slow diffusion.
method Functional analytic methods based on Sobolev and Poincaré inequalities.
result Solutions corresponding to large initial data blow up everywhere in infinite time on Cartan-Hadamard manifolds.

Study shows neural operators can efficiently solve complex reaction-diffusion systems.

problem Efficiently solving nonlinear reaction-diffusion systems using neural operators.
method Laplacian-based neural operators applied to a generalized Gierer-Meinhardt system.
result Explicit approximation error bounds established for neural operators in terms of network parameters.

Unified analytic account of correlation emergence and Epps effect in coupled limit order books

problem Correlation emergence and Epps effect in coupled limit order books
method Discrete random-walk description of order flow with creation, cancellation, and diffusion, coupled reaction-diffusion equations with moving reaction boundary
result Realized correlations as a function of aggregation time

Bounds on chemical reaction network relaxation rates using convex analysis.

problem Understanding relaxation dynamics in chemical reaction networks.
method Convex analysis, generalized gradient flows, singular values of stoichiometric matrix.
result Bounds on Kullback-Leibler divergence to equilibrium for CRNs.

We use the formalism of Geometrothermodynamics to describe chemical reactions in the context of equilibrium thermodynamics. Any chemical reaction in a closed system is shown to be described by a geodesic in a 22-dimensional manifold that can be interpreted as the equilibrium space of the reaction. We first show this i…

2013-01-02abs ↗pdf ↗

A learning rule for first-spike times in neural networks reduces energy consumption and reaction times.

problem Energy efficiency and reaction time in neuromorphic systems.
method Derivation of a learning rule for first-spike times in leaky integrate-and-fire neurons, using only input and output spike times.
result Demonstrated that the approach can implement error backpropagation in hierarchical spiking networks and is capable of harnessing neuromorphic system's speed and energy characteristics.

The study distills news sources to analyze stock reactions, finding sentiment has asymmetric and sector-specific effects.

problem Analyzing the influence of financial text sources on stock reactions.
method Mixed text sources from professional platforms, blogs, and message boards were distilled using different lexica to analyze sentiment variables.
result Sentiment has an asymmetric and sector-specific effect on stock reactions.

This paper speeds up simulations of hypersonic reentry by combining traditional and neural methods.

problem Accurately simulating hypersonic reentry with chemical reactions is computationally expensive.
method A hybrid simulation code combining a traditional fluid dynamics solver with a neural network approximating chemical reactions.
result Achieved significant acceleration factors (imes10 imes 10 to imes18.6 imes 18.6) while maintaining accuracy.

Global solutions found for certain reaction-diffusion equations on specific manifolds.

problem Understanding reaction-diffusion equations on various manifolds.
method Analyzing the bottom of the L2L^2 spectrum of Δ and using time-independent nonlinearities.
result Global existence of solutions for certain power nonlinearities on specific manifolds.

MEGAN models chemical reactions as graph edits, improving synthesis planning.

problem Generating and predicting chemical reactions under constraints.
method End-to-end encoder-decoder neural model inspired by arrow pushing formalism.
result State-of-the-art accuracy in standard benchmarks for retrosynthesis prediction.

Upper bound on CRN reaction rates derived using information geometry.

problem Challenging task of deriving an upper bound on reaction rates of nonlinear, discrete CRNs.
method Information geometric approach using natural gradient.
result Validated through numerical simulations, demonstrating faster convergence in specific CRNs.

Microstructure of market dynamics is studied through analysis of tick price data. Linear trend is introduced as a tool for such analysis. Trend arbitrage inequality is developed and tested. The inequality sets limiting relationship between trend, bid-ask spread, market reaction and average update frequency of price inf…

2006-07-10abs ↗pdf ↗

Several models of stock trading [P. Bak et al, Physica A {\bf 246}, 430 (1997)] are analyzed in analogy with one-dimensional, two-species reaction-diffusion-branching processes. Using heuristic and scaling arguments, we show that the short-time market price variation is subdiffusive with a Hurst exponent H=1/4H=1/4. Biase…

1998-11-09abs ↗pdf ↗

The study explains stock return distributions using reaction functions.

problem Stock return distributions often deviate from normal distributions.
method Assumes normal event/information effects, financial over/underreaction, proposes reaction function model.
result Financial markets often underreact to minor events, overreact to significant ones, and react stronger to positive events.

Chemical reactions can be described as the stepwise redistribution of electrons in molecules. As such, reactions are often depicted using `arrow-pushing' diagrams which show this movement as a sequence of arrows. We propose an electron path prediction model (ELECTRO) to learn these sequences directly from raw reaction …

2018-05-23abs ↗pdf ↗

METRO predicts reactions using minimal templates, reducing computational overhead and achieving state-of-the-art results.

problem Predicting possible reaction substrates for complex molecules from simpler precursors.
method METRO (Molecule-Edit Templates for RetrOsynthesis) uses minimal templates to predict reactions efficiently and accurately.
result METRO achieves state-of-the-art results on standard benchmarks, reducing computational overhead.

Faster trading algorithms aren't always better, as shown in simulated financial markets.

problem The impact of reaction time on automated trading performance.
method Simulated financial markets with a single exchange, public limit order book, and continuous double auction matching. Models of trading speed and computation times of trading algorithms were introduced and profiled.
result Trading performance is impacted by speed, and the Adaptive-Aggressive (AA) algorithm is outperformed by the Shaver (SHVR) strategy when relative computation times are accurately simulated.

Chemical networks outperform spiking neural networks in classification tasks.

problem Learning tasks with spiking neural networks require hidden layers, which are computationally expensive.
method Used deterministic mass-action kinetics to prove chemical reaction networks without hidden layers can solve tasks previously solved by spiking neural networks.
result A chemical reaction network without hidden layers outperforms a spiking neural network with hidden layers in a handwritten digit classification task.

DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.

problem Sparse and temporally associated tensor data with limited structural knowledge.
method Develops a neural diffusion-reaction process to estimate dynamic embeddings for tensor modes.
result Captures both commonalities and personalities in evolving tensor entries.

We generalize the reaction-diffusion model A + B -> 0 in order to study the impact of an excess of A (or B) at the reaction front. We provide an exact solution of the model, which shows that linear response breaks down: the average displacement of the reaction front grows as the square-root of the imbalance. We argue t…

2014-03-14abs ↗pdf ↗

Efficiently simulates Langevin dynamics on manifold using diffusion maps and finite volume schemes.

problem Simulating Langevin dynamics on high-dimensional manifolds with limited data.
method Diffusion maps, Fokker-Planck equation, finite volume scheme, explicit time discretization.
result Data-driven finite volume scheme approximates Langevin dynamics on manifold with good properties.

The prediction of organic reaction outcomes is a fundamental problem in computational chemistry. Since a reaction may involve hundreds of atoms, fully exploring the space of possible transformations is intractable. The current solution utilizes reaction templates to limit the space, but it suffers from coverage and eff…

2017-09-13abs ↗pdf ↗

Automated method simplifies stochastic chemical reaction network analysis.

problem Analyzing complex stochastic chemical reaction networks is computationally expensive.
method Uses deep learning to create a discrete-time process from a CTMC, optimizing neural network architecture.
result Automated method improves computational efficiency and accuracy for various CRNs.

The growing ubiquity of Social Media data offers an attractive perspective for improving the quality of machine learning-based models in several fields, ranging from Computer Vision to Natural Language Processing. In this paper we focus on Facebook posts paired with reactions of multiple users, and we investigate their…

2019-09-24abs ↗pdf ↗

Reaction prediction remains one of the major challenges for organic chemistry, and is a pre-requisite for efficient synthetic planning. It is desirable to develop algorithms that, like humans, "learn" from being exposed to examples of the application of the rules of organic chemistry. We explore the use of neural netwo…

2016-08-22abs ↗pdf ↗

Considered an important macroeconomic indicator, the Purchasing Managers' Index (PMI) on Manufacturing generally assumes that PMI announcements will produce an impact on stock markets. International experience suggests that stock markets react to negative PMI news. In this research, we empirically investigate the stock…

2018-06-12abs ↗pdf ↗

Solves probabilistic Lambert problem connecting astrodynamics with optimal mass transport.

problem Determining spacecraft velocity for given positions with probabilistic constraints.
method Generalized optimal mass transport (OMT) and Schrödinger bridge (SBP) connections.
result Existence and uniqueness of solution for probabilistic Lambert problem.

The constraint reaction force of ideal nonholonomic constraints in time-dependent mechanics on a configuration bundle QRQ\to R is obtained. Using the vertical extension of Hamiltonian formalism to the vertical tangent bundle VQVQ of QRQ\to R, the Hamiltonian of a nonholonomic constrained system is constructed.

1998-07-13abs ↗pdf ↗

Study the singular limit of a boundary reaction equation, showing energy concentration and varifold support.

problem Analyzing the singular limit of a boundary reaction equation.
method Investigates the critical points of the boundary reaction equation \((-Δ)^{\frac{1}{2}}u = \frac{1}{\varepsilon}(u-u^3)\) in \(U \subset \mathbb{R}^n\).
result Shows existence of an (n1)(n-1)-rectifiable energy concentration set and associates limit energy measures to a stationary varifold.

RC flow learns molecular kinetics in low dimensions.

problem Discovering interpretable low-dimensional models of molecular kinetics.
method Normalizing flow for coordinate transformation and Brownian dynamics for kinetics approximation.
result Tractable and trainable model of reduced kinetics in continuous time and space.

Paper presents a multi-label topic model for financial texts with high performance and insights into market reactions.

problem Analyzing financial text data for market reactions and understanding topic interactions.
method Trained a multi-label topic model on a financial text database, achieved high macro F1 score, and investigated topic interactions.
result Model achieves high performance (macro F1 > 85%) and reveals significant market reactions to topic co-occurrences.

Combustion reaction kinetics models are used for the description of a special class of bursty Financial Time Series. The small number of parameters they depend upon enable financial analysts to predict the time as well as the magnitude of the jump of the value of the portfolio. Several Financial Time Series are analyse…

2001-01-07abs ↗pdf ↗