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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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23466992 · Jun 202019922001200920172026
48 results for self-organized patterns

In self-organizing networks, topology and dynamics coevolve in a continuous feedback, without exogenous driving. The World Trade Network (WTN) is one of the few empirically well documented examples of self-organizing networks: its topology strongly depends on the GDP of world countries, which in turn depends on the str…

2012-01-05abs ↗pdf ↗

Agent learns diverse hierarchical structures in unknown environments.

problem Autonomous discovery and learning of diverse structures in unknown changing environments.
method Progressive construction of a Hierarchy of Observation Latent Models for Exploration Stratification (HOLMES).
result Agent can learn and reuse representations to progressively explore and discover diverse structures.

Unified framework recovers exact input from SOM activation patterns.

problem Generating high-dimensional data from Self-Organizing Maps (SOMs).
method Inverting SOM activation patterns to recover input, using linear system and Tikhonov regularization.
result MUSIC framework produces coherent semantic transitions and maintains high classifier confidence.

This paper proposes a general model for synchronized crowding behavior. An order parameter is introduced to quantify the level of synchronization which is shown a function of percentage of agents in reactive state. Further, synchronization is shown to be driven by the most active agents with the highest volatility. A t…

2016-12-04abs ↗pdf ↗

A simple model economy with locally interacting producers and consumers is introduced. When driven by extremal dynamics, the model self-organizes {\em not} to an attractor state, but to an asymptote, on which the economy has a constant rate of deflation, is critical, and exhibits avalanches of activity with power-law d…

2000-05-19abs ↗pdf ↗

This paper defines a new learning architecture, Layered Self-Organizing Maps (LSOMs), that uses the SOM and supervised-SOM learning algorithms. The architecture is validated with the MNIST database of hand-written digit images. LSOMs are similar to convolutional neural nets (covnets) in the way they sample data, but di…

2018-03-23abs ↗pdf ↗

This study investigates self-organizing dynamics in a stochastic exponential DAM model using Temporal Complexity.

problem Understanding self-organizing behavior in artificial neural systems.
method Investigation of a stochastic exponential DAM model through Temporal Complexity analysis.
result The model exhibits regimes of complex intermittency with nontrivial temporal correlations and scale-free behavior.

The self-organizing methods were used for the investigation of financial market. As an example we consider data time-series of Dow Jones index for the years 2002-2003 (R. Mantegna, cond-mat/9802256). In order to reveal new structures in stock market behavior of the companies drawing up Dow Jones index we apply SOM (Sel…

2004-02-10abs ↗pdf ↗

A methodology is developed to identify, as units of study, each decrease in the value of a stock from a given maximum price level. A critical level in the amount of price declines is found to separate a segment operating under a random walk from a segment operating under a power law. This level is interpreted as a poin…

2016-04-13abs ↗pdf ↗

SORSCNs improve nonstationary data modeling by self-organizing and adjusting network parameters.

problem Nonstationary data challenges traditional models in continuous learning.
method SORSCNs autonomously adjust network parameters and structure in real-time using adaptive algorithms.
result SORSCNs outperform other models in generalizing to nonstationary data.

Proposes SOMDAGMM for more accurate network intrusion detection.

problem Inaccurate network intrusion detection in secure network environments.
method Integrates self-organizing map with deep autoencoding Gaussian mixture model.
result SOMDAGMM outperforms state-of-the-art DAGMM with up to 15.58% improvement in F1 score.

We present a simple order book mechanism that regulates an artificial financial market with self-organized criticality dynamics and fat tails of returns distribution. The model shows the role played by individual imitation in determining trading decisions, while fruitfully replicates typical aggregate market behavior a…

2016-02-26abs ↗pdf ↗

This work links SOMs and GMMs, providing a mathematical basis for their use.

problem Understanding the relationship between SOMs and GMMs.
method Mathematical treatment showing SOMs as gradient descent on a GMM log-likelihood.
result SOMs can be interpreted as probabilistic models, justifying their use in various applications.

QGMS framework detects market endpoints using geometric patterns.

problem Identifying market endpoints in large-scale movements.
method Hybrid of geometric pattern recognition and quantitative modeling.
result Consistently identifies market endpoints before major reversals.

The Stock Market is a complex self-interacting system, characterized by an intermittent behaviour. Periods of high activity alternate with periods of relative calm. In the present work we investigate empirically about the possibility that the market is in a self-organized critical state (SOC). A wavelet transform metho…

2004-05-12abs ↗pdf ↗

We present a systematic algorithm testing for the existence of collective self-organization in the behavior of agents in social systems, with a concrete empirical implementation on the Dow Jones Industrial Average index (DJIA) over the 20th century and on Hong Kong Hang Seng composite index (HSI) since 1969. The algori…

2003-04-26abs ↗pdf ↗

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on the market structure of this model, some stylized observations of real market can…

2000-04-18abs ↗pdf ↗

This paper introduces a new system for discovering patterns in morphogenetic systems using modular architecture and unsupervised learning.

problem Discovering novel patterns in morphogenetic systems is challenging and often relies on manual tuning.
method Introduces a hierarchical, modular architecture for unsupervised learning of diverse representations combined with goal exploration algorithms.
result The new system efficiently adapts diversity search towards user preferences with minimal feedback.

Within the last fifteen years, network theory has been successfully applied both to natural sciences and to socioeconomic disciplines. In particular, bipartite networks have been recognized to provide a particularly insightful representation of many systems, ranging from mutualistic networks in ecology to trade network…

2015-03-17abs ↗pdf ↗

SOCP uses SOM to find groups and local calibration buffers for better regional coverage.

problem Heterogeneous regional coverage gaps in conformal prediction.
method Self-Organizing Map (SOM) for group discovery; local calibration buffers at BMU or fixed grid.
result Reduces regional coverage gaps on 7/8 benchmarks by 7.1%.

In the recent years, there is a growing interest in semi-supervised learning, since, in many learning tasks, there is a plentiful supply of unlabeled data, but insufficient labeled ones. Hence, Semi-Supervised learning models can benefit from both types of data to improve the obtained performance. Also, it is important…

2019-07-01abs ↗pdf ↗

The question we address here is of whether phenomena of collective bankruptcies are related to self-organized criticality. In order to answer it we propose a simple model of banking networks based on the random directed percolation. We study effects of one bank failure on the nucleation of contagion phase in a financia…

2001-11-30abs ↗pdf ↗

We study simultaneous price drops of real stocks and show that for high drop thresholds they follow a power-law distribution. To reproduce these collective downturns, we propose a minimal self-organized model of cascade spreading based on a probabilistic response of the system elements to stress conditions. This model …

2010-03-16abs ↗pdf ↗

New approach for large-scale distributed learning systems that improve generalization performance.

problem Transitioning from centralized to distributed AI systems for complex learning tasks.
method Self-organizing hierarchical structuring mechanism based on agglomerative clustering, hierarchical generalization, and personalized learning.
result Demonstrates better generalization performance compared to conventional federated learning algorithms.

The new framework for finance is proposed. This framework based on three known approaches in econophysics. Assumptions of the framework are the following: 1. For the majority of situations market follows non-arbitrage condition. 2. For the small number of situations market influenced by the actions of big firms. 3. If …

2013-07-26abs ↗pdf ↗

Self-organized criticality has been claimed to play an important role in many natural and social systems. In the present work we empirically investigate the relevance of this theory to stock-market dynamics. Avalanches in stock-market indices are identified using a multi-scale wavelet-filtering analysis designed to rem…

2006-01-22abs ↗pdf ↗