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.
Learning to control linear systems is statistically hard, especially for underactuated systems.
Survey on statistical learning theory for control, focusing on linear systems.
We analyze social and economic systems with a hierarchical structure and show that for such systems, it is possible to construct thermostatistics, based on the intermediate Gentile statistics. We show that in social and economic hierarchical systems there are elements that obey the Fermi-Dirac statistics and can be cal…
The paper explores when linear system identification is hard or easy, especially for under-actuated systems.
Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties suggest that markets operate at a very special point. Financial markets are believe…
Paper extends SI method for detecting CPs in complex systems' frequency domain.
New method uses sufficient statistics to infer causal relationships from observational data.
Economic systems are similar with physic systems for their large number of individuals and the exist of equilibrium. In this paper, we present a model applying the equilibrium statistical model in economic systems. Consistent with statistical physics, we define a series of concepts, such as economic temperature, econom…
This paper derives -- considering a Gaussian setting -- closed form solutions of the statistics that Adrian and Brunnermeier and Acharya et al. have suggested as measures of systemic risk to be attached to individual banks. The statistics equal the product of statistic specific Beta-coefficients with the mean corrected…
Neural networks simplify uncertainty quantification of locally nonlinear systems.
SAAD enhances anomaly detection in automotive systems with high accuracy.
Statistical test verifies long-term rating system calibration with overlapping time windows.
Investigates financial and economic systems using statistical mechanics and information theory.
Researchers derive the relation between temperature and volatility in ideal agent systems.
AI systems need reliable testing to ensure safety and trustworthiness.
We formulate thermodynamics of economic systems in terms of an arbitrary probability distribution for a conserved economic quantity. As in statistical physics, thermodynamic macroeconomic variables emerge as the mean value of microeconomic variables and their determination is reduced to the computation of the partition…
The paper optimizes exceptions in a statistical production system using machine learning.
Study reveals geometric context of second-order superintegrable systems.
Gaussian process framework learns interaction kernels in multi-species particle systems.
Computing equilibrium states in condensed-matter many-body systems, such as solvated proteins, is a long-standing challenge. Lacking methods for generating statistically independent equilibrium samples in "one shot", vast computational effort is invested for simulating these system in small steps, e.g., using Molecular…
This paper provides a construction of a quantum statistical mechanical system associated to knots in the 3-sphere and cyclic branched coverings of the 3-sphere, which is an analog, in the sense of arithmetic topology, of the Bost-Connes system, with knots replacing primes, and cyclic branched coverings of the 3-sphere …
This paper enhances privacy in statistical model checking of cyber-physical systems.
Develop a variational framework for statistical inference on cyclic interactions.
We review some statistical many-agent models of economic and social systems inspired by microscopic molecular models and discuss their stochastic interpretation. We apply these models to wealth exchange in economics and study how the relaxation process depends on the parameters of the system, in particular on the savin…
Natural and social multivariate systems are commonly studied through sets of simultaneous and time-spaced measurements of the observables that drive their dynamics, i.e., through sets of time series. Typically, this is done via hypothesis testing: the statistical properties of the empirical time series are tested again…
Simulating complex physical systems often involves solving partial differential equations (PDEs) with some closures due to the presence of multi-scale physics that cannot be fully resolved. Therefore, reliable and accurate closure models for unresolved physics remains an important requirement for many computational phy…
The paper studies a gradient system on a beta statistical manifold, proving integrability and deriving explicit expressions.
Method estimates parameters for disease spread models robustly.
National statistical systems are the enterprises tasked with collecting, validating and reporting societal attributes. These data serve many purposes - they allow governments to improve services, economic actors to traverse markets, and academics to assess social theories. National statistical systems vary in quality, …
The book explores essential stats and psychology for quantitative trading.
We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty. We propose that these uncertainties can be estimated from (conditioned on) past…
Researchers derive the chemical potential equation for ideal agent systems.
New algorithm learns linear dynamical systems from measurements.
Identifies bilinear systems from a single trajectory with optimal sample complexity.
New gossip algorithms improve robustness of rank-based statistics in decentralized systems.
This research explores the effects of various training settings from Polish to English Statistical Machine Translation system for spoken language. Various elements of the TED parallel text corpora for the IWSLT 2013 evaluation campaign were used as the basis for training of language models, and for development, tuning …
A deterministic system of interacting agents is considered as a model for economic dynamics. The dynamics of the system is described by a coupled map lattice with near neighbor interactions. The evolution of each agent results from the competition between two factors: the agent's own tendency to grow and the environmen…
This research explores the effects of various training settings on a Polish to English Statistical Machine Translation system for spoken language. Various elements of the TED, Europarl, and OPUS parallel text corpora were used as the basis for training of language models, for development, tuning and testing of the tran…
Federated learning poses new statistical and systems challenges in training machine learning models over distributed networks of devices. In this work, we show that multi-task learning is naturally suited to handle the statistical challenges of this setting, and propose a novel systems-aware optimization method, MOCHA,…
Neural networks improve predictions of complex network dynamics.
The paper proposes a method to identify power system oscillation modes using blind source separation.
Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such as time series into a few informative, low-dimensional summary statistics. The qu…
Generative models speed up complex system simulations.
Statistical models of economic distributions lead to Boltzmann distributions rather than a Pareto power law. This result is supported by two facts: 1. the distributions of income, car sales, marriages or jobs are a matter of chances and luck and not of reason! 2. Data for property, automobile sales, marriages and job m…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent parameters. To model…
Statistical dynamics of financial systems is investigated, based on a model of a randomly coupled equation system driven by a stochastic Langevin force. Anticorrelations of price returns, and subdiffusion of prices is found from the model, and and compared with those calculated from historical $/EURO exchange rates.
Develops theory of homogeneous statistical manifolds and classifies Lie groups.
The paper validates a centrality measure for financial networks during financial distress.