arXiv research

Rank-based approach finds conditions for Zipf's law in steady-state values.

This paper solves steady-state planning for multichain MDPs.

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer scientists [17]. This paper gives an idea about the trend analysis of stock mar…

Formula adjusts steady-state models for control confounding.

Method learns CTMC models from steady-state data, predicting unseen states.

The paper calculates optimal trading turnover in terms of asset liquidity and alpha autocorrelation.

FNO-DEQ solves steady-state PDEs as fixed points, outperforming traditional FNOs.

A steady state (or equilibrium point) of a dynamical system is hyperbolic if the Jacobian at the steady state has no eigenvalues with zero real parts. In this case, the linearized system does qualitatively capture the dynamics in a small neighborhood of the hyperbolic steady state. However, one is often forced to consi…

Reduces nonlinear electromechanical dynamics through quasi-steady state hypothesis.

The volume of steady-state solutions in economic models is studied.

Study proves steady state space hypersurfaces are hyperplanes under certain curvature constraints.

Bounds on chemical reaction network relaxation rates using convex analysis.

For finite networks, Bouchaud-Mézard model's steady state is lognormal and quasi-stationary.

The method infers Markov process parameters from steady state snapshots.

We derive, for the square operator of Yau, an analogue of the Omori-Yau maximum principle for the Laplacian. We then apply it to obtain nonexistence results concerning complete spacelike hypersurfaces with constant higher order mean curvature in the Steady State space.

Proposes random Euler filters for efficient complex-valued nonlinear signal processing.

We consider complete spacelike hypersurfaces with constant mean curvature in the open region of de Sitter space known as the steady state space. We prove that if the hypersurface is bounded away from the infinity of the ambient space, then the mean curvature must be H=1. Moreover, in the 2-dimensional case we obtain th…

We introduce and study a class of over-the-counter market models specified by systems of Ordinary Differential Equations (ODE's), in the spirit of Duffie- G^arleanu-Pedersen [6]. The key innovation is allowing for multiple assets. We show the existence and uniqueness of a steady state for these ODE's.

Investment and consumption models show a threshold for optimal policies that converge to a steady state.

Study bi-harmonic flow with forcing term on smooth curves.

We study two classes of over-the-counter markets specified by systems of ODE's, in the spirit of Duffie-Garleanu-Pedersen, Econometrica, 2005. We first compute the steady states for many of these ODE's. Then we obtain the prices at which investors trade with each other at these steady states. Finally, we study the stab…

We introduce a new weight-decay scaling rule to maintain sublayer gains across different widths in modern scale-invariant architectures.

Online learners track optimal solutions with constant step-size.

Study on queues with Hawkes arrivals, proving steady-state behavior and developing an efficient algorithm.

Machine learning models predict DM performance for AO systems.

Credit risk management in Italy is characterized, in the period June 2008 to June 2012, by frequent (frequency=0.5 cycles per year) and intense (peak amplitude: mean=39.2 billion Euros, s.e.=2.83 billion Euros) quarterly contractions and expansions around the mean (915.4 billion Euros, s.e.=3.59 billion Euros) of the n…

Study on nonsmooth contractive SA with constant stepsize and Q-learning.

This study simplifies ML learning with ConvNet potentials using MCMC, achieving realistic samples without complex hyper-parameters.

Study shows how adaptive traders decide between fragmented or consolidated markets based on venue demand.

Latent FxLMS accelerates ANC by adapting along low-dimensional filter weights.

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity $λ$ of agents, such that each agent saves a fraction $λ$ of its money and trades with t…

A new eigenvalue-based method speeds up Monte Carlo simulations.

We consider the ideal-gas models of trading markets, where each agent is identified with a gas molecule and each trading as an elastic or money-conserving (two-body) collision. Unlike in the ideal gas, we introduce saving propensity $λ$ of agents, such that each agent saves a fraction $λ$ of its money and trades with t…

Efficient online control algorithms for noisy systems with quadratic losses.

The paper develops a method to estimate trust weights in social networks using active sensing.

We study consumption behaviour in systems with heterogeneous interacting agents. Two different models are introduced, respectively with long and short range interactions among agents. At any time step an agent decides whether or not to consume a good, doing so if this provides positive utility. Utility is affected by i…

Method recovers causal diffusion mechanisms from steady-state data without parametric assumptions.

We introduce and discuss a nonlinear kinetic equation of Boltzmann type which describes the evolution of wealth in a pure gambling process, where the entire sum of wealths of two agents is up for gambling, and randomly shared between the agents. For this equation the analytical form of the steady states is found for va…

A neural network method estimates entropy production from system trajectories.

Recursive filtering predicts wireless interference levels accurately.

A new method improves SSVEP BCI to recognize responses in sub-second time with high accuracy.

Deep learning predicts fluid flow in porous media, accelerating simulations by orders of magnitude.

The paper analyzes transaction fees on blockchains using a priority queue model.

Model shows how capital accumulation can lead to poverty traps and well-being states.

Model analyzes Proof-of-Stake network dynamics and speculative capital effects on token prices.

We analyze a simple asset transfer model in which the transfer amount is a fixed fraction $f$ of the giver's wealth. The model is analyzed in a new way by Laplace transforming the master equation, solving it analytically and numerically for the steady-state distribution, and exploring the solutions for various values o…

The paper proves convergence of normalized Ricci flow on compact manifolds.

Introduces LAMP for efficient modeling of long-term dependencies.