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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.

169,341 papers · 148 categories

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48 results for system modelling

New method integrates sparse parametric and nonparametric techniques for complex system modeling.

problem Lack of accurate modeling for complex biological systems due to nonlinearities.
method Sparse nonparametric estimation framework combining parametric and nonparametric techniques.
result Accurately captures nonlinearities in complex systems without prior information.

Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional observations. In these cases, system identification, i.e., finding the measurement map…

2014-10-28abs ↗pdf ↗

Gradient model for memristive systems in neurophysiology and neuromorphic circuits.

problem Understanding and modeling memristive systems.
method Introducing a gradient modeling framework based on Chua's definition of memristive elements.
result Gradient properties of memristive systems have implications for neuromorphic circuit analysis and design.

Model analyzes systemic risk in banking systems using stochastic differential equations.

problem Govern systemic risk in banking systems.
method Stochastic differential equations, optimal control problem, pseudo mean field approximation.
result Monetary authority can control systemic risk by optimizing bank behavior.

Bayesian neural networks with nonparametric noise models for system identification.

problem Estimating parameters and noise processes in stochastic dynamic systems.
method Bayesian nonparametric approach using neural networks and Gibbs sampler.
result The method converges to full nonparametric Bayesian regression model.

Model captures system input variations in latent space for actionable dynamics.

problem Learning dynamical systems from data without prescribing a mathematical model.
method Structured latent ODE model with stochastic factors of variation for each input.
result Improves generation of time-series data and inference of system inputs over baselines.

Adapts IRL for dual-system agents, correcting goal inference errors.

problem Inferring goals from dual-system decision-making behaviors.
method Generalized dual-system framework, optimal plan computation, adapted IRL algorithm.
result Correct goal inference for dual-system agents improves overall utility.

A new financial system with ethics risk modeled using fractional calculus.

problem Modeling financial systems with ethical considerations and market confidence.
method Introduced a five-dimensional conformable derivative financial system and a discretization scheme.
result Numerical solutions of the conformable derivative system were tested for hyperchaos.

We introduce Supersparse Linear Integer Models (SLIM) as a tool to create scoring systems for binary classification. We derive theoretical bounds on the true risk of SLIM scoring systems, and present experimental results to show that SLIM scoring systems are accurate, sparse, and interpretable classification models.

2013-06-25abs ↗pdf ↗

The paper explores how complex models can improve system identification beyond traditional limits.

problem Balancing model richness and spurious learning in system identification.
method Investigates the double-descent phenomenon in the context of dynamic systems.
result Complex models can improve system identification performance beyond the point of interpolation.

New model stabilizes asynchronous LTI systems, independent of synchronous stability.

problem Stability of asynchronous LTI systems under randomization and asynchrony.
method Introduced a new model for random asynchronous LTI systems and developed a method for system identification.
result Stability of random asynchronous LTI systems is independent of synchronous stability.

Transformer model for probabilistic dynamical systems.

problem Modeling high-dimensional dynamical systems from noisy observations.
method Parallel between dynamical systems and language modeling; transformer-based model with geometrical properties; iterative training algorithm.
result Fine-grid approximation of conditional probabilities for high-dimensional systems.

Study the systemic risk of big banks through a unique common shock model.

problem Analyzing systemic riskiness of systemically important financial institutions.
method Developed a unique common shock model to study lifetimes of financial institutions, analyzing their dependence structure and applying it to European SIFI.
result The model reveals the distributional properties of lifetimes affected by both idiosyncratic and systemic shocks.

Mixed-integer programming solves systemic risk measures for interdependent financial systems.

problem Computing systemic risk measures for interdependent financial systems with joint risk considerations.
method Proposes a mixed-integer programming problem to compute clearing vectors in a Rogers-Veraart network model with unrestricted sign operating cash flows.
result The proposed mixed-integer programming problem can compute systemic risk measures for interdependent financial systems.

Framework predicts responses in misspecified systems using GPLFM and BNNs.

problem Predicting responses in dynamical systems with model misspecification.
method Integrates GPLFM and BNNs for uncertainty-aware inference and prediction.
result Systematic propagation of uncertainty from diagnosis to prediction.

Switching linear dynamics improves model-based reinforcement learning and system identification.

problem Complex and nonlinear systems can be approximated by linear dynamical systems.
method Bayesian inference, Variational Autoencoders, Concrete relaxations.
result Improved accuracy in learning dynamics from partial and high-dimensional observations.

Unified framework models credit cycles and systemic risk.

problem Inadequate classical models for bubbles, crises, and credit cycles.
method Marshall-Walras price formation process and mathematical formalism.
result Unified framework reflects different economic states and systemic risk.

This work improves neural network models of dynamical systems by regularizing the tangent space of the dynamics function.

problem Improving neural network models of dynamical systems to learn correct input-output Jacobians without overfitting.
method Regularization of the model Jacobian along system trajectories using assumptions on the tangent space of the dynamics.
result Different network architectures learn models with correct input-output Jacobians under different conditions.

Paper presents a model to measure economic growth and development.

problem Measuring relative economic growth of different systems.
method S-Shaped model with linear representation to indicate growth, development, or underdevelopment.
result Model accurately measures economic growth and development of regions and macro regions.

MPP trains a transformer to predict multiple physical systems, improving accuracy across various tasks.

problem Training models for specific physical systems is inefficient and requires fine-tuning.
method MPP trains a shared transformer on multiple heterogeneous physical systems, projecting fields into a shared embedding space.
result A single MPP-pretrained transformer outperforms task-specific models on all pretraining sub-tasks and downstream tasks.

Gaussian Process improves tracking control for unknown systems.

problem Challenges in perfect tracking control for real-world Euler-Lagrange systems.
method Employing Gaussian Process regression for data-driven model of unknown dynamics and adaptive feedback gains.
result Guaranteed globally bounded tracking error with specific probability.

NDS learns dynamical models with prior knowledge, improving accuracy and efficiency.

problem Learning accurate dynamical models with limited data and varying dynamics.
method Neural Dynamical Systems (NDS) integrates prior knowledge in ODEs with neural networks to estimate parameters and predict states.
result NDS achieves higher accuracy and uses fewer samples compared to other methods.

Study connects bank default models using dynamic contagion.

problem Understanding default contagion in heterogeneous interbank systems.
method Proposes a dynamic default contagion model with endogenous early defaults for a finite set of banks, reformulating as a stochastic particle system.
result Existence of clearing systems and continuity of the system response for the mean-field problem.

Develops method for learning complex nonlinear systems with multiple outputs and inputs.

problem Learning nonlinear systems with multiple outputs and inputs.
method Latent variable framework, maximum likelihood principle, majorization-minimization approach, convex majorization technique.
result Recursive identification of parsimonious predictive models.