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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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84169253337 · Jun 202019922001200920172026
48 results for systemic instability

Study shows instability of naked singularities in perfect fluid models.

problem Instability of naked singularities in Einstein equations coupled with isothermal perfect fluid.
method Investigated spherically symmetric self-similar naked singularities under C1,αC^{1,α} perturbations of an external massless scalar field.
result Spherically symmetric self-similar naked singularities are unstable to trapped surface formation.

Binary perceptron's instability linked to replica symmetry breaking.

problem Understanding the relationship between algorithmic instability and replica symmetry breaking in binary perceptron learning.
method Established the connection between algorithmic instability and replica symmetry breaking by comparing the instability condition around the fixed point to the instability for breaking the replica symmetric solution of the free energy function.
result The instability condition around the algorithmic fixed point is identical to the instability for breaking the replica symmetric saddle point solution of the free energy function.

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily distress can spread within the system. However, in financial network models, the…

2016-02-18abs ↗pdf ↗

We propose a dynamic model of dependence structure between financial institutions within a financial system and we construct measures for dependence and financial instability. Employing Markov structures of joint credit migrations, our model allows for contagious simultaneous jumps in credit ratings and provides flexib…

2018-09-10abs ↗pdf ↗

The paper explores how word embeddings affect the stability of downstream NLP models.

problem Small changes in training data can cause significant changes in model predictions.
method Empirical and theoretical analysis of embedding instability, including the introduction of eigenspace instability measure.
result Increasing embedding memory can reduce the disagreement in predictions by 5% to 37%.

The paper shows instability in Minkowski spacetime for a quantum system.

problem Linear instability of the semiclassical Einstein-Klein-Gordon system in Minkowski spacetime.
method Formulated a forcing problem for metric and state perturbations, used tensor decomposition and quantum Møller operator.
result Metric perturbations grow exponentially, bounded by a universal scale H, indicating quantum backreaction.

Study uses DNM theory to detect early warning signals of market instability.

problem Detecting early warning signals of financial market instability.
method Applying Dynamical Network Marker (DNM) theory to trading data from the Tokyo Stock Exchange.
result Early warning signals of large price movements can be detected on a daily time scale.

The paper analyzes numerical instability in variational flows and proposes a diagnostic method.

problem Numerical instability in variational flows affects sampling, density evaluation, and ELBO estimation.
method Treated variational flows as dynamical systems, used shadowing theory for theoretical guarantees, and developed a diagnostic procedure.
result Despite numerical instability, results from variational flows can be accurate enough for practical applications.

A data-driven approach predicts morphological development under structural instability.

problem Understanding and predicting spatiotemporal complexities of morphogenesis under structural instability.
method Machine-learning framework based on physical modeling of morphogenesis.
result Identification of key bifurcation characteristics and prediction of history-dependent development.

Study shows instability of naked singularities in scalar field models.

problem Stability of naked singularities in spherically symmetric Einstein-Scalar field systems.
method Analysis of a family of incoming null cones becoming increasingly singular.
result Naked singularities are unstable to black hole formation under certain perturbations.

Many complex systems exhibit extreme events far more often than expected for a normal distribution. This work examines how self-similar bursts of activity across several orders of magnitude can emerge from first principles in systems that adapt to information. Surprising connections are found between two apparently unr…

2015-11-11abs ↗pdf ↗

The paper explores how AI trading agents' similar information representation can cause financial market instability.

problem Systemic instability in AI-dominated financial markets due to similar information representation.
method Structural multi-agent market model with two-layer decision architecture for AI agents.
result Representation homogeneity can lead to systemic instability in financial markets.

Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological food-webs. We focus on the relation between increasing complexity of the economic n…

2010-09-06abs ↗pdf ↗

Study on instability of extreme Reissner-Nordström spacetime perturbations.

problem Linear stability of gravitational and electromagnetic perturbations in extreme Reissner-Nordström spacetime.
method Extends Giorgi's framework to prove instability results for a set of gauge invariant quantities along the event horizon.
result Proves decay, non-decay, and polynomial blow-up estimates for certain quantities along the event horizon, depending on the number of derivatives.

Study examines USD exchange rate dynamics using Kramers-Moyal expansion.

problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.

With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and even the monetary system become louder and increasingly impatient. We research the consequences of a system of credit and debt, that still all…

2011-11-13abs ↗pdf ↗

This study explains how adversarial interaction creates non-homogeneous patterns using a pseudo-Reaction-Diffusion model.

problem Understanding how adversarial interaction leads to non-homogeneous patterns in systems.
method Developed a pseudo-Reaction-Diffusion model to explain the mechanism.
result Turing instability is involved in creating non-homogeneous patterns.

We describe the innovations in finances, introduced over the recent decades, and analyze most of the business and regulatory challenges, faced by the financial industry, because of the present disruptive changes in the global capital markets. We use the integrative thinking approach to formulate the new central bank st…

2012-11-08abs ↗pdf ↗

We improve current instability-based methods for the selection of the number of clusters kk in cluster analysis by developing a normalized cluster instability measure that corrects for the distribution of cluster sizes, a previously unaccounted driver of cluster instability. We show that our normalized instability mea…

2016-08-26abs ↗pdf ↗

Proof confirms cosmic censorship for charged gravitational collapse.

problem Cosmic censorship for Einstein-Maxwell-Charged Scalar Field system.
method Systematic approach to incorporate charge and complex scalar field, new trapped surface criterion, modified BV area estimates, and new instability theorems.
result Cosmic censorship holds for charged gravitational collapse.

Some exotic compact objects possess evanescent ergosurfaces: timelike submanifolds on which a Killing vector field, which is timelike everywhere else, becomes null. We show that any manifold possessing an evanescent ergosurface but no event horizon exhibits a linear instability of a peculiar kind: either there are solu…

2018-10-06abs ↗pdf ↗

We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures. We derive typical properties for ensembles of large random markets using techniques borrowed from statistical mechanics of disordered systems. …

2012-07-02abs ↗pdf ↗

Interval Neural Networks detect instabilities in image reconstructions.

problem Detecting instabilities in deep learning image reconstructions.
method Employed uncertainty quantification methods with Interval Neural Networks.
result Interval Neural Networks effectively reveal image reconstruction instabilities.

Note on instabilities in super-time-stepping methods for Heston model.

problem Instabilities in super-time-stepping methods applied to Heston model.
method Exploration of explicit super-time-stepping schemes (RK-Chebyshev, RK-Legendre) for Heston model.
result Relevance of stability remarks beyond super-time-stepping schemes.

Generative diffusion models exhibit phase transitions in statistical mechanics, impacting their performance.

problem Understanding the performance and capabilities of generative diffusion models.
method Reformulating generative diffusion models using statistical mechanics, focusing on phase transitions and symmetry breaking.
result Generative diffusion models undergo second-order phase transitions with mean-field universality, critical instability, and mean-field critical exponents.

Novel approach analyzes ReLU networks' training dynamics and proposes GmP for improved optimization.

problem Stochastic optimization instability in ReLU networks impedes convergence and generalization.
method Characteristic activation boundaries analysis and Geometric Parameterization (GmP) technique.
result GmP resolves instability, leading to better optimization, convergence, and generalization.

NGRC shows numerical instabilities with short lags and high-degree polynomials.

problem Numerical instabilities in NGRC feature matrix.
method Combining numerical linear algebra and dynamical systems theory, we study feature matrix conditioning. We evaluate different numerical algorithms for solving the regularized least-squares problem.
result SVD-based training achieves accurate forecasts without regularization, preferable for short lags and high-degree polynomials.

The study examines stability and instability of Poincaré-Einstein metrics using Ricci flow.

problem Stability and instability of Poincaré-Einstein metrics.
method Variant of expander entropy for asymptotically hyperbolic manifolds, local positive mass theorem, volume comparison.
result Characterization of stability and instability in terms of local positive mass theorem and volume comparison.

The paper studies minimal resistance dynamics in radial fields, finding unique solutions for incompressible flows.

problem Nonlinear dynamics of minimal resistance in radial fields.
method Analysis of two non-equilibrium scenarios: scale-invariant free expansion and incompressible source flow.
result Incompressible flow acts as a structural regularizer, admitting unique, smooth, and strictly concave solutions.