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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.

169,291 papers · 148 categories

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25.0%50.0%75.0%100.0% · May 199319922001200920182026
48 results for systemic properties

Study on Haantjes tensors for superintegrable systems, focusing on vanishing properties.

problem Understanding the vanishing of Haantjes tensors in superintegrable systems.
method Investigating Killing tensor fields associated with second-order superintegrable systems.
result Characterization of Haantjes-zero Killing tensor fields.

Abstract: Studies differential systems on compact Lie groups, extending Greenfield and Wallach's methods.

problem Global properties of left-invariant differential systems on compact Lie groups.
method Abstract: Extends Greenfield and Wallach's methods to systems, obtaining characterizations for regularity, range closeness, and cohomology spaces.
result Abstract: Derives generalizations of results and global versions of Caetano and Cordaro's result.

New method approximates systemic risk using node properties, revealing network structures that amplify risk.

problem Evaluating systemic risk in financial networks using only node properties.
method Approximate method based on node properties (total assets and liabilities) and Monte Carlo simulations.
result Approximation captures a large portion of systemic risk measured by Debt Rank.

RotEqNet preserves rotation symmetry in fluid systems using high-order tensors.

problem Lack of rotational symmetry in machine learning models for fluid systems.
method Introduces RotEqNet, a network that guarantees rotation-equivariance for high-order tensors.
result RotEqNet reduces errors and maintains rotation-equivariance in fluid systems.

The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.

problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.

A framework uses deep generative modeling to design metamaterials efficiently.

problem Designing metamaterials with complex properties is challenging due to high-dimensional design space and high computational cost.
method A variational autoencoder (VAE) and a regressor are trained on a large database to map microstructures to a latent space, enabling interpolation and manipulation of microstructures.
result The latent space provides a distance metric for shape similarity and encoding meaningful patterns of variation, enabling efficient design of microstructures and multiscale systems.

New definitions of ESP for quantum reservoir computing handle non-stationary systems.

problem Traditional ESP does not apply to non-stationary systems.
method Introduce two new categories of ESP: non-stationary ESP and subset/subspace ESP.
result Demonstrates correspondence between non-stationary ESP and QRC with NARMA tasks.

This paper explores how to fool ECG diagnosis systems with adversarial ECGs.

problem Vulnerability of DNN-powered ECG diagnosis systems to adversarial attacks.
method Analyzed ECG properties to design effective adversarial attacks under two models.
result Demonstrates weaknesses in DNN-powered ECG diagnosis systems under adversarial attacks.

State-space systems generate probabilistic dependencies between inputs and outputs.

problem Understanding probabilistic dependencies in state-space systems.
method Introducing a probabilistic framework and proving sufficient conditions for output existence and uniqueness.
result State-space systems can generate probabilistic dependencies, even without functional relations.

Discrete conjugate systems are quadrilateral nets with all planar faces. Discrete orthogonal systems are defined by the additional property of all faces being concircular. Their geometric properties allow one to consider them as proper discretization of conjugate, resp. orthogonal coordinate systems of classical differ…

2003-03-26abs ↗pdf ↗

Economic growth patterns show universal scaling properties across sectors and time.

problem Whether growth dynamics of economic systems are persistent and universal remains an open question.
method Analysis of publicly-traded U.S. manufacturing firms and other sectors over different time periods.
result Scaling properties of firm growth are persistent and universal across different sectors and time periods.

The average shadowing property is considered for set-valued dynamical systems, generated by parameterized IFS, which are uniformly contracting, or conjugacy, or products of such ones. We also prove that if a continuous surjective IFS F on a compact metric space X has the aver- age shadowing property, then every point x…

2015-05-25abs ↗pdf ↗

Survey of technologies for trustworthy machine learning systems.

problem Building machine learning systems that are fair, explainable, auditable, and secure.
method Survey of technologies across data and model stages of machine learning.
result Four categories of system properties (fairness, explainability, auditability, safety & security) are essential for trustworthy systems.

Paper accelerates nonlinear mapping in online systems with lower time complexity.

problem Speeding up nonlinear mapping in online systems.
method Integrates an acceleration module into Dendrite Net (DD) to reduce time complexity.
result DD with AC has lower time complexity while maintaining nonlinear mapping and system identification properties.

A new model uses Toeplitz matrices to analyze time-series data transitions.

problem Analyzing transitions in time-series data from nonautonomous systems.
method Deep Koopman-layered models with learnable Toeplitz matrices, leveraging Toeplitz matrices' universal property.
result The model demonstrates universality and generalization, outperforming existing methods.

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 …

2016-02-16abs ↗pdf ↗

This paper reformulates systemic risk measures and finds new properties and estimators.

problem Understanding and measuring systemic risk in financial networks.
method Representation of systemic risk measures in terms of univariate risk measures and quantiles determined by copulas. Empirical properties and estimators derived.
result MES is not suitable for measuring extreme risks. ES-based measures are more sensitive to power-law tails and large losses.

The Kosambi-Cartan-Chern (KCC) theory represents a powerful mathematical method for the investigation of the properties of dynamical systems. The KCC theory introduces a geometric description of the time evolution of a dynamical system, with the solution curves of the dynamical system described by methods inspired by t…

2015-09-26abs ↗pdf ↗

New integrators for mechanical systems on Lie groups simplify based on group properties.

problem Designing numerical integrators for mechanical systems on Lie groups.
method Leverage retraction maps and Lie group properties to design structure-preserving integrators.
result Simplified design of integrators for Euler-Poincare and Lie-Poisson equations.

Paper addresses identifiability and asymptotics of ODE systems from noisy data.

problem Identifying parameters and causal structure of linear ODE systems from discrete observations.
method Developed sufficient conditions for identifiability, proved consistency and asymptotic normality of NLS estimator, constructed confidence sets, and inferred causal structure.
result Consistent and asymptotically normal parameter estimator for linear ODE systems under mild conditions.

We address a fundamental problem that is systematically encountered when modeling complex systems: the limitedness of the information available. In the case of economic and financial networks, privacy issues severely limit the information that can be accessed and, as a consequence, the possibility of correctly estimati…

2014-11-27abs ↗pdf ↗

We establish causal semantics for SDEs and develop methods to reason about them.

problem Understanding causal relationships in systems modeled by stochastic differential equations.
method We introduce a causal graph framework, Markov properties, and do-calculus for SDEs.
result We prove the σσ-separation Markov property and do-calculus for causal SDEs.

Minimalistic model captures head direction system properties.

problem Representing head direction system in a high-dimensional space.
method A minimalistic representation model of the rotation group U(1), including fully connected and convolutional versions.
result Emergence of Gaussian-like tuning profiles and 2D circle geometry in both model versions.

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we study two specific economic models on random utility function and optimal stochast…

2012-09-21abs ↗pdf ↗

Universal approximation for ODENet and ResNet with a single activation function.

problem Approximating complex dynamical systems with limited vector fields.
method Examined ODENet and ResNet with vector fields composed of a single activation function and affine mapping.
result ODENet and ResNet with restricted vector fields can uniformly approximate those with general vector fields.

Optimally explores dynamical systems with varying properties using context inference.

problem Learning dynamics models for systems with varying properties.
method Formulates dynamics models as stochastic processes conditioned on a latent context variable inferred from system transitions. Uses probabilistic formulation to compute optimal action sequences for exploration.
result Demonstrates effectiveness of the method on non-linear toy-problems and reinforcement learning environments.

Theoretical model for iterative user discovery in recommender systems.

problem Iterative feedback loops in recommender systems and their biases.
method Theoretical framework to model system evolution and convergence properties.
result Theoretical bounds and convergence properties on user discovery and blind spots.

Quantum reservoir computing needs coherence influx for effective information processing.

problem Understanding and optimizing quantum reservoir computing.
method Theoretical and numerical analysis of quantum systems, focusing on coherence influx and spectral radius of Pauli transfer matrix.
result Coherence influx is essential for realizing nonstationary echo state property in quantum reservoir computing.

We describe a procedure for constructing a generalized Thompson group out of a family of groups that is equipped with what we call a cloning system. The previously known Thompson groups F, V, Vbr and Fbr arise from this procedure using, respectively, the systems of trivial groups, symmetric groups, braid groups and pur…

2014-05-21abs ↗pdf ↗

This paper addresses metaconsistency in Bayesian inference for metastable systems.

problem Inference for metastable systems may not be consistent, but can be metaconsistent over large but finite time intervals.
method Introduces metaconsistency in a Bayesian framework, discusses its relation to spectral properties of model dynamics.
result Metaconsistency can be exploited to infer sub-systems efficiently from larger systems.

Machine learning approximates Calabi-Yau Hodge numbers from weight systems.

problem Approximating Hodge numbers of Calabi-Yau manifolds from weight systems.
method Neural networks learned Hodge numbers from weight systems, symbolic regression inspired truncation, and machine learning generated new datasets.
result Approximation provides tight lower bounds and dramatically faster computation.

Complete criterion for VoI in multi-decision influence diagrams established.

problem Analyzing safety and fairness properties of AI systems using influence diagrams.
method Introduced ID homomorphisms and Tree of Systems to prove properties of multi-decision influence diagrams.
result First complete graphical criterion for VoI in influence diagrams with multiple decisions.

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…

2002-04-10abs ↗pdf ↗

Introduces GFC for learning complex dynamical systems with geometric constraints.

problem Challenges in accurately modeling and predicting complex dynamical systems with geometric constraints.
method Geometric Contact Flows (GFC) using Riemannian and Contact geometry as inductive biases.
result Ensemble of contactomorphisms adapt the latent contact Hamiltonian model to target dynamics while preserving desirable properties.

Paper analyzes ResNets from dynamical systems perspective and proposes a faster training method.

problem Understanding and optimizing the design and training of ResNets.
method Dynamical systems view and lesioning properties analysis, followed by a novel training acceleration method.
result Training ResNets and Wide ResNets is accelerated by more than 40% with superior or equivalent accuracy.

Investigates integrable systems with linear periodic integral for e(3) Lie algebra.

problem Analyzes singularities and topological properties of integrable systems.
method Examines singularities of Liouville foliation, bifurcation diagram, transformations of Liouville tori, and isoenergy surfaces.
result Discovers topological properties of integrable systems with linear periodic integral.