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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.

168,695 papers · 148 categories

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78156234312 · Jun 202019922001200920172026
48 results for tipping points

Optimal dividends for insurers with climate tipping point consideration.

problem Natural catastrophe claims and climate tipping point impact insurance profits.
method Two-dimensional stochastic control problems with Erlang distribution for tipping point timing, numerical approximation.
result Non-stationary climate tipping point can benefit shareholders by optimizing dividends.

Much research has been conducted arguing that tipping points at which complex systems experience phase transitions are difficult to identify. To test the existence of tipping points in financial markets, based on the alternating offer strategic model we propose a network of bargaining agents who mutually either coopera…

2015-09-16abs ↗pdf ↗

CNMs detect tipping points in complex systems using causal network markers.

problem Identifying tipping points ahead of critical transitions in complex systems.
method Introducing CNMs that incorporate causality indicators to detect tipping points.
result CNMs show higher predictive power and accuracy than traditional DNB indicators.

Model shows wealth taxes can cause sudden emigration waves, impacting GDP.

problem Estimating the economic impact of wealth taxes on emigration.
method Developed a social contagion model with tipping-point dynamics, embedded in Fokker-Planck framework.
result Micro-to-macro extrapolation requires five conditions to hold, violating each.

Machine learning detects tipping points in complex systems.

problem Detecting abrupt shifts in complex dynamical systems.
method Equilibrium-informed neural networks (EINNs) trained on candidate equilibrium states.
result EINNs can identify critical thresholds in nonlinear systems.

In this paper, we study the precise asymptotics of noncompact Type-IIb solutions to the mean curvature flow. Precisely, for each real number γ>0γ>0, we construct mean curvature flow solutions, in the rotationally symmetric class, with the following precise asymptotics as tt\nearrow\infty: (1) The highest curvature conc…

2020-01-05abs ↗pdf ↗

Minimal TIP and TIF found in compact spacetimes, impacting spacetime splitting.

problem Understanding the global structure of spacetimes with compact Cauchy surfaces.
method Analysis of Terminal Indecomposable Past (TIP) and Future (TIF) sets in spacetimes with compact Cauchy surfaces.
result In a spacetime with compact Cauchy surfaces, there is always at least one minimal TIP and one minimal TIF.

TIP-Search optimizes market prediction accuracy and timeliness under uncertain load.

problem Real-time market prediction requires accurate predictions before a deadline.
method Filters feasible models, dispatches workers, trades accuracy for deadline risk.
result Optimized pool achieves 0.991 timely accuracy and 0.994 raw accuracy.

Framework for analyzing dynamic topological changes in point clouds using persistent homology and dynamic optimal transport.

problem Analyzing transient structural reorganizations during dynamic phase transitions in time-evolutionary point clouds.
method Hierarchical dynamic evaluation framework driven by topological and hypergraph reconstruction strategy.
result Combining transport-based alignment with multi-scale entropy diagnostics for dynamic topological analysis.

This paper proposes a general model for synchronized crowding behavior. An order parameter is introduced to quantify the level of synchronization which is shown a function of percentage of agents in reactive state. Further, synchronization is shown to be driven by the most active agents with the highest volatility. A t…

2016-12-04abs ↗pdf ↗

Numerical simulations show stability of Type-II singularities in noncompact hypersurfaces.

problem Stability of Type-II singularities in noncompact hypersurfaces with rotationally-symmetric perturbations.
method Adaptation of the overlap method to include angular dependence.
result MCF of noncompact hypersurfaces with angular dependence behaves similarly to rotationally-symmetric perturbations, developing Type-II or Type-I singularities.

Let (M,g)(M,g) be a surface with Riemannian metric and curved conic singularities. More precisely, a neighbourhood of a singularity is isometric to (0,1)×S1(0,1)\times S^1 with metric gconic=dr2+f(r)2dθ2,r(0,1)g_{\text{conic}}=dr^2+f(r)^2dθ^2, r\in(0,1). We study the spectral geometry of (M,g)(M,g) using the heat trace expansion. We express the first few…

2017-11-02abs ↗pdf ↗

In this short article, we prove the existence of ancient solutions of the mean curvature flow that for t -> 0 collapse to a round point, but for t -> -infinity become more and more oval: near the center they have asymptotic shrinkers modeled on round cylinders S^j x R^n-j and near the tips they have asymptotic translat…

2013-08-19abs ↗pdf ↗

ACI identifies cause-effect relationships and causal influence ranges in dynamical systems.

problem Detecting and quantifying causal influence ranges in complex systems.
method Bayesian data assimilation and assimilative causal inference (ACI) to trace causes back from observed effects.
result Mathematically rigorous formulations of forward and backward causal influence ranges (CIRs) for nonlinear dynamical systems.

The aim of this work is to explore the possible types of phenomena that simple macroeconomic Agent-Based models (ABM) can reproduce. We propose a methodology, inspired by statistical physics, that characterizes a model through its 'phase diagram' in the space of parameters. Our first motivation is to understand the lar…

2013-07-11abs ↗pdf ↗

Study on heat equation and eigenfunctions on RCD spaces, proving unique continuation.

problem Unique continuation for caloric functions and eigenfunctions on RCD spaces.
method Establish weak unique continuation theorem for caloric functions and eigenfunctions on compact RCD(K,2) spaces.
result Existence of non-trivial eigenfunctions and caloric solutions vanishing up to infinite order at one point.

Study quantifies firm risks from nature decline, showing significant equity losses.

problem Estimating the financial impact of nature deterioration on companies.
method Developed metrics (Country Degradation Index, Nature Risk Score) and assessed five environmental hazards.
result Global equities lose 26.8% in a nature decline scenario, with worst firms losing 75%.

Paper proves unique tangent flow at infinity for entropy-limited curve shortening.

problem Proving uniqueness of tangent flows for finite-entropy curve shortening.
method Rescaled backward convergence to a line, entropy analysis, and geometric properties.
result Ancient smooth curve shortening flow has a unique tangent flow at infinity.

Paper proposes a method to encrypt faces while maintaining visual similarity.

problem Protecting personal data from unauthorized face recognition.
method Targeted identity-protection iterative method (TIP-IM) to generate adversarial identity masks.
result TIP-IM provides 95%+ protection success rate against face recognition models.

We extend in a minimal way the stylized model introduced in in "Tipping Points in Macroeconomic Agent Based Models" [JEDC 50, 29-61 (2015)], with the aim of investigating the role and efficacy of monetary policy of a `Central Bank' that sets the interest rate such as to steer the economy towards a prescribed inflation …

2015-01-02abs ↗pdf ↗

Machine learning identifies melting points in thermocouples for automatic calibration.

problem Manual calibration of thermocouples is error-prone and time-consuming.
method Machine learning approach to recognize and quantify the melting point of thermocouples.
result 100% accuracy in detecting melting points and high R2 of 0.99 for calibration drift predictions.

Let V be a compact real analytic surface with isolated singularities embedded in RNR^N, and assume its smooth part is equipped with a Riemannian metric that is induced from some analytic Riemannian metric on RNR^N. We prove: 1. Each point of V has a neighborhood which is quasi-isometric (naturally and 'almost isometric…

1999-01-15abs ↗pdf ↗

The Support Vector Machine (SVM) of Vapnik (1998) has become widely established as one of the leading approaches to pattern recognition and machine learning. It expresses predictions in terms of a linear combination of kernel functions centred on a subset of the training data, known as support vectors. Despite its wide…

2013-01-16abs ↗pdf ↗

We consider the unnormalized Yamabe flow on manifolds with conical singularities. Under certain geometric assumption on the initial cross-section we show well posedness of the short time solution in the LqL^q-setting. Moreover, we give a picture of the deformation of the conical tips under the flow by providing an asym…

2018-07-11abs ↗pdf ↗

Local Neural Operators enable efficient system-level analysis of complex PDEs.

problem System-level analysis of large-scale dynamical systems using neural operators.
method Integrating local Neural Operators with Krylov subspace iterative methods for stability and bifurcation analysis.
result Demonstrated effectiveness of local Neural Operators in fixed-point, stability, and bifurcation analysis of nonlinear PDEs.

Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.

problem Qualitative changes in causal relationships due to agent actions or environmental tipping points.
method Propose meta-causal states to group causal models based on equivalent qualitative behavior and parameterize specific mechanisms.
result Meta-causal states can be inferred from observed agent behavior and disentangled from unlabeled data.

The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models of the climate or the functioning of the human brain. The models we are interest…

2018-02-21abs ↗pdf ↗

We report analytical results for the development of the viscous fingering instability in a cylindrical Hele-Shaw cell of radius a and thickness b. We derive a generalized version of Darcy's law in such cylindrical background, and find it recovers the usual Darcy's law for flow in flat, rectangular cells, with correctio…

2002-01-31abs ↗pdf ↗

A great deal of attention has been recently given to Machine Learning (ML) techniques in many different application fields. This paper provides a vision of what ML can do in Power Line Communications (PLC). We firstly and briefly describe classical formulations of ML, and distinguish deterministic from statistical lear…

2019-04-24abs ↗pdf ↗

Manifold hypotheses are typically used for tasks such as dimensionality reduction, interpolation, or improving classification performance. In the less common problem of manifold estimation, the task is to characterize the geometric structure of the manifold in the original ambient space from a sample. We focus on the r…

2019-06-18abs ↗pdf ↗