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.
The paper improves lower bounds on deep neural network trajectories.
Study on billiard trajectories with fixed bounces.
The so-called great divergence in the income per capita is described in the Unified Growth Theory as the mind-boggling and unresolved mystery about the growth process. This mystery has now been solved: the great divergence never happened. It was created by the manipulation of data. Economic growth in various regions is…
Mathematical method based on a direct or indirect analysis of growth rates is described. It is shown how simple assumptions and a relatively easy analysis can be used to describe mathematically complicated trends and to predict growth. Only rudimentary knowledge of calculus is required. Projected trajectories based on …
Growth rate of the world Growth Domestic Product (GDP) is analysed to determine possible pathways of the future economic growth. The analysis is based on using the latest data of the World Bank and it reveals that the growth rate between 1960 and 2014 was following a trajectory approaching asymptotically a constant val…
We study local control of the mechanism with the growth vector (4,7). We study controllability and extremal trajectories on the nilpotent approximation as an example of the control theory on Lie group. We give solutions of the system an show examples of local extremal trajectories.
A simple but useful method of reciprocal values is introduced, explained and illustrated. This method simplifies the analysis of hyperbolic distributions, which are causing serious problems in the demographic and economic research. It allows for a unique identification of hyperbolic distributions and for unravelling co…
Data describing historical growth of income per capita [Gross Domestic Product per capita (GDP/cap)] for the world economic growth and for the growth in Western Europe, Eastern Europe, Asia, former USSR, Africa and Latin America are analysed. They follow closely the linearly-modulated hyperbolic distributions represent…
GLMM trees identify subgroups with different growth patterns in longitudinal data.
Final version. To appear in Discrete and Continuous Dynamical Systems - A.
Paper reduces sample complexity for bilinear systems identification to nearly constant.
We consider the problem of finding optimal strategies that maximize the average growth-rate of multiplicative stochastic processes. For a geometric Brownian motion the problem is solved through the so-called Kelly criterion, according to which the optimal growth rate is achieved by investing a constant given fraction o…
Warning signs about the developing economic crisis in Greece were present in the growth rate of the Gross Domestic Product (GDP) and in the growth of the GDP well before the economic collapse. The growth rate was strongly unstable. On average, in less than 50 years, it decreased 10-folds but after reaching a low minimu…
We consider a vector field on a closed manifold which admits a Lyapunov one form. We assume has Morse type zeros, satisfies the Morse--Smale transversality condition and has non-degenerate closed trajectories only. For a closed one form , considered as flat connection on the trivial line bundle, the differen…
Study adds memory effect to Solow-Swan model for more accurate economic growth modeling.
Historical economic growth in Latin America is analysed using the data of Maddison. Unified Growth Theory is found to be contradicted by these data in the same way as it is contradicted by the economic growth in Africa, Asia, former USSR, Western Europe, Eastern Europe and by the world economic growth. Paradoxically, U…
Study predicts U.S. county COVID-19 growth using demographic and social distancing data.
A tutorial on various methods for clustering longitudinal data.
Hybrid model improves forest growth predictions.
Deep-SITAR uses autoencoders to predict growth patterns.
Study uses web search data to analyze tech startups growth.
Topological entropy measures the number of distinguishable orbits in a dynamical system, thereby quantifying the complexity of chaotic dynamics. One approach to computing topological entropy in a two-dimensional space is to analyze the collective motion of an ensemble of system trajectories taking into account how traj…
We consider vector fields on a closed manifold with rest points of Morse type. For such vector fields we define the property of exponential growth. A cohomology class which is Lyapunov for defines counting functions for isolated instantons and closed trajectories. If has exponent…
The tremendous growth of positioning technologies and GPS enabled devices has produced huge volumes of tracking data during the recent years. This source of information constitutes a rich input for data analytics processes, either offline (e.g. cluster analysis, hot motion discovery) or online (e.g. short-term forecast…
Study analyzes GDP growth of CEE countries using time-varying coefficients.
Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time-average. A com…
The study analyzes the performance of a nonparametric estimator for dynamical systems.
In this paper we continue the study of generic properties of the Novikov complex, began in the work "The incidence coefficients in the Novikov complex are generically rational functions" ( dg-ga/9603006). For a Morse map there is a refined version of Novikov complex, defined over the Novikov completion of …
The study identifies conditions under which algorithmic stability explains generalization in interpolating learning systems.
This paper tackles robust growth maximization with stochastic factors, finding optimal strategies independent of the factor process.
EPD method accurately captures parameter distributions from RCS data.
GAGA learns a warped metric for geometry-aware data generation and interpolation.
EB-VAE combines tumor growth and dropout data for personalized treatment response modeling.
Paper classifies economic states and optimizes portfolios for stagflationary environments.
In this paper, we study the system identification problem for sparse linear time-invariant systems. We propose a sparsity promoting block-regularized estimator to identify the dynamics of the system with only a limited number of input-state data samples. We characterize the properties of this estimator under high-dimen…
JFR-rg model explains Japan's stable debt despite high interest rates and low growth.
New findings show score matching's accuracy doesn't ensure numerical stability in diffusion sampling.
New symmetry found in 8D distribution with 6D square.
New model predicts stock performance in large equity markets.
The paper tackles transfer learning for growing matrix representations, improving estimation accuracy.
Understanding how neural networks learn remains one of the central challenges in machine learning research. From random at the start of training, the weights of a neural network evolve in such a way as to be able to perform a variety of tasks, like classifying images. Here we study the emergence of structure in the wei…
The paper extends a spectral evolution model for link prediction in evolving networks.
A new method models continuous-time counterfactual outcomes using neural controlled differential equations.
A higher-order Runge-Kutta optimizer performs poorly compared to Adam when evaluated fairly.
Gradient descent trains both layers of a ReLU network to fit a linear model.
We study the problem of discriminative sub-trajectory mining. Given two groups of trajectories, the goal of this problem is to extract moving patterns in the form of sub-trajectories which are more similar to sub-trajectories of one group and less similar to those of the other. We propose a new method called Statistica…
A macroeconomic model based on the economic variables (i) assets, (ii) leverage (defined as debt over asset) and (iii) trust (defined as the maximum sustainable leverage) is proposed to investigate the role of credit in the dynamics of economic growth, and how credit may be associated with both economic performance and…
The recent liberalization of the electricity and gas markets has resulted in the growth of energy exchanges and modelling problems. In this paper, we modelize jointly gas and electricity spot prices using a mean-reverting model which fits the correlations structures for the two commodities. The dynamics are based on Or…