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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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86172257343 · Jun 202019922001200920172026
48 results for unstable systems

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.

We construct an inverse system of unstable Vassiliev spectral sequences on the spaces of plumbers' knots, which model the homotopy type of the space of long knots, and show that the limit of these sequences contains the finite type invariants in their usual complexity. Utilizing the cell structure on the discriminant o…

2011-07-23abs ↗pdf ↗

Bayesian algorithm stabilizes unknown continuous-time systems from unstable data.

problem Learning and stabilizing unknown continuous-time systems with uncertain dynamics.
method Bayesian learning algorithm that learns from unstable data to stabilize the system in finite time.
result The algorithm stabilizes unknown continuous-time stochastic linear systems effectively after a short time period.

The paper proves regularity of states on manifolds with unstable dynamics.

problem Propagation of regularity in dynamical systems with unstable manifolds.
method Leafwise semiclassical pseudodifferential calculus adapted to foliated spaces.
result Pollicott-Ruelle resonant states are smooth over entire manifolds if smooth on unstable leaves.

Noise can stabilize systemic risk models with uncertain robustness.

problem Understanding systemic risk in financial systems with uncertain parameters.
method Analyzing a mean-field model of systemic risk with uncertain coefficients and noise.
result Noise can induce stability in systemic risk models, contrary to intuition.

Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links and nodes into account. Using the methodology of classical mechanics and Laplacian determinism we develop a model that can predict the respons…

2014-10-01abs ↗pdf ↗

Study learns dynamics of linear systems from multiple short trajectories.

problem Learning dynamics of autonomous linear systems from multiple short trajectories.
method Finite sample analysis for stable and unstable systems, adjusting trajectory length for marginally stable systems.
result Learning rate of O(1N)\mathcal{O}(\frac{1}{\sqrt{N}}) for both stable and unstable systems.

We report a study of a stylized banking cascade model investigating systemic risk caused by counter party failure using liabilities and assets to define banks' balance sheet. In our stylized system, banks can be in two states: normally operating or distressed and the state of a bank changes from normally operating to d…

2014-02-15abs ↗pdf ↗

We prove a spectral flow formula for one-parameter families of Hamiltonian systems under homoclinic boundary conditions, which relates the spectral flow to the relative Maslov index of a pair of curves of Lagrangians induced by the stable and unstable subspaces, respectively. Finally, we deduce sufficient conditions fo…

2014-06-14abs ↗pdf ↗

Unstable minimal surfaces are the unstable stationary points of the Dirichlet-Integral. In order to obtain unstable solutions, the method of the gradient flow together with the minimax-principle is generally used. The application of this method for minimal surfaces in the Euclidean spacce was presented in \cite{s3}. We…

2006-03-27abs ↗pdf ↗

We consider hyperbolic and partially hyperbolic diffeomorphisms on compact manifolds. Associated with invariant foliation of these systems, we define some topological invariants and show certain relationships between these topological invariants and the geometric and Lyapunov growths of these foliations. As an applicat…

2006-11-11abs ↗pdf ↗

Ricci flow simulations show unstable Fubini-Study metrics develop singularities.

problem Understanding the behavior of unstable perturbations in Ricci flow.
method Numerical simulations of Ricci flow starting from unstable Fubini-Study metrics.
result Ricci flow solutions from unstable Fubini-Study metrics develop local singularities.

Study finds limits for conical Kähler-Einstein metrics on unstable surfaces.

problem Optimal upper bounds for conical Kähler-Einstein metrics on K-unstable del Pezzo surfaces.
method Established optimal upper bounds for cone angles of Kähler-Einstein metrics with conical singularities.
result Optimal upper bounds for conical Kähler-Einstein metrics on K-unstable del Pezzo surfaces.

The paper proves stability of certain singularities in integrable systems.

problem Stability of singularities in integrable systems under perturbations.
method Analytic and smooth perturbations of completely integrable systems, connectedness condition.
result Non-degenerate singular fibers are structurally stable under small perturbations.

Unstable minimal surfaces in n-space link to hyperbolic products.

problem Characterizing unstable minimal surfaces in Rn\mathbb{R}^n and their product counterparts.
method Lifting to R\mathbb{R}-trees, deforming to hyperbolic products, and proving instability equivalence.
result Unstable minimal surfaces in Rn\mathbb{R}^n imply unstable surfaces in product hyperbolic spaces.

The paper studies Hawkes processes under mean-field limits and criticality conditions.

problem Analyzing nearly unstable Hawkes processes in a mean-field regime.
method Extending the method by Jaisson and Rosenbaum, establishing scaling limits and propagation of chaos.
result Scaling limits of Hawkes processes are stochastic Volterra diffusions of affine type, with three distinct limiting regimes.

Segre varieties' hyperplane sections are unstable under certain conditions.

problem Stability of hyperplane sections of Segre varieties under different conditions.
method Proving instability with respect to any polarization for non-smooth or meqnm eq n cases.
result Normal hyperplane sections of Segre varieties are K-unstable under specified conditions.

The alternating knots, links and twists projected on the S2S_2 sphere were identified with the phase space of a Hamiltonian dynamic system of one degree of freedom. The saddles of the system correspond to the crossings, the edges correspond to the stable and unstable manifolds connecting the saddles. Each face is then …

2007-12-13abs ↗pdf ↗

Study of coupled Hawkes processes with rough-volatility limits.

problem Understanding coupled Hawkes processes with rough-volatility limits.
method Proving weak convergence of rescaled intensity vector to stochastic Volterra equations.
result Limiting components exhibit different degrees of roughness and cross-decorrelation law.

Algorithm identifies and transfers unstable features to create robust classifiers.

problem Developing unbiased classifiers from input-label pairs alone.
method Contrast different data environments in source tasks to encode unstable features, then cluster target task data and minimize worst-case risk.
result Our method maintains robustness across synthetic and real-world environments.

Survey of computations for Riemann surface moduli spaces, focusing on unstable homology.

problem Computing unstable homology of moduli spaces of Riemann surfaces.
method Integral, mod-2, and rational coefficient computations; use of homology operations.
result Explicit generators of unstable homology for most cases determined.

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.

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.

SFB uses stable features to adapt unstable ones for better performance.

problem Improving classifier performance on out-of-distribution data by leveraging stable features.
method SFB learns a predictor that separates stable and unstable features, then adapts unstable predictions using stable predictions.
result SFB can learn an asymptotically-optimal predictor without test-domain labels.

We investigate certain natural connections between subriemannian geometry and hyperbolic dynamical systems. In particular, we study dynamically defined horizontal distributions which split into two integrable ones and ask: how is the energy of a subriemannian geodesic shared between its projections onto the integrable …

2015-01-14abs ↗pdf ↗

We perform a large-scale simulation of an Ising-based financial market model that includes 300 asset time series. The financial system simulated by the model shows a fat-tailed return distribution and volatility clustering and exhibits unstable periods indicated by the volatility index measured as the average of absolu…

2018-01-18abs ↗pdf ↗

In this paper, we introduce a non linear ODE method to construct CMC surfaces in Riemannian manifolds with symmetry. As an application we construct unstable CMC spheres and outlying CMC spheres in asymptotically Schwarzschild manifolds with metrics like gij=(1+1l)2δij+O(l2)g_{ij}=(1+\frac{1}{l})^{2}δ_{ij}+O(l^{-2}). The existence of uns…

2015-07-10abs ↗pdf ↗

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 ↗

New proof associates partitions to isotopic pseudo-Anosov homeomorphisms.

problem Stable and unstable foliations for pseudo-Anosov homeomorphisms.
method Geometric realization of Fathi's result for isotopic homeomorphisms.
result Associated stable and unstable partitions for isotopic pseudo-Anosov homeomorphisms.

The altenating knots, links and twists projected on the S_2 sphere are identified with the phase Space of a Hamiltonian dynamic system of one degree of freedom. The saddles of the system correspond to the crossing points, the edges, to the stable and unstable manifolds, connecting the saddles. Each facxe is then orient…

2006-01-10abs ↗pdf ↗