337 results
Relevance Newest Most Cited
HLXiON δ Ω Intent Σ Logic Ψ Synth Π Reason Γ Memory Processing: stat.CO
iON AI Synthesis
The search results for "stat.CO" include research on various mathematical and statistical topics. One study explores the Lyapunov stability of dynamic equations with time-dependent Riemannian metrics, suggesting solutions can be stabilized by appropriate metric choices. Another examines the spectral properties of random contractions in discrete-time systems. Additional research investigates chaotic influences in strong-field control landscapes, proposes a CARMA(p,q)-Hawkes model to address autocorrelation assumptions, and discusses Tsallis q-exponential distributions in agent-based financial market models.
Ask iON more → 📚 Find Papers
arxiv.org
The Lyapunov stability of first order dynamic equations with respect to time-dependent Riemannian metrics. An example

A simple example that I have been requested illustrates the statement in E-print nlin.CD/0201060 that solutions of a smooth first order dynamic equation can be made Lyapunov stable at will by the choice of an appropriate time-dependent Riemannian metric.…

nlin.CD
arxiv.org
Spectra of Random Contractions and Scattering Theory for Discrete-Time Systems

Random contractions (sub-unitary random matrices) appear naturally when considering quantized chaotic maps within a general theory of open linear stationary systems with discrete time. We analyze statistical properties of complex eigenvalues of generic $N\times N$ random matrices $\hat{A}$ of such a…

nlin.CD cond-mat
arxiv.org
Bichromatically driven double well: parametric perspective of the strong-field control landscape reveals the influence of chaotic states

The aim of this work is to understand the influence of chaotic states in control problems involving strong fields. Towards this end, we numerically construct and study the strong field control landscape of a bichromatically driven double well. A novel measure based on correlating the overlap intensi…

nlin.CD
arxiv.org
A Hawkes model with CARMA(p,q) intensity

In this paper we introduce a new model named CARMA(p,q)-Hawkes process as the Hawkes model with exponential kernel implies a strictly decreasing behaviour of the autocorrelation function and empirically evidences reject the monotonicity assumption on the autocorrelation function. The proposed model …

q-fin.ST math.ST
arxiv.org
Universality of Tsallis q-exponential of interoccurrence times within the microscopic model of cunning agents

We proposed the agent-based model of financial markets where agents (or traders) are represented by three-state spins located on the plane lattice or social network. The spin variable represents only the individual opinion (advice) that each trader gives to his nearest neighbors. In the model the ag…

q-fin.ST physics.soc-ph
arxiv.org
A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon

Spin models of markets inspired by physics models of magnetism, as the Ising model, allow for the study of the collective dynamics of interacting agents in a market. The number of possible states has been mostly limited to two (buy or sell) or three options. However, herding effects of competing sto…

physics.soc-ph cond-mat.dis-nn econ.TH q-fin.ST
arxiv.org
Event Reconstruction with MarlinReco at the ILC

After an overview of the modular analysis and reconstruction framework Marlin an introduction on the functionality of the Marlin-based reconstruction package MarlinReco is given. This package includes a full set of modules for event reconstruction based on the Particle Flow approach. The status of t…

physics.ins-det
arxiv.org
Resolution studies of cosmic-ray tracks in a TPC with GEM readout

A large volume TPC is a leading candidate for the central tracking detector at a future high energy linear collider. To improve the resolution a new readout based on micro-pattern gas detectors is being developed. Measurements of the spatial resolution of cosmic-ray tracks in a GEM TPC are presented…

physics.ins-det
arxiv.org
An intelligent financial portfolio trading strategy using deep Q-learning

Portfolio traders strive to identify dynamic portfolio allocation schemes so that their total budgets are efficiently allocated through the investment horizon. This study proposes a novel portfolio trading strategy in which an intelligent agent is trained to identify an optimal trading action by usi…

q-fin.PM cs.AI
arxiv.org
Detrending moving average algorithm for multifractals

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $θ$ determining the position of the detrending window. We develop multifracta…

q-fin.ST physics.comp-ph physics.data-an q-fin.PM