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Related papers: Analysing tax evasion dynamics via the Ising model

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This paper presents a robust path following control method for vehicles that explicitly considers steering resistance dynamics to improve tracking accuracy. Conventional methods typically treat the steering angle as a direct control input;…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Rentaro Iwai , Natsuki Hikasa , Hiroshi Okajima

Model-based reinforcement learning is an effective approach for controlling an unknown system. It is based on a longstanding pipeline familiar to the control community in which one performs experiments on the environment to collect a…

Systems and Control · Electrical Eng. & Systems 2024-08-14 Bruce D. Lee , Ingvar Ziemann , George J. Pappas , Nikolai Matni

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

We investigate methods for penalized regression in the presence of missing observations. This paper introduces a method for estimating the parameters which compensates for the missing observations. We first, derive an unbiased estimator of…

Applications · Statistics 2013-10-09 Yunjin Choi , Robert Tibshirani

We are sometimes forced to use the Interrupted Time Series (ITS) design as an identification strategy for potential policy change, such as when we only have a single treated unit and no comparable controls. For example, with recent county-…

Methodology · Statistics 2020-02-17 Luke Miratrix

Crime remains one of the significant problems that countries are grappling with globally. With shrinking economies and increasing poverty, crime has been on the rise in many countries. In this paper, we propose a system of non-linear…

Dynamical Systems · Mathematics 2024-10-15 Zeray H. Gebrezabher , Deniz Eroglu

We argue that the evaluation of censorship evasion tools should depend upon economic models of censorship. We illustrate our position with a simple model of the costs of censorship. We show how this model makes suggestions for how to evade…

Cryptography and Security · Computer Science 2014-09-11 Michael Carl Tschantz , Sadia Afroz , Vern Paxson , J. D. Tygar

We propose a parametric specification of the probability of tax penalisation faced by a taxpayer, based on the amount of deduction chosen by her to reduce total taxation. Comparative analyses lead to a closed-form solution for the optimum…

General Economics · Economics 2022-03-01 Alex A. T. Rathke

The pursuit-evasion game is studied for two adversarial active agents, modelled as a deterministic self-steering pursuer and a stochastic, cognitive evader. The pursuer chases the evader by reorienting its propulsion direction with limited…

Biological Physics · Physics 2026-05-29 Segun Goh , Dennis Haustein , Gerhard Gompper

Following a long tradition of physicists who have noticed that the Ising model provides a general background to build realistic models of social interactions, we study a model of financial price dynamics resulting from the collective…

Statistical Mechanics · Physics 2008-12-02 Didier Sornette , Wei-Xing Zhou

While optimal taxation theory provides clear prescriptions for tax design, translating these insights into actual tax codes remains difficult. Existing work largely offers theoretical characterizations of optimal systems, while practical…

General Finance · Quantitative Finance 2026-01-23 Mark Verhagen , Menno Schellekens , Michael Garstka

We develop a methodology for index tracking and risk exposure control using financial derivatives. Under a continuous-time diffusion framework for price evolution, we present a pathwise approach to construct dynamic portfolios of…

Mathematical Finance · Quantitative Finance 2017-05-31 Tim Leung , Brian Ward

We present two models of perpetrators' decision-making in extracting resources from a protected area. It is assumed that the authorities conduct surveillance to counter the extraction activities, and that perpetrators choose their…

Optimization and Control · Mathematics 2020-03-04 Elliot Cartee , Alexander Vladimirsky

This paper considers a scenario of pursuing a moving target that may switch behaviors due to external factors in a dynamic environment by motion estimation using visual sensors. First, we present an improved Visual Motion Observer with…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Marco Omainska , Junya Yamauchi , Masayuki Fujita

The well-known Ising model used in statistical physics was adapted to a social dynamics context to simulate the adoption of a technological innovation. The model explicitly combines (a) an individual's perception of the advantages of an…

Physics and Society · Physics 2015-05-20 Carlos E. Laciana , Santiago L. Rovere

Many business applications involve adversarial relationships in which both sides adapt their strategies to optimize their opposing benefits. One of the key characteristics of these applications is the wide range of strategies that an…

Artificial Intelligence · Computer Science 2020-11-04 Daniel Borrajo , Manuela Veloso , Sameena Shah

Due to the cost or interference of measurement, we need to control measurement system. Assuming that each variable can be measured sequentially, there exists optimal policy choosing next measurement for the former observations. Though…

Machine Learning · Computer Science 2022-04-11 Seongwook Yoon , Jaehyun Kim , Heejeong Lim , Sanghoon Sull

Lattice investment projects support process model with corruption is formulated and analyzed. The model is based on the Ising lattice model of ferromagnetic but takes deal with the social phenomenon. Set of corruption agents is considered.…

Mathematical Finance · Quantitative Finance 2019-01-28 O. A. Malafeyev , S. A. Nemnyugin

In this paper we propose an Ising model which simulates multiple financial time series. Our model introduces the interaction which couples to spins of other systems. Simulations from our model show that time series exhibit the volatility…

Statistical Finance · Quantitative Finance 2017-04-28 Tetsuya Takaishi

The ability of modeling the other agents, such as understanding their intentions and skills, is essential to an agent's interactions with other agents. Conventional agent modeling relies on passive observation from demonstrations. In this…

Artificial Intelligence · Computer Science 2018-10-02 Tianmin Shu , Caiming Xiong , Ying Nian Wu , Song-Chun Zhu