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Related papers: Controlling tax evasion fluctuations

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The task of analyzing extreme events with censoring effects is considered under a framework allowing for random covariate information. A wide class of estimators that can be cast as product-limit integrals is considered, for when the…

Statistics Theory · Mathematics 2024-08-14 Martin Bladt , Christoffer Øhlenschlæger

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of…

Dynamical Systems · Mathematics 2009-09-29 Vladimir Belitsky , Antonio L. Pereira , Fernando P. de Almeida Prado

In the paper, we study fluctuations over several ensembles of maximum-entropy random networks. We derive several fluctuation-dissipation relations characterizing susceptibilities of different networks to changes in external fields. In the…

Disordered Systems and Neural Networks · Physics 2009-11-11 Agata Fronczak , Piotr Fronczak , Janusz A. Holyst

In this paper, we propose a dynamical model to capture cascading failures among interconnected organizations in the global financial system. Failures can take the form of bankruptcies, defaults, and other insolvencies. The network that…

Optimization and Control · Mathematics 2023-11-13 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

An anomalous mean-field solution is known to capture the non trivial phase diagram of the Ising model in annealed complex networks. Nevertheless the critical fluctuations in random complex networks remain mean-field. Here we show that a…

Statistical Mechanics · Physics 2015-05-14 Serena Bradde , Fabio Caccioli , Luca Dall'Asta , Ginestra Bianconi

This study demonstrates that double descent can be mitigated by adding a dropout layer adjacent to the fully connected linear layer. The unexpected double-descent phenomenon garnered substantial attention in recent years, resulting in…

Machine Learning · Computer Science 2025-08-08 Tian-Le Yang , Joe Suzuki

We study the two-dimensional Ising model on a network with a novel type of quenched topological (connectivity) disorder. We construct random lattices of constant coordination number and perform large scale Monte Carlo simulations in order…

Statistical Mechanics · Physics 2018-03-07 Manuel Schrauth , Julian A. J. Richter , Jefferson S. E. Portela

Shifting our electricity generation from fossil fuel to renewable energy sources introduces large fluctuations to the power system. Here, we demonstrate how increased fluctuations, reduced damping and reduced intertia may undermine the…

Adaptation and Self-Organizing Systems · Physics 2017-06-14 Benjamin Schäfer , Moritz Matthiae , Xiaozhu Zhang , Martin Rohden , Marc Timme , Dirk Witthaut

We provide conditions for stable equilibrium in Cournot duopoly models with tax evasion and time delay. We prove that our conditions actually imply asymptotically stable equilibrium and delay independence. Conditions include the same…

Optimization and Control · Mathematics 2020-09-01 Raul Villafuerte-Segura , Eduardo Alvarado-Santos , Benjamin A. Itza-Ortiz

Highly-diverse ecosystems exhibit a broad distribution of population sizes and species turnover, where species at high and low abundances are exchanged over time. We show that these two features generically emerge in the fluctuating phase…

Populations and Evolution · Quantitative Biology 2024-01-09 Thibaut Arnoulx de Pirey , Guy Bunin

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Adaptive networks are a versatile approach to model phenomena such as contagion and spreading dynamics, critical transitions and structure formation that emerge from the dynamic coevolution of complex network structure and node states.…

Physics and Society · Physics 2020-09-16 Fabian Geier , Wolfram Barfuss , Marc Wiedermann , Jürgen Kurths , Jonathan F. Donges

Model stealing aims at inferring a victim model's functionality at a fraction of the original training cost. While the goal is clear, in practice the model's architecture, weight dimension, and original training data can not be determined…

Machine Learning · Computer Science 2023-08-21 David Pape , Sina Däubener , Thorsten Eisenhofer , Antonio Emanuele Cinà , Lea Schönherr

In order to use the advanced inference techniques available for Ising models, we transform complex data (real vectors) into binary strings, by local averaging and thresholding. This transformation introduces parameters, which must be varied…

Statistical Finance · Quantitative Finance 2015-06-17 Hongli Zeng , Rémi Lemoy , Mikko Alava

Social interactions determine many economic behaviors, but information on social ties does not exist in most publicly available and widely used datasets. We present results on the identification of social networks from observational panel…

Econometrics · Economics 2023-10-12 Aureo de Paula , Imran Rasul , Pedro Souza

We consider a task of surveillance-evading path-planning in a continuous setting. An Evader strives to escape from a 2D domain while minimizing the risk of detection (and immediate capture). The probability of detection is path-dependent…

Machine Learning · Computer Science 2023-02-24 Dongping Qi , David Bindel , Alexander Vladimirsky

The study of network structural controllability focuses on the minimum number of driver nodes needed to control a whole network. Despite intensive studies on this topic, most of them consider static networks only. It is well-known, however,…

Physics and Society · Physics 2021-01-27 Rui Zhang , Xiaomeng Wang , Ming Cheng , Tao Jia

This paper considers the problem of steering the state distribution of a nonlinear stochastic system from an initial Gaussian to a terminal distribution with a specified mean and covariance, subject to probabilistic path constraints. An…

Optimization and Control · Mathematics 2019-09-16 Jack Ridderhof , Kazuhide Okamoto , Panagiotis Tsiotras

We study a family of binary state, socially-inspired contagion models which incorporate imitation limited by an aversion to complete conformity. We uncover rich behavior in our models whether operating with either probabilistic or…

Chaotic Dynamics · Physics 2013-03-08 Peter Sheridan Dodds , Kameron Decker Harris , Christopher M. Danforth

We develop a model for contagion in reinsurance networks by which primary insurers' losses are spread through the network. Our model handles general reinsurance contracts, such as typical excess of loss contracts. We show that simpler…

Risk Management · Quantitative Finance 2020-03-25 Ariah Klages-Mundt , Andreea Minca
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