Related papers: Using self-similarity and renormalization group to…
Time series prediction aims to predict future values to help stakeholders make proper strategic decisions. This problem is relevant in all industries and areas, ranging from financial data to demand to forecast. However, it remains…
We propose a renormalization group (RG) approach to compare and collapse eigenvalue densities of random matrix models of complex systems across different system sizes. The approach is to fix a natural spectral scale by letting the model…
To take full advantage of experimental facilities such as FRIB for applications to nuclear astrophysics, nuclear structure, and explorations of neutrinos and fundamental symmetries, we need a better understanding of the interplay of…
A novel approach to analyzing time series generated by complex systems, such as markets, is presented. The basic idea of the approach is the {\it Law of Self-Similar Evolution}, according to which any complex system develops self-similarly.…
The renormalization group (RG) method is one of the singular perturbation methods which is used in search for asymptotic behavior of solutions of differential equations. In this article, time-independent vector fields and time (almost)…
We develop a Machine-Learning Renormalization Group (MLRG) algorithm to explore and analyze many-body lattice models in statistical physics. Using the representation learning capability of generative modeling, MLRG automatically learns the…
We present a renormalization group (RG) approach to explain universal features of extreme statistics, applied here to independent, identically distributed variables. The outlines of the theory have been described in a previous Letter, the…
The renormalization group (RG) is an essential technique in statistical physics and quantum field theory, which considers scale-invariant properties of physical theories and how these theories' parameters change with scaling. Deep learning…
This paper discusses the prediction of hierarchical time series, where each upper-level time series is calculated by summing appropriate lower-level time series. Forecasts for such hierarchical time series should be coherent, meaning that…
We present a time-step targetting scheme to simulate real-time dynamics efficiently using the density matrix renormalization group (DMRG). The algorithm works on ladders and systems with interactions beyond nearest neighbors, in contrast to…
Recent research demonstrate that prediction of time series by recurrent neural networks (RNNs) based on the noisy input generates a smooth anticipated trajectory. We examine the internal dynamics of RNNs and establish a set of conditions…
The Renormalisation Group (RG) provides a framework in which it is possible to assess whether a deep-learning network is sensitive to small changes in the input data and hence prone to error, or susceptible to adversarial attack. Distinct…
The phenomenological renormalization group (PRG) has been applied to the study of scaleinvariant phenomena in neuronal data, providing evidence for critical phenomena in the brain. However, it remains unclear how reliably these observed…
Machine learning techniques have recently gained prominence in physics, yielding a host of new results and insights. One key concept is that of backpropagation, which computes the exact gradient of any output of a program with respect to…
How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…
A so-called Renormalization Group (RG) analysis is performed in order to shed some light on why the density of prime numbers in $\Bbb N^*$ decreases like the single power of the inverse neperian logarithm.
The price movement prediction of stock market has been a classical yet challenging problem, with the attention of both economists and computer scientists. In recent years, graph neural network has significantly improved the prediction…
Cross-correlation analysis is a powerful tool for understanding the mutual dynamics of time series. This study introduces a new method for predicting the future state of synchronization of the dynamics of two financial time series. To this…
Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…
Approximately 10 years ago, the method of renormalization-group symmetries entered the field of boundary value problems of classical mathematical physics, stemming from the concepts of functional self-similarity and of the Bogoliubov…