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We study the relationship between model complexity and out-of-sample performance in the context of mean-variance portfolio optimization. Representing model complexity by the number of assets, we find that the performance of low-dimensional…

Portfolio Management · Quantitative Finance 2024-12-02 Yonghe Lu , Yanrong Yang , Terry Zhang

In this work, we explore the effects of shear deformations in a wide class of holographic amorphous solids. It is found that both the shear stress and the complexity of formation grow with the increase of the shear strain. Notably, in the…

High Energy Physics - Theory · Physics 2025-02-20 Yuanceng Xu , Wei-Jia Li

Reaction systems are discrete dynamical systems inspired by bio-chemical processes, whose dynamical behaviour is expressed by set-theoretic operations on finite sets. Reaction systems thus provide a description of bio-chemical phenomena…

Formal Languages and Automata Theory · Computer Science 2020-08-05 Alberto Dennunzio , Enrico Formenti , Luca Manzoni , Antonio E. Porreca

Under sufficient permanent random covalent bonding, a fluid of atoms or small molecules is transformed into an amorphous solid network. Being amorphous, local structural properties in such networks vary across the sample. A natural order…

Disordered Systems and Neural Networks · Physics 2009-10-31 Konstantin A. Shakhnovich , Paul M. Goldbart

It is shown that a compound elastic structure, which displays a dynamic instability, may be designed as the union (or 'fusion') of two structures which are stable when separately analyzed. The compound elastic structure has two degrees of…

Classical Physics · Physics 2023-01-16 Marco Rossi , Andrea Piccolroaz , Davide Bigoni

A finite element approach to the elastic flow of a curve coupled with a diffusion equation on the curve is analysed. Considering the graph case, the problem is weakly formulated and approximated with continuous linear finite elements, which…

Numerical Analysis · Mathematics 2017-07-28 Paola Pozzi , Björn Stinner

The metallurgy and materials communities have long known and exploited fundamental links between chemical and structural ordering in metallic solids and their mechanical properties. The highest reported strength achievable through the…

Robustness of a distributed computing system is defined as the ability to maintain its performance in the presence of uncertain parameters. Uncertainty is a key problem in heterogeneous (and even homogeneous) distributed computing systems…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-05-25 Ali Mokhtari , Chavit Denninnart , Mohsen Amini Salehi

Complexity Theory is highly interdisciplinary, therefore any regularities must hold on all levels of organization, independent on the nature of the system. An open question in science is how complex systems self-organize to produce emergent…

Solar and Stellar Astrophysics · Physics 2022-02-07 Travis Herman Butler , Georgi Yordanov Georgiev

The concept of statistical complexity is studied to characterize the classical kicked top model which plays important role in the qbit systems and the chaotic properties of the entanglement. This allows us to understand this driven…

Chaotic Dynamics · Physics 2020-11-18 Agnes Fülöp

Random neural networks are dynamical descriptions of randomly interconnected neural units. These show a phase transition to chaos as a disorder parameter is increased. The microscopic mechanisms underlying this phase transition are unknown,…

Mathematical Physics · Physics 2013-03-18 Gilles Wainrib , Jonathan Touboul

We investigate the weakening of elastic materials through randomly distributed circles and cracks numerically and compare the results to predictions from homogenization theories. We find a good agreement for the case of randomly oriented…

Materials Science · Physics 2015-05-13 Robert Spatschek , Clemens Gugenberger , Efim Brener

Algorithmic stability is a concept from learning theory that expresses the degree to which changes to the input data (e.g., removal of a single data point) may affect the outputs of a regression algorithm. Knowing an algorithm's stability…

Machine Learning · Computer Science 2022-12-23 Byol Kim , Rina Foygel Barber

The response to a localized force provides a sensitive test for different models of stress transmission in granular solids. The elasto-plastic models traditionally used by engineers have been challenged by theoretical and experimental…

Soft Condensed Matter · Physics 2009-11-13 C. Goldenberg , I. Goldhirsch

The observable behavior of a complex system reflects the mechanisms governing the internal interactions between the system's components and the effect of external perturbations. Here we show that by capturing the simultaneous activity of…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Argollo de Menezes , A. -L. Barabasi

Current artificial intelligence systems show near-human-level capabilities when deployed in isolation. Systems of a few collaborating intelligent agents are being engineered to perform tasks collectively. This raises the question of whether…

Soft Condensed Matter · Physics 2025-10-08 Onurcan Bektas , Adolfo Alsina , Steffen Rulands

We introduce the smoothed analysis of algorithms, which is a hybrid of the worst-case and average-case analysis of algorithms. In smoothed analysis, we measure the maximum over inputs of the expected performance of an algorithm under small…

Data Structures and Algorithms · Computer Science 2009-09-25 Daniel A. Spielman , Shang-Hua Teng

We consider the problem of steering a system with unknown, stochastic dynamics to satisfy a rich, temporally layered task given as a signal temporal logic formula. We represent the system as a Markov decision process in which the states are…

Systems and Control · Computer Science 2015-10-23 Austin Jones , Derya Aksaray , Zhaodan Kong , Mac Schwager , Calin Belta

We define a novel quantitative strategy inspired by the ecological notion of nestedness to single out the scale at which innovation complexity emerges from the aggregation of specialized building blocks. Our analysis not only suggests that…

General Economics · Economics 2019-09-13 Emanuele Pugliese , Lorenzo Napolitano , Matteo Chinazzi , Guido Chiarotti

The result of a physical measurement depends on the timescale of the experimental probe. In solid-state systems, this simple quantum mechanical principle has far-reaching consequences: the interplay of several degrees of freedom close to…

Strongly Correlated Electrons · Physics 2016-02-25 Philipp Hansmann , Thomas Ayral , Antonio Tejeda , Silke Biermann