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In this paper we consider classes of models that have been recently developed for quantitative finance that involve modelling a highly complex multivariate, multi-attribute stochastic process known as the Limit Order Book (LOB). The LOB is…

Computational Finance · Quantitative Finance 2015-04-23 Gareth W. Peters , Efstathios Panayi , Francois Septier

The modelling and analysis of biological systems has deep roots in Mathematics, specifically in the field of ordinary differential equations (ODEs). Alternative approaches based on formal calculi, often derived from process algebras or term…

Programming Languages · Computer Science 2010-11-03 Mario Coppo , Ferruccio Damiani , Maurizio Drocco , Elena Grassi , Eva Sciacca , Salvatore Spinella , Angelo Troina

We define a class of probabilistic models in terms of an operator algebra of stochastic processes, and a representation for this class in terms of stochastic parameterized grammars. A syntactic specification of a grammar is mapped to…

Artificial Intelligence · Computer Science 2007-05-23 Eric Mjolsness

We describe a type system for the linear-algebraic lambda-calculus. The type system accounts for the part of the language emulating linear operators and vectors, i.e. it is able to statically describe the linear combinations of terms…

Logic in Computer Science · Computer Science 2012-08-01 Pablo Arrighi , Alejandro Díaz-Caro , Benoît Valiron

In order to combine operational and logical styles of specifications in one unified framework, the notion of logic labelled transition systems (Logic LTS, for short) has been presented and explored by L\"{u}ttgen and Vogler in [TCS…

Logic in Computer Science · Computer Science 2012-12-12 Yan Zhang , Zhaohui Zhu , Jinjin Zhang , Yong Zhou

Stochastic differential equations describe well many physical, biological and sociological systems, despite the simplification often made in their derivation. Here the usage of simple stochastic differential equations to characterize and…

Data Analysis, Statistics and Probability · Physics 2016-07-27 Daniel Pumpe , Maksim Greiner , Ewald Müller , Torsten A. Enßlin

Stochastic processes are commonly used models to describe dynamics of a wide variety of nonequilibrium phenomena ranging from electrical transport to biological motion. The transition matrix describing a stochastic process can be regarded…

Statistical Mechanics · Physics 2024-02-02 Taro Sawada , Kazuki Sone , Ryusuke Hamazaki , Yuto Ashida , Takahiro Sagawa

We present a methodology for modelling population dynamics with formal means of computer science. This allows unambiguous description of systems and application of analysis tools such as simulators and model checkers. In particular, the…

Computational Engineering, Finance, and Science · Computer Science 2010-08-20 Thomas Anung Basuki , Antonio Cerone , Roberto Barbuti , Andrea Maggiolo-Schettini , Paolo Milazzo , Elisabetta Rossi

Stochastic dynamics govern many important processes in cellular biology, and an underlying theoretical approach describing these dynamics is desirable to address a wealth of questions in biology and medicine. Mathematical tools exist for…

Quantitative Methods · Quantitative Biology 2016-02-17 Iain G. Johnston , Nick S. Jones

For the formal verification and design of control systems, abstractions with quantified accuracy are crucial. This is especially the case when considering accurate deviation bounds between a stochastic continuous-state model and its finite…

Systems and Control · Electrical Eng. & Systems 2022-01-19 B. C. van Huijgevoort , S. Haesaert

We introduce circulance, a scalar measure for classifying time series of dynamical systems. Circulance captures the extent of temporal regularity or irregularity that is encoded in the topology of a directed ordinal pattern transition…

Chaotic Dynamics · Physics 2026-01-05 Max Potratzki , Manuel Adams , Timo Bröhl , Klaus Lehnertz

The study of biological cells in terms of mesoscopic, nonequilibrium, nonlinear, stochastic dynamics of open chemical systems provides a paradigm for other complex, self-organizing systems with ultra-fast stochastic fluctuations, short-time…

Chemical Physics · Physics 2014-11-06 Hong Qian

Stochastic simulation can make the molecular processes of cellular control more vivid than the traditional differential-equation approach by generating typical system histories instead of just statistical measures such as the mean and…

Subcellular Processes · Quantitative Biology 2018-09-18 Kevin Y. Chen , Daniel M. Zuckerman , Philip C. Nelson

A Stochastic Simulator (SS) is proposed, based on a semiclassical description of the radiation-matter interaction, to obtain an efficient description of the lasing transition for devices ranging from the nanolaser to the traditional…

Optics · Physics 2015-02-09 G. P. Puccioni , G. L. Lippi

Binding and unbinding of ligands to specific sites of a macromolecule are one of the most elementary molecular interactions inside the cell that embody the computational processes of biological regulations. The interaction between…

Molecular Networks · Quantitative Biology 2011-11-10 Hidenori Kimura , Hiroyuki Okano , Reiko J. Tanaka

Living organisms interact with their surroundings in a closed-loop fashion, where sensory inputs dictate the initiation and termination of behaviours. Even simple animals are able to develop and execute complex plans, which has not yet been…

Robotics · Computer Science 2025-01-30 Giulia Lafratta , Bernd Porr , Christopher Chandler , Alice Miller

Labeled transition systems are typically used to represent the behavior of nondeterministic processes, with labeled transitions defining a one-step state to-state reachability relation. This model has been recently made more general by…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-08-10 Marco Bernardo , Rocco De Nicola , Michele Loreti

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

A general stochastic approach to the description of coagulating aerosol system is developed. As the object of description one can consider arbitrary mesoscopic values (number of aerosol clusters, their size etc). The birth-and-death…

Chemical Physics · Physics 2011-10-12 V. V. Ryazanov

Biological machines like molecular motors and enzymes operate in dynamic cycles representable as stochastic flows on networks. Current stochastic dynamics describes such flows on fixed networks. Here, we develop a scalable approach to…

Statistical Mechanics · Physics 2026-03-02 Ying-Jen Yang , Ken A. Dill