Related papers: Spin Glass Model of Operational Risk
In this paper, we review the general features of the out-of-equilibrium dynamics of spin glasses. We use this example as a guideline for a brief description of glassy dynamics in other disordered systems like structural and polymer glasses,…
We develop a framework for interacting with uncertain environments in reinforcement learning (RL) by leveraging preferences in the form of utility functions. We claim that there is value in considering different risk measures during…
Robotic manipulation in dynamic and unstructured environments requires safety mechanisms that exploit what is known and what is uncertain about the world. Existing safety filters often assume full observability, limiting their applicability…
We determine limiting equations for large asymmetric `spin glass' networks. The initial conditions are not assumed to be independent of the disordered connectivity: one of the main motivations for this is that allows one to understand how…
The present article introduces a reference framework for discussing resilience of computational systems. Rather than a property that may or may not be exhibited by a system, resilience is interpreted here as the emerging result of a dynamic…
Using Monte Carlo simulations, we have studied isothermal aging of three-dimensional Ising spin-glass model focusing on quasi-equilibrium behavior of the spin auto-correlation function. Weak violation of the time translational invariance in…
We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…
We study the response of a spin glass system with respect to the rescaling of its interaction random variables and investigate numerically the behaviour of the correlation functions with respect to the volume. While for a ferromagnet the…
We apply an operator-theoretic viewpoint to a class of non-smooth dynamical systems that are exposed to event-triggered state resets. The considered benchmark problem is that of a pendulum which receives a downward kick under certain fixed…
Numerical simulations on Ising Spin Glasses show that spin glass transitions do not obey the usual universality rules which hold at canonical second order transitions. On the other hand the dynamics at the approach to the transition appear…
Recent work has suggested the existence of glassy behavior in a ferromagnetic model with a four-spin interaction. Motivated by these findings, we have studied the dynamics of this model using Monte Carlo simulations with particular…
Spin glasses are a longstanding model for the sluggish dynamics that appears at the glass transition. However, spin glasses differ from structural glasses for a crucial feature: they enjoy a time reversal symmetry. This symmetry can be…
We compute and analyze couples of ground states of 3D spin glass systems with the same quenched noise but periodic and anti-periodic boundary conditions for different lattice sizes. We discuss the possible different behaviors of the system,…
An approach to stabilization of control systems with ultimately wide ranges of uncertainly disturbed parameters is offered. The method relies on using of nonlinear structurally stable functions from catastrophe theory as controllers.…
Some invariances under perturbations of the spin glass phase are introduced, their proofs outlined and their consequences illustrated as factorisation rules for the overlap distribution. A comparison between the state of the art for mean…
Spin glasses, generally defined as disordered systems with randomized competing interactions, are a widely investigated complex system. Theoretical models describing spin glasses are broadly used in other complex systems, such as those…
We address the statistical estimation of composite functionals which may be nonlinear in the probability measure. Our study is motivated by the need to estimate coherent measures of risk, which become increasingly popular in finance,…
Spin glasses are quintessential examples of complex matter. Although much about their order remains uncertain, abstract models of them inform, e.g., the classification of combinatorial optimization problems, the magnetic ordering in metals…
In this work we study spin-glass (SG) like behavior in the dynamics of multiple agents in a social or economic context using interactions which are similar to the physical case. The different preferences shown by individual agents are…
We study the order parameter distribution P(q) in the 4d Ising spin glass with $\pm J$ couplings in a magnetic field. We also compare these results with simulations for the infinite ranged model (i.e. SK model.) Then we analyse our…