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We analyze the hitting time distributions of stock price returns in different time windows, characterized by different levels of noise present in the market. The study has been performed on two sets of data from US markets. The first one is…

Physics and Society · Physics 2009-11-13 Davide Valenti , Bernardo Spagnolo , Giovanni Bonanno

Drawing upon the bursting mechanism in slow-fast systems, we propose indicators for the prediction of such rare extreme events which do not require a priori known slow and fast coordinates. The indicators are associated with functionals…

Dynamical Systems · Mathematics 2016-09-21 Mohammad Farazmand , Themistoklis Sapsis

Network defenders face a steady stream of attacks, observed as raw Intrusion Detection System (IDS) alerts. The sheer volume of alerts demands prioritization, typically based on high-level risk classifications. This work expands the scope…

Cryptography and Security · Computer Science 2026-01-22 Ambarish Gurjar , L Jean Camp

The dynamics of many social, technological and economic phenomena are driven by individual human actions, turning the quantitative understanding of human behavior into a central question of modern science. Current models of human dynamics,…

Statistical Mechanics · Physics 2009-11-11 Albert-László Barabási

Modeling and analyzing security of networked systems is an important problem in the emerging Science of Security and has been under active investigation. In this paper, we propose a new approach towards tackling the problem. Our approach is…

Cryptography and Security · Computer Science 2016-03-29 Gaofeng Da , Maochao Xu , Shouhuai Xu

Complexity science affords a number of novel tools for examining terrorism, particularly network analysis and NK-Boolean fitness landscapes. The following paper explores various aspects of terrorist networks which can be illuminated through…

Adaptation and Self-Organizing Systems · Physics 2009-07-13 Philip V. Fellman

This paper focuses on learning a model of system dynamics online while satisfying safety constraints.Our motivation is to avoid offline system identification or hand-specified dynamics models and allowa system to safely and autonomously…

Robotics · Computer Science 2020-05-07 Mohammad Javad Khojasteh , Vikas Dhiman , Massimo Franceschetti , Nikolay Atanasov

Identifying and quantifying factors influencing human decision making remains an outstanding challenge, impacting the performance and predictability of social and technological systems. In many cases, system failures are traced to human…

Mathematical model for hit phenomena presented by A Ishii et al in 2012 has been extended to analyze and predict a lot of hit subject using social network system. The equation for each individual consumers is assumed and the equation of…

Physics and Society · Physics 2015-01-06 Akira Ishii , Akiko Kitao , Tsukasa Usui , Koki Uchiyama

Trajectory optimization of sensing robots to actively gather information of targets has received much attention in the past. It is well-known that under the assumption of linear Gaussian target dynamics and sensor models the stochastic…

Robotics · Computer Science 2021-09-21 Jennifer Wakulicz , He Kong , Salah Sukkarieh

Humans navigate complex environments in an organized yet flexible manner, adapting to the context and implicit social rules. Understanding these naturally learned patterns of behavior is essential for applications such as autonomous…

Computer Vision and Pattern Recognition · Computer Science 2020-04-16 Robin Karlsson , Erik Sjoberg

Consider observing a collection of discrete events within a network that reflect how network nodes influence one another. Such data are common in spike trains recorded from biological neural networks, interactions within a social network,…

Machine Learning · Statistics 2018-02-15 Benjamin Mark , Garvesh Raskutti , Rebecca Willett

We describe a robust planning method for autonomous driving that mixes normal and adversarial agent predictions output by a diffusion model trained for motion prediction. We first train a diffusion model to learn an unbiased distribution of…

Robotics · Computer Science 2025-05-20 Albert Zhao , Stefano Soatto

Adversarial attack perturbs an image with an imperceptible noise, leading to incorrect model prediction. Recently, a few works showed inherent bias associated with such attack (robustness bias), where certain subgroups in a dataset (e.g.…

Computer Vision and Pattern Recognition · Computer Science 2022-05-06 Gaurav Kumar Nayak , Ruchit Rawal , Rohit Lal , Himanshu Patil , Anirban Chakraborty

The existence and stability of localized patterns of criminal activity are studied for the reaction-diffusion model of urban crime that was introduced by Short et. al. [Math. Models. Meth. Appl. Sci., 18, Suppl. (2008), pp. 1249--1267].…

Pattern Formation and Solitons · Physics 2012-01-17 Theodore Kolokolnikov , Michael Ward , Juncheng Wei

In spite of precautions to avoid the harmful effects of extreme events, we experience recurrently phenomena that overcome the preventive barriers. These barriers usually increase drastically right after the occurrence of such extreme…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Sarah Hallerberg , Holger Kantz

Herding defines a deterministic dynamical system at the edge of chaos. It generates a sequence of model states and parameters by alternating parameter perturbations with state maximizations, where the sequence of states can be interpreted…

Machine Learning · Statistics 2016-03-02 Yutian Chen , Max Welling

Probabilistic security assessment and real-time dynamic security assessments (DSA) are promising to better handle the risks of system operations. The current methodologies of security assessments may require many time-domain simulations for…

Systems and Control · Electrical Eng. & Systems 2023-01-06 Jochen L. Cremer , Goran Strbac

Accurate and interpretable forecasting models predicting spatially and temporally fine-grained changes in the numbers of intrastate conflict casualties are of crucial importance for policymakers and international non-governmental…

Applications · Statistics 2021-12-01 Cornelius Fritz , Marius Mehrl , Paul W. Thurner , Göran Kauermann

Highly optimized tolerance is a model of optimization in engineered systems, which gives rise to power-law distributions of failure events in such systems. The archetypal example is the highly optimized forest fire model. Here we give an…

Statistical Mechanics · Physics 2009-11-07 M. E. J. Newman , Michelle Girvan , J. Doyne Farmer