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One of the main tasks in the study of financial and economic processes is forecasting and analysis of the dynamics of these processes. Within this task lie important research questions including how to determine the qualitative properties…
We survey classical, machine learning, and data-driven system identification approaches to learn control-relevant and physics-informed models of dynamical systems. Recently, machine learning approaches have enabled system identification…
We study the structure of a simple dynamic optimization problem consisting of one state and one control variable, from a physicist's point of view. By using an analogy to a physical model, we study this system in the classical and quantum…
Quantum dynamics can be regarded as a generalization of classical finite-state dynamics. This is a familiar viewpoint for workers in quantum computation, which encompasses classical computation as a special case. Here this viewpoint is…
This essay provides a critical overview of the mathematical kinetic theory of active particles, which is used to model and study collective systems consisting of interacting living entities, such as those involved in behavior and evolution.…
One of the key challenges in quantum machine learning is finding relevant machine learning tasks with a provable quantum advantage. A natural candidate for this is learning unknown Hamiltonian dynamics. Here, we tackle the supervised…
Traditional statistical estimation, or statistical inference in general, is static, in the sense that the estimate of the quantity of interest does not change the future evolution of the quantity. In some sequential estimation problems…
Dynamic decisions are pivotal to economic policy making. We show how existing evidence from randomized control trials can be utilized to guide personalized decisions in challenging dynamic environments with budget and capacity constraints.…
We develop a novel data-driven approach to the inverse problem of classical statistical mechanics: given experimental data on the collective motion of a classical many-body system, how does one characterise the free energy landscape of that…
In this paper, we consider the classic stochastic (dynamic) knapsack problem, a fundamental mathematical model in revenue management, with general time-varying random demand. Our main goal is to study the optimal policies, which can be…
Efficient and effective service delivery in Public Administration (PA) relies on the development and utilization of key performance indicators (KPIs) for evaluating and measuring performance. This paper presents an innovative framework for…
A new class of stochastic processes called independent and periodically identically distributed (i.p.i.d.) processes is defined to capture periodically varying statistical behavior. Algorithms are proposed to detect changes in such i.p.i.d.…
We extend the exploration regarding dynamical approach of macroeconomic variables by tackling systematically expenditure using Statistical Physics models (for the first time to the best of our knowledge). Also, using polynomial distribution…
We study classical and quantum dynamics of a kicked relativistic particle confined in a one dimensional box. It is found that in classical case for chaotic motion the average kinetic energy grows in time, while for mixed regime the growth…
The landscape of analytics is changing rapidly. Much of online user analytics, however, is based on collection of various user analytics numbers. Understanding these numbers, and then relating them to higher numerical analysis for the…
Using very general and well established ideas of the statistical physics of macroscopic bodies, that is, of those composed of many degrees of freedom, we show how classical behavior of the center of mass motion arises from a fully quantum…
The quest for quantum computers is motivated by their potential for solving problems that defy existing, classical, computers. The theory of computational complexity, one of the crown jewels of computer science, provides a rigorous…
Recently, increased computational power and data availability, as well as algorithmic advances, have led machine learning techniques to impressive results in regression, classification, data-generation and reinforcement learning tasks.…
On the basis of information theory, a new formalism of classical non-relativistic mechanics of a mass point is proposed. The particle trajectories of a general dynamical system defined on an (1+n)-dimensional smooth manifold are treated…
Complexity science offers a wide range of measures for quantifying unpredictability, structure, and information. Yet, a systematic conceptual organization of these measures is still missing. We present a unified framework that locates…