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Financial crises emerge when structural vulnerabilities accumulate across sectors, markets, and investor behavior. Predicting these systemic transitions is challenging because they arise from evolving interactions between market…

Risk Management · Quantitative Finance 2025-12-22 Sandeep Neela

A wide variety of complex systems exhibit large fluctuations both in space and time that often can be attributed to the presence of some kind of critical phenomena. Under such critical scenario it is well known that the properties of the…

Disordered Systems and Neural Networks · Physics 2019-05-29 Dante R. Chialvo , Sergio A. Cannas , Dietmar Plenz , Tomas S. Grigera

We consider noise-driven exit from a domain of attraction in a two-dimensional bistable system lacking detailed balance. Through analog and digital stochastic simulations, we find a theoretically predicted bifurcation of the most probable…

Data Analysis, Statistics and Probability · Physics 2008-02-03 D. G. Luchinsky , R. S. Maier , R. Mannella , P. V. E. McClintock , D. L. Stein

We investigate the critical behavior of continuous phase transitions in the context of Ginzburg Landau models with a double well effective potential. In particular, we show that the recently proposed configurational entropy, a measure of…

Statistical Mechanics · Physics 2020-12-10 Marcelo Gleiser , Damian Sowinski

The aim of this work is to build financial crisis indicators based on spectral properties of the dynamics of market data. After choosing an optimal size for a rolling window, the historical market data in this window is seen every trading…

Mathematical Finance · Quantitative Finance 2017-09-11 Antoine Kornprobst , Raphael Douady

Tipping to an undesired state in the climate when a control parameter slowly approaches a critical value is a growing concern with increasing greenhouse gas concentrations. Predictions rely on detecting early warning signals (EWSs) in…

Atmospheric and Oceanic Physics · Physics 2023-04-19 Peter D. Ditlevsen , Susanne Ditlevsen

Monte Carlo simulations of the short-time dynamic behavior are reported for three-dimensional weakly site-diluted Ising model with spin concentrations $p=0.95$ and 0.8 at criticality. In contrast to studies of the critical behavior of the…

Disordered Systems and Neural Networks · Physics 2010-05-31 Pavel V. Prudnikov , Vladimir V. Prudnikov , Aleksandr S. Krinitsyn , Andrei N. Vakilov , Evgenii A. Pospelov

We discuss tipping phenomena (critical transitions) in nonautonomous systems using an example of a bistable ecosystem model with environmental changes represented by time-varying parameters [Scheffer et al., Ecosystems, 11 (2008), pp.…

Dynamical Systems · Mathematics 2020-11-24 Paul E. O'Keeffe , Sebastian Wieczorek

We discuss the nonlinear phenomena of irreversible tipping for non-autonomous systems where time-varying inputs correspond to a smooth "parameter shift" from one asymptotic value to another. We express tipping in terms of pullback…

Dynamical Systems · Mathematics 2018-04-24 Peter Ashwin , Clare Perryman , Sebastian Wieczorek

Dynamical control of excitable biological systems is often complicated by the difficult and unreliable task of pre-control identification of unstable periodic orbits (UPOs). Here we show that, for both chaotic and nonchaotic systems, UPOs…

chao-dyn · Physics 2007-05-23 David J. Christini , Daniel T. Kaplan

Criticality can be exactly demonstrated in certain models of brain activity, yet it remains challenging to identify in empirical data. We trained a fully connected deep neural network to learn the phases of an excitable model unfolding on…

Neurons and Cognition · Quantitative Biology 2022-06-13 Hernan Bocaccio , Enzo Tagliazucchi

Tipping points associated with bifurcations (B-tipping) or induced by noise (N-tipping) are recognized mechanisms that may potentially lead to sudden climate change. We focus here a novel class of tipping points, where a sufficiently rapid…

Dynamical Systems · Mathematics 2013-02-14 Peter Ashwin , Sebastian Wieczorek , Renato Vitolo , Peter Cox

Causal approaches to post-hoc explainability for black-box prediction models (e.g., deep neural networks trained on image pixel data) have become increasingly popular. However, existing approaches have two important shortcomings: (i) the…

Machine Learning · Computer Science 2025-08-12 Numair Sani , Daniel Malinsky , Ilya Shpitser

Self-organized criticality is a well-established phenomenon, where a system dynamically tunes its structure to operate on the verge of a phase transition. Here, we show that the dynamics inside the self-organized critical state are…

Adaptation and Self-Organizing Systems · Physics 2025-08-19 Silja Sormunen , Thilo Gross , Jari Saramäki

Criticality has been proposed as a key principle underlying complex behavior in biological and artificial systems; however, how criticality translates from individual dynamics to collective behavior remains unclear. We study this question…

Adaptation and Self-Organizing Systems · Physics 2026-05-05 Nicolas Bessone , Erwan Plantec

Low-order climate models can play an important role in understanding low-frequency variability in the atmospheric circulation and how forcing consistent with anthropogenic climate change may affect this variability. Here, we study a…

Geophysics · Physics 2025-02-04 Bernardo Maraldi , Henk Dijkstra , Michael Ghil

Much work aims to explain a model's prediction on a static input. We consider explanations in a temporal setting where a stateful dynamical model produces a sequence of risk estimates given an input at each time step. When the estimated…

Machine Learning · Computer Science 2019-07-12 Michaela Hardt , Alvin Rajkomar , Gerardo Flores , Andrew Dai , Michael Howell , Greg Corrado , Claire Cui , Moritz Hardt

This paper studies bifurcations in a three node power system when excitation limits are considered. This is done by approximating the limiter by a smooth function to facilitate bifurcation analysis. Spectacular qualitative changes in the…

Chaotic Dynamics · Physics 2007-05-23 Rajesh G. Kavasseri , K. R. Padiyar

Locally interacting dynamical systems, such as epidemic spread, rumor propagation through crowd, and forest fire, exhibit complex global dynamics originated from local, relatively simple, and often stochastic interactions between dynamic…

Systems and Control · Electrical Eng. & Systems 2024-05-29 Beomseok Kang , Harshit Kumar , Minah Lee , Biswadeep Chakraborty , Saibal Mukhopadhyay

We propose a picture of stock market crashes as critical points in a hierachical system with discrete scaling. The critical exponent is then complex, leading to log-periodic fluctuations in stock market indexes. We present ``experimental''…

Condensed Matter · Physics 2015-06-25 James A. Feigenbaum , Peter G. O. Freund