Related papers: The Concept of Average Loop Impact as a System-Wid…
Widespread deployment of societal-scale machine learning systems necessitates a thorough understanding of the resulting long-term effects these systems have on their environment, including loss of trustworthiness, bias amplification, and…
We consider a perturbed integrable system with one frequency, and the approximate dynamics for the actions given by averaging over the angle. The classical theory grants that, for a perturbation of order epsilon, the error of this…
In modern financial markets, news plays a critical role in shaping investor sentiment and influencing stock price movements. However, most existing studies aggregate daily news sentiment into a single score, potentially overlooking…
We introduce Loop Ranking, a new ranking measure based on the detection of closed paths, which can be computed in an efficient way. We analyze it with respect to several ranking measures which have been proposed in the past, and are widely…
Using a large database of 8 million institutional trades executed in the U.S. equity market, we establish a clear crossover between a linear market impact regime and a square-root regime as a function of the volume of the order. Our…
The concept of impact is one of the most important concepts in informetrics. It is here studied mathematically. We first fix a topic for which we want to find influential objects such as authors or journals, and their production, such as…
We derive an exact representation of the topological effect on the dynamics of sequence processing neural networks within signal-to-noise analysis. A new network structure parameter, loopiness coefficient, is introduced to quantitatively…
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonly used to indicate the level of similarity in the price…
This research paper aims to find, analyze and understand code patterns in any software system and measure its quality by defining standards and proposing a formula for the same. Every code that is written can be divided into different code…
Loops are pervasive in robotics problems, appearing in mapping and localization, where one is interested in finding loop closure constraints to better approximate robot poses or other estimated quantities, as well as planning and…
The leverage effect refers to the generally negative correlation between the return of an asset and the changes in its volatility. There is broad agreement in the literature that the effect should be present for theoretical reasons, and it…
In terms of transfer entropy, we investigated the strength and the direction of information transfer in the US stock market. Through the directionality of the information transfer, the more influential company between the correlated ones…
Recommender systems continuously interact with users, creating feedback loops that shape both individual behavior and collective market dynamics. This paper introduces a simulation framework to model these loops in online retail…
This paper provides a tutorial introduction to disk margins. These are robust stability measures that account for simultaneous gain and phase perturbations in a feedback system. The paper first reviews the classical (gain-only and…
This paper is devoted to the important yet unexplored subject of crowding effects on market impact, that we call "co-impact". Our analysis is based on a large database of metaorders by institutional investors in the U.S. equity market. We…
In the post-epidemic era, consumption recovery has obvious time and space transmission laws, and there are different valuation criteria for consumption segments. Using the A-share data of the consumption recovery stage from January to April…
Feedback is a most important concept in control systems, its main purpose is to deal with internal and/or external uncertainties in dynamical systems, by using the on-line observed information. Thus, a fundamental problem in control theory…
We present abstract acceleration techniques for computing loop invariants for numerical programs with linear assignments and conditionals. Whereas abstract interpretation techniques typically over-approximate the set of reachable states…
Stochastic feedback systems give rise to a variety of notions of stability. The conditions for the stability of the median, mean, and variance stability conditions differ. These conditions can be stated explicitly for scalar discrete-time…
We study the problem of system identification for stochastic continuous-time dynamics, based on a single finite-length state trajectory. We present a method for estimating the possibly unstable open-loop matrix by employing properly…