Related papers: The Concept of Average Loop Impact as a System-Wid…
Feedback loops are known as a versatile tool for controlling transport in small systems, which usually have large intrinsic fluctuations. Here we investigate the control of a temporal correlation function, the waiting time distribution,…
The outcome of continuously measuring a quantum system is a string of data whose intricate correlation properties reflect the underlying quantum dynamics. In this paper we study the role of these correlation in reconstructing the…
One is inclined to conceptualize impact in terms of citations per publication, and thus as an average. However, citation distributions are skewed, and the average has the disadvantage that the number of publications is used in the…
We model systemic risk using a common factor that accounts for market-wide shocks and a tail dependence factor that accounts for linkages among extreme stock returns. Specifically, our theoretical model allows for firm-specific impacts of…
In the criminal legal context, risk assessment algorithms are touted as data-driven, well-tested tools. Studies known as validation tests are typically cited by practitioners to show that a particular risk assessment algorithm has…
We propose experimentally feasible ways to probe universal features of absorbing phase transitions from two different approaches, both based on numerical validations. On one hand, we numerically study a probability distribution of…
One approach to robust control for linear plants with structured uncertainty as well as for linear parameter-varying (LPV) plants (where the controller has on-line access to the varying plant parameters) is through…
The evaluation of loop amplitudes via differential equations and harmonic polylogarithms is discussed at an introductory level. The method is based on evolution equations in the masses or in the external kinematical invariants and on a…
While classical control theory assumes that the controller has access to measurements of the entire state (or output) at every time instant, this paper investigates a setting where the feedback controller can only access a randomly selected…
In this article, the long-term behavior of the stock market index of the New York Stock Exchange is studied, for the period 1950 to 2013. Specifically, the CRSP Value-Weighted and CRSP Equal-Weighted index are analyzed in terms of market…
Monitored quantum systems evolve along stochastic trajectories correlated with the observer's knowledge of the system's state. Under such dynamics, certain quantum resources like entanglement may depend on the observer's state of knowledge.…
Timeout control is a simple mechanism used when direct feedback is either impossible, unreliable, or too costly, as is often the case in distributed systems. Its effectiveness is determined by a timeout threshold parameter and our goal is…
Market competition has a role which is directly or indirectly associated with influential effects of individual sectors on other sectors of the economy. The present work studies the relative position of a product in the market through the…
In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed…
Human crowds often bear a striking resemblance to interacting particle systems, and this has prompted many researchers to describe pedestrian dynamics in terms of interaction forces and potential energies. The correct quantitative form of…
The measured correlations of financial time series in subsequent epochs change considerably as a function of time. When studying the whole correlation matrices, quasi-stationary patterns, referred to as market states, are seen by applying…
The notion of market impact is subtle and sometimes misinterpreted. Here we argue that impact should not be misconstrued as volatility. In particular, the so-called ``square-root impact law'', which states that impact grows as the…
In this work, we propose a framework to learn feedback control policies with guarantees on closed-loop generalization and adversarial robustness. These policies are learned directly from expert demonstrations, contained in a dataset of…
We present a simple numerical model for investigating the general properties of fragmentation. By use of molecular dynamics simulations, we study the impact fragmentation of a solid disk of interacting particles with a wall. Regardless of…
Feedback control schemes are a promising way to manipulate transport properties of driven colloidal suspensions. In the present article we suggest a feedback scheme to enhance the collective transport of colloidal particles with repulsive…