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We investigate the application of conformable derivatives to model critical phenomena near continuous phase transitions. By incorporating a deformation parameter into the differential structure, we derive unified expressions for…

Statistical Mechanics · Physics 2026-01-13 José Weberszpil , Ralf Metzler

We consider the problem of optimizing the economic performance of nonlinear constrained systems subject to uncertain time-varying parameters and bounded disturbances. In particular, we propose an adaptive economic model predictive control…

Systems and Control · Electrical Eng. & Systems 2026-01-16 Maximilian Degner , Raffaele Soloperto , Melanie N. Zeilinger , John Lygeros , Johannes Köhler

The investigation of the coupled atmosphere-ocean system is not only scientifically challenging but also practically important. We consider a coupled atmosphere-ocean model, which involves hydrodynamics, thermodynamics, and random…

Dynamical Systems · Mathematics 2007-05-23 J. Duan , H. Gao , B. Schmalfuss

We present a quantum information-inspired framework for analyzing complex systems through multivariate time series. In this approach the system's state is encoded into a density matrix, providing a compact representation of higher-order…

Chaotic Dynamics · Physics 2025-12-17 Parsa Kafashi , Mozhgan Orujlu

We consider the problem where a modeller conducts sensitivity analysis of a model consisting of random input factors, a corresponding random output of interest, and a baseline probability measure. The modeller seeks to understand how the…

Risk Management · Quantitative Finance 2022-06-01 Silvana M. Pesenti

Public perceptions of climate change arguably contribute to shaping private adaptation and support for policy intervention. In this paper, we propose a novel Climate Concern Index (CCI), based on disaggregated web-search volumes related to…

General Economics · Economics 2025-05-09 Giovanni Angelini , Maria Elena Bontempi , Luca De Angelis , Paolo Neri , Marco Maria Sorge

The benefits of using complex network analysis (CNA) to study complex systems, such as an economy, have become increasingly evident in recent years. However, the lack of a single comparative index that encompasses the overall wellness of a…

Theoretical Economics · Economics 2022-07-12 M. S. Tedesco , M. A. Nunez-Ochoa , F. Ramos , O. Medrano , K Beuchot

The accurate characterization of the business cycles in the nonlinear dynamic financial and economic systems in the time of globalization represents a formidable research problem. The central banks and other financial institutions make…

General Finance · Quantitative Finance 2013-04-18 Dimitri O. Ledenyov , Viktor O. Ledenyov

This paper presents two novel analytical wake models for crosswind kite power systems. One is developed based on the continuity equation, and the other based on both the continuity and momentum equations. For each model, equations for the…

Fluid Dynamics · Physics 2022-09-28 Mher Marc Karakouzian , Mojtaba Kheiri

Natural climate variability, captured through multiple initial condition ensembles, may be comparable to the variability caused by knowledge gaps in future emissions trajectories and in the physical science basis, especially at…

Applications · Statistics 2019-06-24 Udit Bhatia , Auroop Ratan Ganguly

This paper develops a flexible and computationally efficient multivariate volatility model, which allows for dynamic conditional correlations and volatility spillover effects among financial assets. The new model has desirable properties…

Methodology · Statistics 2025-07-25 Wenyu Li , Yuchang Lin , Qianqian Zhu , Guodong Li

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Econometrics · Economics 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

We consider the estimation of measures of model performance in a target population when covariate and outcome data are available on a sample from some source population and covariate data, but not outcome data, are available on a simple…

Methodology · Statistics 2023-06-16 Jon A. Steingrimsson , Sarah E. Robertson , Issa J. Dahabreh

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

A reduced-rank mixed effects model is developed for robust modeling of sparsely observed paired functional data. In this model, the curves for each functional variable are summarized using a few functional principal components, and the…

Methodology · Statistics 2023-08-08 Huiya Zhou , Xiaomeng Yan , Lan Zhou

We numerically study the three-dimensional generalization of the kinetically constrained East model, the North-or-East-or-Front (NEF) model. We characterize the equilibrium behaviour of the NEF model in detail, measuring the temperature…

Statistical Mechanics · Physics 2007-05-23 Ludovic Berthier , Juan P. Garrahan

Experimentally observed networks of interacting dynamical systems are inferred from recorded multivariate time series by evaluating a statistical measure of dependence, usually the cross-correlation coefficient, or mutual information. These…

Data Analysis, Statistics and Probability · Physics 2017-07-03 Milan Palus

[Context & Motivation] Adaptive systems are an important research area. The dominant reason for adaptivity in systems are changes in the environment. Thus, it is an important question how to model the environment and how to determine the…

Software Engineering · Computer Science 2020-11-17 Fabian Kneer , Erik Kamsties , Klaus Schmid

Climate risk assessments must account for a wide range of possible futures, so scientists often use simulations made by numerous global climate models to explore potential changes in regional climates and their impacts. Some of the…

Our infrastructure systems enable our well-being by allowing us to move, store, and transform materials and information given considerable social and environmental variation. Critically, this ability is shaped by the degree to which society…

Theoretical Economics · Economics 2025-10-28 Adam Wiechman , John M. Anderies , Margaret Garcia
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