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Safety assurance is critical in the planning and control of robotic systems. For robots operating in the real world, the safety-critical design often needs to explicitly address uncertainties and the pre-computed guarantees often rely on…
Complex droop control, alternatively known as dispatchable virtual oscillator control (dVOC), stands out for its unique capabilities in synchronization and voltage stabilization among existing control strategies for grid-forming converters.…
A fractal approach to the long-short portfolio optimization is proposed. The algorithmic system based on the composition of market-neutral spreads into a single entity was considered. The core of the optimization scheme is a fractal walk…
We introduce a variational structure for the Fourier-Cattaneo (FC) system which is a second-order hyperbolic system. This variational structure is inspired by the large-deviation rate functional for the Kac process which is closely linked…
Conformal prediction is a learning framework controlling prediction coverage of prediction sets, which can be built on any learning algorithm for point prediction. This work proposes a learning framework named conformal loss-controlling…
In this work, we introduce a new three-dimensional chaotic differential dynamical system. We find equilibrium points of this system and provide the stability conditions for various fractional orders. Numerical simulations will be used to…
In this paper, an adaptive fractional controller has been designed to control chaotic systems. In fact, this controller is a fractional PID controller, which the coefficients will be tuned according to a proper adaptation mechanism. The…
A new dynamical parameter, the f-indicator, is introduced and used in order to distinguish between regular and chaotic motion in galactic Hamiltonian systems. Two kinds of galactic potentials are used: (i) a global potential, which…
This paper presents a novel approach to stochastic volatility (SV) modeling by utilizing nonparametric techniques that enhance our ability to capture the volatility of financial time series data, with a particular emphasis on the…
Financial markets have been extensively studied as highly complex evolving systems. In this paper, we quantify financial price fluctuations through a coupled dynamical system composed of phase oscillators. We find a Financial Coherence and…
``Self-Organised Criticality'' (SOC) is the mechanism by which complex systems spontaneously settle close to a *critical point*, at the edge between stability and chaos, and characterized by fat-tailed fluctuations and long-memory…
A new chaotic financial system is proposed by considering ethics involvement in a four-dimensional financial system with market confidence. A five-dimensional conformable derivative financial system is presented by introducing conformable…
Short-term sentiment forecasting in financial markets (e.g., stocks, indices) is challenging due to volatility, non-linearity, and noise in OHLC (Open, High, Low, Close) data. This paper introduces a novel CMG (Chaos-Markov-Gaussian)…
Financial time series exhibit a number of interesting properties that are difficult to explain with simple models. These properties include fat-tails in the distribution of price fluctuations (or returns) that are slowly removed at longer…
Accurately defining, measuring and mitigating risk is a cornerstone of financial risk management, especially in the presence of financial contagion. Traditional correlation-based risk assessment methods often struggle under volatile market…
The purpose of this research article is to discover how the econophysics analysis can complement the econometrics models in application to the risk management in the central banks and financial institutions, operating within the nonlinear…
This paper proposes a geomagnetic and inertial combined navigation approach based on the flexible correction-model predictive control algorithm (Fc-MPC). This approach aims to overcome the limitations of existing combined navigation methods…
Among various soft computing approaches for time series forecasting, Fuzzy Cognitive Maps (FCM) have shown remarkable results as a tool to model and analyze the dynamics of complex systems. FCM have similarities to recurrent neural networks…
The quality of control (QoC) of a resource-constrained embedded control system may be jeopardized in dynamic environments with variable workload. This gives rise to the increasing demand of co-design of control and scheduling. To deal with…
Covert quantum communication (CQC) seeks to hide not only message content but also the existence of communication. Existing CQC models usually assume deterministic or worst-case channel conditions, which are difficult to justify in…