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The goal of this article is to describe the concepts of system dynamics and its applications to the simulation modeling of financial institutions daily activity. The hybrid method of the re-engineering of banking business processes based…

General Finance · Quantitative Finance 2009-12-08 Mikhail I. Rumyantsev

In this paper, we introduce the concept of random time changes in dynamical systems. The sub- ordination principle may be applied to study the long time behavior of the random time systems. We show, under certain assumptions on the class of…

Dynamical Systems · Mathematics 2021-08-21 R. Capuani , L. Di Persio , Y. Kondratiev , M. Ricciardi , J. L. da Silva

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

This work introduces a new framework integrating port-Hamiltonian systems (PHS) and neural network architectures. This framework bridges the gap between deterministic and stochastic modeling of complex dynamical systems. We introduce new…

Mathematical Physics · Physics 2025-09-09 Luca Di Persio , Matthias Ehrhardt , Youness Outaleb , Sofia Rizzotto

Probabilistic graphical models combine the graph theory and probability theory to give a multivariate statistical modeling. They provide a unified description of uncertainty using probability and complexity using the graphical model.…

Machine Learning · Statistics 2011-11-30 Yang Zhou

This entry in the Encyclopedia of Complexity and Systems Science, Springer present a summary of some of the concepts and calculational tools that have been developed in attempts to apply statistical physics approaches to seismology. We…

Geophysics · Physics 2008-04-22 D. Sornette , M. J. Werner

We introduce a simple method to estimate the system parameters in continuous dynamical systems from the time series. In this method, we construct a modified system by introducing some constants (controlling constants) into the given…

Chaotic Dynamics · Physics 2009-11-10 P. Palaniyandi , M. Lakshmanan

The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…

Computational Physics · Physics 2025-03-18 Siddharth Rout , Eldad Haber , Stéphane Gaudreault

Many dynamical phenomena display a cyclic behavior, in the sense that time can be partitioned into units within which distributional aspects of a process are homogeneous. In this paper, we introduce a class of models - called conjugate…

Statistics Theory · Mathematics 2017-05-05 Eduardo Horta , Flavio Ziegelmann

We argue that the complex numbers are an irreducible object of quantum probability. This can be seen in the measurements of geometric phases that have no classical probabilistic analogue. Having complex phases as primitive ingredient…

General Relativity and Quantum Cosmology · Physics 2014-11-17 Charis Anastopoulos

Scientists often think of the world (or some part of it) as a dynamical system, a stochastic process, or a generalization of such a system. Prominent examples of systems are (i) the system of planets orbiting the sun or any other classical…

History and Philosophy of Physics · Physics 2021-04-30 Christian List , Marcus Pivato

This article presents an innovative approach to integrating port-Hamiltonian systems with neural network architectures, transitioning from deterministic to stochastic models. The study presents novel mathematical formulations and…

Dynamical Systems · Mathematics 2024-03-26 Luca Di Persio , Matthias Ehrhardt , Sofia Rizzotto

Recent advances in statistical inference have significantly expanded the toolbox of probabilistic modeling. Historically, probabilistic modeling has been constrained to (i) very restricted model classes where exact or approximate…

Machine Learning · Computer Science 2019-10-03 Andrés R. Masegosa , Rafael Cabañas , Helge Langseth , Thomas D. Nielsen , Antonio Salmerón

Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…

Artificial Intelligence · Computer Science 2013-01-14 Avi Pfeffer

The past decades have seen increasing interest in modelling uncertainty by heterogeneous methods, combining probability and interval analysis, especially for assessing parameter uncertainty in engineering models. A unifying mathematical…

Probability · Mathematics 2022-08-15 Jelena Karakašević , Michael Oberguggenberger

This paper introduces a new probabilistic architecture called Sum-Product Graphical Model (SPGM). SPGMs combine traits from Sum-Product Networks (SPNs) and Graphical Models (GMs): Like SPNs, SPGMs always enable tractable inference using a…

Machine Learning · Statistics 2017-08-23 Mattia Desana , Christoph Schnörr

Nonlinear systems with model uncertainty are often described by stochastic differential equations. Some techniques from random dynamical systems are discussed. They are relevant to better understanding of solution processes of stochastic…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

This brief article gives an overview of quantum mechanics as a {\em quantum probability theory}. It begins with a review of the basic operator-algebraic elements that connect probability theory with quantum probability theory. Then quantum…

Quantum Physics · Physics 2020-02-04 Hendra I. Nurdin

Stochastic Spatio-Temporal processes are prevalent across domains ranging from modeling of plasma to the turbulence in fluids to the wave function of quantum systems. This letter studies a measure-theoretic description of such systems by…

Optimization and Control · Mathematics 2021-05-25 George I. Boutselis , Ethan N. Evans , Marcus A. Pereira , Evangelos A. Theodorou

Simulation of quantum chemistry is expected to be a principal application of quantum computing. In quantum simulation, a complicated Hamiltonian describing the dynamics of a quantum system is decomposed into its constituent terms, where the…

Quantum Physics · Physics 2020-03-04 Yingkai Ouyang , David R. White , Earl T. Campbell