相关论文: Set Identified Dynamic Economies and Robustness to…

This Letter introduces an approach for precisely designing surface friction properties using a conditional generative machine learning model, specifically a diffusion denoising probabilistic model (DDPM). We created a dataset of synthetic…

The problem of reconstructing nonlinear and complex dynamical systems from measured data or time series is central to many scientific disciplines including physical, biological, computer, and social sciences, as well as engineering and…

This paper develops a model of \textit{identification design} and applies it to robust causal inference in microeconometrics. The decision maker observes the population distribution of signals generated by an information structure and ranks…

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…

We describe the application of tools from statistical mechanics to analyse the dynamics of various classes of supervised learning rules in perceptrons. The character of this paper is mostly that of a cross between a biased non-encyclopedic…

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

This study proposes a novel approach based on the Ising model for analyzing socio-economic emerging patterns between municipalities by investigating the observed configuration of a network of selected territorial units which are classified…

This paper addresses the problem of domain shifts in electric motor vibration data created by new operating conditions in testing scenarios, focusing on bearing fault detection and diagnosis (FDD). The proposed method combines the Harmonic…

A controversy involving loan loss provisions in banks concerns their relationship with the business cycle. While international accounting standards for recognizing provisions (incurred loss model) would presumably be pro-cyclical,…

The analysis of high-frequency financial data is often impeded by the presence of noise. This article is motivated by intraday return data in which market microstructure noise appears to be rough, that is, best captured by a continuous-time…

Friction modeling plays a crucial role in achieving high-precision motion control in robotic operating systems. Traditional static friction models (such as the Stribeck model) are widely used due to their simple forms; however, they…

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a…

The complex dynamics of physical systems can often be modeled with stochastic differential equations. However, computational constraints inhibit the estimation of dynamics from large time-series datasets. I present a method for estimating…

The flexible loads in power systems, such as interruptible and transferable loads, are critical flexibility resources for mitigating power imbalances. Despite their potential, accurate modeling of these loads is a challenging work and has…

This paper develops a dynamic monetary model to study the (in)stability of the fractional reserve banking system. The model shows that the fractional reserve banking system can endanger stability in that equilibrium is more prone to exhibit…

The goal of the present study is to increase the intelligibility of macroeconomic phenomena triggered by governmental intervention in economy by means of fiscal policies. During cyclical movements, fiscal policy can play an important role…

This paper presents a method for identifying mechanical parameters of robots or objects, such as their mass and friction coefficients. Key features are the use of off-the-shelf physics engines and the adaptation of a Bayesian optimization…

The study and measurement of economic resilience is ruled by high level of complexity related to the diverse structure, functionality, spatiality, and dynamics describing economic systems. Towards serving the demand of integration, this…

We offer a search-theoretic model of statistical discrimination, in which firms treat identical groups unequally based on their occupational choices. The model admits symmetric equilibria in which the group characteristic is ignored, but…

We propose a new adequacy test and a graphical evaluation tool for nonlinear dynamic models. The proposed techniques can be applied in any setup where parametric conditional distribution of the data is specified, in particular to models…