5 papers
Structured Stochastic Representations of Integrated Dynamic Strategies
Fredy Vides
Dynamic allocation decisions couple present resource use to evolving internal conditions, delayed returns, and future costs. We represent this interaction by four probability local…
Identifying Probability Localization Dynamics via Structured Stochastic Liftings
Fredy Vides
This work develops a discrete-time framework for identifying probability localization dynamics through finite stochastic representations adapted in space, time, memory, and state i…
Stochastically Structured Reservoir Computers for Financial and Economic System Identification
Lendy Banegas, Fredy Vides
This paper introduces a methodology for identifying and simulating financial and economic systems using stochastically structured reservoir computers (SSRCs). The framework combine…
Identifying Systems with Symmetries using Equivariant Autoregressive Reservoir Computers
Fredy Vides, Idelfonso B. R. Nogueira, Gabriela Lopez Gutierrez +2
The investigation reported in this document focuses on identifying systems with symmetries using equivariant autoregressive reservoir computers. General results in structured matri…
Dynamic financial processes identification using sparse regressive reservoir computers
Fredy Vides, Idelfonso B. R. Nogueira, Gabriela Lopez Gutierrez +2
In this document, we present key findings in structured matrix approximation theory, with applications to the regressive representation of dynamic financial processes. Initially, w…