3 papers
cs.LG2026
Distinguishing indistinguishable attractors: Unsupervised anomaly detection with reservoir computers
Davide Prosperino, Haochun Ma, Christoph Räth
Detecting when a nonlinear dynamical system departs from its normal regime is a recurring problem across the sciences, from cardiology to climate and energy systems. We show that a…
cs.LG2025
Tailored minimal reservoir computing: on the bidirectional connection between nonlinearities in the reservoir and in data
Davide Prosperino, Haochun Ma, Christoph Räth
We study how the degree of nonlinearity in the input data affects the optimal design of reservoir computers, focusing on how closely the model's nonlinearity should align with that…
q-fin.ST2023
Linear and nonlinear causality in financial markets
Haochun Ma, Davide Prosperino, Alexander Haluszczynski +1
Identifying and quantifying co-dependence between financial instruments is a key challenge for researchers and practitioners in the financial industry. Linear measures such as the…