Copertina

Flashpoints Signal Hidden Inherent Instabilities in Land-Use Planning

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Aliahmadi, Hazhir, Beckett, Maeve, Connolly, Sam, Chen, Dongmei, van Anders, Greg
Natura:	Preprint
Pubblicazione:	2023
Soggetti:	Artificial Intelligence Statistical Mechanics Computational Engineering, Finance, and Science Physics and Society
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Transforming Design Spaces Using Pareto-Laplace Filters
di: Aliahmadi, Hazhir, et al.
Pubblicazione: (2024)

Filters reveal emergent structure in computational morphogenesis
di: Aliahmadi, Hazhir, et al.
Pubblicazione: (2025)

Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
di: Nachtrieb, Robert T.
Pubblicazione: (2026)

Thermodynamic description of world GDP distribution over countries
di: Frahm, Klaus M., et al.
Pubblicazione: (2025)

Equations of Motion for an Economy: Capital Deepening, Technology, and Firm Survival
di: Nachtrieb, Robert T.
Pubblicazione: (2026)

Wealth Thermalization Hypothesis and Social Networks
di: Frahm, Klaus M., et al.
Pubblicazione: (2025)

Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
di: Achitouv, Ixandra, et al.
Pubblicazione: (2024)

Simmering: Sufficient is better than optimal for training neural networks
di: Babayan, Irina, et al.
Pubblicazione: (2024)

Deformation of semi-circle law for the correlated time series and Phase transition
di: Hisakado, Masato, et al.
Pubblicazione: (2025)

Comparative analysis of stationarity for Bitcoin and the S&P500
di: Tang, Yaoyue, et al.
Pubblicazione: (2024)

Deformation of Marchenko-Pastur distribution for the correlated time series
di: Hisakado, Masato, et al.
Pubblicazione: (2023)

Kendall Correlation Coefficients for Portfolio Optimization
di: Espana, Tomas, et al.
Pubblicazione: (2024)

Dynamical thermalization and turbulence in social stratification models
di: Frahm, Klaus M., et al.
Pubblicazione: (2026)

Upstreamness and downstreamness in input-output analysis from local and aggregate information
di: Bartolucci, Silvia, et al.
Pubblicazione: (2020)

AI-BAAM: AI-Driven Bank Statement Analytics as Alternative Data for Malaysian MSME Credit Scoring
di: Ng, Chun Chet, et al.
Pubblicazione: (2025)

Accelerating and enhancing thermodynamic simulations of electrochemical interfaces
di: Du, Xiaochen, et al.
Pubblicazione: (2025)

Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
di: Estornell, Andrew, et al.
Pubblicazione: (2024)

Impact of LLMs news Sentiment Analysis on Stock Price Movement Prediction
di: Siala, Walid, et al.
Pubblicazione: (2026)

Hidden high-risky states identification from routine urban traffic
di: Liu, Shiyan, et al.
Pubblicazione: (2024)

Trends and Reversion in Financial Markets on Time Scales from Minutes to Decades
di: Safari, Sara A., et al.
Pubblicazione: (2025)

Bounding the approach to oligarchy in a variant of the yard-sale model
di: Cohen, David W., et al.
Pubblicazione: (2023)

Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
di: Borman, Harris, et al.
Pubblicazione: (2024)

Synthetic Lagrangian Turbulence by Generative Diffusion Models
di: Li, Tianyi, et al.
Pubblicazione: (2023)

Critical Dynamics of Random Surfaces and Multifractal Scaling
di: Schmidhuber, Christof
Pubblicazione: (2025)

Mitigating Farmland Biodiversity Loss: A Bio-Economic Model of Land Consolidation and Pesticide Use
di: Moretti, Elia, et al.
Pubblicazione: (2024)

Target search optimization by threshold resetting
di: Biswas, Arup, et al.
Pubblicazione: (2025)

Optimal threshold resetting in collective diffusive search
di: Biswas, Arup, et al.
Pubblicazione: (2026)

Sentiment-Aware Mean-Variance Portfolio Optimization for Cryptocurrencies
di: Chen, Qizhao
Pubblicazione: (2025)

The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
di: Bi, Shuochen, et al.
Pubblicazione: (2024)

Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
di: Attal, Elie, et al.
Pubblicazione: (2025)

Interlacing Eigenvectors of Large Gaussian Matrices
di: Attal, Elie, et al.
Pubblicazione: (2024)

DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification
di: Kriuk, Boris, et al.
Pubblicazione: (2025)

StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
di: Wang, Shengkun, et al.
Pubblicazione: (2024)

Temporal distribution of clusters of investors and their application in prediction with expert advice
di: Wisniewski, Wojciech, et al.
Pubblicazione: (2024)

ARTEMIS: A Neuro Symbolic Framework for Economically Constrained Market Dynamics
di: Ray, Rahul D
Pubblicazione: (2026)

Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
di: Zeng, Liang, et al.
Pubblicazione: (2021)

Bitcoin Price Prediction using Machine Learning and Combinatorial Fusion Analysis
di: Wu, Yuanhong, et al.
Pubblicazione: (2026)

Deep Learning Models Meet Financial Data Modalities
di: Khubiev, Kasymkhan, et al.
Pubblicazione: (2025)

DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
di: Zhao, Lifan, et al.
Pubblicazione: (2023)

Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies
di: Sato, Yuki, et al.
Pubblicazione: (2023)