Stochastically Structured Reservoir Computers for Financial and Economic System Identification
Lendy Banegas, Fredy Vides
本文介绍了使用随机结构的储罐计算机(SSRC)识别和模拟金融和经济系统的方法。 拟议的框架利用结构保护嵌入和图知情耦合矩阵来建模代理间动力学,增强可解释性。 受限优化方案可确保学习模型满足随机和结构约束。 两个实证案例研究,代理之间的资源竞争的动态行为模型,以及区域通货膨胀网络动态,说明了该方法在捕获和预测复杂的非线性模式以及在不确定性下进行可解释的可解释性分析的有效性。
This paper introduces a methodology for identifying and simulating financial and economic systems using stochastically structured reservoir computers (SSRCs). The proposed framework leverages structure-preserving embeddings and graph-informed coupling matrices to model inter-agent dynamics with enhanced interpretability. A constrained optimization scheme ensures that the learned models satisfy both stochastic and structural constraints. Two empirical case studies, a dynamic behavioral model of r...