Non-linear Dynamics Commons^™

A Multi-Layer Complex Adaptive System Framework For Ai-Driven Robo-Advisory Services, Jesty Mariam Philip, Mohit Boralkar, Alwin Joseph

Northeast Journal of Complex Systems (NEJCS)

The rapid integration of Artificial Intelligence (AI) into investment advisory services has changed financial decision-making, giving rise to adaptive robo-advisory systems capable of real-time analysis, personal recommendations, and autonomous portfolio optimization. Existing research evaluates these systems primarily through technological performance or investor adoption, overlooking the complex feedback-driven interactions that emerge when AI analytics, data environments, and human behavior operate together. This study addresses this gap by conceptualizing AI-enabled robo-advisors as a multi-layered Complex Adaptive System comprising historical data, real-time data, AI analytics, investor perception, and decision-making layers. A simulation model grounded in machine learning dynamics, behavioral finance, and complexity theory …

Potential Pitfalls In Visual Models Of Tipping Points - And How To Fix Them, Jonathan Dechert, Svetlana Gurevich, Stefan Heusler

Northeast Journal of Complex Systems (NEJCS)

Visual models play a crucial role in both science and science communication. However, the distinction between mere analogies and mathematically sound graphical representations is not easy and can be misunderstood not only by laypeople but also within academic literature itself. Moreover, even when the graphical representation exactly corresponds to the mathematical model, its interpretation is often far from obvious. In this paper we discuss the potential landscape visualization commonly used for tipping points in the context of nonlinear dynamics and reveal potential pitfalls, in particular when distinguishing bifurcation induced tipping (B-tipping) from noise-induced tipping (N-tipping).

We propose new visualization techniques …

Generation, Dynamics, And Interaction Of Quartic Solitary Waves In Nonlinear Laser Systems, Sabrina Hetzel

Mathematics Theses and Dissertations

Solitons are self-reinforcing localized wave packets that have remarkable stability features that arise from the balanced competition of nonlinear and dispersive effects in the medium. Traditionally, the dominant order of dispersion has been the lowest (second), however in recent years, experimental and theoretical research has shown that high, even order dispersion may lead to novel applications. Here, the focus is on investigating the interplay of dominant quartic (fourth-order) dispersion and the self-phase modulation due to the nonlinear Kerr effect in laser systems. One big factor to consider for experimentalists working in laser systems is the effect of noise on the …

Exploring The Presence Of Nonlinear Deterministic Dynamics In Commodity Prices, Sagar Dahal

Department of Agricultural Economics: Dissertations, Theses, and Student Research

Determining whether commodity prices (and volatility) are driven by linear stochastic processes or low-dimensional nonlinear deterministic dynamics (“chaos”) is crucial for policymaking, forecasting, production, storage, investment, risk management, and hedging decisions. Previous studies that used Lyapunov exponents and correlation dimensions to identify chaotic structures in price series may be unreliable in practical applications because these methods rely on asymptotic properties that require large, noiseless data which is often not available. We applied nonlinear time series analysis approaches to empirically detect the underlying market dynamics using the daily futures prices of ten agricultural commodities. We used phase space reconstruction to reconstruct …

A Novel Method For Sensitivity Analysis Of Time-Averaged Chaotic System Solutions, Christian A. Spencer-Coker

Theses and Dissertations

The direct and adjoint methods are to linearize the time-averaged solution of bounded dynamical systems about one or more design parameters. Hence, such methods are one way to obtain the gradient necessary in locally optimizing a dynamical system’s time-averaged behavior over those design parameters. However, when analyzing nonlinear systems whose solutions exhibit chaos, standard direct and adjoint sensitivity methods yield meaningless results due to time-local instability of the system. The present work proposes a new method of solving the direct and adjoint linear systems in time, then tests that method’s ability to solve instances of the Lorenz system that exhibit …

Practical Chaos: Using Dynamical Systems To Encrypt Audio And Visual Data, Julia Ruiter

Scripps Senior Theses

Although dynamical systems have a multitude of classical uses in physics and applied mathematics, new research in theoretical computer science shows that dynamical systems can also be used as a highly secure method of encrypting data. Properties of Lorenz and similar systems of equations yield chaotic outputs that are good at masking the underlying data both physically and mathematically. This paper aims to show how Lorenz systems may be used to encrypt text and image data, as well as provide a framework for how physical mechanisms may be built using these properties to transmit encrypted wave signals.

On The Evolution Of Virulence, Thi Nguyen

Electronic Theses, Projects, and Dissertations

The goal of this thesis is to study the dynamics behind the evolution of virulence. We examine first the underlying mechanics of linear systems of ordinary differential equations by investigating the classification of fixed points in these systems, then applying these techniques to nonlinear systems. We then seek to establish the validity of a system that models the population dynamics of uninfected and infected hosts---first with one parasite strain, then n strains. We define the basic reproductive ratio of a parasite, and study its relationship to the evolution of virulence. Lastly, we investigate the mathematics behind superinfection.

Currency Trading Using The Fractal Market Hypothesis, Jonathan Blackledge, Kieran Murphy

Articles

We report on a research and development programme in financial modelling and economic security undertaken in the Information and Communications Security Research Group (ICSRG, 2011) which has led to the launch of a new company - Currency Traders Ireland Limited - funded by Enterprise Ireland. Currency Traders Ireland Limited (CTI, 2011) has a fifty year exclusive license to develop a new set of indicators for analysing currency exchange rates (Forex trading). We consider the background to the approach taken and present examples of the results obtained to date.

Nonlinear Dynamics Of Infant Sitting Postural Control, Joan E. Deffeyes

Department of Psychology: Dissertations, Theses, and Student Research

Sitting is one of the first developmental milestones that an infant achieves. Thus measurements of sitting posture present an opportunity to assess sensorimotor development at a young age, in order to identify infants who might benefit from therapeutic intervention, and to monitor the efficacy of the intervention. Sitting postural sway data was collected using a force plate from infants with typical development, and from infants with delayed development, where the delay in development was due to cerebral palsy in most of the infants in the study. The center of pressure time series from the infant sitting was subjected to a …