Tiziana Di Matteo

Yueying Ni, Shy Genel, Daniel Anglés-Alcázar et al.

We present CAMELS-ASTRID, the third suite of hydrodynamical simulations in the Cosmology and Astrophysics with MachinE Learning (CAMELS) project, along with new simulation sets that extend the model parameter space based on the previous frameworks of CAMELS-TNG and CAMELS-SIMBA, to provide broader training sets and testing grounds for machine-learning algorithms designed for cosmological studies. CAMELS-ASTRID employs the galaxy formation model following the ASTRID simulation and contains 2,124 hydrodynamic simulation runs that vary 3 cosmological parameters ($Ω_m$, $σ_8$, $Ω_b$) and 4 parameters controlling stellar and AGN feedback. Compared to the existing TNG and SIMBA simulation suites in CAMELS, the fiducial model of ASTRID features the mildest AGN feedback and predicts the least baryonic effect on the matter power spectrum. The training set of ASTRID covers a broader variation in the galaxy populations and the baryonic impact on the matter power spectrum compared to its TNG and SIMBA counterparts, which can make machine-learning models trained on the ASTRID suite exhibit better extrapolation performance when tested on other hydrodynamic simulation sets. We also introduce extension simulation sets in CAMELS that widely explore 28 parameters in the TNG and SIMBA models, demonstrating the enormity of the overall galaxy formation model parameter space and the complex non-linear interplay between cosmology and astrophysical processes. With the new simulation suites, we show that building robust machine-learning models favors training and testing on the largest possible diversity of galaxy formation models. We also demonstrate that it is possible to train accurate neural networks to infer cosmological parameters using the high-dimensional TNG-SB28 simulation set.

Xiaowen Zhang, Zhenyu Bi, Patrick Lachance et al.

As cosmological simulations and their associated software become increasingly complex, physicists face the challenge of searching through vast amounts of literature and user manuals to extract simulation parameters from dense academic papers, each using different models and formats. Translating these parameters into executable scripts remains a time-consuming and error-prone process. To improve efficiency in physics research and accelerate the cosmological simulation process, we introduce SimAgents, a multi-agent system designed to automate both parameter configuration from the literature and preliminary analysis for cosmology research. SimAgents is powered by specialized LLM agents capable of physics reasoning, simulation software validation, and tool execution. These agents collaborate through structured communication, ensuring that extracted parameters are physically meaningful, internally consistent, and software-compliant. We also construct a cosmological parameter extraction evaluation dataset by collecting over 40 simulations in published papers from Arxiv and leading journals that cover diverse simulation types. Experiments on the dataset demonstrate a strong performance of SimAgents, highlighting its effectiveness and potential to accelerate scientific research for physicists. Our demonstration video is available at: https://youtu.be/w1zLpm_CaWA. The complete system and dataset are publicly available at https://github.com/xwzhang98/SimAgents.

Ryan Samson, Adrian Banner, Luca Candelori et al.

We introduce a novel proxy for firm linkages, Characteristic Vector Linkages (CVLs). We use this concept to estimate firm linkages, first through Euclidean similarity, and then by applying Quantum Cognition Machine Learning (QCML) to similarity learning. We demonstrate that both methods can be used to construct profitable momentum spillover trading strategies, but QCML similarity outperforms the simpler Euclidean similarity.

Yueying Ni, Yin Li, Patrick Lachance et al.

In this work, we expand and test the capabilities of our recently developed super-resolution (SR) model to generate high-resolution (HR) realizations of the full phase-space matter distribution, including both displacement and velocity, from computationally cheap low-resolution (LR) cosmological N-body simulations. The SR model enhances the simulation resolution by generating 512 times more tracer particles, extending into the deeply non-linear regime where complex structure formation processes take place. We validate the SR model by deploying the model in 10 test simulations of box size 100 Mpc/h, and examine the matter power spectra, bispectra and 2D power spectra in redshift space. We find the generated SR field matches the true HR result at percent level down to scales of k ~ 10 h/Mpc. We also identify and inspect dark matter halos and their substructures. Our SR model generate visually authentic small-scale structures, that cannot be resolved by the LR input, and are in good statistical agreement with the real HR results. The SR model performs satisfactorily on the halo occupation distribution, halo correlations in both real and redshift space, and the pairwise velocity distribution, matching the HR results with comparable scatter, thus demonstrating its potential in making mock halo catalogs. The SR technique can be a powerful and promising tool for modelling small-scale galaxy formation physics in large cosmological volumes.

Yin Li, Yueying Ni, Rupert A. C. Croft et al.

Cosmological simulations of galaxy formation are limited by finite computational resources. We draw from the ongoing rapid advances in Artificial Intelligence (specifically Deep Learning) to address this problem. Neural networks have been developed to learn from high-resolution (HR) image data, and then make accurate super-resolution (SR) versions of different low-resolution (LR) images. We apply such techniques to LR cosmological N-body simulations, generating SR versions. Specifically, we are able to enhance the simulation resolution by generating 512 times more particles and predicting their displacements from the initial positions. Therefore our results can be viewed as new simulation realizations themselves rather than projections, e.g., to their density fields. Furthermore, the generation process is stochastic, enabling us to sample the small-scale modes conditioning on the large-scale environment. Our model learns from only 16 pairs of small-volume LR-HR simulations, and is then able to generate SR simulations that successfully reproduce the HR matter power spectrum to percent level up to $16\,h^{-1}\mathrm{Mpc}$, and the HR halo mass function to within $10 \%$ down to $10^{11} \, M_\odot$. We successfully deploy the model in a box 1000 times larger than the training simulation box, showing that high-resolution mock surveys can be generated rapidly. We conclude that AI assistance has the potential to revolutionize modeling of small-scale galaxy formation physics in large cosmological volumes.

Giuseppe Brandi, T. Di Matteo

Multilayer networks proved to be suitable in extracting and providing dependency information of different complex systems. The construction of these networks is difficult and is mostly done with a static approach, neglecting time delayed interdependences. Tensors are objects that naturally represent multilayer networks and in this paper, we propose a new methodology based on Tucker tensor autoregression in order to build a multilayer network directly from data. This methodology captures within and between connections across layers and makes use of a filtering procedure to extract relevant information and improve visualization. We show the application of this methodology to different stationary fractionally differenced financial data. We argue that our result is useful to understand the dependencies across three different aspects of financial risk, namely market risk, liquidity risk, and volatility risk. Indeed, we show how the resulting visualization is a useful tool for risk managers depicting dependency asymmetries between different risk factors and accounting for delayed cross dependencies. The constructed multilayer network shows a strong interconnection between the volumes and prices layers across all the stocks considered while a lower number of interconnections between the uncertainty measures is identified.

Giuseppe Brandi, T. Di Matteo

The analysis of multidimensional data is becoming a more and more relevant topic in statistical and machine learning research. Given their complexity, such data objects are usually reshaped into matrices or vectors and then analysed. However, this methodology presents several drawbacks. First of all, it destroys the intrinsic interconnections among datapoints in the multidimensional space and, secondly, the number of parameters to be estimated in a model increases exponentially. We develop a model that overcomes such drawbacks. In particular, in this paper, we propose a parsimonious tensor regression model that retains the intrinsic multidimensional structure of the dataset. Tucker structure is employed to achieve parsimony and a shrinkage penalization is introduced to deal with over-fitting and collinearity. To estimate the model parameters, an Alternating Least Squares algorithm is developed. In order to validate the model performance and robustness, a simulation exercise is produced. Moreover, we perform an empirical analysis that highlight the forecasting power of the model with respect to benchmark models. This is achieved by implementing an autoregressive specification on the Foursquares spatio-temporal dataset together with a macroeconomic panel dataset. Overall, the proposed model is able to outperform benchmark models present in the forecasting literature.

Giuseppe Pappalardo, T. Di Matteo, Guido Caldarelli et al.

We investigate Bitcoin network monitoring the dynamics of blocks and transactions. We unveil that 43\% of the transactions are still not included in the Blockchain after 1h from the first time they were seen in the network and 20\% of the transactions are still not included in the Blockchain after 30 days, revealing therefore great inefficiency in the Bitcoin system. However, we observe that most of these `forgotten' transactions have low values and in terms of transferred value the system is less inefficient with 93\% of the transactions value being included into the Blockchain within 3h. The fact that a sizeable fraction of transactions is not processed timely casts serious doubts on the usability of the Bitcoin Blockchain for reliable time-stamping purposes and calls for a debate about the right systems of incentives which a peer-to-peer unintermediated system should introduce to promote efficient transaction recording.

Wolfram Barfuss, Guido Previde Massara, T. Di Matteo et al.

We introduce a methodology to construct parsimonious probabilistic models. This method makes use of Information Filtering Networks to produce a robust estimate of the global sparse inverse covariance from a simple sum of local inverse covariances computed on small sub-parts of the network. Being based on local and low-dimensional inversions, this method is computationally very efficient and statistically robust even for the estimation of inverse covariance of high-dimensional, noisy and short time-series. Applied to financial data our method results computationally more efficient than state-of-the-art methodologies such as Glasso producing, in a fraction of the computation time, models that can have equivalent or better performances but with a sparser inference structure. We also discuss performances with sparse factor models where we notice that relative performances decrease with the number of factors. The local nature of this approach allows us to perform computations in parallel and provides a tool for dynamical adaptation by partial updating when the properties of some variables change without the need of recomputing the whole model. This makes this approach particularly suitable to handle big datasets with large numbers of variables. Examples of practical application for forecasting, stress testing and risk allocation in financial systems are also provided.

Guido Previde Massara, T. Di Matteo, Tomaso Aste

We propose a network-filtering method, the Triangulated Maximally Filtered Graph (TMFG), that provides an approximate solution to the Weighted Maximal Planar Graph problem. The underlying idea of TMFG consists in building a triangulation that maximizes a score function associated with the amount of information retained by the network. TMFG uses as weights any arbitrary similarity measure to arrange data into a meaningful network structure that can be used for clustering, community detection and modeling. The method is fast, adaptable and scalable to very large datasets, it allows online updating and learning as new data can be inserted and deleted with combinations of local and non-local moves. TMFG permits readjustments of the network in consequence of changes in the strength of the similarity measure. The method is based on local topological moves and can therefore take advantage of parallel and GPUs computing. We discuss how this network-filtering method can be used intuitively and efficiently for big data studies and its significance from an information-theoretic perspective.