Kaiwei Liu

h-index11
2papers
430citations

2 Papers

4.3SOC-PHAug 19, 2023
Finding emergence in data by maximizing effective information

Mingzhe Yang, Zhipeng Wang, Kaiwei Liu et al.

Quantifying emergence and modeling emergent dynamics in a data-driven manner for complex dynamical systems is challenging due to the lack of direct observations at the micro-level. Thus, it's crucial to develop a framework to identify emergent phenomena and capture emergent dynamics at the macro-level using available data. Inspired by the theory of causal emergence (CE), this paper introduces a machine learning framework to learn macro-dynamics in an emergent latent space and quantify the degree of CE. The framework maximizes effective information, resulting in a macro-dynamics model with enhanced causal effects. Experimental results on simulated and real data demonstrate the effectiveness of the proposed framework. It quantifies degrees of CE effectively under various conditions and reveals distinct influences of different noise types. It can learn a one-dimensional coarse-grained macro-state from fMRI data, to represent complex neural activities during movie clip viewing. Furthermore, improved generalization to different test environments is observed across all simulation data.

2.3CEOct 23, 2024
Predicting Company Growth by Econophysics informed Machine Learning

Ruyi Tao, Kaiwei Liu, Xu Jing et al.

Predicting company growth is crucial for strategic adjustment, operational decision-making, risk assessment, and loan eligibility reviews. Traditional models for company growth often focus too much on theory, overlooking practical forecasting, or they rely solely on time series forecasting techniques, ignoring interpretability and the inherent mechanisms of company growth. In this paper, we propose a machine learning-based prediction framework that incorporates an econophysics model for company growth. Our model captures both the intrinsic growth mechanisms of companies led by scaling laws and the fluctuations influenced by random factors and individual decisions, demonstrating superior predictive performance compared with methods that use time series techniques alone. Its advantages are more pronounced in long-range prediction tasks. By explicitly modeling the baseline growth and volatility components, our model is more interpretable.