13,412 research outputs found

    Discerning Finances Through the Lens of Mission

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    Learning and generation of long-range correlated sequences

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    We study the capability to learn and to generate long-range, power-law correlated sequences by a fully connected asymmetric network. The focus is set on the ability of neural networks to extract statistical features from a sequence. We demonstrate that the average power-law behavior is learnable, namely, the sequence generated by the trained network obeys the same statistical behavior. The interplay between a correlated weight matrix and the sequence generated by such a network is explored. A weight matrix with a power-law correlation function along the vertical direction, gives rise to a sequence with a similar statistical behavior.Comment: 5 pages, 3 figures, accepted for publication in Physical Review

    Optimum Asymptotic Multiuser Efficiency of Pseudo-Orthogonal Randomly Spread CDMA

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    A KK-user pseudo-orthogonal (PO) randomly spread CDMA system, equivalent to transmission over a subset of K′≤KK'\leq K single-user Gaussian channels, is introduced. The high signal-to-noise ratio performance of the PO-CDMA is analyzed by rigorously deriving its asymptotic multiuser efficiency (AME) in the large system limit. Interestingly, the K′K'-optimized PO-CDMA transceiver scheme yields an AME which is practically equal to 1 for system loads smaller than 0.1 and lower bounded by 1/4 for increasing loads. As opposed to the vanishing efficiency of linear multiuser detectors, the derived efficiency is comparable to the ultimate CDMA efficiency achieved for the intractable optimal multiuser detector.Comment: WIC 27th Symposium on Information Theory in the Benelux, 200

    Neural Cryptography

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    Two neural networks which are trained on their mutual output bits show a novel phenomenon: The networks synchronize to a state with identical time dependent weights. It is shown how synchronization by mutual learning can be applied to cryptography: secret key exchange over a public channel.Comment: 9th International Conference on Neural Information Processing, Singapore, Nov. 200

    Robust chaos generation by a perceptron

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    The properties of time series generated by a perceptron with monotonic and non-monotonic transfer function, where the next input vector is determined from past output values, are examined. Analysis of the parameter space reveals the following main finding: a perceptron with a monotonic function can produce fragile chaos only whereas a non-monotonic function can generate robust chaos as well. For non-monotonic functions, the dimension of the attractor can be controlled monotonically by tuning a natural parameter in the model.Comment: 7 pages, 5 figures (reduced quality), accepted for publication in EuroPhysics Letter

    Interacting neural networks and cryptography

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    Two neural networks which are trained on their mutual output bits are analysed using methods of statistical physics. The exact solution of the dynamics of the two weight vectors shows a novel phenomenon: The networks synchronize to a state with identical time dependent weights. Extending the models to multilayer networks with discrete weights, it is shown how synchronization by mutual learning can be applied to secret key exchange over a public channel.Comment: Invited talk for the meeting of the German Physical Societ
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