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+ ---
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+ language:
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+ - en
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+ ---
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+ Chaos Classifier: Logistic Map Regime Detection via 1D CNN
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+ This model classifies time series sequences generated by the logistic map into one of three dynamical regimes:
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+
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+ 0 β†’ Stable (converges to a fixed point)
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+ 1 β†’ Periodic (oscillates between repeating values)
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+ 2 β†’ Chaotic (irregular, non-repeating behavior)
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+ The goal is to simulate financial market regimes using a controlled chaotic system and train a model to learn phase transitions directly from raw sequences.
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+
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+ Motivation
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+ Financial systems often exhibit regime shifts: stable growth, cyclical trends, and chaotic crashes.
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+ This model uses the logistic map as a proxy to simulate such transitions and demonstrates how a neural network can classify them.
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+
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+ Data Generation
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+ Sequences are generated from the logistic map equation:
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+
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+ [ x_{n+1} = r \cdot x_n \cdot (1 - x_n) ]
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+
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+ Where:
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+
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+ xβ‚€ ∈ (0.1, 0.9) is the initial condition
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+ r ∈ [2.5, 4.0] controls behavior
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+ Label assignment:
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+
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+ r < 3.0 β†’ Stable (label = 0)
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+ 3.0 ≀ r < 3.57 β†’ Periodic (label = 1)
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+ r β‰₯ 3.57 β†’ Chaotic (label = 2)
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+ Model Architecture
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+ A 1D Convolutional Neural Network (CNN) was used:
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+
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+ Conv1D β†’ BatchNorm β†’ ReLU Γ— 2
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+ GlobalAvgPool1D
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+ Linear β†’ Softmax (via CrossEntropyLoss)
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+ Advantages of 1D CNN:
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+
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+ Captures local temporal patterns
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+ Learns wave shapes and jitters
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+ Parameter-efficient vs. MLP
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+ Performance
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+ Trained on 500 synthetic sequences (length = 100), test accuracy reached:
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+
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+ 98–99% accuracy
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+ Smooth convergence
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+ Robust generalization
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+ Confusion matrix showed near-perfect stability detection and strong chaos/periodic separation
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+ Inference Example
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+ You can generate a prediction by passing an r value:
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+
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+ predict_regime(3.95, model, scaler, device)
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+ # Output: Predicted Regime: Chaotic (Class 2)