A Hamiltonian driven Geometric Construction of Neural Networks via the Lognormal family, Application to Financial Fraud Detection and to Network Security

We presents a method for constructing neural networks intrinsically on statistical manifolds via the lognormal distribution. We demonstrate this approach by formulating a neural network architecture directly on statistical manifold. The construction is driven by the Hamiltonian system that is equivalent to the gradient flow on this manifold. We define the network's input values using the coordinate system of this Hamiltonian dynamics, naturally embedded in the Poincar\acute{e} disk. The core of our contribution lies in the derivation of the network's components from geometric principles: the rotation component of the synaptic weight matrix is determined by the Lie group action of SU(1,1) on the disk, while the activation function emerges from the symplectic structure of the system. We subsequently obtain the complete weight matrix, including its translation vector, and the resulting output values.