A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
MetaDVFS uses device and application metadata to improve DVFS efficiency.
Motivated by the need for accurate frequency information, a novel algorithm for estimating the fundamental frequency and its rate of change in three-phase power systems is developed. This is achieved through two stages of Kalman filtering. In the first stage a quaternion extended Kalman filter, which provides a unified…
The paper uses Frenet frame to unify electrical and geometric quantities.
Paper shows geometric frequency and Lagrange derivative equivalence for electric and fluid systems.
Optimal Volt/VAR control rules designed using deep learning.
New formula for instantaneous frequency in unbalanced systems.
This paper uses deep reinforcement learning to automate electric transmission voltage control.
Neural HMM with AGA captures multi-scale dynamics in financial markets.
Paper revisits five IF paradoxes using differential geometry.
Wavelet analysis reveals non-linear dynamics in cryptocurrency prices.
Latent variable models have been widely applied for the analysis of time series resulting from experimental neuroscience techniques. In these datasets, observations are relatively smooth and possibly nonlinear. We present Variational Inference for Nonlinear Dynamics (VIND), a variational inference framework that is abl…
Muon outperforms GD in associative memory learning by balancing frequency components.
For the first time, we apply the wavelet coherence methodology on biofuels (ethanol and biodiesel) and a wide range of related commodities (gasoline, diesel, crude oil, corn, wheat, soybeans, sugarcane and rapeseed oil). This way, we are able to investigate dynamics of correlations in time and across scales (frequencie…
The increasing quantity of PV generation connected to distribution networks is creating challenges in maintaining and controlling voltages in those distribution networks. Determining the maximum hosting capacity for new PV installations based on the historical data is an essential task for distribution networks. Analyz…
To overcome the energy and bandwidth limitations of traditional IoT systems, edge computing or information extraction at the sensor node has become popular. However, now it is important to create very low energy information extraction or pattern recognition systems. In this paper, we present an approximate computing me…
Improved recurrent neural networks learn long-term dependencies through multi-scale memory.
The dynamics of minority games with agents trading on different time scales is studied via dynamical mean-field theory. We analyze the case where the agents' decision-making process is deterministic and its stochastic generalization with finite heterogeneous learning rates. In each case, we characterize the macroscopic…
We show that recent stock market fluctuations are characterized by the cumulative distributions whose tails on short, minute time scales exhibit power scaling with the scaling index alpha > 3 and this index tends to increase quickly with decreasing sampling frequency. Our study is based on high-frequency recordings of …
This paper reviews low voltage load forecasting methods and applications.
Optimal Volt/VAR control rules are designed using deep neural networks.
Study confirms complex crypto market dynamics via non-linear potentials.
The occurrence of aftershocks following a major financial crash manifests the critical dynamical response of financial markets. Aftershocks put additional stress on markets, with conceivable dramatic consequences. Such a phenomenon has been shown to be common to most financial assets, both at high and low frequency. It…
We present a novel high frequency residual learning framework, which leads to a highly efficient multi-scale network (MSNet) architecture for mobile and embedded vision problems. The architecture utilizes two networks: a low resolution network to efficiently approximate low frequency components and a high resolution ne…
New method identifies distribution grid outages using smart meter data.
Three methods for tuning HMC diagonal scale matrices compared.
We present a machine learning approach to the solution of chance constrained optimizations in the context of voltage regulation problems in power system operation. The novelty of our approach resides in approximating the feasible region of uncertainty with an ellipsoid. We formulate this problem using a learning model …
This paper improves traditional Markowitz optimization by considering variance at multiple time scales.
MDS selects assets by combining daily returns and intraday risk curves, improving portfolio performance.
Motivated by advantages of current-mode design, this brief contribution explores the implementation of weight matrices in neuromemristive systems via current-mode memristor crossbar circuits. After deriving theoretical results for the range and distribution of weights in the current-mode design, it is shown that any we…
Graph neural network improves SOH estimation of lithium-ion batteries.
Neural network predicts electrochemical cell faults with 53% less error.
High-frequency trading strategy boosts battery storage profits.
Gaussian belief propagation (BP) has been widely used for distributed inference in large-scale networks such as the smart grid, sensor networks, and social networks, where local measurements/observations are scattered over a wide geographical area. One particular case is when two neighboring agents share a common obser…
Extracts causal brain dynamics across multiple scales.
For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored, allowing us to separate each signal into a component attributed to the external drivi…
Mechanistic models of single-neuron dynamics have been extensively studied in computational neuroscience. However, identifying which models can quantitatively reproduce empirically measured data has been challenging. We propose to overcome this limitation by using likelihood-free inference approaches (also known as App…
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over a short term hedging horizon can be scaled and successfully applied to longer term horizons. We als…
Paper develops models for better HFT and algorithmic trading.
The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different timescales and then explore the eigenvalue spectrum over sliding …
Paper revises power theory using classical mechanics concepts.
Paper uses TCN with attention to predict UHF stock price changes.
Optimizes natural frequencies of cellular composites with various microstructures.
Two models predict similar high-frequency price dynamics but differ in low-frequency impact strength.
Electronic power inverters are capable of quickly delivering reactive power to maintain customer voltages within operating tolerances and to reduce system losses in distribution grids. This paper proposes a systematic and data-driven approach to determine reactive power inverter output as a function of local measuremen…
Contemporary power grids are being challenged by rapid voltage fluctuations that are caused by large-scale deployment of renewable generation, electric vehicles, and demand response programs. In this context, monitoring the grid's operating conditions in real time becomes increasingly critical. With the emergent large …
Voltage control plays an important role in the operation of electricity distribution networks, especially with high penetration of distributed energy resources. These resources introduce significant and fast varying uncertainties. In this paper, we focus on reactive power compensation to control voltage in the presence…
Bayesian method improves grid admittance matrix estimation from noisy data.
We explore a simple lattice field model intended to describe statistical properties of high frequency financial markets. The model is relevant in the cross-disciplinary area of econophysics. Its signature feature is the emergence of a self-organized critical state. This implies scale invariance of the model, without tu…