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.
Study develops a data-based model for in-cylinder pressure and cyclic variations in RCCI engines.
An innovative method optimizes engine calibration to improve efficiency and reduce emissions.
MPC outperforms reactive budgeting in non-stationary return environments.
Pronounced variability due to the growth of renewable energy sources, flexible loads, and distributed generation is challenging residential distribution systems. This context, motivates well fast, efficient, and robust reactive power control. Real-time optimal reactive power control is possible in theory by solving a n…
Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes, two policies: a fast, reactive policy (e.g., a deep neural network) deployed at t…
A new framework uses stochastic optimal control to estimate rare events more accurately.
Paper proposes model to assess financial risk of grid-ignited wildfires.
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…
Digital technologies ignited a revolution in the agrifood domain known as precision agriculture: a main question for enabling precision agriculture at scale is if accurate product quality control can be made available at minimal cost, leveraging existing technologies and agronomists' skills. As a contribution along thi…
Examines financial risks' impact on EU-15 economic growth.
Dynamic model pruning improves performance on deep neural networks without retraining.
In this paper a neural network heuristic dynamic programing (HDP) is used for optimal control of the virtual inertia based control of grid connected three phase inverters. It is shown that the conventional virtual inertia controllers are not suited for non inductive grids. A neural network based controller is proposed …
AIF improves physical AI agents' performance in dynamic environments.
A major challenge in cognitive science and AI has been to understand how autonomous agents might acquire and predict behavioral and mental states of other agents in the course of complex social interactions. How does such an agent model the goals, beliefs, and actions of other agents it interacts with? What are the com…
Improved queue-reactive model considers order sizes for better market simulation.
A new algorithm improves efficiency and robustness of heuristic optimization in simulation-based problems.
Distribution grids are currently challenged by frequent voltage excursions induced by intermittent solar generation. Smart inverters have been advocated as a fast-responding means to regulate voltage and minimize ohmic losses. Since optimal inverter coordination may be computationally challenging and preset local contr…
Paper proposes SCALLION and SCAFCOM for compressed FL with reduced communication.
We introduce Recurrent Predictive State Policy (RPSP) networks, a recurrent architecture that brings insights from predictive state representations to reinforcement learning in partially observable environments. Predictive state policy networks consist of a recursive filter, which keeps track of a belief about the stat…
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…
Enhances queue-reactive model for realistic limit order book simulation.
We present a new volatility model, simple to implement, that includes a leverage effect whose return-volatility correlation function fits to empirical observations. This model is able to capture both the "retarded effect" induced by the specific risk, and the "panic effect", which occurs whenever systematic risk become…
Analysis of reactive-diffusion simulations requires a large number of independent model runs. For each high-fidelity simulation, inputs are varied and the predicted mixing behavior is represented by changes in species concentration. It is then required to discern how the model inputs impact the mixing process. This tas…
We present a reactive beta model that includes the leverage effect to allow hedge fund managers to target a near-zero beta for market neutral strategies. For this purpose, we derive a metric of correlation with leverage effect to identify the relation between the market beta and volatility changes. An empirical test ba…
We consider a simple stochastic differential equation for modeling bubbles in social context. A prime example is bubbles in asset pricing, but similar mechanisms may control a range of social phenomena driven by psychological factors (for example, popularity of rock groups, or a number of students pursuing a given majo…
Unified model for market dynamics, linking price and order flow.
Plan2Vec learns image representations without labels, improving control tasks.
EControl improves fast distributed optimization with compression and error control.
Machine learning models accurately predict the state and dynamics of reactive mixing.
Traditional energy-based learning models associate a single energy metric to each configuration of variables involved in the underlying optimization process. Such models associate the lowest energy state to the optimal configuration of variables under consideration, and are thus inherently dissipative. In this paper we…
A new method enhances signal recovery with FDR control.
New theory controls compression change probability without prior knowledge.
Algorithm improves reinforcement learning policies using offline data.
What is the role of real-time control and learning in the formation of social conventions? To answer this question, we propose a computational model that matches human behavioral data in a social decision-making game that was analyzed both in discrete-time and continuous-time setups. Furthermore, unlike previous approa…
Optimal Volt/VAR control rules are designed using deep neural networks.
We describe a general framework -- compressive statistical learning -- for resource-efficient large-scale learning: the training collection is compressed in one pass into a low-dimensional sketch (a vector of random empirical generalized moments) that captures the information relevant to the considered learning task. A…
GeoIB uses information geometry to control compression in deep learning models.
This paper connects Wasserstein distances to MMD norms for compressive statistical learning.
Efficiently compress pretrained models using RSI for improved predictive accuracy.
Recurrent Neural Networks (RNN) can be difficult to deploy on resource constrained devices due to their size.As a result, there is a need for compression techniques that can significantly compress RNNs without negatively impacting task accuracy. This paper introduces a method to compress RNNs for resource constrained e…
Paper improves volatility estimation using a Queue-Reactive model.
Compression techniques for deep neural network models are becoming very important for the efficient execution of high-performance deep learning systems on edge-computing devices. The concept of model compression is also important for analyzing the generalization error of deep learning, known as the compression-based er…
RL optimizes meta-order execution by adapting to market conditions.
Theoretical framework for neural network compression using sparsity norms.
CoDeQ simplifies joint model compression by integrating pruning and quantization.
Turbo-DDCM speeds up zero-shot image compression.
Performing signal processing tasks on compressive measurements of data has received great attention in recent years. In this paper, we extend previous work on compressive dictionary learning by showing that more general random projections may be used, including sparse ones. More precisely, we examine compressive K-mean…
The hybrid clustering-classification neural network is proposed. This network allows increasing a quality of information processing under the condition of overlapping classes due to the rational choice of a learning rate parameter and introducing a special procedure of fuzzy reasoning in the clustering process, which o…