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.
PhyDNN uses physics knowledge to improve drag force prediction models.
Simulation of high-speed train aerodynamics using RANS and machine learning.
Vortex induced vibrations of bluff bodies occur when the vortex shedding frequency is close to the natural frequency of the structure. Of interest is the prediction of the lift and drag forces on the structure given some limited and scattered information on the velocity field. This is an inverse problem that is not str…
Optimizes UUV hull design with a two-orders-of-magnitude speedup.
Machine learning (ML) and artificial intelligence (AI) algorithms are now being used to automate the discovery of physics principles and governing equations from measurement data alone. However, positing a universal physical law from data is challenging without simultaneously proposing an accompanying discrepancy model…
Leveraged ETFs can outperform their targets in certain market conditions, contrary to the volatility drag hypothesis.
DRAG decreases regularization to accelerate semi-discrete OT convergence.
The study characterizes Sasakian manifolds from magnetic Hopf surfaces.
A spring-block chain placed on a running conveyor belt is considered for modeling stylized facts observed in the dynamics of stock indexes. Individual stocks are modeled by the blocks, while the stock-stock correlations are introduced via simple elastic forces acting in the springs. The dragging effect of the moving be…
Domain adaptation is transfer learning which aims to generalize a learning model across training and testing data with different distributions. Most previous research tackle this problem in seeking a shared feature representation between source and target domains while reducing the mismatch of their data distributions.…
We explore the problem of learning to decompose spatial tasks into segments, as exemplified by the problem of a painting robot covering a large object. Inspired by the ability of classical decision tree algorithms to construct structured partitions of their input spaces, we formulate the problem of decomposing objects …
We present hidden fluid mechanics (HFM), a physics informed deep learning framework capable of encoding an important class of physical laws governing fluid motions, namely the Navier-Stokes equations. In particular, we seek to leverage the underlying conservation laws (i.e., for mass, momentum, and energy) to infer hid…
Machine learning improves aircraft performance prediction by analyzing flight data.
This paper identifies a negative profit effect in limit order fills.
New friction model for geometric locomotion systems.
We present a new approach for matching regular surfaces in a Riemannian setting. We use a Sobolev type metric on deformation vector fields which form the tangent bundle to the space of surfaces. In this article we compare our approach with the diffeomorphic matching framework. In the latter approach a deformation is pr…
New method uses normalizing flows to improve force fields for coarse-grained molecular dynamics.
We construct the first combinatorial 1-cocycle with values in the -module of isotopy classes of singular long knots in 3-space with a signed planar double point, and which represents a non trivial cohomology class in the topological moduli space of long knots. It can be interpreted as an invaria…
New algorithm efficiently trains machine learning models to atomic forces data.
The paper integrates dissipative and curl forces using geometric methods.
Risk-only investment strategies have been growing in popularity as traditional in- vestment strategies have fallen short of return targets over the last decade. However, risk-based investors should be aware of four things. First, theoretical considerations and empirical studies show that apparently dictinct risk-based …
Improved CG force-field learning from all-atom data.
Paper introduces a PDE-free method for decomposing forces in any dimension.
Proposes linking energy and force uncertainty in deep learning potentials.
We consider a generalization of the notion of a natural mechanical system to the case of additional forces of gyroscopic type. Such forces appear, for example, as a result of global reduction of a natural system with symmetry. We study symmetries in the systems with gyroscopic forces to find out when these systems admi…
ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.
The paper analyzes errors in mechanical systems with external forces.
Study curve flows with global forcing terms using a distance comparison principle.
We show how bad and good volatility propagate through forex markets, i.e., we provide evidence for asymmetric volatility connectedness on forex markets. Using high-frequency, intra-day data of the most actively traded currencies over 2007 - 2015 we document the dominating asymmetries in spillovers that are due to bad r…
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian…
This work discusses a closed-loop control strategy for complex systems utilizing scarce and streaming data. A discrete embedding space is first built using hash functions applied to the sensor measurements from which a Markov process model is derived, approximating the complex system's dynamics. A control strategy is t…
In this paper we provide a variational derivation of the Euler-Poincaré equations for systems subjected to external forces using an adaptation of the techniques introduced by Galley and others. Moreover, we study in detail the underlying geometry which is related to the notion of Poisson groupoid. Finally, we apply the…
An important task in structural design is to quantify the structural performance of an object under the external forces it may experience during its use. The problem proves to be computationally very challenging as the external forces' contact locations and magnitudes may exhibit significant variations. We present an e…
We show that under suitable non-degeneracy conditions, complete gradient flow lines of the scalar curvature functional of a riemannian manifold perturb into eternal forced mean curvature flows with large forcing term.
The paper finds that circles and logarithmic spirals are the only constant-speed ramps for a specific force field.
The Teacher Forcing algorithm trains recurrent networks by supplying observed sequence values as inputs during training and using the network's own one-step-ahead predictions to do multi-step sampling. We introduce the Professor Forcing algorithm, which uses adversarial domain adaptation to encourage the dynamics of th…
Proposes a new model to price options considering market forces beyond Black-Scholes.
Proves uniqueness of blowups for forced mean curvature flow.
The paper simplifies complex mechanical systems with external forces.
New insights into Hessian structure of neural networks reveal two forces.
We apply the potential force estimation method to artificial time series of market price produced by a deterministic dealer model. We find that dealers' feedback of linear prediction of market price based on the latest mean price changes plays the central role in the market's potential force. When markets are dominated…
This work tackles force control for contact-rich manipulation tasks with rigid robots using RL.
In this paper, we consider the mean curvature flow of convex hypersurfaces in Euclidean spaces with a general forcing term. We show that the flow may shrink to a point in finite time if the forcing term is small, or exist for all times and expand to infinity if the forcing term is large enough. The flow can also conver…
Study compares employers with and without anticipating strategic labor force responses.
We are able to derive the equations of motion for forced mechanical systems in a purely variational setting, both in the context of Lagrangian or Hamiltonian mechanics, by duplicating the variables of the system as introduced by Galley [2013], Galley, Tsang, and Stein [2014]. We show that this construction is useful to…
The paper explains emergent phenomena in deep learning using entropic forces.
In this paper we study the blow up sequence of mean curvature flow of surfaces in with additional forces. We prove that the blow up limit of a mean curvature flow of smoothly embedded surfaces with additional forces with finite entropy is a smoothly embedded self-shrinker.
Latent force models (LFM) are principled approaches to incorporating solutions to differential equations within non-parametric inference methods. Unfortunately, the development and application of LFMs can be inhibited by their computational cost, especially when closed-form solutions for the LFM are unavailable, as is …