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arXiv research

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.

168,695 papers · 148 categories

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131262392523 · Jun 202019922001200920172026
48 results for drag force prediction

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…

2018-08-26abs ↗pdf ↗

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…

2019-06-19abs ↗pdf ↗

Leveraged ETFs can outperform their targets in certain market conditions, contrary to the volatility drag hypothesis.

problem The long-term performance decay of leveraged ETFs due to volatility drag.
method Unified framework incorporating AR(1) and AR-GARCH models, continuous-time regime switching, and flexible rebalancing frequencies.
result Return dynamics, including return autocorrelation, volatility clustering, and regime persistence, determine LETF performance.

DRAG decreases regularization to accelerate semi-discrete OT convergence.

problem Mitigating bias in semi-discrete OT problems with entropic regularization.
method DRAG: Decreasing Regularization Averaged Gradient, a stochastic gradient descent algorithm.
result DRAG achieves unbiased O(1/t)\mathcal{O}(1/t) sample and iteration complexity for OT cost and potential estimation, and O(1/t)\mathcal{O}(1/\sqrt{t}) rate for OT map.

Machine learning improves aircraft performance prediction by analyzing flight data.

problem Limited aircraft performance models based on industry-wide guidelines.
method Use machine learning on flight data to estimate drag and lift coefficients.
result Excellent accuracy in real-life data, supporting aerodynamics principles.

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…

2014-09-04abs ↗pdf ↗

Proposes linking energy and force uncertainty in deep learning potentials.

problem Uncertainty in predicted energies and forces in machine learning models.
method Introduces a spatially correlated noise process to link energy and force uncertainty.
result Demonstrates the approach on molecular datasets, linking energy and force uncertainties.

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.…

2017-04-13abs ↗pdf ↗

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…

2007-10-09abs ↗pdf ↗

Deep learning predicts adhesive forces in soft viscoelastic contacts quickly and accurately.

problem Predicting the full time-resolved force trajectory of adhesive soft viscoelastic contacts is computationally expensive and impractical.
method Trained a deep learning model to predict the full force evolution from a prescribed displacement history, using FMS representation and various architectures.
result Best-performing model predicts complete force trajectory with low error metrics and fast inference time.

Framework predicts responses in misspecified systems using GPLFM and BNNs.

problem Predicting responses in dynamical systems with model misspecification.
method Integrates GPLFM and BNNs for uncertainty-aware inference and prediction.
result Systematic propagation of uncertainty from diagnosis to prediction.

Proposes a new model to price options considering market forces beyond Black-Scholes.

problem Tackles the limitations of the Black-Scholes model in capturing unexpected market behaviors.
method Uses the analogy between quantum harmonic oscillator and financial market dynamics to propose a new market force-driven model.
result Shows how various market forces can be incorporated to modify option pricing, providing practical applications.

Robot-assisted dressing offers an opportunity to benefit the lives of many people with disabilities, such as some older adults. However, robots currently lack common sense about the physical implications of their actions on people. The physical implications of dressing are complicated by non-rigid garments, which can r…

2017-09-27abs ↗pdf ↗

New framework embeds physics in coarse-grained models without big data.

problem Lack of big data and computational demand in data-driven coarse-graining.
method Proposes a novel objective based on reverse Kullback-Leibler divergence that incorporates physics in the form of force fields.
result Generative coarse-grained model predicts atomistic configurations and reveals physicochemical CVs.

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…

2016-10-27abs ↗pdf ↗

An empirical model is presented linking inflation and unemployment rate to the change in the level of labour force in Switzerland. The involved variables are found to be cointegrated and we estimate lagged linear deterministic relationships using the method of cumulative curves, a simplified version of the 1D Boundary …

2011-02-26abs ↗pdf ↗

Bayesian framework predicts aerodynamic uncertainty from sparse measurements.

problem Calibrating aerodynamic models with sparse and uncertain measurements.
method Bayesian latent Gaussian process for surrogate model calibration.
result Calibrated surrogate model accurately predicts aerodynamic uncertainty.

Labor productivity in developed countries is analyzed and modeled. Modeling is based on our previous finding that the rate of labor force participation is a unique function of GDP per capita. Therefore, labor productivity is fully determined by the rate of economic growth, and thus, is a secondary economic variable. In…

2008-11-13abs ↗pdf ↗

Neural network models colloidal particle dynamics in non-equilibrium systems.

problem Analyzing non-equilibrium dynamics of many-body colloidal systems.
method Combining power functional theory and machine learning, training a neural network to predict internal force fields.
result The neural network accurately predicts dynamics in non-equilibrium systems, in good agreement with simulations.

In a three-dimensional Riemannian manifold M that admits a unit Killing vector field ξξ, we regard ξξ as a magnetic vector field. A magnetic Hopf surface is a surface obtained by Lie dragging the magnetic curve with ξξ. Then we characterize Sasakian structure on M from magnetic Hopf surfaces. That is, we show that i…

2019-11-30abs ↗pdf ↗

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 …

2013-10-23abs ↗pdf ↗

Optimizes neural network for aerodynamic predictions with Bayesian Optimization.

problem Building efficient and accurate predictive models for aerodynamic performance.
method Bayesian Optimization for hyper-parameter tuning of a lightweight neural network.
result Significant improvement in accuracy (MAPE drops from 0.1433% to 0.0163%) and efficiency.

We propose a novel method that makes use of deep neural networks and gradient decent to perform automated design on complex real world engineering tasks. Our approach works by training a neural network to mimic the fitness function of a design optimization task and then, using the differential nature of the neural netw…

2017-10-27abs ↗pdf ↗

ITF improves DSR but inflates curvature, while marginal likelihood reduces it, affecting QoIs.

problem Curvature mismatch between teacher forcing and marginal likelihood in chaotic dynamical systems.
method Comparing objective-induced curvatures of ITF and marginal likelihood in a probabilistic switching augmentation of AL-RNNs.
result Curvature inflation by ITF and reduction by marginal likelihood affect dynamical quantities of interest.

BoostMD accelerates molecular dynamics simulations by 8x with ML force fields.

problem Long inference times of ML force fields limit practical use in molecular dynamics.
method BoostMD uses previous time-step features to predict energies and forces, reducing complexity and computational cost.
result BoostMD achieves an 8-fold speedup and accurately samples the Boltzmann distribution.

Neural networks predict flow and elastic stresses in viscoelastic turbulence.

problem Predicting flow and elastic stresses in viscoelastic turbulent flows using limited experimental data.
method Convolutional neural networks trained on wall-normal velocity and pressure data.
result Neural networks accurately predict flow and elastic stresses, especially during low-drag events.

Robustly detects and attributes climate change impacts under interventions.

problem Detect and attribute climate change impacts from observations robustly.
method Supervised learning with anchor regression for robust predictions under interventions.
result CO2 forcing can be robustly predicted from temperature patterns under strong solar forcing interventions.

AniDS improves molecular force field modeling by learning anisotropic noise.

problem Molecular force field modeling suffers from oversimplified assumptions about atomic motions.
method AniDS introduces anisotropic noise generation for better modeling of directional and structural variability.
result AniDS outperforms existing methods on benchmarks, achieving significant improvements in force prediction accuracy.

Anti-Distillation improves reproducibility of deep networks by making ensemble predictions more diverse.

problem Deep networks are prone to high prediction differences, making them less reproducible.
method Anti-Distillation uses ensembles to force predictions to be more different and diverse.
result Anti-Distillation reduces prediction differences by making ensemble predictions more diverse.

New approach uses interpolation models and error bounds for verifiable scientific machine learning.

problem Challenges in verifying and validating modern scientific machine learning workflows.
method Combines multiple standard interpolation techniques with error bounds for efficient computation and comparative performance analysis.
result Error bounds for interpolation techniques can be computed or estimated efficiently, aiding in validation goals.

Study reveals hidden infections and infection dynamics from early data.

problem Understanding early infection dynamics and hidden infections in COVID-19.
method Data-driven machine learning analysis focusing on infection counts over time.
result Significant asymptomatic infections, 10-day lag, and strong infectious force.