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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.

168,657 papers · 148 categories

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48 results for engine

This review discusses challenges and solutions for AI in chemical engineering.

problem Challenges in applying classical machine learning to chemical engineering data.
method Identifying four data characteristics and discussing their applications and solutions.
result Current research extends data science and machine learning to handle chemical engineering data challenges.

Paper uses deep reinforcement learning for better control of rocket engines during start-up phases.

problem Lack of optimal control during transient phases of liquid rocket engines.
method Deep reinforcement learning approach for optimal control of a gas-generator engine's continuous start-up phase.
result Deep reinforcement learning controller achieves highest performance and minimal computational effort.

Paper proposes verifier engineering for improving foundation models.

problem Challenges in providing effective supervision signals for foundation models.
method Leverages automated verifiers to perform verification tasks and deliver feedback.
result Verifier engineering can enhance foundation models' capabilities.

New metrics quantify implementation risk in portfolio backtesting, revealing systematic differences in engine implementations.

problem Systematic divergence in backtested portfolio metrics due to differences in engine implementations.
method Formalized implementation risk, proposed four metrics, executed 15 strategies through five engines, analyzed source-code defects.
result Implementation risk introduces measurable ambiguity in performance attribution, but does not alter investment decisions.

This paper presents an engine able to predict jointly the real-time concentration of the main pollutants harming people's health: nitrogen dioxyde (NO2), ozone (O3) and particulate matter (PM2.5 and PM10, which are respectively the particles whose size are below 2.5 um and 10 um). The engine covers a large part of the …

2020-02-14abs ↗pdf ↗

Predicts coherence from quantum heat engine noise using machine learning.

problem Predicting coherence in quantum heat engines from nonequilibrium fluctuations.
method Developed a machine learning protocol using K-Nearest Neighbor (KNN) model.
result Machine learning successfully predicts coherence from quantum heat engine noise.

SAFE automates feature engineering for industrial tasks efficiently and scalably.

problem Efficiency and scalability of automatic feature engineering methods for industrial tasks.
method SAFE (Scalable Automatic Feature Engineering) method, which provides excellent efficiency and scalability.
result SAFE method provides prominent efficiency and competitive effectiveness in industrial tasks.

In recent years several trading platforms appeared which provide a backtest engine to calculate historic performance of self designed trading strategies on underlying candle data. The construction of a correct working backtest engine is, however, a subtle task as shown by Maier-Paape and Platen (cf. arXiv:1412.5558 [q-…

2015-09-28abs ↗pdf ↗

Paper discusses challenges in deploying ML models for structural engineering.

problem Challenges in deploying machine learning models for structural engineering applications.
method Illustrates challenges through two examples, focusing on model overfitting, underspecification, training data representativeness, variable omission bias, and cross-validation.
result Highlights the importance of rigorous model validation techniques.

Factor Engine simplifies financial factor computation and analysis in Python.

problem Efficient computation and analysis of financial factors.
method Modular, extensible Python library with decorators, integrates with data science ecosystem.
result Mispricing factors computed by Factor Engine and Stata implementation are highly similar.

Automation engineering is the task of integrating, via software, various sensors, actuators, and controls for automating a real-world process. Today, automation engineering is supported by a suite of software tools including integrated development environments (IDE), hardware configurators, compilers, and runtimes. The…

2019-09-06abs ↗pdf ↗

The authors seek financial datasets to benchmark feature engineering methods on US market data.

problem Improving predictive models for financial data science competitions.
method Feature engineering methods applied to multivariate time-series data from the US market.
result Predictive power of models tested against Numerai-Signals targets.

This paper introduces Probability Engineering to improve deep learning models.

problem Challenges in traditional probabilistic modeling for AI applications.
method Treats learned probability distributions as engineering artifacts and actively modifies them.
result Improves robustness, efficiency, adaptability, and trustworthiness of deep learning models.

An innovative method optimizes engine calibration to improve efficiency and reduce emissions.

problem Complex engines with many tunable parameters require efficient calibration methods.
method Combines Principal Component Decomposition with constrained Bayesian Optimization to minimize pressure curve deviation.
result Optimal engine calibration found after 64.4s with a 0.017% efficiency gain.

FeatureEnVi aids in feature engineering with visual analytics.

problem Insufficient support for feature engineering in visual analytics tools.
method Stepwise selection and semi-automatic extraction approaches.
result Extracts heavily engineered features evaluated by multiple metrics.

Survey and new results link hydrodynamics, molecular physics, and financial engineering.

problem Understanding financial engineering topics like Asian options and volatility swaps.
method Linking Kevin waves, Klein-Kramers, and Kolmogorov equations to financial models.
result Corrected the original solution of the Kolmogorov equation.

Paper integrates ML with physics models for engineering and environmental challenges.

problem Complex science and engineering problems require new methodologies combining physics-based models and ML.
method Structured overview of integrating physics-based models with ML techniques.
result Taxonomy of existing techniques and potential research gaps identified.

Study defines and optimizes bank reliability using LR and PSO.

problem Lack of reliability concept in financial services.
method Logistic Regression (LR) for initial estimation, Particle Swarm Optimization (PSO) for optimization.
result Optimal financial ratios maximize bank reliability.

New framework for 3D spatial topology enumeration and identification.

problem Efficient navigation through complex engineering system topologies.
method Mathematical spatial graph theory to represent, enumerate, and identify unique topological classes.
result Identification of distinctive 3D topological classes for engineering systems.

SCOPE-FE improves feature engineering efficiency for high-dimensional datasets.

problem Expanding and reducing feature space in tabular learning becomes computationally expensive with increased dimensionality.
method SCOPE-FE controls the search space by regulating operator and feature-pair spaces, using OperatorProbing and FeatureClustering.
result SCOPE-FE reduces feature engineering time while maintaining competitive predictive performance.

Transformer models can approximate smooth functions with prompts, enhancing LLMs' dynamic capabilities.

problem Lack of theoretical framework for prompt engineering in transformer models.
method Formal framework demonstrating transformer models can approximate ββ-times differentiable functions with prompts.
result Transformer models can approximate ββ-times differentiable functions with arbitrary precision using appropriately structured prompts.

We introduce a general procedure called `reverse engineering' that can be used to construct infinite families of smooth 4-manifolds in a given homeomorphism type. As one of the applications of this technique, we produce an infinite family of pairwise nondiffeomorphic 4-manifolds homeomorphic to CP^2#3(-CP^2).

2007-01-29abs ↗pdf ↗

Bayesian inference engines improve density estimation accuracy and scalability.

problem Constructing accurate and scalable probability density functions.
method Bayesian inference engines (no-U-turn sampling and expectation propagation) with binning strategy.
result Density estimates have excellent comparative performance and scale well to large sample sizes.

ABM automates feature engineering and variable selection for loss-based models.

problem Improving model performance through better feature engineering and variable selection.
method ABM uses group and fused lasso regularization to automatically select cutting points and variables.
result ABM integrates feature engineering, variable selection, and model training.

We model GitHub interactions as a temporal knowledge graph for software engineering questions.

problem Insufficient performance of existing temporal models on extrapolated queries and time prediction.
method Introduced an extension to current temporal models using relative temporal information.
result Improved performance on extrapolated queries and time prediction.

Researchers simulate and estimate a market model with a matching engine to understand its impact on order submission and management.

problem The impact of a matching engine on the modeling of order submission and management in financial markets.
method Simulation of a 10-variate Hawkes process with rules for different order types, including limit orders, to compare model parameters with the original order generating process.
result Practical considerations, not directly related to model specification, can significantly distort the true model specification in an asynchronous trading environment.

Review of MLMC in financial engineering, focusing on option pricing and risk management.

problem Efficient estimation of financial risks and option prices using Monte Carlo methods.
method Incorporation of importance sampling and adaptive sampling algorithms in MLMC framework.
result Hybrid algorithms reduce overall variance in estimating financial risks and option prices.