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.
This study aims to predict vessel stay and delay times at ports to optimize logistics.
Paper extends port-Hamiltonian model to include internal energy for compressible and incompressible flow.
Deep learning methods have recently made notable advances in the tasks of classification and representation learning. These tasks are important for brain imaging and neuroscience discovery, making the methods attractive for porting to a neuroimager's toolbox. Success of these methods is, in part, explained by the flexi…
Paper presents a new port-Hamiltonian model for vehicle manipulators.
Study discretizes Dirac and port-Hamiltonian systems using manifolds.
We consider infinite dimensional port-Hamiltonian systems. Based on a power balance relation we introduce the port-Hamiltonian system representation where we pay attention to two different scenarios, namely the non-differential operator case and the differential operator case regarding the structural mapping, the dissi…
Develops neural networks for learning physics of complex systems by enforcing thermodynamics principles.
Develops control and observer methods for complex systems.
Paper presents a new approach to continuum mechanics using port-Hamiltonian framework.
In this paper, we consider nonlinear PDEs in a port-Hamiltonian setting based on an underlying jet-bundle structure. We restrict ourselves to systems with 1-dimensional spatial domain and 2nd-order Hamiltonian including certain dissipation models that can be incorporated in the port- Hamiltonian framework by means of a…
New NIDS uses hypergraphs for real-time detection of evolving port scans.
Paper develops a new fluid flow model with energy exchange through boundaries.
In this paper we examine the process involved in the design and implementation of a port-graph model to be used for the analysis of an agent-based rational negligence model. Rational negligence describes the phenomenon that occurred during the financial crisis of 2008 whereby investors chose to trade asset-backed secur…
Study reveals trade dynamics in dry bulk shipping networks, highlighting their randomness and periodic changes.
This paper focuses on the port-Hamiltonian formulation of systems described by partial differential equations. Based on a variational principle we derive the equations of motion as well as the boundary conditions in the well-known Lagrangian framework. Then it is of interest to reformulate the equations of motion in a …
The DEBS Grand Challenge 2018 is set in the context of maritime route prediction. Vessel routes are modeled as streams of Automatic Identification System (AIS) data points selected from real-world tracking data. The challenge requires to correctly estimate the destination ports and arrival times of vessel trips, as ear…
Stokes-Dirac structures are infinite-dimensional Dirac structures defined in terms of differential forms on a smooth manifold with boundary. These Dirac structures lay down a geometric framework for the formulation of Hamiltonian systems with a nonzero boundary energy flow. Simplicial triangulation of the underlaying m…
Adaptive rerouting reshapes impacts of maritime chokepoint disruptions
These notes summarize and expand on a mini-course given at CIRM in February 2018 as part of Winter Braids VIII. We somewhat obsessively develop the slogan `Trisections are to 4-manifolds as Heegaard splittings are to 3-manifolds', focusing on and clarifying the distinction between three ways of thinking of things: the …
Researchers present and compare different representations of dissipative Hamiltonian DAE systems.
Physics-informed learning framework for pH systems and EB-PBC control.
In this paper, we consider infinite-dimensional port-Hamiltonian systems with in-domain actuation by means of an approach based on Stokes-Dirac structures as well as in a framework that exploits an underlying jet-bundle structure. In both frameworks, a dynamic controller based on the energy-Casimir method is derived in…
Dissipative SymODEN learns dynamics with dissipation and control from data.
In this contribution we present an intrinsic description of time-variant Port Hamiltonian systems as they appear in modeling and control theory. This formulation is based on the splitting of the state bundle and the use of appropriate covariant derivatives, which guarantees that the structure of the equations is invari…
Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but are solutions of an ordinary differential equation (ODE); however, these network…
This paper clarifies a global structure of Stokes-Dirac structures used for describing interconnected port-Hamiltonian systems defined on manifolds with non-trivial topology under consistent boundary condition.
A novel spatio-temporal graph neural network with a learnable Tweedie head improves vessel traffic flow prediction in sparse maritime data.
New research limits what GNNs can compute and generalizes their performance.
Study evaluates CL methods in RNNs, highlighting differences from feedforward networks.
Study stability of selective SSMs with discontinuous gating.
Unified model for network risks, including bilateral and central clearing, with practical applications.
Predicting the number of clock cycles a processor takes to execute a block of assembly instructions in steady state (the throughput) is important for both compiler designers and performance engineers. Building an analytical model to do so is especially complicated in modern x86-64 Complex Instruction Set Computer (CISC…
New method estimates active subspaces for jump-discontinuous functions.
Due to their prevalence, time series forecasting is crucial in multiple domains. We seek to make state-of-the-art forecasting fast, accessible, and generalizable. ES-RNN is a hybrid between classical state space forecasting models and modern RNNs that achieved a 9.4% sMAPE improvement in the M4 competition. Crucially, …
The paper analyzes the stability of an observer error in a vibrating string system.
Recurrent neural networks (RNNs) are powerful constructs capable of modeling complex systems, up to and including Turing Machines. However, learning such complex models from finite training sets can be difficult. In this paper we empirically show that RNNs can learn models of computer peripheral devices through input a…
In this paper, we present our approach for solving the DEBS Grand Challenge 2018. The challenge asks to provide a prediction for (i) a destination and the (ii) arrival time of ships in a streaming-fashion using Geo-spatial data in the maritime context. Novel aspects of our approach include the use of ensemble learning …
Advancing research in the emerging field of deep graph learning requires new tools to support tensor computation over graphs. In this paper, we present the design principles and implementation of Deep Graph Library (DGL). DGL distills the computational patterns of GNNs into a few generalized sparse tensor operations su…
FlashIV solves Black-Scholes implied volatility efficiently and accurately.
New pricing methods for -quantile and early-exercise options using Spitzer identities.
We introduce CuLE (CUDA Learning Environment), a CUDA port of the Atari Learning Environment (ALE) which is used for the development of deep reinforcement algorithms. CuLE overcomes many limitations of existing CPU-based emulators and scales naturally to multiple GPUs. It leverages GPU parallelization to run thousands …
The lack of interpretability often makes black-box models difficult to be applied to many practical domains. For this reason, the current work, from the black-box model input port, proposes to incorporate data-based prior information into the black-box soft-margin SVM model to enhance its interpretability. The concept …
Barcelona evaluates major events for economic and social impact.
UMAP speeds up significantly with GPU acceleration.
Flow-based data sets are necessary for evaluating network-based intrusion detection systems (NIDS). In this work, we propose a novel methodology for generating realistic flow-based network traffic. Our approach is based on Generative Adversarial Networks (GANs) which achieve good results for image generation. A major c…
Flaky performance found in GNN SSL on RDBs, leading to worse linear evaluation.
The "bag-of-frames" approach (BOF), which encodes audio signals as the long-term statistical distribution of short-term spectral features, is commonly regarded as an effective and sufficient way to represent environmental sound recordings (soundscapes) since its introduction in an influential 2007 article. The present …
This paper presents a novel deep learning based method for automatic malware signature generation and classification. The method uses a deep belief network (DBN), implemented with a deep stack of denoising autoencoders, generating an invariant compact representation of the malware behavior. While conventional signature…