We detect and quantify asymmetries in volatility spillovers using the realized semivariances of petroleum commodities: crude oil, gasoline, and heating oil. During the 1987--2014 period we document increasing spillovers from volatility among petroleum commodities that substantially change after the 2008 financial crisi…
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48 results for “petroleum engineering”
XGBoost models estimate oil recovery factors with moderate accuracy.
problem Estimating oil recovery factors before exploitation and exploration.
method Applied XGBoost classification algorithm to machine learning models.
result XGBoost models achieved accuracies of up to 0.49 in training datasets.
Using the United Nations COMTRADE database we apply the reduced Google matrix (REGOMAX) algorithm to analyze the multiproduct world trade in years 2004-2016. Our approach allows to determine the trade balance sensitivity of a group of countries to a specific product price increase from a specific exporting country taki…
We apply the recently developed reduced Google matrix algorithm for the analysis of the OECD-WTO world network of economic activities. This approach allows to determine interdependences and interactions of economy sectors of several countries, including China, Russia and USA, properly taking into account the influence …
Study shows post-COVID commodity futures returns and volatility changed for different products.
problem Analyzing how the pandemic affected Chinese commodity futures markets.
method Empirical analysis of commodity futures returns and cointegration before and after the pandemic.
result Post-COVID, some commodity futures returns increased significantly, while others saw higher volatility.
In this paper a data analytical approach featuring support vector machines (SVM) is employed to train a predictive model over an experimentaldataset, which consists of the most relevant studies for two-phase flow pattern prediction. The database for this study consists of flow patterns or flow regimes in gas-liquid two…
New model optimizes oil product distribution via pipelines.
problem Optimizing oil product distribution via pipelines.
method Discrete-time mixed integer linear programming model.
result Significant reductions in pipeline operational cost.
Optimal capital allocation between different assets is an important financial problem, which is generally framed as the portfolio optimization problem. General models include the single-period and multi-period cases. The traditional Mean-Variance model introduced by Harry Markowitz has been the basis of many models use…
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.
Using the United Nations COMTRADE database \cite{comtrade} we construct the Google matrix of multiproduct world trade between the UN countries and analyze the properties of trade flows on this network for years 1962 - 2010. This construction, based on Markov chains, treats all countries on equal democratic grounds …
Paper predicts stock market values using machine learning.
problem Predicting stock market values for Tehran stock exchange groups.
method Used machine learning algorithms including Decision Tree, Bagging, Random Forest, Adaptive Boosting, Gradient Boosting, XGBoost, Artificial neural network, Recurrent Neural Network, and Long short-term memory (LSTM).
result LSTM shows highest accuracy among all algorithms tested.
Optimal engine operation during a transient driving cycle is the key to achieving greater fuel economy, engine efficiency, and reduced emissions. In order to achieve continuously optimal engine operation, engine calibration methods use a combination of static correlations obtained from dynamometer tests for steady-stat…
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.
The paper develops a multi-unit soft sensing model for virtual flow meters that improves few-shot learning.
problem Improving soft sensor performance for new wells with limited data.
method Formulates a probabilistic, hierarchical model using a deep neural network for multi-unit soft sensing.
result Multi-unit models trained on many wells can perform well on new wells with just a few data points.
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 …
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.
A growing interest has been witnessed recently from both academia and industry in building nearest neighbor search (NNS) solutions on top of full-text search engines. Compared with other NNS systems, such solutions are capable of effectively reducing main memory consumption, coherently supporting multi-model search and…
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.
Correctness of Backtest Enginesq-fin.TR
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-…
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.
Real-time fuel leakage detection framework MOCPD improves accuracy.
problem Early detection of fuel leakage to prevent hazards and losses.
method Memory-based Online Change Point Detection (MOCPD) framework.
result MOCPD outperforms baseline methods in detection accuracy.
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…
New method stabilizes tensegrity structures suitable for engineering.
problem Tensegrity structures often have unstable modes unsuitable for engineering.
method Proposes a relationship between rods and strings for full-rank convexity.
result Designs a stable three-rod three-string tensegrity.
Feature Engineering Methods on Multivariate Time-Series Data for Financial Data Science Competitionsq-fin.ST
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.
Bayesian network method analyzes oil and gas reservoir parameters.
problem Data analysis and causal inference in oil and gas reservoirs.
method Mixed learning of Bayesian networks with algorithm MixLearn@BN.
result Significant improvement in missing values prediction and anomaly detection.
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.
Paper introduces TS-GPT for engineering time series forecasting.
problem Engineering time series require causal operations, unlike linguistic data.
method Innovations representation theory, Generative Pre-trained Transformer.
result TS-GPT effectively forecasts real-time locational marginal prices.
System helps engineers with concept recognition for SEVA.
problem Recognizing systems engineering concepts for SEVA.
method Token classification task, domain expert labeling, pre-trained model fine-tuning, essential datasets creation, knowledge graph construction.
result System successfully recognizes systems engineering concepts.
nn-dependability-kit: Engineering Neural Networks for Safety-Critical Autonomous Driving Systemscs.LG
Can engineering neural networks be approached in a disciplined way similar to how engineers build software for civil aircraft? We present nn-dependability-kit, an open-source toolbox to support safety engineering of neural networks for autonomous driving systems. The rationale behind nn-dependability-kit is to consider…
Paper introduces MTGP for engineering tasks with sparse data.
problem Challenges of data sparsity and varying task correlations in engineering.
method Multi-Task Gaussian Processes (MTGP) framework.
result Improves predictive performance and reduces computational costs.
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.
Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given target. However, there is no well-defined basis for performing effective feature engin…
Engine forecasts NO2, O3, PM2.5, PM10 with high accuracy.
problem Accurate long-term air quality forecasting.
method Convolutional LSTM network trained on grid data.
result 4-day forecasts significantly outperform simple benchmarks.
Deep learning models enhance engineering design automation.
problem Design optimization and customization across various industries.
method Leveraging deep neural networks, GANs, VAEs, and DRL for design synthesis.
result Recent advances in DGMs show promise in structural optimization, materials design, and shape synthesis.
Integrating Scientific Knowledge with Machine Learning for Engineering and Environmental Systemsphysics.comp-ph
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.
Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimizationq-fin.GN
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 -times differentiable functions with prompts.
result Transformer models can approximate -times differentiable functions with arbitrary precision using appropriately structured prompts.
Oja's rule improves neural network training without engineered tricks.
problem Training deep neural networks with biological constraints.
method Incorporating Oja's plasticity rule into error-driven training.
result Stable, efficient learning in feedforward and recurrent architectures.
UQE uses LLMs to analyze unstructured data efficiently.
problem Efficient analytics on unstructured data.
method Proposes UQE, a query engine that uses LLMs to interpret UQL queries.
result Demonstrates efficient analytics on various unstructured data types.
Feature engineering workflow for activity recognition from synchronized inertial measurement unitscs.LG
The ubiquitous availability of wearable sensors is responsible for driving the Internet-of-Things but is also making an impact on sport sciences and precision medicine. While human activity recognition from smartphone data or other types of inertial measurement units (IMU) has evolved to one of the most prominent daily…
Bayesian optimization simplifies bioprocess engineering experiments.
problem Complex biological systems and experimental uncertainty.
method Adapts classical Bayesian optimization for bioprocess engineering.
result Provides accessible introduction to Bayesian optimization for practitioners.