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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.

168,742 papers · 148 categories

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12.5%25.0%37.5%50.0% · Mar 199419922001200920172026
48 results for reactive power control

Statistical learning improves reactive power control in distribution systems.

problem Challenges in reactive power control due to renewable energy sources and flexible loads.
method A deep neural network parameterizes the input-output relationship between grid states and optimal reactive power control. Unknown weights are learned offline to minimize power loss, and inference is fast with matrix-vector multiplications.
result Computational efficiency and robustness to random input perturbations demonstrated in a 47-bus distribution network.

MPC outperforms reactive budgeting in non-stationary return environments.

problem Optimizing budget allocation under non-stationary returns.
method Receding-horizon Model Predictive Control (MPC) compared to reactive policies.
result MPC consistently outperforms reactive budgeting when return dynamics are predictable.

Recently, a novel class of Approximate Policy Iteration (API) algorithms have demonstrated impressive practical performance (e.g., ExIt from [2], AlphaGo-Zero from [27]). This new family of algorithms maintains, and alternately optimizes, two policies: a fast, reactive policy (e.g., a deep neural network) deployed at t…

2018-05-28abs ↗pdf ↗

A new framework uses stochastic optimal control to estimate rare events more accurately.

problem Estimating rare events like chemical reactions in biomolecules is computationally challenging.
method The approach casts committor estimation as a stochastic optimal control problem, developing direct and off-policy Value Matching losses.
result The framework yields more accurate committor estimates, reaction rates, and equilibrium constants.

AIF improves physical AI agents' performance in dynamic environments.

problem Physical AI agents are less capable than biological agents in open-ended real-world environments.
method Developed from probability theory, Bayesian machine learning, variational inference, and Active Inference (AIF), grounded in the Free Energy Principle.
result AIF minimizes variational free energy and is well-suited to physical constraints.

Optimal Volt/VAR control rules are designed using deep neural networks.

problem Designing optimal Volt/VAR control rules for distributed energy resources (DERs).
method Formulate optimal rule design as a bilevel program, then reformulate it as training a deep neural network (DNN). Use proximal gradient descent (PGD) iterations to emulate Volt/VAR dynamics.
result The proposed solution can be adapted to single/multi-phase feeders and achieves enhanced steady-state voltage profiles.

New algorithm extracts device profiles for short-term power predictions in commercial buildings.

problem Short-term power prediction in commercial buildings with high accuracy.
method Unsupervised extraction of device profiles from aggregate power measurements, disaggregation using particle swarm optimization, and state changes forecast by artificial neural networks.
result Developed approach outperforms existing methods with high accuracy.

Study develops a data-based model for in-cylinder pressure and cyclic variations in RCCI engines.

problem Lack of models capturing cyclic variations in combustion concepts like RCCI.
method Combines Principle Component Decomposition and Gaussian Process Regression.
result Model predicts combustion measures with high accuracy, especially peak-pressure rise-rate.

A new algorithm improves efficiency and robustness of heuristic optimization in simulation-based problems.

problem Optimizing input parameters for stochastic simulation-based optimization.
method Reactive sample size algorithm based on parametric tests and indifference-zone selection.
result The reactive method improves efficiency and robustness of heuristic optimization techniques.

Distribution grids are currently challenged by frequent voltage excursions induced by intermittent solar generation. Smart inverters have been advocated as a fast-responding means to regulate voltage and minimize ohmic losses. Since optimal inverter coordination may be computationally challenging and preset local contr…

2018-07-10abs ↗pdf ↗

We introduce Recurrent Predictive State Policy (RPSP) networks, a recurrent architecture that brings insights from predictive state representations to reinforcement learning in partially observable environments. Predictive state policy networks consist of a recursive filter, which keeps track of a belief about the stat…

2018-03-05abs ↗pdf ↗

RL optimizes trading algorithms to reduce market impact and costs.

problem Optimizing sophisticated trading algorithms to minimize market impact and costs.
method Reinforcement learning framework within a market simulator.
result RL-derived strategies consistently outperform baselines and operate near the efficient frontier.

Enhances queue-reactive model for realistic limit order book simulation.

problem Realistic simulation of limit order books for market research and strategy development.
method Extends Queue-Reactive model with neural network for complex dependencies and varying market conditions.
result Captures key market properties like square-root law of market impact and order size patterns.

We present a new volatility model, simple to implement, that includes a leverage effect whose return-volatility correlation function fits to empirical observations. This model is able to capture both the "retarded effect" induced by the specific risk, and the "panic effect", which occurs whenever systematic risk become…

2012-09-24abs ↗pdf ↗

Unified model for market dynamics, linking price and order flow.

problem Modeling market dynamics and order flow in a unified framework.
method Markovian market model driven by a hidden Brownian efficient price, signal-driven and queue-reactive models.
result Stability of mid-price around efficient price at macroscopic scale, behavior as diffusion.

Plan2Vec learns image representations without labels, improving control tasks.

problem Learning image representations without labeled data.
method Constructs a weighted graph using near-neighbor distances and extrapolates to global embedding.
result Plan2Vec achieves accurate long-term value estimates in control tasks with reduced computational and memory costs.

Machine learning models accurately predict the state and dynamics of reactive mixing.

problem Accurate prediction of reactive mixing for Earth and environmental science applications.
method Built a high-fidelity numerical model to simulate reactive mixing scenarios. Used 20 different machine learning emulators to classify mixing state and predict three QoIs.
result Ensemble methods and MLP models accurately predict the state of reactive mixing and QoIs, significantly faster than high-fidelity simulations.

Generative adversarial networks improve subgrid modeling in turbulent reactive flows.

problem Accurately predicting turbulent reactive flows in combustion problems.
method Physics-informed super-resolution GANs trained with unsupervised deep learning.
result Good results in a priori and a posteriori tests with decaying turbulence.

Algorithm improves reinforcement learning policies using offline data.

problem Improving reinforcement learning policies with limited online data.
method Designs a single non-reactive policy using offline data with provable guarantees.
result Algorithm achieves better policy quality with less online data.

Paper improves volatility estimation using a Queue-Reactive model.

problem Volatility estimation from high-frequency data is biased by microstructure noise.
method Uses Queue-Reactive model of limit order book to improve volatility estimation.
result Unified and alternation estimators lead to optimal mean squared error for integrated volatility.

Enhances diffusion-based sampling for molecular systems.

problem Inefficiency and thermodynamic mode miss in diffusion-based samplers for molecular systems.
method Introduces a sequential bias along collective variables (CVs) to encourage exploration and increase temperature in the projected space.
result Improves efficiency, mode discovery, and free energy estimation; first to demonstrate reactive sampling.

A microscopic approach to macroeconomic features is intended. A model for macroeconomic behavior under heterogeneous spatial economic conditions is reviewed. A birth-death lattice gas model taking into account the influence of an economic environment on the fitness and concentration evolution of economic entities is nu…

2004-02-03abs ↗pdf ↗

Deep RL improves power control and scheduling for wireless multicast systems.

problem Scalable power control and scheduling for wireless multicast networks.
method Deep reinforcement learning with function approximation using a deep neural network.
result Deep RL can learn optimal power control policies for large systems.

Deep actor-critic learning optimizes power control in mobile networks.

problem Optimizing power control in large-scale wireless mobile networks.
method Multi-agent deep reinforcement learning with deep deterministic policy gradient.
result The algorithm maximizes a global utility function in a distributed manner.

Designs a single policy for collecting data to train near-optimal policies.

problem Engineering overhead in deploying minimax procedures for stochastic linear contextual bandits.
method Designs a single stochastic policy to collect data from which a near-optimal policy can be extracted.
result The designed policy can collect data from which a near-optimal policy can be extracted.

TACE unifies scalar and tensorial modeling in Cartesian space for accurate, stable, and efficient atomistic predictions.

problem Complexity and challenges in equivariant atomistic machine learning models.
method Tensor Atomic Cluster Expansion (TACE) in Cartesian space, decomposing local environments into irreducible Cartesian tensors (ICT).
result Universal invariant and equivariant embeddings, enabling explicit control at inference.

We model the behavior of three agent classes acting dynamically in a limit order book of a financial asset. Namely, we consider market makers (MM), high-frequency trading (HFT) firms, and institutional brokers (IB). Given a prior dynamic of the order book, similar to the one considered in the Queue-Reactive models [14,…

2018-02-16abs ↗pdf ↗

Decouples critic chunk length from policy to improve policy reactivity and performance.

problem Bootstrapping bias and difficulty in extracting optimal policies from chunked critics.
method Optimizes policy against a distilled critic for partial action chunks, allowing shorter chunks for policy.
result Reliably outperforms prior methods on long-horizon offline goal-conditioned tasks.