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This paper presents an evaluation framework that attempts to quantify the "degree of realism" of simulated financial time series, whatever the simulation method could be, with the aim of discover unknown characteristics that are not being…

Computational Finance · Quantitative Finance 2018-11-20 Javier Franco-Pedroso , Joaquin Gonzalez-Rodriguez , Maria Planas , Jorge Cubero , Rafael Cobo , Fernando Pablos

This work focuses on the problem of hyper-parameter tuning (HPT) for robust (i.e., adversarially trained) models, shedding light on the new challenges and opportunities arising during the HPT process for robust models. To this end, we…

Machine Learning · Computer Science 2024-06-14 Pedro Mendes , Paolo Romano , David Garlan

We consider mixed finite element methods with exact symmetric stress tensors. We derive a new quasi-optimal a priori error estimate uniformly valid with respect to the compressibility. For the a posteriori error analysis we consider the…

Numerical Analysis · Mathematics 2022-08-24 Philip L. Lederer , Rolf Stenberg

Machine learning is vital in high-stakes domains, yet conventional validation methods rely on averaging metrics like mean squared error (MSE) or mean absolute error (MAE), which fail to quantify extreme errors. Worst-case prediction…

Machine Learning · Computer Science 2025-04-01 Umberto Michelucci , Francesca Venturini

Aggregators of consumer energy resources (CERs) like rooftop solar and battery energy storage (BES) face challenges due to their inherent uncertainties. A sensible approach is to use stochastic optimization to handle such uncertainties,…

Systems and Control · Electrical Eng. & Systems 2025-11-03 Chatum Sankalpa , Ghulam Mohy-ud-din , Erik Weyer , Maria Vrakopoulou

In stress field analysis, the finite element analysis is a crucial approach, in which the mesh-density has a significant impact on the results. High mesh density usually contributes authentic to simulation results but costs more computing…

Computational Engineering, Finance, and Science · Computer Science 2021-04-20 Qingfeng Xu , Zhenguo Nie , Handing Xu , Haosu Zhou , Xinjun Liu

Stability selection has gained popularity as a method for enhancing the performance of variable selection algorithms while controlling false discovery rates. However, achieving these desirable properties depends on correctly specifying the…

Methodology · Statistics 2026-01-13 Martin Huang , Samuel Muller , Garth Tarr

A common approach for generating an anisotropic mesh is the M-uniform mesh approach where an adaptive mesh is generated as a uniform one in the metric specified by a given tensor M. A key component is the determination of an appropriate…

Numerical Analysis · Mathematics 2012-10-11 Lennard Kamenski

In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…

Numerical Analysis · Mathematics 2021-11-01 Asha K Dond , Thirupathi Gudi , Ramesh Ch. Sau

The purpose of this study is to investigate the numerical-experimental mechanical behavior modeling of the recycled polymer, that is, recyclable polyethylene terephthalate (rPET), manufactured by a deposition FFF process under compressive…

Computational Engineering, Finance, and Science · Computer Science 2025-08-06 J. Mercado Colmenero , M. LaRubia , E. Mata Garcia , M. Rodriguez Santiago , C. Martin Donate

An efficient and accurate finite-element algorithm is described for the numerical solution of the incompressible Navier-Stokes (INS) equations. The new algorithm that solves the INS equations in a velocity-pressure reformulation is based on…

Numerical Analysis · Mathematics 2020-02-19 Longfei Li

The convergence analysis for least-squares finite element methods led to various adaptive mesh-refinement strategies: Collective marking algorithms driven by the built-in a posteriori error estimator or an alternative explicit…

Numerical Analysis · Mathematics 2023-09-18 Philipp Bringmann

As a physical fact, randomness is an inherent and ineliminable aspect in all physical measurements and engineering production. As a consequence, material parameters, serving as input data, are only known in a stochastic sense and thus, also…

Computational Engineering, Finance, and Science · Computer Science 2023-11-22 Hendrik Geisler , Cem Erdogan , Jan Nagel , Philipp Junker

A residual-based a posteriori error estimator is proposed for the incompressible Oseen problem in the convection-dominated regime. The SUPG/PSPG/grad-div stabilized finite element method is used as discretization. The error estimator…

Numerical Analysis · Mathematics 2026-04-28 Muhammad Afzal , Naveed Ahmed , Volker John

Post-processing techniques are essential tools for enhancing the accuracy of finite element approximations and achieving superconvergence. Among these, recovery techniques stand out as vital methods, playing significant roles in both…

Numerical Analysis · Mathematics 2024-12-06 Hailong Guo , Zhimin Zhang

Electromigration (EM) induced stress evolution is a major reliability challenge in nanometer-scale VLSI interconnects. Accurate EM analysis requires solving stress-governing partial differential equations over large interconnect trees,…

Hardware Architecture · Computer Science 2026-03-27 Sheldon X. -D. Tan , Haotian Lu

In this paper, we extend the recently proposed extended scaled boundary finite element method (xSBFEM)~\cite{natarajansong2013} to study fracture parameters of interfacial cracks and cracks terminating at the interface. The approach is also…

Numerical Analysis · Mathematics 2014-07-14 Sundararajan Natarajan , Chongmin Song , Salim Belouettar

We introduce the entropic measure transform (EMT) problem for a general process and prove the existence of a unique optimal measure characterizing the solution. The density process of the optimal measure is characterized using a…

Mathematical Finance · Quantitative Finance 2019-02-22 Renjie Wang , Cody Hyndman , Anastasis Kratsios

A robust $hp$-adaptive finite element framework is presented for the investigation of static cracks in materials characterized by complex, pointwise density variations. Within such heterogeneous media, the equilibrium equation governed by…

Numerical Analysis · Mathematics 2025-12-29 S. M. Mallikarjunaiah

Point set registration is the process of finding the best alignment between two point sets, and it is a common task in different domains, especially in the automotive and mobile robotics domains. Lots of approaches are proposed in the…

Robotics · Computer Science 2022-04-22 Karim Haggag