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This paper introduces the Fractal-Chaotic Oscillation Co-driven (FCOC) framework, a novel paradigm for financial volatility forecasting that systematically resolves the dual challenges of feature fidelity and model responsiveness. FCOC…

Risk Management · Quantitative Finance 2025-11-18 Yilong Zeng , Boyan Tang , Xuanhao Ren , Sherry Zhefang Zhou , Jianghua Wu , Raymond Lee

This paper presents a modified numerical scheme for a class of Fractional Optimal Control Problems (FOCPs) formulated in Agrawal (2004) where a Fractional Derivative (FD) is defined in the Riemann-Liouville sense. In this scheme, the entire…

Mathematical Physics · Physics 2008-11-27 Dumitru Baleanu , Ozlem Defterli , Om P. Agrawal

This paper introduces Tempered Fractional Gradient Descent (TFGD), a novel optimization framework that synergizes fractional calculus with exponential tempering to enhance gradient-based learning. Traditional gradient descent methods often…

Machine Learning · Computer Science 2025-04-29 Omar Naifar

In this paper, a new variant to fractional signal processing is proposed known as the Reduced Order Fractional Fourier Transform. Various properties satisfied by its transformation kernel is derived. The properties associated with the…

Signal Processing · Electrical Eng. & Systems 2018-04-18 Sanjay Kumar

A novel fractional order (FO) fuzzy Proportional-Integral-Derivative (PID) controller has been proposed in this paper which works on the closed loop error and its fractional derivative as the input and has a fractional integrator in its…

Systems and Control · Computer Science 2012-02-28 Saptarshi Das , Indranil Pan , Shantanu Das , Amitava Gupta

Robust estimation is essential in computer vision, robotics, and navigation, aiming to minimize the impact of outlier measurements for improved accuracy. We present a fast algorithm for Geman-McClure robust estimation, FracGM, leveraging…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Bang-Shien Chen , Yu-Kai Lin , Jian-Yu Chen , Chih-Wei Huang , Jann-Long Chern , Ching-Cherng Sun

Fractional dissipation is a powerful tool to study non-local physical phenomena such as damping models. The design of geometric, in particular, variational integrators for the numerical simulation of such systems relies on a variational…

Numerical Analysis · Mathematics 2024-03-28 Khaled Hariz , Fernando Jiménez , Sina Ober-Blöbaum

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

Conventional array designs based on circular fourth-order cumulant typically adopt a single expression form of the fourth-order difference co-array (FODCA), which limits the achievable degrees of freedom (DOFs) and neglects the impact of…

Signal Processing · Electrical Eng. & Systems 2025-08-28 Si Wang , Guoqiang Xiao

Granular flows govern many natural and industrial processes, yet their interior kinematics and mechanics remain largely unobservable, as experiments access only boundaries or free surfaces. Conventional numerical simulations are…

Computational Engineering, Finance, and Science · Computer Science 2026-05-26 Xuyang Li , Rui Li , Teng Man , Yimin Lu

Existing generative models for time series forecasting often transform simple priors (typically Gaussian) into complex data distributions. However, their sampling initialization, independent of historical data, hinders the capture of…

Machine Learning · Computer Science 2025-08-12 Huibo Xu , Runlong Yu , Likang Wu , Xianquan Wang , Qi Liu

The fractional calculus of variations and fractional optimal control are generalizations of the corresponding classical theories, that allow problem modeling and formulations with arbitrary order derivatives and integrals. Because of the…

Optimization and Control · Mathematics 2013-12-17 Shakoor Pooseh

Fractional dynamics is a field of study in physics and mechanics investigating the behavior of objects and systems that are characterized by power-law non-locality, power-law long-term memory or fractal properties by using integrations and…

General Physics · Physics 2015-03-12 Vasily E. Tarasov

The Dynamical Graph Grammar (DGG) formalism can describe complex system dynamics with graphs that are mapped into a master equation. An exact stochastic simulation algorithm may be used, but it is slow for large systems. To overcome this…

Quantitative Methods · Quantitative Biology 2024-07-16 Eric Medwedeff , Eric Mjolsness

Conditional flow matching (CFM) stands out as an efficient, simulation-free approach for training flow-based generative models, achieving remarkable performance for data generation. However, CFM is insufficient to ensure accuracy in…

Machine Learning · Computer Science 2026-02-03 Yuhao Huang , Taos Transue , Shih-Hsin Wang , William Feldman , Hong Zhang , Bao Wang

Metal-organic frameworks (MOFs) are of immense interest in applications such as gas storage and carbon capture due to their exceptional porosity and tunable chemistry. Their modular nature has enabled the use of template-based methods to…

Chemical Physics · Physics 2023-10-19 Xiang Fu , Tian Xie , Andrew S. Rosen , Tommi Jaakkola , Jake Smith

Fractional differential equations provide a tractable mathematical framework to describe anomalous behavior in complex physical systems, yet they introduce new sensitive model parameters, i.e. derivative orders, in addition to model…

Numerical Analysis · Mathematics 2018-06-05 Ehsan Kharazmi , Mohsen Zayernouri

This paper presents a data-integrated framework for learning the dynamics of fractional-order nonlinear systems in both discrete-time and continuous-time settings. The proposed framework consists of two main steps. In the first step,…

Systems and Control · Electrical Eng. & Systems 2025-06-19 Bahram Yaghooti , Chengyu Li , Bruno Sinopoli

We propose conformable Adomian decomposition method (CADM) for fractional partial differential equations (FPDEs). This method is a new Adomian decomposition method (ADM) based on conformable derivative operator (CDO) to solve FPDEs. At the…

General Mathematics · Mathematics 2017-04-11 Omer Acan , Dumitru Baleanu

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve…

Methodology · Statistics 2023-07-03 Yueqi Qian , Xianghong Hu , Can Yang