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We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Shuyang Wang , Diego Klabjan

Methods to deal with systematic model errors are an increasingly important component of modern data assimilation systems and their effectiveness has increased in recent years thanks to advances in methodology and the quality and density of…

Applications · Statistics 2022-09-26 Massimo Bonavita , Patrick Laloyaux

We introduce a novel ensemble approach for feature selection based on hierarchical stacking for non-stationarity and/or a limited number of samples with a large number of features. Our approach exploits the co-dependency between features…

Machine Learning · Computer Science 2024-10-08 Aysin Tumay , Mustafa E. Aydin , Ali T. Koc , Suleyman S. Kozat

We construct a hybrid-inflation model where the inflaton potential is generated radiatively, as gauge symmetries guarantee it to be accidentally flat at tree level. The model can be regarded as a small-field version of Natural Inflation,…

Cosmology and Nongalactic Astrophysics · Physics 2024-11-18 Felix Brümmer , Giacomo Ferrante , Michele Frigerio

Shadow estimation is a powerful approach for estimating the expectation values of many observables. Thrifty shadow estimation is a simple variant that is proposed to reduce the experimental overhead by reusing random circuits repeatedly.…

Quantum Physics · Physics 2024-11-01 Datong Chen , Huangjun Zhu

Ensemble Learning methods combine multiple algorithms performing the same task to build a group with superior quality. These systems are well adapted to the distributed setup, where each peer or machine of the network hosts one algorithm…

Machine Learning · Computer Science 2021-10-19 Gaëlle Candel , David Naccache

Data assimilation involves estimating the state of a system by combining observations from various sources with a background estimate of the state. The weights given to the observations and background state depend on their specified error…

Numerical Analysis · Mathematics 2025-03-13 Olivier Goux , Anthony Weaver , Selime Gürol , Oliver Guillet , Andrea Piacentini

We investigate the dynamics of the recently proposed model of assisted inflation. In this model an arbitrary number of scalar fields with exponential potentials evolve towards an inflationary scaling solution, even if each of the individual…

Astrophysics · Physics 2016-08-25 Karim A. Malik , David Wands

Given a system of analytic functions and an approximate zero, we introduce inflation to transform this system into one with a regular quadratic zero. This leads to a method for isolating a cluster of zeros of the given system.

Numerical Analysis · Mathematics 2020-10-28 Michael Burr , Anton Leykin

Data assimilation (DA) is widely used to combine physical knowledge and observations. It is nowadays commonly used in geosciences to perform parametric calibration. In a context of climate change, old calibrations can not necessarily be…

Machine Learning · Statistics 2021-06-23 Rem-Sophia Mouradi , Cédric Goeury , Olivier Thual , Fabrice Zaoui , Pablo Tassi

A framework of inflation is formulated based on symmetry groups and their associated automorphic functions. In this setting the inflaton multiplet takes values in a curved target space constructed from a continuous group $G$ and a discrete…

High Energy Physics - Theory · Physics 2016-07-12 Rolf Schimmrigk

This paper is devoted to provide a theoretical underpinning for ensemble forecasting with rapid fluctuations in body forcing and in boundary conditions. Ensemble averaging principles are proved under suitable `mixing' conditions on random…

Probability · Mathematics 2012-07-26 Wei Wang , Jian Ren , Jinqiao Duan , Guowei He

Modern neural networks do not always produce well-calibrated predictions, even when trained with a proper scoring function such as cross-entropy. In classification settings, simple methods such as isotonic regression or temperature scaling…

Machine Learning · Computer Science 2021-03-26 Steven Reich , David Mueller , Nicholas Andrews

Chain inflation is an alternative to slow-roll inflation in which the inflaton tunnels along a large number of consecutive minima in its potential. In this work we perform the first comprehensive calculation of the gravitational wave…

Cosmology and Nongalactic Astrophysics · Physics 2023-11-09 Katherine Freese , Aliki Litsa , Martin Wolfgang Winkler

Recently a new algorithm for sampling posteriors of unnormalised probability densities, called ABC Shadow, was proposed in [8]. This talk introduces a global optimisation procedure based on the ABC Shadow simulation dynamics. First the…

Computation · Statistics 2018-03-20 R. S. Stoica , M. Deaconu , L. Hurtado

Through the Bayesian lens of data assimilation, uncertainty on model parameters is traditionally quantified through the posterior covariance matrix. However, in modern settings involving high-dimensional and computationally expensive…

Computation · Statistics 2023-11-16 Michael Stanley , Mikael Kuusela , Brendan Byrne , Junjie Liu

We propose a new framework for the modelling of count data exhibiting zero inflation (ZI). The main part of this framework includes a new and more general parameterisation for ZI models which naturally includes both over- and…

Methodology · Statistics 2018-05-03 John Haslett , Andrew Parnell , James Sweeney

This document describes in detail a new hybrid ensemble-variational algorithm that generalizes existing ensemble or variational data assimilation approaches and would enable joint state/parameter estimations in ECMWF's Integrated…

Atmospheric and Oceanic Physics · Physics 2019-10-28 Nicolas Bousserez

Accurate demand forecasting is critical for supply chain optimization, yet remains difficult in practice due to hierarchical complexity, domain shifts, and evolving external factors. While recent foundation models offer strong potential for…

Machine Learning · Computer Science 2025-07-30 Wei Yang , Defu Cao , Yan Liu

Student performance prediction is a critical research problem to understand the students' needs, present proper learning opportunities/resources, and develop the teaching quality. However, traditional machine learning methods fail to…

Machine Learning · Computer Science 2021-12-23 Yinkai Wang , Aowei Ding , Kaiyi Guan , Shixi Wu , Yuanqi Du
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