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In this work, we explore the possibility of utilizing transfer learning techniques to address the financial portfolio optimization problem. We introduce a novel concept called "transfer risk", within the optimization framework of transfer…

Portfolio Management · Quantitative Finance 2023-07-26 Haoyang Cao , Haotian Gu , Xin Guo , Mathieu Rosenbaum

Optimal control problems of tracking type for a class of linear systems with uncertain parameters in the dynamics are investigated. An affine tracking feedback control input is obtained by considering the minimization of an energy-like…

Optimization and Control · Mathematics 2024-02-02 Philipp A. Guth , Karl Kunisch , Sergio S. Rodrigues

The availability of abundant labeled data in recent years led the researchers to introduce a methodology called transfer learning, which utilizes existing data in situations where there are difficulties in collecting new annotated data.…

Machine Learning · Computer Science 2021-04-07 Abolfazl Farahani , Behrouz Pourshojae , Khaled Rasheed , Hamid R. Arabnia

Recently developed control methods with strong disturbance rejection capabilities provide a useful option for control design. The key lies in a general concept of disturbance and effective ways to estimate and compensate the disturbance.…

Optimization and Control · Mathematics 2018-01-19 Wuhua Hu , Eduardo F. Camacho , Lihua Xie

The autonomous systems need to decide how to react to the changes at runtime efficiently. The ability to rigorously analyze the environment and the system together is theoretically possible by the model-driven approaches; however, the model…

Software Engineering · Computer Science 2021-10-28 Melika Dastranj , Mehran Alidoost Nia , Mehdi Kargahi

Probing signal injection is a well-established technique to extract additional information from a weakly (or non) observable dynamical system. Using averaging theory, a framework to analyse such schemes for general nonlinear systems has…

Systems and Control · Computer Science 2019-11-20 Bowen Yi , Romeo Ortega , Houria Siguerdidjane , Juan E. Machado , Weidong Zhang

Some properties of integral averages of functions on intervals and their asymptotic behavior are investigated. The results are aimed at applications to entire and subharmonic functions.

Complex Variables · Mathematics 2019-12-20 Bulat N. Khabibullin

Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this paper, we propose a novel concept of transfer risk and and analyze its…

Mathematical Finance · Quantitative Finance 2023-11-07 Haoyang Cao , Haotian Gu , Xin Guo , Mathieu Rosenbaum

Incremental learning from non-stationary data poses special challenges to the field of machine learning. Although new algorithms have been developed for this, assessment of results and comparison of behaviors are still open problems, mainly…

Machine Learning · Computer Science 2018-06-19 Alejandro Cervantes , Christian Gagné , Pedro Isasi , Marc Parizeau

Quantitative properties of stochastic systems are usually specified in logics that allow one to compare the measure of executions satisfying certain temporal properties with thresholds. The model checking problem for stochastic systems with…

Logic in Computer Science · Computer Science 2010-05-11 Axel Legay , Benoit Delahaye

Transfer learning methods endeavor to leverage relevant knowledge from existing source pre-trained models or datasets to solve downstream target tasks. With the increase in the scale and quantity of available pre-trained models nowadays, it…

Machine Learning · Computer Science 2024-02-26 Yuhe Ding , Bo Jiang , Aijing Yu , Aihua Zheng , Jian Liang

Transfer learning is a useful technique for achieving improved performance and reducing training costs by leveraging the knowledge gained from source tasks and applying it to target tasks. Assessing the effectiveness of transfer learning…

Machine Learning · Computer Science 2023-06-12 Peizhong Ju , Sen Lin , Mark S. Squillante , Yingbin Liang , Ness B. Shroff

Incremental Nonlinear Dynamic Inversion (INDI) control has attracted increasing research attention for it retains the high-performance of NDI and has enhanced robustness. However, when actual elements of the flight control system and…

Systems and Control · Electrical Eng. & Systems 2020-12-02 Zhidong Lu , Florian Holzapfel

Understanding treatment effect heterogeneity has become increasingly important in many fields. In this paper we study distributions and quantiles of individual treatment effects to provide a more comprehensive and robust understanding of…

Methodology · Statistics 2026-03-31 Zhe Chen , Xinran Li

We consider the convergence of empirical processes indexed by functions that depend on an estimated parameter $\eta$ and give several alternative conditions under which the ``estimated parameter'' $\eta_n$ can be replaced by its natural…

Statistics Theory · Mathematics 2007-09-12 Aad W. van der Vaart , Jon A. Wellner

Monitoring data transfer performance is a crucial task in scientific computing networks. By predicting performance early in the communication phase, potentially sluggish transfers can be identified and selectively monitored, optimizing…

Machine Learning · Computer Science 2025-12-17 Jacob Taegon Kim , Alex Sim , Kesheng Wu , Jinoh Kim

In this Chapter, we ask questions (1) What is the right way to measure the quality of information processing in a biological system? and (2) What can real-life organisms do in order to improve their performance in information-processing…

Quantitative Methods · Quantitative Biology 2010-11-25 Ilya Nemenman

In preliminary analysis of control charts, one may encounter multiple shifts and/or outliers especially with a large number of observations. The following paper addresses this problem. A statistical model for detecting and estimating…

Applications · Statistics 2014-03-05 Issac Shams , Saeede Ajorlou , Kai Yang

Network-theoretic tools contribute to understanding real-world system dynamics, e.g., in wildlife conservation, epidemics, and power outages. Network visualization helps illustrate structural heterogeneity; however, details about…

Social and Information Networks · Computer Science 2015-09-28 Kehinde R. Salau , Jacopo A. Baggio , Marco A. Janssen , Joshua K. Abbott , Eli P. Fenichel

This paper considers the problem of designing time-dependent, real-time control policies for controllable nonlinear diffusion processes, with the goal of obtaining maximally-informative observations about parameters of interest. More…

Methodology · Statistics 2014-10-16 Giles Hooker , Kevin K. Lin , Bruce Rogers