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Agents' heterogeneity is recognized as a driver mechanism for the persistence of financial volatility. We focus on the multiplicity of investment strategies' horizons, we embed this concept in a continuous time stochastic volatility…

Statistical Finance · Quantitative Finance 2013-04-04 Danilo Delpini , Giacomo Bormetti

Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…

Machine Learning · Computer Science 2021-09-30 Lukas Köhs , Bastian Alt , Heinz Koeppl

For autoregressive modeling of chaotic dynamical systems over long time horizons, the stability of both training and inference is a major challenge in building scientific foundation models. We present a hybrid technique in which an…

Hybrid systems are characterized by the hybrid evolution of their state: A part of the state changes discretely, the other part changes continuously over time. Typically, modern control applications belong to this class of systems, where a…

Software Engineering · Computer Science 2011-11-09 Bernhard K. Aichernig , Reinhold Kainhofer

Many reinforcement learning (RL) environments consist of independent entities that interact sparsely. In such environments, RL agents have only limited influence over other entities in any particular situation. Our idea in this work is that…

Machine Learning · Computer Science 2021-12-03 Maximilian Seitzer , Bernhard Schölkopf , Georg Martius

In artificial intelligence, multi agent systems constitute an interesting typology of society modeling, and have in this regard vast fields of application, which extend to the human sciences. Logic is often used to model such kind of…

Artificial Intelligence · Computer Science 2019-09-19 Valentina Pitoni , Stefania Costantini

We prove a transient fluctuation theorem for the currents for continuous-time Markov jump processes with stationary rates, generalizing an asymptotic result by Andrieux and Gaspard [J. Stat. Phys. 127, 107 (2007)] to finite times. The…

Statistical Mechanics · Physics 2014-10-22 Matteo Polettini , Massimiliano Esposito

Understanding intermittency of turbulent systems from the underlying differential equations is an outstanding problem in fluid dynamics. Here, in the example of Burgers turbulence as a stringent test, we introduce a method that yields…

Fluid Dynamics · Physics 2026-04-08 Timo Schorlepp , Rainer Grauer

This paper addresses the theoretical foundations of pedestrian models for crowd dynamics. While the topic gains momentum, current models differ widely in their mathematical structure, even if we only consider continuous agent-based models.…

Physics and Society · Physics 2025-03-13 Iñaki Echeverría-Huarte , Antonin Roge , Olivier Simonin , Alexandre Nicolas

A convolutional encoder-decoder-based transformer model is proposed for autoregressively training on spatio-temporal data of turbulent flows. The prediction of future fluid flow fields is based on the previously predicted fluid flow field…

Fluid Dynamics · Physics 2023-03-31 Aakash Patil , Jonathan Viquerat , Elie Hachem

We propose a joint event and temporal relation extraction model with shared representation learning and structured prediction. The proposed method has two advantages over existing work. First, it improves event representation by allowing…

Computation and Language · Computer Science 2020-09-17 Rujun Han , Qiang Ning , Nanyun Peng

We develop a novel fast iterative moment method for the steady-state simulation of near-continuum flows, which are modeled by the high-order moment system derived from the Boltzmann-BGK equation. The fast convergence of the present method…

Numerical Analysis · Mathematics 2025-07-30 Guanghan Li , Chunwu Wang , Zhicheng Hu

In model-based reinforcement learning, the agent interleaves between model learning and planning. These two components are inextricably intertwined. If the model is not able to provide sensible long-term prediction, the executed planner…

Machine Learning · Statistics 2019-03-19 Nan Rosemary Ke , Amanpreet Singh , Ahmed Touati , Anirudh Goyal , Yoshua Bengio , Devi Parikh , Dhruv Batra

Modeling multi-modal high-level intent is important for ensuring diversity in trajectory prediction. Existing approaches explore the discrete nature of human intent before predicting continuous trajectories, to improve accuracy and support…

We propose a framework that can incrementally expand the explanatory temporal logic rule set to explain the occurrence of temporal events. Leveraging the temporal point process modeling and learning framework, the rule content and weights…

Machine Learning · Computer Science 2023-08-14 Chao Yang , Lu Wang , Kun Gao , Shuang Li

In this paper, we investigate the fixed-time behavioral control problem for a team of second-order nonlinear agents, aiming to achieve a desired formation with collision/obstacle~avoidance. In the proposed approach, the two behaviors(tasks)…

Optimization and Control · Mathematics 2021-03-12 Ning Zhou , Xiaodong Cheng , Zhongqi Sun , Yuanqing Xia

In egocentric videos, actions occur in quick succession. We capitalise on the action's temporal context and propose a method that learns to attend to surrounding actions in order to improve recognition performance. To incorporate the…

Computer Vision and Pattern Recognition · Computer Science 2021-11-02 Evangelos Kazakos , Jaesung Huh , Arsha Nagrani , Andrew Zisserman , Dima Damen

There is a lack of quantitative measures to evaluate the progression of topics through time in dynamic topic models (DTMs). Filling this gap, we propose a novel evaluation measure for DTMs that analyzes the changes in the quality of each…

Computation and Language · Computer Science 2023-09-19 Charu James , Mayank Nagda , Nooshin Haji Ghassemi , Marius Kloft , Sophie Fellenz

As environments involving both robots and humans become increasingly common, so does the need to account for people during planning. To plan effectively, robots must be able to respond to and sometimes influence what humans do. This…

Artificial Intelligence · Computer Science 2021-03-16 Arjun Sripathy , Andreea Bobu , Daniel S. Brown , Anca D. Dragan

We propose a solution to the problem of time for systems with a single global Hamiltonian constraint. Our solution stems from the observation that, for these theories, conventional gauge theory methods fail to capture the full classical…

General Relativity and Quantum Cosmology · Physics 2015-05-30 Sean Gryb , Karim Thebault