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Volatility is a key variable in option pricing, trading and hedging strategies. The purpose of this paper is to improve the accuracy of forecasting implied volatility using an extension of genetic programming (GP) by means of dynamic…

General Finance · Quantitative Finance 2020-07-15 Sana Ben Hamida , Wafa Abdelmalek , Fathi Abid

An alternative data-driven modeling approach has been proposed and employed to gain fundamental insights into robot motion interaction with granular terrain at certain length scales. The approach is based on an integration of dimension…

Robotics · Computer Science 2025-06-13 Guanjin Wang , Xiangxue Zhao , Shapour Azarm , Balakumar Balachandran

Mathematical approaches from dynamical systems theory are used in a range of fields. This includes biology where they are used to describe processes such as protein-protein interaction and gene regulatory networks. As such networks increase…

Numerical Analysis · Mathematics 2020-11-05 Edgar Herrera-Delgado , James Briscoe , Peter Sollich

Computation biology helps to understand all processes in organisms from interaction of molecules to complex functions of whole organs. Therefore, there is a need for mathematical methods and models that deliver logical explanations in a…

Molecular Networks · Quantitative Biology 2018-10-10 Ines Abdeljaoued-Tej , Alia BenKahla , Ghassen Haddad , Annick Valibouze

Robots' behavior and performance are determined both by hardware and software. The design process of robotic systems is a complex journey that involves multiple phases. Throughout this process, the aim is to tackle various criteria…

The goal of system identification is to learn about underlying physics dynamics behind the time-series data. To model the probabilistic and nonparametric dynamics model, Gaussian process (GP) have been widely used; GP can estimate the…

Machine Learning · Statistics 2018-11-22 Young-Jin Park , Han-Lim Choi

Symbolic regression (SR) is the process of discovering hidden relationships from data with mathematical expressions, which is considered an effective way to reach interpretable machine learning (ML). Genetic programming (GP) has been the…

Neural and Evolutionary Computing · Computer Science 2023-04-19 Peng Zeng , Xiaotian Song , Andrew Lensen , Yuwei Ou , Yanan Sun , Mengjie Zhang , Jiancheng Lv

Generative artificial intelligence models learn probability distributions from data and produce novel samples that capture the salient properties of their training sets. Proteins are particularly attractive for such approaches given their…

Biomolecules · Quantitative Biology 2026-02-27 Filippo Stocco , Michele Garibbo , Noelia Ferruz

Trajectory following is one of the complicated control problems when its dynamics are nonlinear, stochastic and include a large number of parameters. The problem has significant difficulties including a large number of trials required for…

Robotics · Computer Science 2019-02-14 Ali Lenjani

It is challenging to perform system identification on soft robots due to their underactuated, high-dimensional dynamics. In this work, we present a data-driven modeling framework, based on geometric mechanics (also known as gauge theory)…

A challenging problem when studying a dynamical system is to find the interdependencies among its individual components. Several algorithms have been proposed to detect directed dynamical influences between time series. Two of the most used…

Data Analysis, Statistics and Probability · Physics 2015-09-09 Alessandro Montalto , Sebastiano Stramaglia , Luca Faes , Giovanni Tessitore , Roberto Prevete , Daniele Marinazzo

Certain neural network architectures, in the infinite-layer limit, lead to systems of nonlinear differential equations. Motivated by this idea, we develop a framework for analyzing time signals based on non-autonomous dynamical equations.…

Machine Learning · Statistics 2022-04-19 Ryeongkyung Yoon , Harish S. Bhat , Braxton Osting

Model order reduction techniques simplify high-dimensional dynamical systems by deriving lower-dimensional models that retain essential system characteristics. These techniques are crucial for the controller design of complex systems while…

Systems and Control · Electrical Eng. & Systems 2026-03-18 Behrad Samari , Henrik Sandberg , Karl H. Johansson , Abolfazl Lavaei

This position paper argues that next-generation non-equilibrium-inspired generative models will provide the essential foundation for better modeling real-world complex dynamical systems. While many classical generative algorithms draw…

Computational Engineering, Finance, and Science · Computer Science 2025-05-27 Jiazhen Liu , Ruikun Li , Huandong Wang , Zihan Yu , Chang Liu , Jingtao Ding , Yong Li

Reinforcement learning is a promising paradigm for solving sequential decision-making problems, but low data efficiency and weak generalization across tasks are bottlenecks in real-world applications. Model-based meta reinforcement learning…

Machine Learning · Computer Science 2021-02-17 Qi Wang , Herke van Hoof

We address the tracking problem for a class of uncertain non-affine nonlinear systems with high relative degrees, performing non-repetitive tasks. We propose a rigorously proven, robust adaptive learning control scheme that relies on a…

Systems and Control · Electrical Eng. & Systems 2026-02-03 Shuai Gao , Dong Shen , Abdelhamid Tayebi

This paper addresses the problem of designing a data-driven feedback controller for complex nonlinear dynamical systems in the presence of time-varying disturbances with unknown dynamics. Such disturbances are modeled as the "unknown" part…

Systems and Control · Electrical Eng. & Systems 2023-11-22 Niyousha Rahimi , Mehran Mesbahi

Data-driven, model-free analytics are natural choices for discovery and forecasting of complex, nonlinear systems. Methods that operate in the system state-space require either an explicit multidimensional state-space, or, one approximated…

Machine Learning · Statistics 2021-03-15 Joseph Park , Gerald M Pao , Erik Stabenau , George Sugihara , Thomas Lorimer

The control of high-dimensional systems, such as soft robots, requires models that faithfully capture complex dynamics while remaining computationally tractable. This work presents a framework that integrates Graph Neural Network…

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr