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Charged particle dynamics under the influence of electromagnetic fields is a challenging spatiotemporal problem. Many high performance physics-based simulators for predicting behavior in a charged particle beam are computationally…

Accelerator Physics · Physics 2025-02-27 Mahindra Rautela , Alan Williams , Alexander Scheinker

This paper describes a new approach for using changepoint detection (CPD) to estimate the starting and stopping times of a forced oscillation (FO) in measured power system data. As with a previous application of CPD to this problem, the…

Signal Processing · Electrical Eng. & Systems 2026-02-10 Luke Dosiek , Akaash Karn , Frank Liu

Convergence detection of iterative stochastic optimization methods is of great practical interest. This paper considers stochastic gradient descent (SGD) with a constant learning rate and momentum. We show that there exists a transient…

Machine Learning · Computer Science 2020-08-28 Jerry Chee , Ping Li

This paper introduces DeepUnifiedMom, a deep learning framework that enhances portfolio management through a multi-task learning approach and a multi-gate mixture of experts. The essence of DeepUnifiedMom lies in its ability to create…

Computational Finance · Quantitative Finance 2024-06-14 Joel Ong , Dorien Herremans

Change Point Detection (CPD) is a critical task in time series analysis, aiming to identify moments when the underlying data-generating process shifts. Traditional CPD methods often rely on unsupervised techniques, which lack adaptability…

Machine Learning · Computer Science 2026-01-29 Stefano Bertolasi , Diego Carrera , Diego Stucchi , Pasqualina Fragneto , Luigi Amedeo Bianchi

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

Detecting changes in data streams is a vital task in many applications. There is increasing interest in changepoint detection in the online setting, to enable real-time monitoring and support prompt responses and informed decision-making.…

Methodology · Statistics 2024-05-27 Victor K. Khamesi , Niall M. Adams , Dean A. Bodenham , Edward A. K. Cohen

Recent work [1] has utilized Moore-Penrose (MP) inverse in deep convolutional neural network (DCNN) learning, which achieves better generalization performance over the DCNN with a stochastic gradient descent (SGD) pipeline. However, Yang's…

Machine Learning · Computer Science 2021-01-06 Wandong Zhang , Yimin Yang , Jonathan Wu

Model predictive control (MPC) is an effective method for control of constrained systems but is susceptible to the external disturbances and modeling error often encountered in real-world applications. To address these issues, techniques…

Systems and Control · Electrical Eng. & Systems 2020-12-24 Savva Morozov , Parker C. Lusk , Brett T. Lopez , Jonathan P. How

Within the current sphere of deep learning research, despite the extensive application of optimization algorithms such as Stochastic Gradient Descent (SGD) and Adaptive Moment Estimation (Adam), there remains a pronounced inadequacy in…

Machine Learning · Computer Science 2025-10-30 Zhifeng Wang , Longlong Li , Chunyan Zeng

Consistency Models (CM) (Song et al., 2023) accelerate score-based diffusion model sampling at the cost of sample quality but lack a natural way to trade-off quality for speed. To address this limitation, we propose Consistency Trajectory…

Traditional portfolio management methods can incorporate specific investor preferences but rely on accurate forecasts of asset returns and covariances. Reinforcement learning (RL) methods do not rely on these explicit forecasts and are…

Portfolio Management · Quantitative Finance 2022-03-23 Ruan Pretorius , Terence van Zyl

Deep learning has revolutionized the process of new material discovery, with state-of-the-art models now able to predict material properties based solely on chemical compositions, thus eliminating the necessity for material structures.…

Materials Science · Physics 2023-09-12 Dong Zhu , Zhikuang xin , Siming Zheng , Yangang Wang , Xiaoyu Yang

Given new pairs of source and target point sets, standard point set registration methods often repeatedly conduct the independent iterative search of desired geometric transformation to align the source point set with the target one. This…

Graphics · Computer Science 2019-07-30 Lingjing Wang , Xiang Li , Jianchun Chen , Yi Fang

Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…

Machine Learning · Computer Science 2025-11-18 Ziling Fan , Ruijia Liang , Yiwen Hu

Distributed stochastic optimization algorithms can simultaneously process large-scale datasets, significantly accelerating model training. However, their effectiveness is often hindered by the sparsity of distributed networks and data…

Machine Learning · Computer Science 2025-02-14 Yuchen Hu , Xi Chen , Weidong Liu , Xiaojun Mao

Deep learning approaches, known for their ability to model complex relationships and fast execution, are increasingly being applied to solve large optimization problems. However, existing methods often face challenges in simultaneously…

Optimization and Control · Mathematics 2025-12-16 Zisheng Zhou , Dengyu Zheng , Zirui Chen , Shixiang Chen

Many existing models for clinical trial outcome prediction are optimized using task-specific loss functions on trial phase-specific data. While this scheme may boost prediction for common diseases and drugs, it can hinder learning of…

Machine Learning · Computer Science 2025-05-27 Yiqing Zhang , Xiaozhong Liu , Fabricio Murai

We present Latent Diffeomorphic Dynamic Mode Decomposition (LDDMD), a new data reduction approach for the analysis of non-linear systems that combines the interpretability of Dynamic Mode Decomposition (DMD) with the predictive power of…

Machine Learning · Computer Science 2025-08-04 Willem Diepeveen , Jon Schwenk , Andrea Bertozzi

The detection of anomalies or transitions in complex dynamical systems is of critical importance to various applications. In this study, we propose the use of machine learning to detect changepoints for high-dimensional dynamical systems.…

Dynamical Systems · Mathematics 2023-05-18 Sen Lin , Gianmarco Mengaldo , Romit Maulik