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Accurately predicting the prices of financial time series is essential and challenging for the financial sector. Owing to recent advancements in deep learning techniques, deep learning models are gradually replacing traditional statistical…

Statistical Finance · Quantitative Finance 2023-09-29 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Reinforcement learning (RL) solves sequential decision-making problems via a trial-and-error process interacting with the environment. While RL achieves outstanding success in playing complex video games that allow huge trial-and-error,…

Machine Learning · Computer Science 2022-06-22 Fan-Ming Luo , Tian Xu , Hang Lai , Xiong-Hui Chen , Weinan Zhang , Yang Yu

Training neural operators to approximate mappings between infinite-dimensional function spaces often requires extensive datasets generated by either demanding experimental setups or computationally expensive numerical solvers. This…

Machine Learning · Computer Science 2025-11-18 Arth Sojitra , Omer San

We present a taxonomy of research on Machine Learning (ML) applied to enhance simulations together with a catalog of some activities. We cover eight patterns for the link of ML to the simulations or systems plus three algorithmic areas:…

Machine Learning · Computer Science 2019-10-15 Geoffrey Fox , Shantenu Jha

This research presents a method that utilizes explainability techniques to amplify the performance of machine learning (ML) models in forecasting the quality of milling processes, as demonstrated in this paper through a manufacturing use…

Artificial Intelligence · Computer Science 2024-03-28 Dennis Gross , Helge Spieker , Arnaud Gotlieb , Ricardo Knoblauch

Understanding the theoretical capabilities and limitations of quantum machine learning (QML) models to solve machine learning tasks is crucial to advancing both quantum software and hardware developments. Similarly to the classical setting,…

Quantum Physics · Physics 2026-03-31 Qiuhao Chen , Yuling Jiao , Yinan Li , Xiliang Lu , Jerry Zhijian Yang

Reinforcement learning is a powerful tool to learn the optimal policy of possibly multiple agents by interacting with the environment. As the number of agents grow to be very large, the system can be approximated by a mean-field problem.…

Optimization and Control · Mathematics 2020-08-18 Weichen Wang , Jiequn Han , Zhuoran Yang , Zhaoran Wang

The increasing use of machine-learning (ML) enabled systems in critical tasks fuels the quest for novel verification and validation techniques yet grounded in accepted system assurance principles. In traditional system development,…

Machine Learning · Computer Science 2020-02-11 Taejoon Byun , Sanjai Rayadurgam

We construct a semi-Lagrangian scheme for first-order, time-dependent, and non-local Mean Field Games. The convergence of the scheme to a weak solution of the system is analyzed by exploiting a key monotonicity property. To solve the…

Numerical Analysis · Mathematics 2026-05-12 Elisabetta Carlini , Valentina Coscetti

Projecting climate change is a generalization problem: we extrapolate the recent past using physical models across past, present, and future climates. Current climate models require representations of processes that occur at scales smaller…

Machine learning (ML) enables the development of interatomic potentials that promise the accuracy of first principles methods while retaining the low cost and parallel efficiency of empirical potentials. While ML potentials traditionally…

Statistical learning is the process of estimating an unknown probabilistic input-output relationship of a system using a limited number of observations. A statistical learning machine (SLM) is the algorithm, function, model, or rule, that…

Machine Learning · Statistics 2026-04-26 Waleed A. Yousef

Financial markets investors are involved in many games -- they must interact with other agents to achieve their goals. Among them are those directly connected with their activity on markets but one cannot neglect other aspects that…

Trading and Market Microstructure · Quantitative Finance 2008-12-02 Edward W. Piotrowski , Jan Sladkowski , Anna Szczypinska

We present a scale-bridging approach based on a multi-fidelity (MF) machine-learning (ML) framework leveraging Gaussian processes (GP) to fuse atomistic computational model predictions across multiple levels of fidelity. Through the…

Computational Physics · Physics 2020-08-06 Anh Tran , Julien Tranchida , Tim Wildey , Aidan P. Thompson

Machine learning (ML) is shown to predict new alloys and their performances in a high dimensional, multiple-target-property design space that considers chemistry, multi-step processing routes, and characterization methodology variations. A…

Materials Science · Physics 2020-10-12 Sen Liu , Branden B. Kappes , Behnam Amin-ahmadi , Othmane Benafan , Xiaoli Zhang , Aaron P. Stebner

This study proposes a methodology to utilize machine learning (ML) for topology optimization of periodic lattice structures. In particular, we investigate data representation of lattice structures used as input data for ML models to improve…

Optimization and Control · Mathematics 2024-11-22 Tomoya Matsuoka , Makoto Ohsaki , Kazuki Hayashi

Electronic structure methods offer in principle accurate predictions of molecular properties, however, their applicability is limited by computational costs. Empirical methods are cheaper, but come with inherent approximations and are…

Chemical Physics · Physics 2023-11-16 Moritz Thürlemann , Sereina Riniker

Machine Learning (ML) has impacted numerous areas of materials science, most prominently improving molecular simulations, where force fields were trained on previously relaxed structures. One natural next step is to predict material…

Materials Science · Physics 2023-11-28 Robin Hilgers , Daniel Wortmann , Stefan Blügel

Bond prices are a reflection of extremely complex market interactions and policies, making prediction of future prices difficult. This task becomes even more challenging due to the dearth of relevant information, and accuracy is not the…

Statistical Finance · Quantitative Finance 2017-05-04 Swetava Ganguli , Jared Dunnmon

This thesis designs a prediction system based on matrix factorization to predict the classification accuracy of a specific model on a particular dataset. In this thesis, we conduct comprehensive empirical research on more than fifty…

Machine Learning · Computer Science 2023-05-02 Yunbo Dong