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Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics…

Systems and Control · Computer Science 2017-01-11 Luca Bortolussi , Guido Sanguinetti

This paper initiates a study into the century-old issue of market predictability from the perspective of computational complexity. We develop a simple agent-based model for a stock market where the agents are traders equipped with simple…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 James Aspnes , David F. Fischer , Michael J. Fischer , Ming-Yang Kao , Alok Kumar

The effectiveness of the machine learning methods for real-world tasks depends on the proper structure of the modeling pipeline. The proposed approach is aimed to automate the design of composite machine learning pipelines, which is…

The object-oriented class is, in general, the most utilized element in programming and modeling. It is employed throughout the software development process, from early domain analysis phases to later maintenance phases. A class diagram…

Software Engineering · Computer Science 2017-10-03 Sabah Al-Fedaghi

Alongside optimization-based planners, sampling-based approaches are often used in trajectory planning for autonomous driving due to their simplicity. Model predictive path integral control is a framework that builds upon optimization…

Robotics · Computer Science 2026-02-09 Georg Rabenstein , Lars Ullrich , Knut Graichen

Recent years have witnessed the emergence and flourishing of hierarchical graph pooling neural networks (HGPNNs) which are effective graph representation learning approaches for graph level tasks such as graph classification. However,…

Machine Learning · Computer Science 2020-12-14 Haoteng Tang , Guixiang Ma , Lifang He , Heng Huang , Liang Zhan

In this report, we present a new programming model based on Pipelines and Operators, which are the building blocks of programs written in PiCo, a DSL for Data Analytics Pipelines. In the model we propose, we use the term Pipeline to denote…

Programming Languages · Computer Science 2017-05-05 Maurizio Drocco , Claudia Misale , Guy Tremblay , Marco Aldinucci

Flexible neural sequence models outperform grammar- and automaton-based counterparts on a variety of tasks. However, neural models perform poorly in settings requiring compositional generalization beyond the training data -- particularly to…

Computation and Language · Computer Science 2021-06-09 Ekin Akyürek , Afra Feyza Akyürek , Jacob Andreas

Stock market returns are typically analyzed using standard regression, yet they reside on irregular domains which is a natural scenario for graph signal processing. To this end, we consider a market graph as an intuitive way to represent…

Portfolio Management · Quantitative Finance 2021-06-08 Alvaro Arroyo , Bruno Scalzo , Ljubisa Stankovic , Danilo P. Mandic

In complex inferential tasks like question answering, machine learning models must confront two challenges: the need to implement a compositional reasoning process, and, in many applications, the need for this reasoning process to be…

Computer Vision and Pattern Recognition · Computer Science 2019-03-08 Ronghang Hu , Jacob Andreas , Trevor Darrell , Kate Saenko

Developing new molecular compounds is crucial to address pressing challenges, from health to environmental sustainability. However, exploring the molecular space to discover new molecules is difficult due to the vastness of the space. Here…

Machine Learning · Computer Science 2025-05-23 Manuel Ruiz-Botella , Marta Sales-Pardo , Roger Guimerà

Compartmental models are used in epidemiology to capture the evolution of infectious diseases such as COVID-19 in a population by assigning members of it to compartments with labels such as susceptible, infected, and recovered. In a…

Formal Languages and Automata Theory · Computer Science 2024-02-15 Tim Leys , Guillermo A. Perez

We study the modeling and prediction of dynamical systems based on conventional models derived from measurements. Such algorithms are highly desirable in situations where the underlying dynamics are hard to model from physical principles or…

Data Analysis, Statistics and Probability · Physics 2016-08-03 Markus Quade , Markus Abel , Kamran Shafi , Robert K. Niven , Bernd R. Noack

Estimating three-dimensional conformations of a molecular graph allows insight into the molecule's biological and chemical functions. Fast generation of valid conformations is thus central to molecular modeling. Recent advances in…

Machine Learning · Computer Science 2025-02-18 Sohil Atul Shah , Vladlen Koltun

In this paper, we extend the sampling theory on graphs by constructing a framework that exploits the structure in product graphs for efficient sampling and recovery of bandlimited graph signals that lie on them. Product graphs are graphs…

Information Theory · Computer Science 2018-09-27 Rohan Varma , Jelena Kovačević

It has been increasingly recognized that effective human-AI co-creation requires more than prompts and results, but an environment with empowering structures that facilitate exploration, planning, iteration, as well as control and…

Human-Computer Interaction · Computer Science 2025-03-07 Yining Cao , Yiyi Huang , Anh Truong , Hijung Valentina Shin , Haijun Xia

We demonstrate the application of an algorithmic trading strategy based upon the recently developed dynamic mode decomposition (DMD) on portfolios of financial data. The method is capable of characterizing complex dynamical systems, in this…

Computational Finance · Quantitative Finance 2015-08-20 Jordan Mann , J. Nathan Kutz

The graded affine Lie algebras provide a framework in which the dressing method is applied to the generic type of integrable models. The dressing formalism is used to develop a unified approach to various symmetry flows encountered among…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 H. Aratyn , J. F. Gomes , E. Nissimov , S. Pacheva , A. H. Zimerman

Uncovering the structure of socioeconomic systems and timely estimation of socioeconomic status are significant for economic development. The understanding of socioeconomic processes provides foundations to quantify global economic…

Physics and Society · Physics 2019-07-02 Jian Gao , Yi-Cheng Zhang , Tao Zhou

Many problems in the geophysical sciences demand the ability to calibrate the parameters and predict the time evolution of complex dynamical models using sequentially-collected data. Here we introduce a general methodology for the joint…

Computation · Statistics 2018-12-12 Sara Pérez-Vieites , Inés P. Mariño , Joaquín Míguez