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We introduce a method to estimate simultaneously the tail and the threshold parameters of an extreme value regression model. This standard model finds its use in finance to assess the effect of market variables on extreme loss distributions…

Methodology · Statistics 2023-04-17 Julien Hambuckers , Marie Kratz , Antoine Usseglio-Carleve

Current Parameter-Efficient Fine-Tuning (PEFT) methods typically operate under an implicit assumption: Once a target module is selected, every token passing through it contributes equally to the downstream task and requires a parameter…

Computation and Language · Computer Science 2026-01-30 Dabiao Ma , Ziming Dai , Zhimin Xin , Shu Wang , Jian Yang , Haojun Fei

Time series are generated in diverse domains such as economic, traffic, health, and energy, where forecasting of future values has numerous important applications. Not surprisingly, many forecasting methods are being proposed. To ensure…

The efficiency to identify jets containing $b$-hadrons ($b$-jets) is measured using a high purity sample of dileptonic top quark-antiquark pairs ($t\bar{t}$) selected from the 36.1 fb$^{-1}$ of data collected by the ATLAS detector in 2015…

High Energy Physics - Experiment · Physics 2018-09-05 ATLAS Collaboration

Information-based Bayesian optimization (BO) algorithms have achieved state-of-the-art performance in optimizing a black-box objective function. However, they usually require several approximations or simplifying assumptions (without…

Machine Learning · Computer Science 2021-08-02 Quoc Phong Nguyen , Zhaoxuan Wu , Bryan Kian Hsiang Low , Patrick Jaillet

This study introduces a novel methodology for fault detection and cause identification within the Tennessee Eastman Process (TEP) by integrating a Bidirectional Long Short-Term Memory (BiLSTM) neural network with an Integrated Attention…

Artificial Intelligence · Computer Science 2024-08-02 Mohammad Ali Labbaf Khaniki , Alireza Golkarieh , Houman Nouri , Mohammad Manthouri

This paper introduces a new specification for the nonparametric production-frontier based on Data Envelopment Analysis (DEA) when dealing with decision-making units whose economic performances are correlated with those of the neighbors…

Econometrics · Economics 2021-03-29 Julian Ramajo , Miguel A. Marquez , Geoffrey J. D. Hewings

Current methods to determine the energy efficiency of buildings require on-site visits of certified energy auditors which makes the process slow, costly, and geographically incomplete. To accelerate the identification of promising retrofit…

Computer Vision and Pattern Recognition · Computer Science 2022-08-26 Kevin Mayer , Lukas Haas , Tianyuan Huang , Juan Bernabé-Moreno , Ram Rajagopal , Martin Fischer

The rise of AI-powered classification techniques has ushered in a new era for data-driven Fault Detection and Diagnosis in smart building systems. While extensive research has championed supervised FDD approaches, the real-world application…

Systems and Control · Electrical Eng. & Systems 2023-12-19 Farivar Rajabi , J. J. McArthur

In econometrics, the Efficient Market Hypothesis posits that asset prices reflect all available information in the market. Several empirical investigations show that market efficiency drops when it undergoes extreme events. Many models for…

Statistical Finance · Quantitative Finance 2025-07-02 Junshu Jiang , Jordan Richards , Raphaël Huser , David Bolin

In this paper we present FASE (Fast Asynchronous Systems Evaluation), a tool for evaluating worst-case efficiency of asynchronous systems. This tool implements some well-established results in the setting of a timed CCS-like process…

Logic in Computer Science · Computer Science 2011-05-10 Massimo Callisto De Donato , Maria Rita Di Berardini

Fully Homomorphic Encryption (FHE), a novel cryptographic theory enabling computation directly on ciphertext data, offers significant security benefits but is hampered by substantial performance overhead. In recent years, a series of…

Cryptography and Security · Computer Science 2024-03-18 Shengyu Fan , Xianglong Deng , Zhuoyu Tian , Zhicheng Hu , Liang Chang , Rui Hou , Dan Meng , Mingzhe Zhang

A more objective method for measuring the energy needs of businesses, System Energy Assessment (SEA), identifies the natural boundaries of businesses as self-managing net-energy systems, of controlled and self-managing parts. The method is…

Physics and Society · Physics 2011-04-19 Philip F. Henshaw , Carey King , Jay Zarnikau

This study presents a real-time guidance strategy for an unmanned aerial vehicles (UAVs) that can be used to enhance their flight endurance by utilizing {\sl insitu} measurements of wind speeds and wind gradients. In these strategies,…

Optimization and Control · Mathematics 2015-01-30 Kamran Turkoglu

In this study, the effect of inlet air cooling and fuel type on the performance parameters of thrust-specific fuel consumption (TSFC), thermal and exergetic efficiencies, entropy generation rate, and Nitrogen oxide emission intensity index…

Systems and Control · Electrical Eng. & Systems 2022-08-19 Mohammadreza Sabzehali , Somayeh Davoodabadi Farahani , Amir Mosavi

The Total Portfolio Approach and Strategic Asset Allocation are widely viewed as competing frameworks for institutional portfolio management. We argue they differ in a single governance parameter: the tracking error constraint. Using U.S.…

Portfolio Management · Quantitative Finance 2026-03-04 Ashwin Alankar , Allan Maymin , Philip Maymin , Myron Scholes , Sujiang Zhang

Large-scale renewable energy deployment introduces pronounced volatility into the electricity system, turning grid operation into a complex stochastic optimization problem. Accurate electricity price forecasting (EPF) is essential not only…

Machine Learning · Computer Science 2026-04-17 Jan Niklas Lettner , Hadeer El Ashhab , Veit Hagenmeyer , Benjamin Schäfer

This paper develops a novel method to estimate firm-specific market-entry thresholds in international economics, allowing fixed costs to vary across firms alongside productivity. Our framework models market entry as an interaction between…

General Economics · Economics 2026-01-15 Peter H. Egger , Yulong Wang

Effective incident management in large-scale IT systems relies on troubleshooting guides (TSGs), but their manual execution is slow and error-prone. While recent advances in LLMs offer promise for automating incident management tasks,…

Artificial Intelligence · Computer Science 2026-04-22 Jiayi Mao , Liqun Li , Yanjie Gao , Zegang Peng , Shilin He , Chaoyun Zhang , Si Qin , Samia Khalid , Qingwei Lin , Saravan Rajmohan , Sitaram Lanka , Dongmei Zhang

This paper presents a new method for anomaly detection in automated systems with time and compute sensitive requirements, such as autonomous driving, with unparalleled efficiency. As systems like autonomous driving become increasingly…

Computer Vision and Pattern Recognition · Computer Science 2025-03-12 Andrew Gao , Jun Liu
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