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A data-driven approach called CaNN (Calibration Neural Network) is proposed to calibrate financial asset price models using an Artificial Neural Network (ANN). Determining optimal values of the model parameters is formulated as training…

Computational Finance · Quantitative Finance 2020-02-03 Shuaiqiang Liu , Anastasia Borovykh , Lech A. Grzelak , Cornelis W. Oosterlee

In this review, we assess the use of Bayesian methods in model predictive control (MPC), focusing on neural-network-based modeling, control design, and uncertainty quantification. We systematically analyze individual studies and how they…

Artificial Intelligence · Computer Science 2025-10-08 Asli Karacelik

Reliable uncertainty quantification is a first step towards building explainable, transparent, and accountable artificial intelligent systems. Recent progress in Bayesian deep learning has made such quantification realizable. In this paper,…

Computation and Language · Computer Science 2018-11-20 Yijun Xiao , William Yang Wang

Recent advancements in predictive machine learning has led to its application in various use cases in manufacturing. Most research focused on maximising predictive accuracy without addressing the uncertainty associated with it. While…

Multiagent Systems · Computer Science 2021-07-29 Bang Xiang Yong , Alexandra Brintrup

Lane-changing is an important driving behavior and unreasonable lane changes can result in potentially dangerous traffic collisions. Advanced Driver Assistance System (ADAS) can assist drivers to change lanes safely and efficiently. To…

Machine Learning · Computer Science 2021-08-03 Yue Zhang , Yajie Zou , Jinjun Tang , Jian Liang

The problem of safely learning and controlling a dynamical system - i.e., of stabilizing an originally (partially) unknown system while ensuring that it does not leave a prescribed 'safe set' - has recently received tremendous attention in…

Systems and Control · Electrical Eng. & Systems 2023-10-10 Jafar Abbaszadeh Chekan , Cedric Langbort

Continual learning aims to learn new tasks without forgetting previously learned ones. This is especially challenging when one cannot access data from previous tasks and when the model has a fixed capacity. Current regularization-based…

Machine Learning · Computer Science 2020-02-21 Sayna Ebrahimi , Mohamed Elhoseiny , Trevor Darrell , Marcus Rohrbach

We study learning based controllers as a replacement for model predictive controllers (MPC) for the control of autonomous vehicles. We concentrate for the experiments on the simple yet representative bicycle model. We compare training by…

Robotics · Computer Science 2021-08-02 Maria Luiza Costa Vianna , Eric Goubault , Sylvie Putot

Control barrier certificates have proven effective in formally guaranteeing the safety of the control systems. However, designing a control barrier certificate is a time-consuming and computationally expensive endeavor that requires expert…

Systems and Control · Electrical Eng. & Systems 2024-05-28 Alireza Nadali , Ashutosh Trivedi , Majid Zamani

We propose Kernel Predictive Control (KPC), a learning-based predictive control strategy that enjoys deterministic guarantees of safety. Noise-corrupted samples of the unknown system dynamics are used to learn several models through the…

Systems and Control · Electrical Eng. & Systems 2020-11-24 Emilio T. Maddalena , Paul Scharnhorst , Yuning Jiang , Colin N. Jones

Safe deployment of autonomous robots in diverse scenarios requires agents that are capable of efficiently adapting to new environments while satisfying constraints. In this work, we propose a practical and theoretically-justified approach…

Robotics · Computer Science 2022-02-17 Thomas Lew , Apoorva Sharma , James Harrison , Andrew Bylard , Marco Pavone

Configurable software systems are employed in many important application domains. Understanding the performance of the systems under all configurations is critical to prevent potential performance issues caused by misconfiguration. However,…

Software Engineering · Computer Science 2022-12-29 Huong Ha , Zongwen Fan , Hongyu Zhang

Multi-fidelity models are becoming more prevalent in engineering, particularly in aerospace, as they combine both the computational efficiency of low-fidelity models with the high accuracy of higher-fidelity simulations. Various…

Computational Engineering, Finance, and Science · Computer Science 2024-07-09 Andrea Vaiuso , Gabriele Immordino , Marcello Righi , Andrea Da Ronch

Deep neural networks can be trained to be efficient and effective controllers for dynamical systems; however, the mechanics of deep neural networks are complex and difficult to guarantee. This work presents a general approach for providing…

Systems and Control · Computer Science 2019-06-05 Kyle D. Julian , Mykel J. Kochenderfer

Achieving safe autonomous navigation systems is critical for deploying robots in dynamic and uncertain real-world environments. In this paper, we propose a hierarchical control framework leveraging neural network verification techniques to…

Artificial Intelligence · Computer Science 2025-05-01 Luca Marzari , Francesco Trotti , Enrico Marchesini , Alessandro Farinelli

Ensemble forecasting is, so far, the most successful approach to produce relevant forecasts with an estimation of their uncertainty. The main limitations of ensemble forecasting are the high computational cost and the difficulty to capture…

Machine Learning · Computer Science 2022-12-21 Maximiliano A. Sacco , Juan J. Ruiz , Manuel Pulido , Pierre Tandeo

Reliable uncertainty quantification on RUL prediction is crucial for informative decision-making in predictive maintenance. In this context, we assess some of the latest developments in the field of uncertainty quantification for…

Machine Learning · Computer Science 2023-02-10 Luis Basora , Arthur Viens , Manuel Arias Chao , Xavier Olive

Randomized artificial neural networks such as extreme learning machines provide an attractive and efficient method for supervised learning under limited computing ressources and green machine learning. This especially applies when equipping…

Machine Learning · Statistics 2022-01-02 Ansgar Steland , Bart E. Pieters

Credit risk modelling is an integral part of the global financial system. While there has been great attention paid to neural network models for credit default prediction, such models often lack the required interpretation mechanisms and…

Machine Learning · Statistics 2019-06-18 Rendani Mbuvha , Illyes Boulkaibet , Tshilidzi Marwala

The paper proposes a feed-forward control strategy for mobile robot control that accounts for a non-linear model of the vehicle with interaction between inputs and outputs. It is possible to include specific model uncertainties in the…

Robotics · Computer Science 2015-12-11 Ioan Dumitrache , Monica Dragoicea