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Predicting volatility is important for asset predicting, option pricing and hedging strategies because it cannot be directly observed in the financial market. The Black-Scholes option pricing model is one of the most widely used models by…

Computational Finance · Quantitative Finance 2023-12-01 Soohan Kim , Seok-Bae Yun , Hyeong-Ohk Bae , Muhyun Lee , Youngjoon Hong

This paper describes a study based on computational fluid dynamics (CFD) and deep neural networks that focusing on predicting the flow field in differently distorted U-shaped pipes. The main motivation of this work was to get an insight…

Machine Learning · Computer Science 2020-10-02 Gergely Hajgató , Bálint Gyires-Tóth , György Paál

The planning and operation of renewable energy, especially wind power, depend crucially on accurate, timely, and high-resolution weather information. Coarse-grid global numerical weather forecasts are typically downscaled to meet these…

Power grids play a very important role in delivering electrical energy to homes, industries and other places that require it. Because of this increased demand they are facing a great challenge of voltage variations. This happens due to…

Signal Processing · Electrical Eng. & Systems 2021-06-25 Sahil Vohra

This work presents a new approach for premixed turbulent combustion modeling based on convolutional neural networks (CNN). We first propose a framework to reformulate the problem of subgrid flame surface density estimation as a machine…

Fluid Dynamics · Physics 2019-08-02 C. J. Lapeyre , A. Misdariis , N. Cazard , D. Veynante , T. Poinsot

Smart power grids are one of the most complex cyber-physical systems, delivering electricity from power generation stations to consumers. It is critically important to know exactly the current state of the system as well as its state…

Systems and Control · Electrical Eng. & Systems 2021-02-12 Shahrzad Hadayeghparast , Amir Namavar Jahromi , Hadis Karimipour

Accurately predicting fluid dynamics and evolution has been a long-standing challenge in physical sciences. Conventional deep learning methods often rely on the nonlinear modeling capabilities of neural networks to establish mappings…

Machine Learning · Computer Science 2025-04-09 Huaguan Chen , Yang Liu , Hao Sun

The variability of renewable energy generation and the unpredictability of electricity demand create a need for real-time economic dispatch (ED) of assets in microgrids. However, solving numerical optimization problems in real-time can be…

Systems and Control · Electrical Eng. & Systems 2024-05-03 Xiaoyu Ge , Javad Khazaei

Metal additive manufacturing enables unprecedented design freedom and the production of customized, complex components. However, the rapid melting and solidification dynamics inherent to metal AM processes generate heterogeneous,…

Machine Learning · Computer Science 2025-05-05 D. Patel , R. Sharma , Y. B. Guo

Probabilistic price forecasting has recently gained attention in power trading because decisions based on such predictions can yield significantly higher profits than those made with point forecasts alone. At the same time, methods are…

Statistical Finance · Quantitative Finance 2023-08-30 Weronika Nitka , Rafał Weron

The robotic systems continuously interact with complex dynamical systems in the physical world. Reliable predictions of spatiotemporal evolution of these dynamical systems, with limited knowledge of system dynamics, are crucial for…

Artificial Intelligence · Computer Science 2019-01-08 Yun Long , Xueyuan She , Saibal Mukhopadhyay

We introduce a new method, called CNNAS (convolutional neural networks for atomistic systems), for calculating the total energy of atomic systems which rivals the computational cost of empirical potentials while maintaining the accuracy of…

Materials Science · Physics 2018-03-21 Kevin Ryczko , Kyle Mills , Iryna Luchak , Christa Homenick , Isaac Tamblyn

This paper presents a compression framework for Reservoir Computing that enables systematic design-space exploration of trade-offs among quantization levels, pruning rates, model accuracy, and hardware efficiency. The proposed approach…

Hardware Architecture · Computer Science 2026-03-11 Atousa Jafari , Mahdi Taheri , Hassan Ghasemzadeh Mohammadi , Christian Herglotz , Marco Platzner

The last decade has shown a tremendous success in solving various computer vision problems with the help of deep learning techniques. Lately, many works have demonstrated that learning-based approaches with suitable network architectures…

Machine Learning · Computer Science 2019-08-21 Michael Moeller , Thomas Möllenhoff , Daniel Cremers

Natural distribution shift causes a deterioration in the perception performance of convolutional neural networks (CNNs). This comprehensive analysis for real-world traffic data addresses: 1) investigating the effect of natural distribution…

Computer Vision and Pattern Recognition · Computer Science 2024-09-24 Fabian Diet , Moussa Kassem Sbeyti , Michelle Karg

Intelligent Virtual Machine (VM) provisioning is central to cost and resource efficient computation in cloud computing environments. As bootstrapping VMs is time-consuming, a key challenge for latency-critical tasks is to predict future…

Systems and Control · Electrical Eng. & Systems 2023-04-18 Shreshth Tuli , Giuliano Casale , Nicholas R. Jennings

Nowadays, it is broadly recognized in the power system community that to meet the ever expanding energy sector's needs, it is no longer possible to rely solely on physics-based models and that reliable, timely and sustainable operation of…

Machine Learning · Computer Science 2022-11-16 Yuzhou Chen , Tian Jiang , Miguel Heleno , Alexandre Moreira , Yulia R. Gel

The simulation of power system dynamics poses a computationally expensive task. Considering the growing uncertainty of generation and demand patterns, thousands of scenarios need to be continuously assessed to ensure the safety of power…

Systems and Control · Electrical Eng. & Systems 2023-11-13 Jochen Stiasny , Spyros Chatzivasileiadis

Many applications of machine learning methods involve an iterative protocol in which data are collected, a model is trained, and then outputs of that model are used to choose what data to consider next. For example, one data-driven approach…

Machine Learning · Computer Science 2025-04-07 Clara Fannjiang , Stephen Bates , Anastasios N. Angelopoulos , Jennifer Listgarten , Michael I. Jordan

This study presents two different machine learning approaches for the modeling of hydrodynamic force on particles in a particle-laden multiphase flow. Results from particle-resolved direct numerical simulations (PR-DNS) of flow over a…

Fluid Dynamics · Physics 2020-07-15 S. Balachandar , W. C. Moore , G. Akiki , K. Liu