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Volatility forecasts play a central role among equity risk measures. Besides traditional statistical models, modern forecasting techniques based on machine learning can be employed when treating volatility as a univariate, daily…

Risk Management · Quantitative Finance 2024-08-09 Fernando Moreno-Pino , Stefan Zohren

Deep learning (DL) is rapidly advancing neuroimaging by achieving state-of-the-art performance with reduced computation times. Yet the numerical stability of DL models -- particularly during training -- remains underexplored. While…

Numerical Analysis · Mathematics 2025-09-08 Inés Gonzalez-Pepe , Vinuyan Sivakolunthu , Yohan Chatelain , Tristan Glatard

The heart's contraction is caused by electrical excitation which propagates through the heart muscle. It was recently shown that the electrical excitation can be computed from the contractile motion of a simulated piece of heart muscle…

Medical Physics · Physics 2023-05-16 Jan Lebert , Daniel Deng , Lei Fan , Lik Chuan Lee , Jan Christoph

Controlling systems governed by partial differential equations is an inherently hard problem. Specifically, control of wave dynamics is challenging due to additional physical constraints and intrinsic properties of wave phenomena such as…

Signal Processing · Electrical Eng. & Systems 2023-12-18 Tristan Shah , Feruza Amirkulova , Stas Tiomkin

Molecular Dynamics (MD) simulations are vital for exploring complex systems in computational physics and chemistry. While machine learning methods dramatically reduce computational costs relative to ab initio methods, their accuracy in…

Materials Science · Physics 2025-07-18 Ivan Žugec , Tin Hadži Veljković , Maite Alducin , J. Iñaki Juaristi

We present a probabilistic framework for modeling structured spatiotemporal dynamics from sparse observations, focusing on cardiac motion. Our approach integrates neural ordinary differential equations (NODEs), graph neural networks (GNNs),…

Machine Learning · Computer Science 2025-09-17 Jaume Banus , Augustin C. Ogier , Roger Hullin , Philippe Meyer , Ruud B. van Heeswijk , Jonas Richiardi

Reliable prediction of train delays is essential for enhancing the robustness and efficiency of railway transportation systems. In this work, we reframe delay forecasting as a stochastic simulation task, modeling state-transition dynamics…

Machine Learning · Computer Science 2025-12-24 Clément Elliker , Jesse Read , Sonia Vanier , Albert Bifet

In this work, we investigate the physical mechanisms governing turbulent kinetic energy transport using explainable deep learning (XDL). An XDL model based on SHapley Additive exPlanations (SHAP) is used to identify and percolate…

Fluid Dynamics · Physics 2026-01-29 Francisco Alcántara-Ávila , Andrés Cremades , Sergio Hoyas , Ricardo Vinuesa

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

Machine Learning · Computer Science 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri

Physics-based simulation for fluid flow in porous media is a computational technology to predict the temporal-spatial evolution of state variables (e.g. pressure) in porous media, and usually requires high computational expense due to its…

Fluid Dynamics · Physics 2021-05-11 Bicheng Yan , Dylan Robert Harp , Bailian Chen , Rajesh J. Pawar

We introduce ImitationFlow, a novel Deep generative model that allows learning complex globally stable, stochastic, nonlinear dynamics. Our approach extends the Normalizing Flows framework to learn stable Stochastic Differential Equations.…

Machine Learning · Computer Science 2020-10-27 Julen Urain , Michelle Ginesi , Davide Tateo , Jan Peters

Context: Automated software defect prediction (SDP) methods are increasingly applied, often with the use of machine learning (ML) techniques. Yet, the existing ML-based approaches require manually extracted features, which are cumbersome,…

Software Engineering · Computer Science 2022-10-06 Görkem Giray , Kwabena Ebo Bennin , Ömer Köksal , Önder Babur , Bedir Tekinerdogan

I present a data-driven predictive modeling tool that is applicable to high-dimensional chaotic systems with unstable periodic orbits. The basic idea is using deep neural networks to learn coordinate transformations between the trajectories…

Adaptation and Self-Organizing Systems · Physics 2023-12-11 Nazmi Burak Budanur

Many real-world data sets, especially in biology, are produced by complex nonlinear dynamical systems. In this paper, we focus on brain calcium imaging (CaI) of different organisms (zebrafish and rat), aiming to build a model of joint…

We introduce a method for learning provably stable deep neural network based dynamic models from observed data. Specifically, we consider discrete-time stochastic dynamic models, as they are of particular interest in practical applications…

Machine Learning · Computer Science 2021-03-30 Nathan P. Lawrence , Philip D. Loewen , Michael G. Forbes , Johan U. Backström , R. Bhushan Gopaluni

Learning dynamics from dissipative chaotic systems is notoriously difficult due to their inherent instability, as formalized by their positive Lyapunov exponents, which exponentially amplify errors in the learned dynamics. However, many of…

Machine Learning · Computer Science 2024-06-07 Yair Schiff , Zhong Yi Wan , Jeffrey B. Parker , Stephan Hoyer , Volodymyr Kuleshov , Fei Sha , Leonardo Zepeda-Núñez

The vast majority of systems of practical interest are characterised by nonlinear dynamics. This renders the control and optimization of such systems a complex task due to their nonlinear behaviour. Additionally, standard methods such as…

Systems and Control · Electrical Eng. & Systems 2022-04-05 Akhil Ahmed , Ehecatl Antonio del Rio-Chanona , Mehmet Mercangoz

The observation and description of collective excitations in solids is a fundamental issue when seeking to understand the physics of a many-body system. Analysis of these excitations is usually carried out by measuring the dynamical…

The study of experimental data is a relevant task in several physical, chemical and biological applications. In particular, the analysis of chaotic dynamics in cardiac systems is crucial as it can be related to some pathological…