English
Related papers

Related papers: Finance-Informed Neural Network: Learning the Geom…

200 papers

Physics-informed neural networks (PINNs) have gained significant prominence as a powerful tool in the field of scientific computing and simulations. Their ability to seamlessly integrate physical principles into deep learning architectures…

Machine Learning · Computer Science 2024-04-05 Zakaria Elabid , Daniel Busby , Abdenour Hadid

Ultrafast optics is driven by a myriad of complex nonlinear dynamics. The ubiquitous presence of governing equations in the form of partial integro-differential equations (PIDE) necessitates the need for advanced computational tools to…

Optics · Physics 2024-10-23 Jonathan Musgrave , Shu-Wei Huang

Flexoelectricity, the coupling between strain gradients and electric polarization, poses significant computational challenges due to its governing fourth-order partial differential equations that require C1-continuous solutions. To address…

Computational Physics · Physics 2025-06-30 Hyeonbin Moon , Donggeun Park , Jinwook Yeo , Seunghwa Ryu

Numerical modeling errors are unavoidable in finite element analysis. The presence of model errors inherently reflects both model accuracy and uncertainty. To date there have been few methods for explicitly quantifying errors at points of…

Machine Learning · Computer Science 2024-11-19 Bozhou Zhuang , Sashank Rana , Brandon Jones , Danny Smyl

High-resolution reconstruction of flow-field data from low-resolution and noisy measurements is of interest due to the prevalence of such problems in experimental fluid mechanics, where the measurement data are in general sparse, incomplete…

Fluid Dynamics · Physics 2024-02-23 Hamidreza Eivazi , Yuning Wang , Ricardo Vinuesa

We present pseudo-differential enhanced physics-informed neural networks (PINNs), an extension of gradient enhancement but in Fourier space. Gradient enhancement of PINNs dictates that the PDE residual is taken to a higher differential…

Machine Learning · Computer Science 2026-05-06 Andrew Gracyk

Thanks to their universal approximation properties and new efficient training strategies, Deep Neural Networks are becoming a valuable tool for the approximation of mathematical operators. In the present work, we introduce Mesh-Informed…

Numerical Analysis · Mathematics 2023-05-08 Nicola Rares Franco , Andrea Manzoni , Paolo Zunino

The interface between data-driven learning methods and classical simulation poses an interesting field offering a multitude of new applications. In this work, we build on the notion of physics-informed neural networks (PINNs) and employ…

Fluid Dynamics · Physics 2022-03-04 Raphael Leiteritz , Marcel Hurler , Dirk Pflüger

In recent years there has been great interest in using deep neural networks (DNN) for super-resolution image reconstruction including for structured illumination microscopy (SIM). While these methods have shown very promising results, they…

Image and Video Processing · Electrical Eng. & Systems 2023-03-22 Zachary Burns , Zhaowei Liu

Physics-informed neural networks (PINNs) provide a promising framework for solving inverse problems governed by partial differential equations (PDEs) by integrating observational data and physical constraints in a unified optimization…

Machine Learning · Computer Science 2026-04-07 Yongsheng Chen , Yong Chen , Wei Guo , Xinghui Zhong

We consider a non-stochastic online learning approach to price financial options by modeling the market dynamic as a repeated game between the nature (adversary) and the investor. We demonstrate that such framework yields analogous…

Data Structures and Algorithms · Computer Science 2014-06-25 Henry Lam , Zhenming Liu

Deep learning is a powerful tool whose applications in quantitative finance are growing every day. Yet, artificial neural networks behave as black boxes and this hinders validation and accountability processes. Being able to interpret the…

Pricing of Securities · Quantitative Finance 2021-04-20 Damiano Brigo , Xiaoshan Huang , Andrea Pallavicini , Haitz Saez de Ocariz Borde

This study enhances option pricing by presenting unique pricing model fractional order Black-Scholes-Merton (FOBSM) which is based on the Black-Scholes-Merton (BSM) model. The main goal is to improve the precision and authenticity of option…

Computational Finance · Quantitative Finance 2024-01-02 Sarit Maitra , Vivek Mishra , Goutam Kr. Kundu , Kapil Arora

Physics-Informed Neural Networks (PINNs) seek to solve partial differential equations (PDEs) with deep learning. Mainstream approaches that deploy fully-connected multi-layer deep learning architectures require prolonged training to achieve…

Machine Learning · Computer Science 2025-12-16 Shaghayegh Fazliani , Zachary Frangella , Madeleine Udell

Physics-Informed Neural Network (PINN) is a novel multi-task learning framework useful for solving physical problems modeled using differential equations (DEs) by integrating the knowledge of physics and known constraints into the…

Machine Learning · Computer Science 2024-09-18 Shivprasad Kathane , Shyamprasad Karagadde

Recently, physics-informed neural networks (PINNs) have offered a powerful new paradigm for solving problems relating to differential equations. Compared to classical numerical methods PINNs have several advantages, for example their…

Computational Physics · Physics 2024-06-21 Ben Moseley , Andrew Markham , Tarje Nissen-Meyer

A physics-informed neural network (PINN) is used to evaluate the fast ion distribution in the hot spot of an inertial confinement fusion target. The use of tailored input and output layers to the neural network is shown to enable a PINN to…

Plasma Physics · Physics 2024-06-04 Christopher J. McDevitt , Xian-Zhu Tang

The recent surge of interest in physics-informed neural network (PINN) methods has led to a wave of studies that attest to their potential for solving partial differential equations (PDEs) and predicting the dynamics of physical systems.…

Computational Engineering, Finance, and Science · Computer Science 2023-06-02 Pi-Yueh Chuang , Lorena A. Barba

The measurement of black hole spin is considered one of the key problems in relativistic astrophysics. Existing methods, such as continuum fitting, X-ray reflection spectroscopy and quasi-periodic oscillation analysis, have systematic…

High Energy Astrophysical Phenomena · Physics 2025-08-13 Stella Menziltsidou

Physics-Informed Neural Networks (PINNs) show significant potential for solving inverse problems, especially when observations are limited and sparse, provided that the relevant physical equations are known. We use PINNs to estimate smooth…

Numerical Analysis · Mathematics 2025-08-06 Moises Sierpe , Ernesto Castillo , Hernan Mella , Felipe Galarce