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This paper presents a novel deep learning based data-driven optimization method. A novel generative adversarial network (GAN) based data-driven distributionally robust chance constrained programming framework is proposed. GAN is applied to…

Optimization and Control · Mathematics 2020-05-12 Shipu Zhao , Fengqi You

We consider data-driven inventory and pricing decisions in the feature-based newsvendor problem, where demand is influenced by both price and contextual features and is modeled without any structural assumptions. The unknown demand…

Machine Learning · Statistics 2024-11-14 Shijin Gong , Huihang Liu , Xinyu Zhang

This paper presents an analysis of the stability and quality of the distributed generation planning problem's investment solution. The entry of distributed generators power based on non-conventional energy sources has been extensively…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Luis Lopez , Alvaro Gonzalez-Castellanos , David Pozo

Differential graphical models are designed to represent the difference between the conditional dependence structures of two groups, thus are of particular interest for scientific investigation. Motivated by modern applications, this…

Statistics Theory · Mathematics 2021-02-03 Sen Na , Mladen Kolar , Oluwasanmi Koyejo

We consider solving a convex, possibly stochastic optimization problem over a randomly time-varying multi-agent network. Each agent has access to some local objective function, and it only has unbiased estimates of the gradients of the…

Optimization and Control · Mathematics 2016-11-29 Mingyi Hong , Tsung-Hui Chang

We introduce the decision-aware time-series conditional generative adversarial network (DAT-CGAN) as a method for time-series generation. The framework adopts a multi-Wasserstein loss on structured decision-related quantities, capturing the…

Machine Learning · Computer Science 2023-02-07 He Sun , Zhun Deng , Hui Chen , David C. Parkes

Operational decisions relying on predictive distributions of electricity prices can result in significantly higher profits compared to those based solely on point forecasts. However, the majority of models developed in both academic and…

Statistical Finance · Quantitative Finance 2024-10-08 Arkadiusz Lipiecki , Bartosz Uniejewski , Rafał Weron

We propose a unified deep learning framework for the generation and analysis of driving scenario trajectories, and validate its effectiveness in a principled way. To model and generate scenarios of trajectories with different lengths, we…

Computer Vision and Pattern Recognition · Computer Science 2023-08-15 Andreas Demetriou , Henrik Alfsvåg , Sadegh Rahrovani , Morteza Haghir Chehreghani

Accurate temporal prediction is the bridge between comprehensive scene understanding and embodied artificial intelligence. However, predicting multiple fine-grained states of a scene at multiple temporal scales is difficult for…

Computer Vision and Pattern Recognition · Computer Science 2026-01-27 Zhitao Zeng , Guojian Yuan , Junyuan Mao , Yuxuan Wang , Xiaoshuang Jia , Yueming Jin

Generative adversarial network-based models have shown remarkable performance in the field of speech enhancement. However, the current optimization strategies for these models predominantly focus on refining the architecture of the…

Sound · Computer Science 2025-09-10 Xihao Yuan , Siqi Liu , Yan Chen , Hang Zhou , Chang Liu , Hanting Chen , Jie Hu

The supply of electrical energy is being increasingly sourced from renewable generation resources. The variability and uncertainty of renewable generation, compared to a dispatch-able plant, is a significant dissimilarity of concern to the…

Optimization and Control · Mathematics 2017-11-16 Farhad Samadi Gazijahani , Javad Salehi

Renewable prosumers face the complex challenge of balancing self-sufficiency with seamless grid and market integration. This paper introduces a novel prosumers network framework aimed at mitigating peak loads in Iran, particularly under the…

Optimization and Control · Mathematics 2024-09-04 Amir Noori , Babak Tavassoli , Alireza Fereidunian

In financial engineering, portfolio optimization has been of consistent interest. Portfolio optimization is a process of modulating asset distributions to maximize expected returns and minimize risks. To obtain the expected returns, deep…

Portfolio Management · Quantitative Finance 2023-04-25 Jiwook Kim , Minhyeok Lee

Effective understanding of the environment and accurate trajectory prediction of surrounding dynamic obstacles are critical for intelligent systems such as autonomous vehicles and wheeled mobile robotics navigating in complex scenarios to…

Computer Vision and Pattern Recognition · Computer Science 2019-07-30 Jiachen Li , Hengbo Ma , Masayoshi Tomizuka

Predictive process monitoring aims to predict future characteristics of an ongoing process case, such as case outcome or remaining timestamp. Recently, several predictive process monitoring methods based on deep learning such as Long…

Machine Learning · Computer Science 2020-04-02 Farbod Taymouri , Marcello La Rosa , Sarah Erfani , Zahra Dasht Bozorgi , Ilya Verenich

The prevalence of networked sensors and actuators in many real-world systems such as smart buildings, factories, power plants, and data centers generate substantial amounts of multivariate time series data for these systems. The rich sensor…

Machine Learning · Computer Science 2019-01-17 Dan Li , Dacheng Chen , Lei Shi , Baihong Jin , Jonathan Goh , See-Kiong Ng

Pedestrian trajectory prediction is a critical technology in the evolution of self-driving cars toward complete artificial intelligence. Over recent years, focusing on the trajectories of pedestrians to model their social interactions has…

Computer Vision and Pattern Recognition · Computer Science 2025-01-15 Jiajia Xie , Sheng Zhang , Beihao Xia , Zhu Xiao , Hongbo Jiang , Siwang Zhou , Zheng Qin , Hongyang Chen

Data plays a fundamental role in consolidating markets, services, and products in the digital financial ecosystem. However, the use of real data, especially in the financial context, can lead to privacy risks and access restrictions,…

Time-varying non-stationary channels, with complex dynamic variations and temporal evolution characteristics, have significant challenges in channel modeling and communication system performance evaluation. Most existing methods of…

Signal Processing · Electrical Eng. & Systems 2025-03-19 Keying Guo , Ruisi He , Mi Yang , Yuxin Zhang , Bo Ai , Haoxiang Zhang , Jiahui Han , Ruifeng Chen

Precipitation results from complex processes across many scales, making its accurate simulation in Earth system models (ESMs) challenging. Existing post-processing methods can improve ESM simulations locally, but cannot correct errors in…

Atmospheric and Oceanic Physics · Physics 2025-01-03 Philipp Hess , Markus Drüke , Stefan Petri , Felix M. Strnad , Niklas Boers