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This study proposes a regime-aware reinforcement learning framework for long-horizon portfolio optimization. Moving beyond traditional feedforward and GARCH-based models, we design realistic environments where agents dynamically reallocate…

Portfolio Management · Quantitative Finance 2025-09-19 Gabriel Nixon Raj

As road transportation has been identified as a major contributor of environmental pollution, motivating individuals to adopt a more eco-friendly driving style could have a substantial ecological as well as financial benefit. With…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-20 Christos Tselios , Stavros Nousias , Dimitris Bitzas , Dimitrios Amaxilatis , Orestis Akrivopoulos , Aris S. Lalos , Konstantinos Moustakas , Ioannis Chatzigiannakis

Recreational fishing is a highly socio-ecological process. Although recreational fisheries are self-regulating and resilient, changing anthropogenic pressure drives these fisheries to overharvest and collapse. Here, we evaluate the effect…

Populations and Evolution · Quantitative Biology 2021-02-17 Sukanta Sarkar , Arzoo Narang , Sudipta Kumar Sinha , Partha Sharathi Dutta

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

Complex systems are often described with competing models. Such divergence of interpretation on the system may stem from model fidelity, mathematical simplicity, and more generally, our limited knowledge of the underlying processes.…

Numerical Analysis · Mathematics 2017-07-21 Lun Yang , Akil Narayan , Peng Wang

Adaptive networks are a versatile approach to model phenomena such as contagion and spreading dynamics, critical transitions and structure formation that emerge from the dynamic coevolution of complex network structure and node states.…

Physics and Society · Physics 2020-09-16 Fabian Geier , Wolfram Barfuss , Marc Wiedermann , Jürgen Kurths , Jonathan F. Donges

Population-based evolutionary algorithms have great potential to handle multiobjective optimisation problems. However, these algorithms depends largely on problem characteristics, and there is a need to improve their performance for a wider…

Neural and Evolutionary Computing · Computer Science 2019-10-17 Shouyong Jiang , Hongru Li , Jinglei Guo , Mingjun Zhong , Shengxiang Yang , Marcus Kaiser , Natalio Krasnogor

In climate science, the tuning of climate models is a computationally intensive problem due to the combination of the high-dimensionality of the system state and long integration times. Supermodelling is a technique which has shown the…

Chaotic Dynamics · Physics 2026-04-15 Jordan Seneca , Suzanne Bintanja , Frank M. Selten

In this work, we propose a framework for adapting the controller's parameters based on learning optimal solutions from contextual black-box optimization problems. We consider a class of control design problems for dynamical systems…

Systems and Control · Electrical Eng. & Systems 2025-06-27 Viet-Anh Le , Andreas A. Malikopoulos

A challenge in global change biology is to predict how species will respond to future environmental change and to manage these responses. To make such predictions and management actions robust to novel futures, we need to accurately…

We propose a multi-agent based computational framework for modeling decision-making and strategic interaction at micro level for smart vehicles in a smart world. The concepts of Markov game and best response dynamics are heavily leveraged.…

Multiagent Systems · Computer Science 2022-01-05 Qi Dai , Xunnong Xu , Wen Guo , Suzhou Huang , Dimitar Filev

Multibody dynamics simulations are currently widely accepted as valuable means for dynamic performance analysis of mechanical systems. The evolution of theoretical and computational aspects of the multibody dynamics discipline make it…

Chaotic Dynamics · Physics 2014-10-31 Yitao Zhu , Daniel Dopico , Corina Sandu , Adrian Sandu

The integration of collaborative robots into industrial environments has improved productivity, but has also highlighted significant challenges related to operator safety and ergonomics. This paper proposes an innovative framework that…

Robotics · Computer Science 2025-04-15 Francesco Iodice , Elena De Momi , Arash Ajoudani

As demonstrated during the recent financial crisis, regulators require additional analytical tools to assess systemic risk in the financial sector. This paper describes one such tool; namely a novel market modeling and analysis capability.…

Trading and Market Microstructure · Quantitative Finance 2011-05-30 Brian Tivnan , Matthew Koehler , Matthew McMahon , Matthew Olson , Neal Rothleder , Rajani Shenoy

From autonomous driving to package delivery, ensuring safe yet efficient multi-agent interaction is challenging as the interaction dynamics are influenced by hard-to-model factors such as social norms and contextual cues. Understanding…

Systems and Control · Electrical Eng. & Systems 2026-03-11 Isaac Remy , David Fridovich-Keil , Karen Leung

The complex interaction between social behaviors and climate change requires more than traditional data-driven prediction; it demands interpretable and adaptive analytical frameworks capable of integrating heterogeneous sources of…

Multiagent Systems · Computer Science 2026-03-17 Shan Shan

Evolutionary multi-objective optimization (EMO) algorithms have been demonstrated to be effective in solving multi-criteria decision-making problems. In real-world applications, analysts often employ several algorithms concurrently and…

Neural and Evolutionary Computing · Computer Science 2024-08-09 Yansong Huang , Zherui Zhang , Ao Jiao , Yuxin Ma , Ran Cheng

This paper concerns the modeling and numerical simulation of the process of speciation. In particular, given conditions for which one or more speciation events within an ecosystem occur, our aim is to develop the necessary modeling and…

Populations and Evolution · Quantitative Biology 2021-10-08 Mats K. Brun , Elyes Ahmed , Jan Martin Nordbotten , Nils Christian Stenseth

Mediation analysis has been widely used to investigate how a treatment influences an outcome through intermediate variables, known as mediators. Analyzing a mediation mechanism typically requires assessing multiple model parameters that…

Methodology · Statistics 2025-10-01 Hanying Jiang , Kris Sankaran , Yinqiu He

Sea-levels are rising in many areas around the world, posing risks to coastal communities and infrastructures. Strategies for managing these flood risks present decision challenges that require a combination of geophysical, economic, and…

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