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Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…

Computational Physics · Physics 2023-05-10 Albert Zhu , Simon Batzner , Albert Musaelian , Boris Kozinsky

Accurate prediction of pressure and velocity fluctuations in turbulent flows is essential for understanding flow-induced vibration and structural fatigue. This study investigates the role of turbulence model parameter uncertainty in such…

Fluid Dynamics · Physics 2025-11-19 Ali Eidi , Richard P. Dwight

This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…

Trading and Market Microstructure · Quantitative Finance 2024-08-20 Sid Bhatia , Sidharth Peri , Sam Friedman , Michelle Malen

Predictive uncertainty in hydrological modelling is quantified by using post-processing or Bayesian-based methods. The former methods are not straightforward and the latter ones are not distribution-free (i.e. assumptions on the probability…

Applications · Statistics 2021-12-09 Hristos Tyralis , Georgia Papacharalampous

Flood-related risks to people and property are expected to increase in the future due to environmental and demographic changes. It is important to quantify and effectively communicate flood hazards and exposure to inform the design and…

Applications · Statistics 2021-08-27 Sanjib Sharma , Michael Gomez , Klaus Keller , Robert Nicholas , Alfonso Mejia

Reward models are central to aligning large language models (LLMs) with human preferences. Yet most approaches rely on pointwise reward estimates that overlook the epistemic uncertainty in reward models arising from limited human feedback.…

Machine Learning · Computer Science 2026-03-02 Daniel Yang , Samuel Stante , Florian Redhardt , Lena Libon , Parnian Kassraie , Ido Hakimi , Barna Pásztor , Andreas Krause

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

Price feeds of securities is a critical component for many financial services, allowing for collateral liquidation, margin trading, derivative pricing and more. With the advent of blockchain technology, value in reporting accurate prices…

Computational Finance · Quantitative Finance 2023-05-23 Orhan Koc

The adoption of machine learning (ML) components in software systems raises new engineering challenges. In particular, the inherent uncertainty regarding functional suitability and the operation environment makes architecture evaluation and…

Software Engineering · Computer Science 2020-08-10 Alex Serban , Erik Poll , Joost Visser

Neural networks predictions are unreliable when the input sample is out of the training distribution or corrupted by noise. Being able to detect such failures automatically is fundamental to integrate deep learning algorithms into robotics.…

Computer Vision and Pattern Recognition · Computer Science 2020-02-18 Antonio Loquercio , Mattia Segù , Davide Scaramuzza

We develop a novel multivariate semi-parametric framework for joint portfolio Value-at-Risk (VaR) and Expected Shortfall (ES) forecasting. Unlike existing univariate semi-parametric approaches, the proposed framework explicitly models the…

Risk Management · Quantitative Finance 2024-12-23 Giuseppe Storti , Chao Wang

In computational fluid dynamics simulations of industrial flows, models based on the Reynolds-averaged Navier--Stokes (RANS) equations are expected to play an important role in decades to come. However, model uncertainties are still a major…

Fluid Dynamics · Physics 2018-10-01 Heng Xiao , Paola Cinnella

In this work, we present a scalable and efficient system for exploring the supply landscape in real-time bidding. The system directs exploration based on the predictive uncertainty of models used for click-through rate prediction and works…

Machine Learning · Computer Science 2022-08-04 Jan Hartman , Davorin Kopič

In this paper, a unified framework for representing uncertain information based on the notion of an interval structure is proposed. It is shown that the lower and upper approximations of the rough-set model, the lower and upper bounds of…

Artificial Intelligence · Computer Science 2013-03-25 Michael S. K. M. Wong , L. S. Wang , Y. Y. Yao

Building on ideas from online convex optimization, we propose a general framework for the design of efficient securities markets over very large outcome spaces. The challenge here is computational. In a complete market, in which one…

Computer Science and Game Theory · Computer Science 2010-11-10 Jacob Abernethy , Yiling Chen , Jennifer Wortman Vaughan

Multimodal foundation models offer a promising framework for robotic perception and planning by processing sensory inputs to generate actionable plans. However, addressing uncertainty in both perception (sensory interpretation) and…

Robotics · Computer Science 2025-04-18 Neel P. Bhatt , Yunhao Yang , Rohan Siva , Daniel Milan , Ufuk Topcu , Zhangyang Wang

Tanker water systems play critical role in providing adequate service to meet potable water demands in the face of acute water crisis in many cities globally. Managing tanker movements among the supply and demand sides requires an efficient…

Optimization and Control · Mathematics 2024-08-02 Abhilasha Maheshwari , Shamik Misra , Ravindra Gudi , Senthilmurugan Subbiah , Chrysi Laspidou

Flow Matching (FM) is a recent framework for generative modeling that has achieved state-of-the-art performance across various domains, including image, video, audio, speech, and biological structures. This guide offers a comprehensive and…

In this paper we introduce a simple continuous-time asset pricing framework, based on general multi-dimensional diffusion processes, that combines semi-analytic pricing with a nonlinear specification for the market price of risk. Our…

Statistical Finance · Quantitative Finance 2009-11-06 Aleksandar Mijatovic , Paul Schneider

Verifying the authenticity of AI-generated text has become increasingly important with the rapid advancement of large language models, and unbiased watermarking has emerged as a promising approach due to its ability to preserve output…

Cryptography and Security · Computer Science 2025-09-30 Yihan Wu , Xuehao Cui , Ruibo Chen , Heng Huang