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In this document, we present key findings in structured matrix approximation theory, with applications to the regressive representation of dynamic financial processes. Initially, we explore a comprehensive approach involving generic…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Fredy Vides , Idelfonso B. R. Nogueira , Gabriela Lopez Gutierrez , Lendy Banegas , Evelyn Flores

Financial structures such as securitisations, insurance contracts, and other hierarchical claims systems can be interpreted as deterministic allocation mechanisms acting on stochastic inflow processes. This paper develops a general…

Computational Finance · Quantitative Finance 2026-02-17 Antonio Scala

The prediction of stochastic dynamical systems and the capture of dynamical behaviors are profound problems. In this article, we propose a data-driven framework combining Reservoir Computing and Normalizing Flow to study this issue, which…

Dynamical Systems · Mathematics 2023-08-01 Cheng Fang , Yubin Lu , Ting Gao , Jinqiao Duan

Deducing the states of spatiotemporally chaotic systems (SCSs) as they evolve in time is crucial for various applications. However, it is a dramatic challenge for generally achieving so due to the complexity of non-periodic dynamics and the…

Quantum Physics · Physics 2025-03-04 Longhan Wang , Yifan Sun , Xiangdong Zhang

Deep learning techniques have shown promise in many domain applications. This paper proposes a novel deep reservoir computing framework, termed deep recurrent stochastic configuration network (DeepRSCN) for modelling nonlinear dynamic…

Machine Learning · Computer Science 2024-10-29 Gang Dang , Dianhui Wang

The investigation reported in this document focuses on identifying systems with symmetries using equivariant autoregressive reservoir computers. General results in structured matrix approximation theory are presented, exploring a two-fold…

Systems and Control · Electrical Eng. & Systems 2025-07-04 Fredy Vides , Idelfonso B. R. Nogueira , Gabriela Lopez Gutierrez , Lendy Banegas , Evelyn Flores

This paper extends the notion of information processing capacity for non-independent input signals in the context of reservoir computing (RC). The presence of input autocorrelation makes worthwhile the treatment of forecasting and filtering…

Emerging Technologies · Computer Science 2015-10-08 Lyudmila Grigoryeva , Julie Henriques , Juan-Pablo Ortega

The Reservoir Computing (RC) paradigm posits that sufficiently complex physical systems can be used to massively simplify pattern recognition tasks and nonlinear signal prediction. This work demonstrates how random topological magnetic…

Mesoscale and Nanoscale Physics · Physics 2020-11-18 Daniele Pinna , George Bourianoff , Karin Everschor-Sitte

Nonlinear stochastic modeling is useful for describing complex engineering systems. Meanwhile, neuromorphic (brain-inspired) computing paradigms are developing to tackle tasks that are challenging and resource intensive on digital…

Systems and Control · Electrical Eng. & Systems 2021-08-19 J. Chen , H. I. Nurdin

Reservoir computing (RC) is a state-of-the-art machine learning method that makes use of the power of dynamical systems (the reservoir) for real-time inference. When using biological complex systems as reservoir substrates, it serves as a…

Adaptation and Self-Organizing Systems · Physics 2026-03-03 Mario U. Gaimann , Miriam Klopotek

Recurrent stochastic configuration networks (RSCNs) have shown promise in modelling nonlinear dynamic systems with order uncertainty due to their advantages of easy implementation, less human intervention, and strong approximation…

Machine Learning · Computer Science 2024-11-19 Gang Dang , Dainhui Wang

Stochastic model-predictive control (SMPC) has evolved to a powerful framework for the control of stochastic dynamical systems. SMPC utilizes a probabilistic uncertainty description to provide a systematic trade-off between the control…

Systems and Control · Electrical Eng. & Systems 2026-05-27 Bendegúz Györök , Roland Tóth , Maarten Schoukens , Tamás Péni

Reservoir computing (RC) represents a class of state-space models (SSMs) characterized by a fixed state transition mechanism (the reservoir) and a flexible readout layer that maps from the state space. It is a paradigm of computational…

Machine Learning · Computer Science 2025-04-17 Pradeep Singh , Ashutosh Kumar , Sutirtha Ghosh , Hrishit B P , Balasubramanian Raman

Machine learning has become a fundamental approach for modeling, prediction, and control, enabling systems to learn from data and perform complex tasks. Reservoir computing is a machine learning tool that leverages high-dimensional…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Sahand Tangerami , Nicholas A. Mecholsky , Francesco Sorrentino

Reservoir Computing (RC) with physical systems requires an understanding of the underlying structure and internal dynamics of the specific physical reservoir. In this study, physical nano-electronic networks with neuromorphic dynamics are…

Emerging Technologies · Computer Science 2025-11-20 Yinhao Xu , Georg A. Gottwald , Zdenka Kuncic

Reservoir computing (RC) is known as a powerful machine learning approach for learning complex dynamics from limited data. Here, we use RC to predict highly stochastic dynamics of cell shapes. We find that RC is able to predict the steady…

Biological Physics · Physics 2024-09-17 Hoony Kang , Keshav Srinivasan , Wolfgang Losert

Predicting chaotic systems is crucial for understanding complex behaviors, yet challenging due to their sensitivity to initial conditions and inherent unpredictability. Probabilistic Reservoir Computing (RC) is well-suited for long-term…

Materials Science · Physics 2024-07-03 Cen Wang , Xinyao Lei , Kaiming Cai , Xiaofei Yang , Yue Zhang

Reservoir computing (RC) is a computational framework known for its training efficiency, making it ideal for physical hardware implementations. However, realizing the complex interconnectivity of traditional reservoirs in physical systems…

Machine Learning · Computer Science 2026-04-14 Smita Deb , Shirin Panahi , Mulugeta Haile , Ying-Cheng Lai

Memristive systems and devices are potentially available for implementing reservoir computing (RC) systems applied to pattern recognition. However, the computational ability of memristive RC systems depends on intertwined factors such as…

Emerging Technologies · Computer Science 2022-06-22 Gouhei Tanaka , Ryosho Nakane

We analyze numerically the performance of Quantum Reservoir Computing (QRC) for statistical and financial problems. We use a reservoir composed of two superconducting islands coupled via their charge degrees of freedom. The key non-linear…

Quantum Physics · Physics 2026-02-18 J. J. Prieto-Garcia , A. G. del Pozo-Martín , M. Pino
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