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We introduce a novel framework to financial time series forecasting that leverages causality-inspired models to balance the trade-off between invariance to distributional changes and minimization of prediction errors. To the best of our…

Computational Finance · Quantitative Finance 2024-08-20 Daniel Cunha Oliveira , Yutong Lu , Xi Lin , Mihai Cucuringu , Andre Fujita

We propose Stepwise cOnditional likelihood variable selection for Discriminant Analysis (SODA) to detect both main and quadratic interaction effects in logistic regression and quadratic discriminant analysis (QDA) models. In the forward…

Methodology · Statistics 2017-05-31 Yang Li , Jun S. Liu

For a single timestep, a spectral solver is known to be more accurate than its finite-difference counterpart. However, as we show in this paper, turbulence simulations using the two methods have nearly the same accuracy. In this paper, we…

Fluid Dynamics · Physics 2025-08-15 Akash Rodhiya , Shashwat Bhattacharya , Mahendra K Verma

We consider the problem of synthesizing robust disturbance feedback policies for systems performing complex tasks. We formulate the tasks as linear temporal logic specifications and encode them into an optimization framework via…

Optimization and Control · Mathematics 2018-08-28 Pier Giuseppe Sessa , Damian Frick , Tony A. Wood , Maryam Kamgarpour

In this work, we propose using an ensemble Kalman method to learn a nonlinear eddy viscosity model, represented as a tensor basis neural network, from velocity data. Data-driven turbulence models have emerged as a promising alternative to…

Fluid Dynamics · Physics 2022-10-12 Xin-Lei Zhang , Heng Xiao , Xiaodong Luo , Guowei He

Interfacial fluctuations in a two-phase binary fluid mixture reveal signatures of underlying physical processes that occur within each phase and on a range of spatial and temporal scales. In this study, we investigate a model binary fluid…

Fluid Dynamics · Physics 2026-03-04 Samuel Z Khiangte , Triparna Sanyal , Sumantra Sarkar , Nairita Pal

Healthcare providers are increasingly using machine learning to predict patient outcomes to make meaningful interventions. However, despite innovations in this area, deep learning models often struggle to match performance of shallow linear…

Machine Learning · Computer Science 2020-12-18 Rohan S. Kodialam , Rebecca Boiarsky , Justin Lim , Neil Dixit , Aditya Sai , David Sontag

In this paper, we apply a recently developed nonparametric modeling approach, the "diffusion forecast", to predict the time-evolution of Fourier modes of turbulent dynamical systems. While the diffusion forecasting method assumes the…

Chaotic Dynamics · Physics 2016-03-23 Tyrus Berry , John Harlim

Text embeddings are essential components in modern NLP pipelines. Although numerous embedding models have been proposed, no single model consistently dominates across domains and tasks. This variability motivates the use of ensemble…

Machine Learning · Computer Science 2026-02-13 Sungjun Lim , Kangjun Noh , Youngjun Choi , Heeyoung Lee , Kyungwoo Song

Causal mediation analysis in cluster-randomized trials (CRTs) is complicated by the presence of multiple mediators, intracluster correlation, and within-cluster interference. Existing mediation methods often fall short in accommodating…

Methodology · Statistics 2026-04-14 Jiaqi Tong , Chao Cheng , Fan Li

Turbulent flows play an important role in many scientific and technological design problems. Both Sub-Grid Scale (SGS) models in Large Eddy Simulations (LES) and Reynolds Averaged Navier Stokes (RANS) based modeling will require turbulence…

Fluid Dynamics · Physics 2024-07-16 Minghan Chu

Data-driven turbulence modeling is a newly emerged research area in thermal hydraulics simulation of nuclear power plant (NPP). The most common CFD method used in NPP thermal hydraulics simulation is Reynolds-averaged Navier-Stokes (RANS)…

Fluid Dynamics · Physics 2020-05-04 Yangmo Zhu , Nam Dinh

Continuous-time dynamics models, such as neural ordinary differential equations, have enabled the modeling of underlying dynamics in time-series data and accurate forecasting. However, parameterization of dynamics using a neural network…

Machine Learning · Computer Science 2022-10-14 Fan Wu , Sanghyun Hong , Donsub Rim , Noseong Park , Kookjin Lee

A new ensemble forecast algorithm, named as the physics-informed data-driven algorithm with conditional Gaussian statistics (PIDD-CG), is developed to predict the time evolution of the probability density functions (PDFs) of complex…

Fluid Dynamics · Physics 2022-04-20 Nan Chen , Di Qi

Uncertainty quantification is a critical aspect of reinforcement learning and deep learning, with numerous applications ranging from efficient exploration and stable offline reinforcement learning to outlier detection in medical…

Machine Learning · Computer Science 2025-03-27 Moritz A. Zanger , Pascal R. Van der Vaart , Wendelin Böhmer , Matthijs T. J. Spaan

In text classification tasks, models often rely on spurious correlations for predictions, incorrectly associating irrelevant features with the target labels. This issue limits the robustness and generalization of models, especially when…

Machine Learning · Computer Science 2025-02-04 Yuqing Zhou , Ziwei Zhu

Collisional growth of droplets, such as occurring in warm clouds, is known to be significantly enhanced by turbulence. Whether particles collide depends on their flow history, in particular on their encounters with highly intermittent…

Fluid Dynamics · Physics 2023-08-16 Tobias Bätge , Itzhak Fouxon , Michael Wilczek

Understanding turbulence is the key to our comprehension of many natural and technological flow processes. At the heart of this phenomenon lies its intricate multi-scale nature, describing the coupling between different-sized eddies in…

We present a new Eulerian framework for the computation of turbulent compressible multiphase channel flows, specifically to assess turbulence modulation by dispersed particulate matter in dilute concentrations but with significant mass…

Fluid Dynamics · Physics 2025-08-12 Ajay Dhankarghare , Yuval Dagan

Neural networks (NNs) are making a large impact both on research and industry. Nevertheless, as NNs' accuracy increases, it is followed by an expansion in their size, required number of compute operations and energy consumption. Increase in…

Machine Learning · Computer Science 2021-12-21 Martin Ferianc , Anush Sankaran , Olivier Mastropietro , Ehsan Saboori , Quentin Cappart