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Out-of-time-ordered-correlators (OTOCs) have been suggested as a means to diagnose chaotic behavior in quantum mechanical systems. Recently, it was found that OTOCs display exponential growth for the inverted quantum harmonic oscillator,…

High Energy Physics - Theory · Physics 2024-08-26 Paul Romatschke

We introduce M2VN: Multi-Modal Volatility Network, a novel deep learning-based framework for financial volatility forecasting that unifies time series features with unstructured news data. M2VN leverages the representational power of deep…

Computational Finance · Quantitative Finance 2025-10-24 Yaxuan Kong , Yoontae Hwang , Marcus Kaiser , Chris Vryonides , Roel Oomen , Stefan Zohren

Conditional Simple Temporal Network (CSTN) is a constraint-based graph-formalism for conditional temporal planning. It offers a more flexible formalism than the equivalent CSTP model of Tsamardinos, Vidal and Pollack, from which it was…

Data Structures and Algorithms · Computer Science 2015-07-20 Carlo Comin , Romeo Rizzi

This study addresses the computational challenges of forecasting volatility in high-dimensional commodity markets. Building on the Network log-ARCH framework, we introduce a novel class of network topologies from GARCH-informed correlation…

Econometrics · Economics 2026-02-23 Fayçal Djebari , Kahina Mehidi , Khelifa Mazouz , Philipp Otto

Predicting chaotic dynamical systems is critical in many scientific fields, such as weather forecasting, but challenging due to the characteristic sensitive dependence on initial conditions. Traditional modeling approaches require extensive…

Machine Learning · Computer Science 2025-03-12 Christof Schötz , Alistair White , Maximilian Gelbrecht , Niklas Boers

The control of nonlinear systems with unknown dynamics has been a significant field of research for many years. This paper presents a novel data-driven optimal adaptive control structure with less control effort and faster adaptation than…

Systems and Control · Electrical Eng. & Systems 2022-06-28 Mohammad Mahmoudi , Nasser Sadati

Smart grids extremely rely on Information and Communications Technology (ICT) and smart meters to control and manage numerous parameters of the network. However, using these infrastructures make smart grids more vulnerable to cyber threats…

Machine Learning · Computer Science 2021-02-12 Hossein Mohammadi Rouzbahani , Hadis Karimipour , Lei Lei

This work proposes an innovative approach using machine learning to predict extreme events in time series of chaotic dynamical systems. The research focuses on the time series of the H\'enon map, a two-dimensional model known for its…

Chaotic Dynamics · Physics 2025-07-11 Alexandre C. Andreani , Bruno R. R. Boaretto , Elbert E. N. Macau

Extreme weather events are increasingly common due to climate change, posing significant risks. To mitigate further damage, a shift towards renewable energy is imperative. Unfortunately, underrepresented communities that are most affected…

Computer Vision and Pattern Recognition · Computer Science 2024-10-02 Alejandro Aparcedo , Christian Lopez , Abhinav Kotta , Mengjie Li

We present a tensor network model (TNM) for forecasting nonlinear and chaotic dynamics, bridging quantum many-body methods with classical complex systems. The TNM leverages hierarchical tensor contractions to encode non-Markovian temporal…

Quantum Physics · Physics 2025-11-13 Jia-Bin You , Jian Feng Kong , Jun Ye

Learning long-term behaviors in chaotic dynamical systems, such as turbulent flows and climate modelling, is challenging due to their inherent instability and unpredictability. These systems exhibit positive Lyapunov exponents, which…

Chaotic Dynamics · Physics 2025-04-02 Xiaoyuan Cheng , Yi He , Yiming Yang , Xiao Xue , Sibo Cheng , Daniel Giles , Xiaohang Tang , Yukun Hu

Conditional computation for Deep Neural Networks (DNNs) reduce overall computational load and improve model accuracy by running a subset of the network. In this work, we present a runtime throttleable neural network (TNN) that can…

Machine Learning · Computer Science 2020-11-06 Hengyue Liu , Samyak Parajuli , Jesse Hostetler , Sek Chai , Bir Bhanu

Data-driven approaches are increasingly popular for identifying dynamical systems due to improved accuracy and availability of sensor data. However, relying solely on data for identification does not guarantee that the identified systems…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Nam T. Nguyen , Juan C. Tique

The orthogonality constraints, including the hard and soft ones, have been used to normalize the weight matrices of Deep Neural Network (DNN) models, especially the Convolutional Neural Network (CNN) and Vision Transformer (ViT), to reduce…

Computer Vision and Pattern Recognition · Computer Science 2022-12-13 Taoyong Cui , Jianze Li , Yuhan Dong , Li Liu

Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have developed two distinct approaches for financial volatility…

Statistical Finance · Quantitative Finance 2024-02-13 Pengfei Zhao , Haoren Zhu , Wilfred Siu Hung NG , Dik Lun Lee

Financial market forecasting is inherently uncertain, yet most deep learning approaches rely on point predictions that provide only single-value estimates without quantifying uncertainty. Such predictions are insufficient for risk-aware…

An approach to the time-accurate prediction of chaotic solutions is by learning temporal patterns from data. Echo State Networks (ESNs), which are a class of Reservoir Computing, can accurately predict the chaotic dynamics well beyond the…

Machine Learning · Computer Science 2021-03-16 Alberto Racca , Luca Magri

The area of Smart Power Grids needs to constantly improve its efficiency and resilience, to pro-vide high quality electrical power, in a resistant grid, managing faults and avoiding failures. Achieving this requires high component…

Machine Learning · Computer Science 2021-02-03 Pedro J. Rivera Torres , Carlos Gershenson García , Samir Kanaan Izquierdo

The FTTH (Fiber To The Home) market currently needs new network maintenance technologies that can, economically and effectively, cope with massive fiber plants. However, operating these networks requires adequate means for an effective…

Computational Engineering, Finance, and Science · Computer Science 2016-01-22 Gerson F. M Lima , Edgard Lamounier , Sergio Barcelos , Alexandre Cardoso , Igor Peretta , Willian Muramoto , Flavio Barbara

We propose a fully-convolutional conditional generative model, the latent transformation neural network (LTNN), capable of view synthesis using a light-weight neural network suited for real-time applications. In contrast to existing…

Computer Vision and Pattern Recognition · Computer Science 2018-11-29 Sangpil Kim , Nick Winovich , Guang Lin , Karthik Ramani