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Volatility is a key variable in option pricing, trading and hedging strategies. The purpose of this paper is to improve the accuracy of forecasting implied volatility using an extension of genetic programming (GP) by means of dynamic…

General Finance · Quantitative Finance 2020-07-15 Sana Ben Hamida , Wafa Abdelmalek , Fathi Abid

Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…

Machine Learning · Statistics 2025-04-25 Matthijs van der Lende , Jeremias Lino Ferrao , Niclas Müller-Hof

We propose a predictive neural network architecture that can be utilized to update reference velocity models as inputs to the full waveform inversion. Deep learning models are explored to augment velocity model building workflows during…

Image and Video Processing · Electrical Eng. & Systems 2019-10-08 Ping Lu , Yanyan Zhang , Jianxiong Chen , Yuan Xiao , George Zhao

Autonomous aerial navigation in dense natural environments remains challenging due to limited visibility, thin and irregular obstacles, GNSS-denied operation, and frequent perceptual degradation. This work presents an improved deep…

Robotics · Computer Science 2025-12-22 Guglielmo Del Col , Väinö Karjalainen , Teemu Hakala , Yibo Zhang , Eija Honkavaara

Marketplace platforms routinely evaluate pricing and allocation policies using logged observational data, yet strong offline performance does not imply that a policy is safe to deploy. In real-time bidding (RTB) marketplaces, reserve-price…

Applications · Statistics 2026-05-14 Prashant Shekhar , Caroline Howard

Autonomous exploration is a crucial aspect of robotics, enabling robots to explore unknown environments and generate maps without prior knowledge. This paper proposes a method to enhance exploration efficiency by integrating neural…

Robotics · Computer Science 2024-12-18 Seunghwan Kim , Heejung Shin , Gaeun Yim , Changseung Kim , Hyondong Oh

Motivated by extreme multi-label classification applications, we consider training deep learning models over sparse data in multi-GPU servers. The variance in the number of non-zero features across training batches and the intrinsic GPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-15 Yujing Ma , Florin Rusu , Kesheng Wu , Alexander Sim

Relative Geologic Time (RGT) estimation from seismic data is a cornerstone of subsurface structural modeling, depositional evolution analysis, and reservoir characterization, supporting horizon correlation and depositional system…

Geophysics · Physics 2026-05-21 Yimin Dou , Xinming Wu , Hui Gao , Zhengfa Bi

This study proposes a hybrid deep-learning-metaheuristic framework with a bi-level architecture for road network design problems (NDPs). We train a graph neural network (GNN) to approximate the solution of the user equilibrium (UE) traffic…

Neural and Evolutionary Computing · Computer Science 2023-12-12 Bahman Madadi , Goncalo Homem de Almeida Correia

Strategic decisions to develop a mineral deposit are subject to geological uncertainty, due to the sparsity of drill core samples. The selection of metallurgical equipment is especially critical, since it restricts the processing options…

Optimization and Control · Mathematics 2017-04-24 Alessandro Navarra , Tassos Grammatikopoulos , Kristian Waters

Deep neural networks offer numerous potential applications across geoscience, for example, one could argue that they are the state-of-the-art method for predicting faults in seismic datasets. In quantitative reservoir characterization…

Machine Learning · Computer Science 2021-05-26 Lukas Mosser , Ehsan Zabihi Naeini

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

Balancing the trade-off between safety and efficiency is of significant importance for path planning under uncertainty. Many risk-aware path planners have been developed to explicitly limit the probability of collision to an acceptable…

Robotics · Computer Science 2022-10-26 Fei Meng , Liangliang Chen , Han Ma , Jiankun Wang , Max Q. -H. Meng

Strategic mine production scheduling under geological uncertainty is conventionally formulated as a stochastic optimization problem in which a fixed extraction sequence and routing decisions are computed ex ante. This plan-driven paradigm…

Artificial Intelligence · Computer Science 2026-05-14 Hamza Khalifi , Jef Caers , Yassine Taha , Mostafa Benzaazoua , Abdellatif Elghali

We consider the application of machine learning to the evaluation of geothermal resource potential. A supervised learning problem is defined where maps of 10 geological and geophysical features within the state of Nevada, USA are used to…

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

Methodology · Statistics 2026-05-12 Jiuhai Chen , Lulu Kang , Guang Lin

The real-time process of directional changes while drilling, known as geosteering, is crucial for hydrocarbon extraction and emerging directional drilling applications such as geothermal energy, civil infrastructure, and CO2 storage. The…

Machine Learning · Computer Science 2025-03-12 Sergey Alyaev , Kristian Fossum , Hibat Errahmen Djecta , Jan Tveranger , Ahmed H. Elsheikh

Most existing training systems focus on a single region. In contrast, we envision that cross-region training offers more flexible GPU resource allocation and yields significant potential. However, the hierarchical cluster topology and…

Systems and Control · Electrical Eng. & Systems 2025-05-28 Jinquan Wang , Xiaojian Liao , Xuzhao Liu , Jiashun Suo , Zhisheng Huo , Chenhao Zhang , Xiangrong Xu , Runnan Shen , Xilong Xie , Limin Xiao

The confluence of ultrafast computers with large memory, rapid progress in Machine Learning (ML) algorithms, and the availability of large datasets place multiple engineering fields at the threshold of dramatic progress. However, a unique…

Machine Learning · Computer Science 2025-09-15 Farah Alsafadi , Mahmoud Yaseen , Xu Wu

The application of deep learning methods to speed up the resolution of challenging power flow problems has recently shown very encouraging results. However, power system dynamics are not snap-shot, steady-state operations. These dynamics…

Machine Learning · Computer Science 2022-06-22 Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto