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We develop a large-scale deep learning model to predict price movements from limit order book (LOB) data of cash equities. The architecture utilises convolutional filters to capture the spatial structure of the limit order books as well as…

计算金融 · 定量金融 2020-01-24 Zihao Zhang , Stefan Zohren , Stephen Roberts

Advanced microscopy and/or spectroscopy tools play indispensable role in nanoscience and nanotechnology research, as it provides rich information about the growth mechanism, chemical compositions, crystallography, and other important…

Current neural networks for predictions of molecular properties use quantum chemistry only as a source of training data. This paper explores models that use quantum chemistry as an integral part of the prediction process. This is done by…

化学物理 · 物理学 2018-08-22 Haichen Li , Christopher Collins , Matteus Tanha , Geoffrey J. Gordon , David J. Yaron

We find, in the AdS/CFT, a source on the boundary which generates one wave packet drawing a null geodesic inside the bulk. Once such a wave packet dives into the bulk, it comes back to the boundary after a specific time, at which the…

高能物理 - 理论 · 物理学 2023-04-05 Shunichiro Kinoshita , Keiju Murata , Daichi Takeda

Data-driven models based on deep learning algorithms intend to overcome the limitations of traditional constitutive modelling by directly learning from data. However, the need for extensive data that collate the full state of the material…

材料科学 · 物理学 2023-12-27 Filippo Masi , Itai Einav

Metric learning aims to embed one metric space into another to benefit tasks like classification and clustering. Although a greatly distorted metric space has a high degree of freedom to fit training data, it is prone to overfitting and…

机器学习 · 计算机科学 2015-05-12 Renjie Liao , Jianping Shi , Ziyang Ma , Jun Zhu , Jiaya Jia

We study the feasibility of data based machine learning applied to ultrasound tomography to estimate water-saturated porous material parameters. In this work, the data to train the neural networks is simulated by solving wave propagation in…

计算物理 · 物理学 2018-02-27 Timo Lähivaara , Leo Kärkkäinen , Janne M. J. Huttunen , Jan S. Hesthaven

Two ubiquitous aspects of large-scale data analysis are that the data often have heavy-tailed properties and that diffusion-based or spectral-based methods are often used to identify and extract structure of interest. Perhaps surprisingly,…

机器学习 · 计算机科学 2010-05-11 Michael W. Mahoney , Hariharan Narayanan

Deep neural networks have revolutionized machine learning, yet their training dynamics remain theoretically unclear-we develop a continuous-time, matrix-valued stochastic differential equation (SDE) framework that rigorously connects the…

机器学习 · 计算机科学 2026-02-10 Brian Richard Olsen , Sam Fatehmanesh , Frank Xiao , Adarsh Kumarappan , Anirudh Gajula

High-fidelity simulation of complex physical systems is exorbitantly expensive and inaccessible across spatiotemporal scales. Recently, there has been an increasing interest in leveraging deep learning to augment scientific data based on…

机器学习 · 计算机科学 2022-08-03 Pu Ren , Chengping Rao , Yang Liu , Zihan Ma , Qi Wang , Jian-Xun Wang , Hao Sun

Recent work has shown that entanglement and the structure of spacetime are intimately related. One way to investigate this is to begin with an entanglement entropy in a conformal field theory (CFT) and use the AdS/CFT correspondence to…

高能物理 - 理论 · 物理学 2021-01-13 Ashton Lowenstein , Avik Chakraborty

Observations across many families of unconventional materials motivative the search for robust mechanisms producing linear in temperature d.c. resistivity. BKT quantum phase transitions are commonplace in holographic descriptions of finite…

高能物理 - 理论 · 物理学 2013-05-30 Aristomenis Donos , Sean A. Hartnoll

We propose a new method for the discrimination of sub-micron nuclear recoil tracks from an instrumental background in fine-grain nuclear emulsions used in the directional dark matter search. The proposed method uses a 3D Convolutional…

高能物理 - 实验 · 物理学 2022-02-17 Artem Golovatiuk , Andrey Ustyuzhanin , Andrey Alexandrov , Giovanni De Lellis

We develop a computational method to learn a molecular Hamiltonian matrix from matrix-valued time series of the electron density. As we demonstrate for three small molecules, the resulting Hamiltonians can be used for electron density…

计算物理 · 物理学 2020-09-01 Harish S. Bhat , Karnamohit Ranka , Christine M. Isborn

Deep learning is computationally intensive, with significant efforts focused on reducing arithmetic complexity, particularly regarding energy consumption dominated by data movement. While existing literature emphasizes inference, training…

机器学习 · 统计学 2025-06-09 Van Minh Nguyen , Cristian Ocampo , Aymen Askri , Louis Leconte , Ba-Hien Tran

We simulate bulk materials under strong currents by following in real-time the dynamics of the electrons under an electric field. By changing the intensity of the electric field, our method can model, for the first time, non-linear effects…

材料科学 · 物理学 2017-02-03 Xavier Andrade , Sebastien Hamel , Alfredo A. Correa

Deep learning is emerging as a new paradigm for solving inverse imaging problems. However, the deep learning methods often lack the assurance of traditional physics-based methods due to the lack of physical information considerations in…

图像与视频处理 · 电气工程与系统科学 2020-07-20 Dongdong Chen , Mike E. Davies

One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too…

机器学习 · 计算机科学 2024-07-23 Chengli Tan , Jiangshe Zhang , Junmin Liu

Deep neural networks have been successfully applied in many different fields like computational imaging, medical healthcare, signal processing, or autonomous driving. In a proof-of-principle study, we demonstrate that computational optical…

图像与视频处理 · 电气工程与系统科学 2021-03-02 Lara Hoffmann , Clemens Elster

This paper presents a hardness-aware deep metric learning (HDML) framework. Most previous deep metric learning methods employ the hard negative mining strategy to alleviate the lack of informative samples for training. However, this mining…

计算机视觉与模式识别 · 计算机科学 2019-12-05 Wenzhao Zheng , Zhaodong Chen , Jiwen Lu , Jie Zhou