跳转至

🌟 QUANT-SCHOLAR 🌟

Automatically Quantitative Finance Papers List

🚩 Updated on 2025.07.12

📜 Contents
  1. 📌 Machine Learning in Finance
  2. 📌 Deep Learning in Finance
  3. 📌 Reinforcement Learning in Finance
  4. 📌 Time Series Forecasting

📌 Machine Learning in Finance

📅 Publish Date 📖 Title 👨‍💻 Authors 🔗 PDF 💻 Code 💬 Comment 📜 Abstract
2025-07-08 Reinforcement Learning for Trade Execution with Market Impact Patrick Cheridito, Moritz Weiss et.al. 2507.06345
Abstract (click to expand)In this paper, we introduce a novel reinforcement learning framework for optimal trade execution in a limit order book. We formulate the trade execution problem as a dynamic allocation task whose objective is the optimal placement of market and limit orders to maximize expected revenue. By employing multivariate logistic-normal distributions to model random allocations, the framework enables efficient training of the reinforcement learning algorithm. Numerical experiments show that the proposed method outperforms traditional benchmark strategies in simulated limit order book environments featuring noise traders submitting random orders, tactical traders responding to order book imbalances, and a strategic trader seeking to acquire or liquidate an asset position.
2025-07-08 High Frequency Quoting Under Liquidity Constraints Aditya Nittur Anantha, Shashi Jain, Shivam Goyal et.al. 2507.05749 32 pages
Abstract (click to expand)Quoting algorithms are fundamental to electronic trading systems, enabling participants to post limit orders in a systematic and adaptive manner. In multi-asset or multi-contract settings, selecting the appropriate reference instrument for pricing quotes is essential to managing execution risk and minimizing trading costs. This work presents a framework for reference selection based on predictive modeling of short-term price stability. We employ multivariate Hawkes processes to model the temporal clustering and cross-excitation of order flow events, capturing the dynamics of activity at the top of the limit order book. To complement this, we introduce a Composite Liquidity Factor (CLF) that provides instantaneous estimates of slippage based on structural features of the book, such as price discontinuities and depth variation across levels. Unlike Hawkes processes, which capture temporal dependencies but not the absolute price structure of the book, the CLF offers a static snapshot of liquidity. A rolling voting mechanism is used to convert these signals into real-time reference decisions. Empirical evaluation on high-frequency market data demonstrates that forecasts derived from the Hawkes process align more closely with market-optimal quoting choices than those based on CLF. These findings highlight the complementary roles of dynamic event modeling and structural liquidity metrics in guiding quoting behavior under execution constraints.
2025-07-07 Temporal Conformal Prediction (TCP): A Distribution-Free Statistical and Machine Learning Framework for Adaptive Risk Forecasting Agnideep Aich, Ashit Baran Aich, Dipak C. Jain et.al. 2507.05470
Abstract (click to expand)We propose Temporal Conformal Prediction (TCP), a novel framework for constructing prediction intervals in financial time-series with guaranteed finite-sample validity. TCP integrates quantile regression with a conformal calibration layer that adapts online via a decaying learning rate. This hybrid design bridges statistical and machine learning paradigms, enabling TCP to accommodate non-stationarity, volatility clustering, and regime shifts which are hallmarks of real-world asset returns, without relying on rigid parametric assumptions. We benchmark TCP against established methods including GARCH, Historical Simulation, and static Quantile Regression across equities (S&P 500), cryptocurrency (Bitcoin), and commodities (Gold). Empirical results show that TCP consistently delivers sharper intervals with competitive or superior coverage, particularly in high-volatility regimes. Our study underscores TCP's strength in navigating the coverage-sharpness tradeoff, a central challenge in modern risk forecasting. Overall, TCP offers a distribution-free, adaptive, and interpretable alternative for financial uncertainty quantification, advancing the interface between statistical inference and machine learning in finance.
2025-07-07 Adversarial Machine Learning Attacks on Financial Reporting via Maximum Violated Multi-Objective Attack Edward Raff, Karen Kukla, Michel Benaroch et.al. 2507.05441 KDD Workshop on Machine Learning in Finance
Abstract (click to expand)Bad actors, primarily distressed firms, have the incentive and desire to manipulate their financial reports to hide their distress and derive personal gains. As attackers, these firms are motivated by potentially millions of dollars and the availability of many publicly disclosed and used financial modeling frameworks. Existing attack methods do not work on this data due to anti-correlated objectives that must both be satisfied for the attacker to succeed. We introduce Maximum Violated Multi-Objective (MVMO) attacks that adapt the attacker's search direction to find \(20\times\) more satisfying attacks compared to standard attacks. The result is that in \(\approx50\%\) of cases, a company could inflate their earnings by 100-200%, while simultaneously reducing their fraud scores by 15%. By working with lawyers and professional accountants, we ensure our threat model is realistic to how such frauds are performed in practice.
2025-07-02 NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction Yingjie Niu, Mingchuan Zhao, Valerio Poti et.al. 2507.02018
Abstract (click to expand)Graph representation learning methods have been widely adopted in financial applications to enhance company representations by leveraging inter-firm relationships. However, current approaches face three key challenges: (1) The advantages of relational information are obscured by limitations in downstream task designs; (2) Existing graph models specifically designed for stock prediction often suffer from excessive complexity and poor generalization; (3) Experience-based construction of corporate relationship graphs lacks effective comparison of different graph structures. To address these limitations, we propose a long-term stock prediction task and develop a Node-level Graph Attention Network (NGAT) specifically tailored for corporate relationship graphs. Furthermore, we experimentally demonstrate the limitations of existing graph comparison methods based on model downstream task performance. Experimental results across two datasets consistently demonstrate the effectiveness of our proposed task and model. The project is publicly available on GitHub to encourage reproducibility and future research.
2025-06-30 Finding good bets in the lottery, and why you shouldn't take them Aaron Abrams, Skip Garibaldi et.al. 2507.01993 This is the second of eleven old articles being uploaded to arxiv after publication
Abstract (click to expand)We give a criterion under which the expected return on a ticket for certain large lotteries is positive. In this circumstance, we use elementary portfolio analysis to show that an optimal investment strategy includes a very small allocation for such tickets.
2025-06-28 Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion Yazdan Babazadeh Maghsoodlo, Amin Safaeesirat et.al. 2507.01989 12 pages; 7 figures
Abstract (click to expand)Understanding the stochastic behavior of currency exchange rates is critical for assessing financial stability and anticipating market transitions. In this study, we investigate the empirical dynamics of the USD exchange rate in three economies, including Iran, Turkey, and Sri Lanka, through the lens of the Kramers-Moyal expansion and Fokker-Planck formalism. Using log-return data, we confirm the Markovian nature of the exchange rate fluctuations, enabling us to model the system with a second-order Fokker-Planck equation. The inferred Langevin coefficients reveal a stabilizing linear drift and a nonlinear, return-dependent diffusion term, reflecting both regulatory effects and underlying volatility. A rolling-window estimation of these coefficients, paired with structural breakpoint detection, uncovers regime shifts that align with major political and economic events, offering insight into the hidden dynamics of currency instability. This framework provides a robust foundation for detecting latent transitions and modeling risk in complex financial systems.
2025-06-26 Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns A. H. Nzokem et.al. 2507.01983
Abstract (click to expand)The cryptocurrency market presents both significant investment opportunities and higher risks relative to traditional financial assets. This study examines the tail behavior of daily returns for two leading cryptocurrencies, Bitcoin and Ethereum, using seven-parameter estimates from prior research, which applied the Generalized Tempered Stable (GTS) distribution. Quantile-quantile (Q-Q) plots against the Normal distribution reveal that both assets exhibit heavy-tailed return distributions. However, Ethereum consistently shows a greater frequency of extreme values than would be expected under its Bitcoin-modeled counterpart, indicating more pronounced tail risk.
2025-06-25 Detecting Fraud in Financial Networks: A Semi-Supervised GNN Approach with Granger-Causal Explanations Linh Nguyen, Marcel Boersma, Erman Acar et.al. 2507.01980
Abstract (click to expand)Fraudulent activity in the financial industry costs billions annually. Detecting fraud, therefore, is an essential yet technically challenging task that requires carefully analyzing large volumes of data. While machine learning (ML) approaches seem like a viable solution, applying them successfully is not so easy due to two main challenges: (1) the sparsely labeled data, which makes the training of such approaches challenging (with inherent labeling costs), and (2) lack of explainability for the flagged items posed by the opacity of ML models, that is often required by business regulations. This article proposes SAGE-FIN, a semi-supervised graph neural network (GNN) based approach with Granger causal explanations for Financial Interaction Networks. SAGE-FIN learns to flag fraudulent items based on weakly labeled (or unlabelled) data points. To adhere to regulatory requirements, the flagged items are explained by highlighting related items in the network using Granger causality. We empirically validate the favorable performance of SAGE-FIN on a real-world dataset, Bipartite Edge-And-Node Attributed financial network (Elliptic++), with Granger-causal explanations for the identified fraudulent items without any prior assumption on the network structure.
2025-06-25 Forecasting Labor Markets with LSTNet: A Multi-Scale Deep Learning Approach Adam Nelson-Archer, Aleia Sen, Meena Al Hasani et.al. 2507.01979 Undergraduate senior project, University of Houston, Department of Computer Science
Abstract (click to expand)We present a deep learning approach for forecasting short-term employment changes and assessing long-term industry health using labor market data from the U.S. Bureau of Labor Statistics. Our system leverages a Long- and Short-Term Time-series Network (LSTNet) to process multivariate time series data, including employment levels, wages, turnover rates, and job openings. The model outputs both 7-day employment forecasts and an interpretable Industry Employment Health Index (IEHI). Our approach outperforms baseline models across most sectors, particularly in stable industries, and demonstrates strong alignment between IEHI rankings and actual employment volatility. We discuss error patterns, sector-specific performance, and future directions for improving interpretability and generalization.
2025-07-04 Integration of Wavelet Transform Convolution and Channel Attention with LSTM for Stock Price Prediction based Portfolio Allocation Junjie Guo et.al. 2507.01973
Abstract (click to expand)Portfolio allocation via stock price prediction is inherently difficult due to the notoriously low signal-to-noise ratio of stock time series. This paper proposes a method by integrating wavelet transform convolution and channel attention with LSTM to implement stock price prediction based portfolio allocation. Stock time series data first are processed by wavelet transform convolution to reduce the noise. Processed features are then reconstructed by channel attention. LSTM is utilized to predict the stock price using the final processed features. We construct a portfolio consists of four stocks with trading signals predicted by model. Experiments are conducted by evaluating the return, Sharpe ratio and max drawdown performance. The results indicate that our method achieves robust performance even during period of post-pandemic downward market.
2025-06-22 DeepSupp: Attention-Driven Correlation Pattern Analysis for Dynamic Time Series Support and Resistance Levels Identification Boris Kriuk, Logic Ng, Zarif Al Hossain et.al. 2507.01971 7 pages, 4 figures, 1 table
Abstract (click to expand)Support and resistance (SR) levels are central to technical analysis, guiding traders in entry, exit, and risk management. Despite widespread use, traditional SR identification methods often fail to adapt to the complexities of modern, volatile markets. Recent research has introduced machine learning techniques to address the following challenges, yet most focus on price prediction rather than structural level identification. This paper presents DeepSupp, a new deep learning approach for detecting financial support levels using multi-head attention mechanisms to analyze spatial correlations and market microstructure relationships. DeepSupp integrates advanced feature engineering, constructing dynamic correlation matrices that capture evolving market relationships, and employs an attention-based autoencoder for robust representation learning. The final support levels are extracted through unsupervised clustering, leveraging DBSCAN to identify significant price thresholds. Comprehensive evaluations on S&P 500 tickers demonstrate that DeepSupp outperforms six baseline methods, achieving state-of-the-art performance across six financial metrics, including essential support accuracy and market regime sensitivity. With consistent results across diverse market conditions, DeepSupp addresses critical gaps in SR level detection, offering a scalable and reliable solution for modern financial analysis. Our approach highlights the potential of attention-based architectures to uncover nuanced market patterns and improve technical trading strategies.
2025-06-19 News Sentiment Embeddings for Stock Price Forecasting Ayaan Qayyum et.al. 2507.01970 12 pages, 11 figures
Abstract (click to expand)This paper will discuss how headline data can be used to predict stock prices. The stock price in question is the SPDR S&P 500 ETF Trust, also known as SPY that tracks the performance of the largest 500 publicly traded corporations in the United States. A key focus is to use news headlines from the Wall Street Journal (WSJ) to predict the movement of stock prices on a daily timescale with OpenAI-based text embedding models used to create vector encodings of each headline with principal component analysis (PCA) to exact the key features. The challenge of this work is to capture the time-dependent and time-independent, nuanced impacts of news on stock prices while handling potential lag effects and market noise. Financial and economic data were collected to improve model performance; such sources include the U.S. Dollar Index (DXY) and Treasury Interest Yields. Over 390 machine-learning inference models were trained. The preliminary results show that headline data embeddings greatly benefit stock price prediction by at least 40% compared to training and optimizing a machine learning system without headline data embeddings.
2025-07-01 Scale-Dependent Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling Milan Pontiggia et.al. 2507.00575 40 pages, 7 figures, 14 tables. Submitted for publication. Code and supplementary diagnostics available upon request
Abstract (click to expand)We assess the applicability of rough volatility models to Bitcoin realised volatility using the normalised p-variation framework of Cont and Das (2024). Applying this model free estimator to high-frequency Bitcoin data from 2017 to 2024 across multiple sampling resolutions, we find that the normalised statistic remains strictly negative throughout, precluding the estimation of a valid roughness index. Stationarity tests and robustness checks reveal no significant evidence of non-stationarity or structural breaks as explanatory factors. Instead, convergent evidence from three complementary diagnostics, namely multifractal detrended fluctuation analysis, log-log moment scaling, and wavelet leaders, reveals a multifractal structure in Bitcoin volatility. This scale-dependent behaviour violates the homogeneity assumptions underlying rough volatility estimation and accounts for the estimator's systematic failure. These findings suggest that while rough volatility models perform well in traditional markets, they are structurally misaligned with the empirical features of Bitcoin volatility.
2025-06-30 Overparametrized models with posterior drift Guillaume Coqueret, Martial Laguerre et.al. 2506.23619
Abstract (click to expand)This paper investigates the impact of posterior drift on out-of-sample forecasting accuracy in overparametrized machine learning models. We document the loss in performance when the loadings of the data generating process change between the training and testing samples. This matters crucially in settings in which regime changes are likely to occur, for instance, in financial markets. Applied to equity premium forecasting, our results underline the sensitivity of a market timing strategy to sub-periods and to the bandwidth parameters that control the complexity of the model. For the average investor, we find that focusing on holding periods of 15 years can generate very heterogeneous returns, especially for small bandwidths. Large bandwidths yield much more consistent outcomes, but are far less appealing from a risk-adjusted return standpoint. All in all, our findings tend to recommend cautiousness when resorting to large linear models for stock market predictions.
2025-06-26 From On-chain to Macro: Assessing the Importance of Data Source Diversity in Cryptocurrency Market Forecasting Giorgos Demosthenous, Chryssis Georgiou, Eliada Polydorou et.al. 2506.21246
Abstract (click to expand)This study investigates the impact of data source diversity on the performance of cryptocurrency forecasting models by integrating various data categories, including technical indicators, on-chain metrics, sentiment and interest metrics, traditional market indices, and macroeconomic indicators. We introduce the Crypto100 index, representing the top 100 cryptocurrencies by market capitalization, and propose a novel feature reduction algorithm to identify the most impactful and resilient features from diverse data sources. Our comprehensive experiments demonstrate that data source diversity significantly enhances the predictive performance of forecasting models across different time horizons. Key findings include the paramount importance of on-chain metrics for both short-term and long-term predictions, the growing relevance of traditional market indices and macroeconomic indicators for longer-term forecasts, and substantial improvements in model accuracy when diverse data sources are utilized. These insights help demystify the short-term and long-term driving factors of the cryptocurrency market and lay the groundwork for developing more accurate and resilient forecasting models.
2025-06-09 Supervised Similarity for Firm Linkages Ryan Samson, Adrian Banner, Luca Candelori et.al. 2506.19856
Abstract (click to expand)We introduce a novel proxy for firm linkages, Characteristic Vector Linkages (CVLs). We use this concept to estimate firm linkages, first through Euclidean similarity, and then by applying Quantum Cognition Machine Learning (QCML) to similarity learning. We demonstrate that both methods can be used to construct profitable momentum spillover trading strategies, but QCML similarity outperforms the simpler Euclidean similarity.
2025-06-24 From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design Jianyong Fang, Sitong Wu, Junfan Tong et.al. 2506.19255 11 pages, 16 figures. Includes system architecture, empirical results, and lead-lag detection methods. Code available upon request
Abstract (click to expand)We propose a novel two-stage framework to detect lead-lag relationships in the Chinese A-share market. First, long-term coupling between stocks is measured via daily data using correlation, dynamic time warping, and rank-based metrics. Then, high-frequency data (1-, 5-, and 15-minute) is used to detect statistically significant lead-lag patterns via cross-correlation, Granger causality, and regression models. Our low-coupling modular system supports scalable data processing and improves reproducibility. Results show that strongly coupled stock pairs often exhibit lead-lag effects, especially at finer time scales. These findings provide insights into market microstructure and quantitative trading opportunities.
2025-06-30 Wealth Thermalization Hypothesis Klaus M. Frahm, Dima L. Shepelyansky et.al. 2506.17720 19 pages (5 main and 14 SupMat), 6+18 figures, additional material and figures in SupMat
Abstract (click to expand)We introduce the wealth thermalization hypothesis according to which the wealth shared in a country or the whole world is described by the Rayleigh-Jeans thermal distribution with two conserved quantities of system wealth and norm or number of agents. This distribution depends on a dimensional parameter being the ratio of system total wealth and its dispersion range determined by highest revenues. At relatively small values of this ratio there is a formation of the Rayleigh-Jeans condensate, well studied in such physical systems as multimode optical fibers. This leads to a huge fraction of poor households and a small oligarchic fraction which monopolizes a dominant fraction of total wealth thus generating a strong inequality in human society. We show that this thermalization gives a good description of real data of Lorenz curves of US, UK, the whole world and capitalization of S\&P500 companies at New York Stock Exchange. Possible actions for inequality reduction are briefly discussed.
2025-06-21 Predicting Stock Market Crash with Bayesian Generalised Pareto Regression Sourish Das et.al. 2506.17549 11 pages, 13 figures
Abstract (click to expand)This paper develops a Bayesian Generalised Pareto Regression (GPR) model to forecast extreme losses in Indian equity markets, with a focus on the Nifty 50 index. Extreme negative returns, though rare, can cause significant financial disruption, and accurate modelling of such events is essential for effective risk management. Traditional Generalised Pareto Distribution (GPD) models often ignore market conditions; in contrast, our framework links the scale parameter to covariates using a log-linear function, allowing tail risk to respond dynamically to market volatility. We examine four prior choices for Bayesian regularisation of regression coefficients: Cauchy, Lasso (Laplace), Ridge (Gaussian), and Zellner's g-prior. Simulation results suggest that the Cauchy prior delivers the best trade-off between predictive accuracy and model simplicity, achieving the lowest RMSE, AIC, and BIC values. Empirically, we apply the model to large negative returns (exceeding 5%) in the Nifty 50 index. Volatility measures from the Nifty 50, S&P 500, and gold are used as covariates to capture both domestic and global risk drivers. Our findings show that tail risk increases significantly with higher market volatility. In particular, both S&P 500 and gold volatilities contribute meaningfully to crash prediction, highlighting global spillover and flight-to-safety effects. The proposed GPR model offers a robust and interpretable approach for tail risk forecasting in emerging markets. It improves upon traditional EVT-based models by incorporating real-time financial indicators, making it useful for practitioners, policymakers, and financial regulators concerned with systemic risk and stress testing.
2025-06-06 Transformers Beyond Order: A Chaos-Markov-Gaussian Framework for Short-Term Sentiment Forecasting of Any Financial OHLC timeseries Data Arif Pathan et.al. 2506.17244 30 pages, 5 figures
Abstract (click to expand)Short-term sentiment forecasting in financial markets (e.g., stocks, indices) is challenging due to volatility, non-linearity, and noise in OHLC (Open, High, Low, Close) data. This paper introduces a novel CMG (Chaos-Markov-Gaussian) framework that integrates chaos theory, Markov property, and Gaussian processes to improve prediction accuracy. Chaos theory captures nonlinear dynamics; the Markov chain models regime shifts; Gaussian processes add probabilistic reasoning. We enhance the framework with transformer-based deep learning models to capture temporal patterns efficiently. The CMG Framework is designed for fast, resource-efficient, and accurate forecasting of any financial instrument's OHLC time series. Unlike traditional models that require heavy infrastructure and instrument-specific tuning, CMG reduces overhead and generalizes well. We evaluate the framework on market indices, forecasting sentiment for the next trading day's first quarter. A comparative study against statistical, ML, and DL baselines trained on the same dataset with no feature engineering shows CMG consistently outperforms in accuracy and efficiency, making it valuable for analysts and financial institutions.
2025-06-05 Modern approaches to building effective interpretable models of the property market using machine learning Irina G. Tanashkina, Alexey S. Tanashkin, Alexander S. Maksimchuik et.al. 2506.15723 42 pages, 22 figures
Abstract (click to expand)In this article, we review modern approaches to building interpretable models of property markets using machine learning on the base of mass valuation of property in the Primorye region, Russia. The researcher, lacking expertise in this topic, encounters numerous difficulties in the effort to build a good model. The main source of this is the huge difference between noisy real market data and ideal data which is very common in all types of tutorials on machine learning. This paper covers all stages of modeling: the collection of initial data, identification of outliers, the search and analysis of patterns in data, the formation and final choice of price factors, the building of the model, and the evaluation of its efficiency. For each stage, we highlight potential issues and describe sound methods for overcoming emerging difficulties on actual examples. We show that the combination of classical linear regression with interpolation methods of geostatistics allows to build an effective model for land parcels. For flats, when many objects are attributed to one spatial point the application of geostatistical methods is difficult. Therefore we suggest linear regression with automatic generation and selection of additional rules on the base of decision trees, so called the RuleFit method. Thus we show, that despite the strong restriction as the requirement of interpretability which is important in practical aspects, for example, legal matters, it is still possible to build effective models of real property markets.
2025-06-11 Advancing Exchange Rate Forecasting: Leveraging Machine Learning and AI for Enhanced Accuracy in Global Financial Markets Md. Yeasin Rahat, Rajan Das Gupta, Nur Raisa Rahman et.al. 2506.09851 Accepted in MECON 2025
Abstract (click to expand)The prediction of foreign exchange rates, such as the US Dollar (USD) to Bangladeshi Taka (BDT), plays a pivotal role in global financial markets, influencing trade, investments, and economic stability. This study leverages historical USD/BDT exchange rate data from 2018 to 2023, sourced from Yahoo Finance, to develop advanced machine learning models for accurate forecasting. A Long Short-Term Memory (LSTM) neural network is employed, achieving an exceptional accuracy of 99.449%, a Root Mean Square Error (RMSE) of 0.9858, and a test loss of 0.8523, significantly outperforming traditional methods like ARIMA (RMSE 1.342). Additionally, a Gradient Boosting Classifier (GBC) is applied for directional prediction, with backtesting on a \(10,000 initial capital revealing a 40.82% profitable trade rate, though resulting in a net loss of\) 20,653.25 over 49 trades. The study analyzes historical trends, showing a decline in BDT/USD rates from 0.012 to 0.009, and incorporates normalized daily returns to capture volatility. These findings highlight the potential of deep learning in forex forecasting, offering traders and policymakers robust tools to mitigate risks. Future work could integrate sentiment analysis and real-time economic indicators to further enhance model adaptability in volatile markets.
2025-06-10 EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements Issa Sugiura, Takashi Ishida, Taro Makino et.al. 2506.08762 link
Abstract (click to expand)Financial analysis presents complex challenges that could leverage large language model (LLM) capabilities. However, the scarcity of challenging financial datasets, particularly for Japanese financial data, impedes academic innovation in financial analytics. As LLMs advance, this lack of accessible research resources increasingly hinders their development and evaluation in this specialized domain. To address this gap, we introduce EDINET-Bench, an open-source Japanese financial benchmark designed to evaluate the performance of LLMs on challenging financial tasks including accounting fraud detection, earnings forecasting, and industry prediction. EDINET-Bench is constructed by downloading annual reports from the past 10 years from Japan's Electronic Disclosure for Investors' NETwork (EDINET) and automatically assigning labels corresponding to each evaluation task. Our experiments reveal that even state-of-the-art LLMs struggle, performing only slightly better than logistic regression in binary classification for fraud detection and earnings forecasting. These results highlight significant challenges in applying LLMs to real-world financial applications and underscore the need for domain-specific adaptation. Our dataset, benchmark construction code, and evaluation code is publicly available to facilitate future research in finance with LLMs.
2025-06-09 Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting Timothée Hornek Amir Sartipi, Igor Tchappi, Gilbert Fridgen et.al. 2506.08113
Abstract (click to expand)Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have inspired the development of numerous time series foundation models (TSFMs) for time series forecasting, their effectiveness in EPF remains uncertain. To address this gap, we benchmark several state-of-the-art pretrained models--Chronos-Bolt, Chronos-T5, TimesFM, Moirai, Time-MoE, and TimeGPT--against established statistical and machine learning (ML) methods for EPF. Using 2024 day-ahead auction (DAA) electricity prices from Germany, France, the Netherlands, Austria, and Belgium, we generate daily forecasts with a one-day horizon. Chronos-Bolt and Time-MoE emerge as the strongest among the TSFMs, performing on par with traditional models. However, the biseasonal MSTL model, which captures daily and weekly seasonality, stands out for its consistent performance across countries and evaluation metrics, with no TSFM statistically outperforming it.
2025-06-09 Predicting Realized Variance Out of Sample: Can Anything Beat The Benchmark? Austin Pollok et.al. 2506.07928
Abstract (click to expand)The discrepancy between realized volatility and the market's view of volatility has been known to predict individual equity options at the monthly horizon. It is not clear how this predictability depends on a forecast's ability to predict firm-level volatility. We consider this phenomenon at the daily frequency using high-dimensional machine learning models, as well as low-dimensional factor models. We find that marginal improvements to standard forecast error measurements can lead to economically significant gains in portfolio performance. This makes a case for re-imagining the way we train models that are used to construct portfolios.
2025-06-24 The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework Guillaume Maitrier, Jean-Philippe Bouchaud et.al. 2506.07711
Abstract (click to expand)In this work, we aim to reconcile several apparently contradictory observations in market microstructure: is the famous "square-root law" of metaorder impact, which decays with time, compatible with the random-walk nature of prices and the linear impact of order imbalances? Can one entirely explain the volatility of prices as resulting from the flow of uninformed metaorders that mechanically impact them? We introduce a new theoretical framework to describe metaorders with different signs, sizes and durations, which all impact prices as a square-root of volume but with a subsequent time decay. We show that, as in the original propagator model, price diffusion is ensured by the long memory of cross-correlations between metaorders. In order to account for the effect of strongly fluctuating volumes q of individual trades, we further introduce two q-dependent exponents, which allow us to describe how the moments of generalized volume imbalance and the correlation between price changes and generalized order flow imbalance scale with T. We predict in particular that the corresponding power-laws depend in a non-monotonic fashion on a parameter a, which allows one to put the same weight on all child orders or to overweight large ones, a behaviour that is clearly borne out by empirical data. We also predict that the correlation between price changes and volume imbalances should display a maximum as a function of a, which again matches observations. Such noteworthy agreement between theory and data suggests that our framework correctly captures the basic mechanism at the heart of price formation, namely the average impact of metaorders. We argue that our results support the "Order-Driven" theory of excess volatility, and are at odds with the idea that a "Fundamental" component accounts for a large share of the volatility of financial markets.
2025-05-22 Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation Zonghan Wu, Junlin Wang, Congyuan Zou et.al. 2506.07315
Abstract (click to expand)Generative AI, particularly large language models (LLMs), is beginning to transform the financial industry by automating tasks and helping to make sense of complex financial information. One especially promising use case is the automatic creation of fundamental analysis reports, which are essential for making informed investment decisions, evaluating credit risks, guiding corporate mergers, etc. While LLMs attempt to generate these reports from a single prompt, the risks of inaccuracy are significant. Poor analysis can lead to misguided investments, regulatory issues, and loss of trust. Existing financial benchmarks mainly evaluate how well LLMs answer financial questions but do not reflect performance in real-world tasks like generating financial analysis reports. In this paper, we propose FinAR-Bench, a solid benchmark dataset focusing on financial statement analysis, a core competence of fundamental analysis. To make the evaluation more precise and reliable, we break this task into three measurable steps: extracting key information, calculating financial indicators, and applying logical reasoning. This structured approach allows us to objectively assess how well LLMs perform each step of the process. Our findings offer a clear understanding of LLMs current strengths and limitations in fundamental analysis and provide a more practical way to benchmark their performance in real-world financial settings.
2025-06-08 Uncertainty-Aware Strategies: A Model-Agnostic Framework for Robust Financial Optimization through Subsampling Hans Buehler, Blanka Horvath, Yannick Limmer et.al. 2506.07299 18 pages, 12 figures
Abstract (click to expand)This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the unavailability of the true probability measure forces reliance on an empirical approximation, and even small misestimations can lead to significant deviations in decision quality. Building on the framework of Klibanoff et al. (2005), we enhance the conventional objective - whether this is expected utility in an investing context or a hedging metric - by superimposing an outer "uncertainty measure", motivated by traditional monetary risk measures, on the space of models. In scenarios where a natural model distribution is lacking or Bayesian methods are impractical, we propose an ad hoc subsampling strategy, analogous to bootstrapping in statistical finance and related to mini-batch sampling in deep learning, to approximate model uncertainty. To address the quadratic memory demands of naive implementations, we also present an adapted stochastic gradient descent algorithm that enables efficient parallelization. Through analytical, simulated, and empirical studies - including multi-period, real data and high-dimensional examples - we demonstrate that uncertainty measures outperform traditional mixture of measures strategies and our model-agnostic subsampling-based approach not only enhances robustness against model risk but also achieves performance comparable to more elaborate Bayesian methods.
2025-06-02 An analysis of capital market through the lens of integral transforms: exploring efficient markets and information asymmetry Kiran Sharma, Abhijit Dutta, Rupak Mukherjee et.al. 2506.06350
Abstract (click to expand)Post Modigliani and Miller (1958), the concept of usage of arbitrage created a permanent mark on the discourses of financial framework. The arbitrage process is largely based on information dissemination amongst the stakeholders operating in the financial market. The advent of the efficient market Hypothesis draws close to the M&M hypothesis. Giving importance to the arbitrage process, which effects the price discovery in the stock market. This divided the market as random and efficient cohort system. The focus was on which information forms a key factor in deciding the price formation in the market. However, the conventional techniques of analysis do not permit the price cycles to be interpreted beyond its singular wave-like cyclical movement. The apparent cyclic measurement is not coherent as the technical analysis does not give sustained result. Hence adaption of theories and computation from mathematical methods of physics ensures that these cycles are decomposed and the effect of the broken-down cycles is interpreted to understand the overall effect of information on price formation and discovery. In order to break the cycle this paper uses spectrum analysis to decompose and understand the above-said phenomenon in determining the price behavior in National Stock Exchange of India (NSE).
2025-06-01 Explainable-AI powered stock price prediction using time series transformers: A Case Study on BIST100 Sukru Selim Calik, Andac Akyuz, Zeynep Hilal Kilimci et.al. 2506.06345
Abstract (click to expand)Financial literacy is increasingly dependent on the ability to interpret complex financial data and utilize advanced forecasting tools. In this context, this study proposes a novel approach that combines transformer-based time series models with explainable artificial intelligence (XAI) to enhance the interpretability and accuracy of stock price predictions. The analysis focuses on the daily stock prices of the five highest-volume banks listed in the BIST100 index, along with XBANK and XU100 indices, covering the period from January 2015 to March 2025. Models including DLinear, LTSNet, Vanilla Transformer, and Time Series Transformer are employed, with input features enriched by technical indicators. SHAP and LIME techniques are used to provide transparency into the influence of individual features on model outputs. The results demonstrate the strong predictive capabilities of transformer models and highlight the potential of interpretable machine learning to empower individuals in making informed investment decisions and actively engaging in financial markets.
2025-05-30 The Hype Index: an NLP-driven Measure of Market News Attention Zheng Cao, Wanchaloem Wunkaew, Helyette Geman et.al. 2506.06329
Abstract (click to expand)This paper introduces the Hype Index as a novel metric to quantify media attention toward large-cap equities, leveraging advances in Natural Language Processing (NLP) for extracting predictive signals from financial news. Using the S&P 100 as the focus universe, we first construct a News Count-Based Hype Index, which measures relative media exposure by computing the share of news articles referencing each stock or sector. We then extend it to the Capitalization Adjusted Hype Index, adjusts for economic size by taking the ratio of a stock's or sector's media weight to its market capitalization weight within its industry or sector. We compute both versions of the Hype Index at the stock and sector levels, and evaluate them through multiple lenses: (1) their classification into different hype groups, (2) their associations with returns, volatility, and VIX index at various lags, (3) their signaling power for short-term market movements, and (4) their empirical properties including correlations, samplings, and trends. Our findings suggest that the Hype Index family provides a valuable set of tools for stock volatility analysis, market signaling, and NLP extensions in Finance.
2025-05-27 A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields Amit Kumar Jha et.al. 2506.06317 20 pages, 5 figures, 4 tables
Abstract (click to expand)This study is motivated by empirical observations of periodic fluctuations in interest rates, notably long-term economic cycles spanning decades, which the conventional Hull-White short-rate model fails to adequately capture. To address this limitation, we propose an extension that incorporates a sinusoidal, time-varying mean reversion speed, allowing the model to reflect cyclic interest rate dynamics more effectively. The model is calibrated using a comprehensive dataset of daily U.S. Treasury yield curves obtained from the Federal Reserve Economic Data (FRED) database, covering the period from January 1990 to December 2022. The dataset includes tenors of 1, 2, 3, 5, 7, 10, 20, and 30 years, with the most recent yields ranging from 1.22% (1-year) to 2.36% (30-year). Calibration is performed using the Nelder-Mead optimization algorithm, and Monte Carlo simulations with 200 paths and a time step of 0.05 years. The resulting 30-year zero-coupon bond price under the proposed model is 0.43, compared to 0.47 under the standard Hull-White model. This corresponds to root mean squared errors of 0.12% and 0.14%, respectively, indicating a noticeable improvement in fit, particularly for longer maturities. These results highlight the model's enhanced capability to capture long-term yield dynamics and suggest significant implications for bond pricing, interest rate risk management, and the valuation of interest rate derivatives. The findings also open avenues for further research into stochastic periodicity and alternative interest rate modeling frameworks.
2025-05-22 Enhancing Meme Token Market Transparency: A Multi-Dimensional Entity-Linked Address Analysis for Liquidity Risk Evaluation Qiangqiang Liu, Qian Huang, Frank Fan et.al. 2506.05359 IEEE International Conference on Blockchain and Cryptocurrency (Proc. IEEE ICBC 2025)
Abstract (click to expand)Meme tokens represent a distinctive asset class within the cryptocurrency ecosystem, characterized by high community engagement, significant market volatility, and heightened vulnerability to market manipulation. This paper introduces an innovative approach to assessing liquidity risk in meme token markets using entity-linked address identification techniques. We propose a multi-dimensional method integrating fund flow analysis, behavioral similarity, and anomalous transaction detection to identify related addresses. We develop a comprehensive set of liquidity risk indicators tailored for meme tokens, covering token distribution, trading activity, and liquidity metrics. Empirical analysis of tokens like BabyBonk, NMT, and BonkFork validates our approach, revealing significant disparities between apparent and actual liquidity in meme token markets. The findings of this study provide significant empirical evidence for market participants and regulatory authorities, laying a theoretical foundation for building a more transparent and robust meme token ecosystem.
2025-06-05 Classification of Extremal Dependence in Financial Markets via Bootstrap Inference Qian Hui, Sidney I. Resnick, Tiandong Wang et.al. 2506.04656
Abstract (click to expand)Accurately identifying the extremal dependence structure in multivariate heavy-tailed data is a fundamental yet challenging task, particularly in financial applications. Following a recently proposed bootstrap-based testing procedure, we apply the methodology to absolute log returns of U.S. S&P 500 and Chinese A-share stocks over a time period well before the U.S. election in 2024. The procedure reveals more isolated clustering of dependent assets in the U.S. economy compared with China which exhibits different characteristics and a more interconnected pattern of extremal dependence. Cross-market analysis identifies strong extremal linkages in sectors such as materials, consumer staples and consumer discretionary, highlighting the effectiveness of the testing procedure for large-scale empirical applications.
2025-06-09 High-Dimensional Learning in Finance Hasan Fallahgoul et.al. 2506.03780
Abstract (click to expand)Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these methods achieve predictive success. I examine two key aspects of high-dimensional learning in finance. First, I prove that within-sample standardization in Random Fourier Features implementations fundamentally alters the underlying Gaussian kernel approximation, replacing shift-invariant kernels with training-set dependent alternatives. Second, I establish information-theoretic lower bounds that identify when reliable learning is impossible no matter how sophisticated the estimator. A detailed quantitative calibration of the polynomial lower bound shows that with typical parameter choices, e.g., 12,000 features, 12 monthly observations, and R-square 2-3%, the required sample size to escape the bound exceeds 25-30 years of data--well beyond any rolling-window actually used. Thus, observed out-of-sample success must originate from lower-complexity artefacts rather than from the intended high-dimensional mechanism.
2025-05-18 Why Regression? Binary Encoding Classification Brings Confidence to Stock Market Index Price Prediction Junzhe Jiang, Chang Yang, Xinrun Wang et.al. 2506.03153
Abstract (click to expand)Stock market indices serve as fundamental market measurement that quantify systematic market dynamics. However, accurate index price prediction remains challenging, primarily because existing approaches treat indices as isolated time series and frame the prediction as a simple regression task. These methods fail to capture indices' inherent nature as aggregations of constituent stocks with complex, time-varying interdependencies. To address these limitations, we propose Cubic, a novel end-to-end framework that explicitly models the adaptive fusion of constituent stocks for index price prediction. Our main contributions are threefold. i) Fusion in the latent space: we introduce the fusion mechanism over the latent embedding of the stocks to extract the information from the vast number of stocks. ii) Binary encoding classification: since regression tasks are challenging due to continuous value estimation, we reformulate the regression into the classification task, where the target value is converted to binary and we optimize the prediction of the value of each digit with cross-entropy loss. iii) Confidence-guided prediction and trading: we introduce the regularization loss to address market prediction uncertainty for the index prediction and design the rule-based trading policies based on the confidence. Extensive experiments across multiple stock markets and indices demonstrate that Cubic consistently outperforms state-of-the-art baselines in stock index prediction tasks, achieving superior performance on both forecasting accuracy metrics and downstream trading profitability.
2025-05-14 Beyond the Black Box: Interpretability of LLMs in Finance Hariom Tatsat, Ariye Shater et.al. 2505.24650 28 pages, 15 figures
Abstract (click to expand)Large Language Models (LLMs) exhibit remarkable capabilities across a spectrum of tasks in financial services, including report generation, chatbots, sentiment analysis, regulatory compliance, investment advisory, financial knowledge retrieval, and summarization. However, their intrinsic complexity and lack of transparency pose significant challenges, especially in the highly regulated financial sector, where interpretability, fairness, and accountability are critical. As far as we are aware, this paper presents the first application in the finance domain of understanding and utilizing the inner workings of LLMs through mechanistic interpretability, addressing the pressing need for transparency and control in AI systems. Mechanistic interpretability is the most intuitive and transparent way to understand LLM behavior by reverse-engineering their internal workings. By dissecting the activations and circuits within these models, it provides insights into how specific features or components influence predictions - making it possible not only to observe but also to modify model behavior. In this paper, we explore the theoretical aspects of mechanistic interpretability and demonstrate its practical relevance through a range of financial use cases and experiments, including applications in trading strategies, sentiment analysis, bias, and hallucination detection. While not yet widely adopted, mechanistic interpretability is expected to become increasingly vital as adoption of LLMs increases. Advanced interpretability tools can ensure AI systems remain ethical, transparent, and aligned with evolving financial regulations. In this paper, we have put special emphasis on how these techniques can help unlock interpretability requirements for regulatory and compliance purposes - addressing both current needs and anticipating future expectations from financial regulators globally.
2025-05-29 Critical Dynamics of Random Surfaces and Multifractal Scaling Christof Schmidhuber et.al. 2505.23928 19 pages, 1 figure. Follow-up paper to arXiv:2409.05547 [hep-th]
Abstract (click to expand)The critical dynamics of conformal field theories on random surfaces is investigated beyond the dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time is a multifractal random walk. Accordingly, the higher moments of time variations of the order parameter exhibit multifractal scaling. The series of Hurst exponents is computed and illustrated with the examples of the Ising-, 3-state-Potts-, and general minimal models on a random surface. Models are identified that can replicate the observed multifractal scaling in financial markets.
2025-05-28 Model-Free Deep Hedging with Transaction Costs and Light Data Requirements Pierre Brugière, Gabriel Turinici et.al. 2505.22836
Abstract (click to expand)Option pricing theory, such as the Black and Scholes (1973) model, provides an explicit solution to construct a strategy that perfectly hedges an option in a continuous-time setting. In practice, however, trading occurs in discrete time and often involves transaction costs, making the direct application of continuous-time solutions potentially suboptimal. Previous studies, such as those by Buehler et al. (2018), Buehler et al. (2019) and Cao et al. (2019), have shown that deep learning or reinforcement learning can be used to derive better hedging strategies than those based on continuous-time models. However, these approaches typically rely on a large number of trajectories (of the order of \(10^5\) or \(10^6\) ) to train the model. In this work, we show that using as few as 256 trajectories is sufficient to train a neural network that significantly outperforms, in the Geometric Brownian Motion framework, both the classical Black & Scholes formula and the Leland model, which is arguably one of the most effective explicit alternatives for incorporating transaction costs. The ability to train neural networks with such a small number of trajectories suggests the potential for more practical and simple implementation on real-time financial series.
2025-05-27 Replication of Reference-Dependent Preferences and the Risk-Return Trade-Off in the Chinese Market Penggan Xu et.al. 2505.20608
Abstract (click to expand)This study replicates the findings of Wang et al. (2017) on reference-dependent preferences and their impact on the risk-return trade-off in the Chinese stock market, a unique context characterized by high retail investor participation, speculative trading behavior, and regulatory complexities. Capital Gains Overhang (CGO), a proxy for unrealized gains or losses, is employed to explore how behavioral biases shape cross-sectional stock returns in an emerging market setting. Utilizing data from 1995 to 2024 and econometric techniques such as Dependent Double Sorting and Fama-MacBeth regressions, this research investigates the interaction between CGO and five risk proxies: Beta, Return Volatility (RETVOL), Idiosyncratic Volatility (IVOL), Firm Age (AGE), and Cash Flow Volatility (CFVOL). Key findings reveal a weaker or absent positive risk-return relationship among high-CGO firms and stronger positive relationships among low-CGO firms, diverging from U.S. market results, and the interaction effects between CGO and risk proxies, significant and positive in the U.S., are predominantly negative in the Chinese market, reflecting structural and behavioral differences, such as speculative trading and diminished reliance on reference points. The results suggest that reference-dependent preferences play a less pronounced role in the Chinese market, emphasizing the need for tailored investment strategies in emerging economies.
2025-05-25 Comparative analysis of financial data differentiation techniques using LSTM neural network Dominik Stempień, Janusz Gajda et.al. 2505.19243 71 pages, 21 figures, 14 tables
Abstract (click to expand)We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing parameters are estimated using multiple techniques. The empirical investigation is conducted on data from four major stock indices covering the most recent 10-year period. The set of explanatory variables is additionally extended with technical indicators. The effectiveness of the differencing methods is evaluated using both forecast error metrics and risk-adjusted return trading performance metrics. The findings suggest that fractional differentiation methods provide a suitable data transformation technique, improving the predictive model forecasting performance. Furthermore, the generated predictions appeared to be effective in constructing profitable trading strategies for both individual assets and a portfolio of stock indices. These results underline the importance of appropriate data transformation techniques in financial time series forecasting, supporting the application of memory-preserving techniques.
2025-05-21 Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles Shaobo Li, Ben Sherwood et.al. 2505.16019
Abstract (click to expand)This paper considers equity premium prediction, for which mean regression can be problematic due to heteroscedasticity and heavy-tails of the error. We show advantages of quantile predictions using a novel penalized quantile regression that offers a model for a full spectrum analysis on the equity premium distribution. To enhance model interpretability and address the well-known issue of crossing quantile predictions in quantile regression, we propose a model that enforces the selection of a common set of variables across all quantiles. Such a selection consistency is achieved by simultaneously estimating all quantiles with a group penalty that ensures sparsity pattern is the same for all quantiles. Consistency results are provided that allow the number of predictors to increase with the sample size. A Huberized quantile loss function and an augmented data approach are implemented for computational efficiency. Simulation studies show the effectiveness of the proposed approach. Empirical results show that the proposed method outperforms several benchmark methods. Moreover, we find some important predictors reverse their relationship to the excess return from lower to upper quantiles, potentially offering interesting insights to the domain experts. Our proposed method can be applied to other fields.
2025-05-20 Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions Sabrina Aufiero, Antonio Briola, Tesfaye Salarin et.al. 2505.14655 link 25 pages, 6 tables, 7 figures
Abstract (click to expand)This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their first acquisition through April 2025. Using daily logarithmic returns, we first document significant positive co-movements via Pearson correlations and single factor model regressions, discovering an average BTC beta of 0.62, and isolating 12 companies, including Strategy (formerly MicroStrategy, MSTR), exhibiting a beta exceeding 1. We then classify firms into three groups reflecting their exposure to BTC, liquidity, and return co-movements. We use transfer entropy (TE) to capture the direction of information flow over time. Transfer entropy analysis consistently identifies BTC as the dominant information driver, with brief, announcement-driven feedback from stocks to BTC during major financial events. Our results highlight the critical need for dynamic hedging ratios that adapt to shifting information flows. These findings provide important insights for investors and managers regarding risk management and portfolio diversification in a period of growing integration of digital assets into corporate treasuries.
2025-05-20 Quantum Reservoir Computing for Realized Volatility Forecasting Qingyu Li, Chiranjib Mukhopadhyay, Abolfazl Bayat et.al. 2505.13933 link 18 pages, 8 figs, 4 tables. Comments/suggestions most welcome
Abstract (click to expand)Recent advances in quantum computing have demonstrated its potential to significantly enhance the analysis and forecasting of complex classical data. Among these, quantum reservoir computing has emerged as a particularly powerful approach, combining quantum computation with machine learning for modeling nonlinear temporal dependencies in high-dimensional time series. As with many data-driven disciplines, quantitative finance and econometrics can hugely benefit from emerging quantum technologies. In this work, we investigate the application of quantum reservoir computing for realized volatility forecasting. Our model employs a fully connected transverse-field Ising Hamiltonian as the reservoir with distinct input and memory qubits to capture temporal dependencies. The quantum reservoir computing approach is benchmarked against several econometric models and standard machine learning algorithms. The models are evaluated using multiple error metrics and the model confidence set procedures. To enhance interpretability and mitigate current quantum hardware limitations, we utilize wrapper-based forward selection for feature selection, identifying optimal subsets, and quantifying feature importance via Shapley values. Our results indicate that the proposed quantum reservoir approach consistently outperforms benchmark models across various metrics, highlighting its potential for financial forecasting despite existing quantum hardware constraints. This work serves as a proof-of-concept for the applicability of quantum computing in econometrics and financial analysis, paving the way for further research into quantum-enhanced predictive modeling as quantum hardware capabilities continue to advance.
2025-05-19 Characterizing asymmetric and bimodal long-term financial return distributions through quantum walks Stijn De Backer, Luis E. C. Rocha, Jan Ryckebusch et.al. 2505.13019 24 pages, 11 figures, 2 tables
Abstract (click to expand)The analysis of logarithmic return distributions defined over large time scales is crucial for understanding the long-term dynamics of asset price movements. For large time scales of the order of two trading years, the anticipated Gaussian behavior of the returns often does not emerge, and their distributions often exhibit a high level of asymmetry and bimodality. These features are inadequately captured by the majority of classical models to address financial time series and return distributions. In the presented analysis, we use a model based on the discrete-time quantum walk to characterize the observed asymmetry and bimodality. The quantum walk distinguishes itself from a classical diffusion process by the occurrence of interference effects, which allows for the generation of bimodal and asymmetric probability distributions. By capturing the broader trends and patterns that emerge over extended periods, this analysis complements traditional short-term models and offers opportunities to more accurately describe the probabilistic structure underlying long-term financial decisions.
2025-05-19 Hierarchical Representations for Evolving Acyclic Vector Autoregressions (HEAVe) Cameron Cornell, Lewis Mitchell, Matthew Roughan et.al. 2505.12806
Abstract (click to expand)Causal networks offer an intuitive framework to understand influence structures within time series systems. However, the presence of cycles can obscure dynamic relationships and hinder hierarchical analysis. These networks are typically identified through multivariate predictive modelling, but enforcing acyclic constraints significantly increases computational and analytical complexity. Despite recent advances, there remains a lack of simple, flexible approaches that are easily tailorable to specific problem instances. We propose an evolutionary approach to fitting acyclic vector autoregressive processes and introduces a novel hierarchical representation that directly models structural elements within a time series system. On simulated datasets, our model retains most of the predictive accuracy of unconstrained models and outperforms permutation-based alternatives. When applied to a dataset of 100 cryptocurrency return series, our method generates acyclic causal networks capturing key structural properties of the unconstrained model. The acyclic networks are approximately sub-graphs of the unconstrained networks, and most of the removed links originate from low-influence nodes. Given the high levels of feature preservation, we conclude that this cryptocurrency price system functions largely hierarchically. Our findings demonstrate a flexible, intuitive approach for identifying hierarchical causal networks in time series systems, with broad applications to fields like econometrics and social network analysis.
2025-05-16 Foundation Time-Series AI Model for Realized Volatility Forecasting Anubha Goel, Puneet Pasricha, Martin Magris et.al. 2505.11163
Abstract (click to expand)Time series foundation models (FMs) have emerged as a popular paradigm for zero-shot multi-domain forecasting. These models are trained on numerous diverse datasets and claim to be effective forecasters across multiple different time series domains, including financial data. In this study, we evaluate the effectiveness of FMs, specifically the TimesFM model, for volatility forecasting, a core task in financial risk management. We first evaluate TimesFM in its pretrained (zero-shot) form, followed by our custom fine-tuning procedure based on incremental learning, and compare the resulting models against standard econometric benchmarks. While the pretrained model provides a reasonable baseline, our findings show that incremental fine-tuning, which allows the model to adapt to new financial return data over time, is essential for learning volatility patterns effectively. Fine-tuned variants not only improve forecast accuracy but also statistically outperform traditional models, as demonstrated through Diebold-Mariano and Giacomini-White tests. These results highlight the potential of foundation models as scalable and adaptive tools for financial forecasting-capable of delivering strong performance in dynamic market environments when paired with targeted fine-tuning strategies.
2025-05-15 Reproducing the first and second moment of empirical degree distributions Mattia Marzi, Francesca Giuffrida, Diego Garlaschelli et.al. 2505.10373 14 pages, 7 figures
Abstract (click to expand)The study of probabilistic models for the analysis of complex networks represents a flourishing research field. Among the former, Exponential Random Graphs (ERGs) have gained increasing attention over the years. So far, only linear ERGs have been extensively employed to gain insight into the structural organisation of real-world complex networks. None, however, is capable of accounting for the variance of the empirical degree distribution. To this aim, non-linear ERGs must be considered. After showing that the usual mean-field approximation forces the degree-corrected version of the two-star model to degenerate, we define a fitness-induced variant of it. Such a `softened' model is capable of reproducing the sample variance, while retaining the explanatory power of its linear counterpart, within a purely canonical framework.
2025-04-28 Mechanisms of information communication and market price movements. The case of SP 500 market Inga Ivanova, Grzegorz Rzadkowski et.al. 2505.09625
Abstract (click to expand)In this paper we analyze how market prices change in response to information processing among the market participants and how non-linear information dynamics drive market price movement. We analyze historical data of the SP 500 market for the period 1950 -2025 using the logistic Continuous Wavelet Transformation method. This approach allows us to identify various patterns in market dynamics. These patterns are conceptualized using a new theory of reflexive communication of information in a market consisting of heterogeneous agents who assign meaning to information from different perspectives. This allows us to describe market dynamics and make forecasts of its development using the most general mechanisms of information circulation within the content-free approach.
2025-05-13 An Efficient Multi-scale Leverage Effect Estimator under Dependent Microstructure Noise Ziyang Xiong, Zhao Chen, Christina Dan Wang et.al. 2505.08654
Abstract (click to expand)Estimating the leverage effect from high-frequency data is vital but challenged by complex, dependent microstructure noise, often exhibiting non-Gaussian higher-order moments. This paper introduces a novel multi-scale framework for efficient and robust leverage effect estimation under such flexible noise structures. We develop two new estimators, the Subsampling-and-Averaging Leverage Effect (SALE) and the Multi-Scale Leverage Effect (MSLE), which adapt subsampling and multi-scale approaches holistically using a unique shifted window technique. This design simplifies the multi-scale estimation procedure and enhances noise robustness without requiring the pre-averaging approach. We establish central limit theorems and stable convergence, with MSLE achieving convergence rates of an optimal \(n^{-1/4}\) and a near-optimal \(n^{-1/9}\) for the noise-free and noisy settings, respectively. A cornerstone of our framework's efficiency is a specifically designed MSLE weighting strategy that leverages covariance structures across scales. This significantly reduces asymptotic variance and, critically, yields substantially smaller finite-sample errors than existing methods under both noise-free and realistic noisy settings. Extensive simulations and empirical analyses confirm the superior efficiency, robustness, and practical advantages of our approach.
2025-05-13 Forecasting Intraday Volume in Equity Markets with Machine Learning Mihai Cucuringu, Kang Li, Chao Zhang et.al. 2505.08180
Abstract (click to expand)This study focuses on forecasting intraday trading volumes, a crucial component for portfolio implementation, especially in high-frequency (HF) trading environments. Given the current scarcity of flexible methods in this area, we employ a suite of machine learning (ML) models enriched with numerous HF predictors to enhance the predictability of intraday trading volumes. Our findings reveal that intraday stock trading volume is highly predictable, especially with ML and considering commonality. Additionally, we assess the economic benefits of accurate volume forecasting through Volume Weighted Average Price (VWAP) strategies. The results demonstrate that precise intraday forecasting offers substantial advantages, providing valuable insights for traders to optimize their strategies.
2025-05-11 Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH Aryan Singh, Paul O Reilly, Daim Sharif et.al. 2505.06950 link 15 pages, 12 figures, presented as part of the CS7DS1 - Data Analytics module at Trinity College Dublin, May 2025
Abstract (click to expand)A multivariate risk analysis for VaR and CVaR using different copula families is performed on historical financial time series fitted with DCC-GARCH models. A theoretical background is provided alongside a comparison of goodness-of-fit across different copula families to estimate the validity and effectiveness of approaches discussed.
2025-05-09 Beyond the Mean: Limit Theory and Tests for Infinite-Mean Autoregressive Conditional Durations Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek et.al. 2505.06190
Abstract (click to expand)Integrated autoregressive conditional duration (ACD) models serve as natural counterparts to the well-known integrated GARCH models used for financial returns. However, despite their resemblance, asymptotic theory for ACD is challenging and also not complete, in particular for integrated ACD. Central challenges arise from the facts that (i) integrated ACD processes imply durations with infinite expectation, and (ii) even in the non-integrated case, conventional asymptotic approaches break down due to the randomness in the number of durations within a fixed observation period. Addressing these challenges, we provide here unified asymptotic theory for the (quasi-) maximum likelihood estimator for ACD models; a unified theory which includes integrated ACD models. Based on the new results, we also provide a novel framework for hypothesis testing in duration models, enabling inference on a key empirical question: whether durations possess a finite or infinite expectation. We apply our results to high-frequency cryptocurrency ETF trading data. Motivated by parameter estimates near the integrated ACD boundary, we assess whether durations between trades in these markets have finite expectation, an assumption often made implicitly in the literature on point process models. Our empirical findings indicate infinite-mean durations for all the five cryptocurrencies examined, with the integrated ACD hypothesis rejected -- against alternatives with tail index less than one -- for four out of the five cryptocurrencies considered.
2025-05-16 Why is the volatility of single stocks so much rougher than that of the S&P500? Othmane Zarhali, Cecilia Aubrun, Emmanuel Bacry et.al. 2505.02678
Abstract (click to expand)The Nested factor model was introduced by Chicheportiche et al. to represent non-linear correlations between stocks. Stock returns are explained by a standard factor model, but the (log)-volatilities of factors and residuals are themselves decomposed into factor modes, with a common dominant volatility mode affecting both market and sector factors but also residuals. Here, we consider the case of a single factor where the only dominant log-volatility mode is rough, with a Hurst exponent \(H \simeq 0.11\) and the log-volatility residuals are ''super-rough'', with \(H \simeq 0\) . We demonstrate that such a construction naturally accounts for the somewhat surprising stylized fact reported by Wu et al. , where it has been observed that the Hurst exponents of stock indexes are large compared to those of individual stocks. We propose a statistical procedure to estimate the Hurst factor exponent from the stock returns dynamics together with theoretical guarantees of its consistency. We demonstrate the effectiveness of our approach through numerical experiments and apply it to daily stock data from the S&P500 index. The estimated roughness exponents for both the factor and idiosyncratic components validate the assumptions underlying our model.
2025-05-02 Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index Masoud Ataei et.al. 2505.01543
Abstract (click to expand)This study evaluates the scale-dependent informational efficiency of stock markets using the Financial Chaos Index, a tensor-eigenvalue-based measure of realized volatility. Incorporating Granger causality and network-theoretic analysis across a range of economic, policy, and news-based uncertainty indices, we assess whether public information is efficiently incorporated into asset price fluctuations. Based on a 34-year time period from 1990 to 2023, at the daily frequency, the semi-strong form of the Efficient Market Hypothesis is rejected at the 1\% level of significance, indicating that asset price changes respond predictably to lagged news-based uncertainty. In contrast, at the monthly frequency, such predictive structure largely vanishes, supporting informational efficiency at coarser temporal resolutions. A structural analysis of the Granger causality network reveals that fiscal and monetary policy uncertainties act as core initiators of systemic volatility, while peripheral indices, such as those related to healthcare and consumer prices, serve as latent bridges that become activated under crisis conditions. These findings underscore the role of time-scale decomposition and structural asymmetries in diagnosing market inefficiencies and mapping the propagation of macro-financial uncertainty.
2025-05-02 Towards modelling lifetime default risk: Exploring different subtypes of recurrent event Cox-regression models Arno Botha, Tanja Verster, Bernard Scheepers et.al. 2505.01044 9043 words, 23 pages, 11 figures
Abstract (click to expand)In the pursuit of modelling a loan's probability of default (PD) over its lifetime, repeat default events are often ignored when using Cox Proportional Hazard (PH) models. Excluding such events may produce biased and inaccurate PD-estimates, which can compromise financial buffers against future losses. Accordingly, we investigate a few subtypes of Cox-models that can incorporate recurrent default events. Using South African mortgage data, we explore both the Andersen-Gill (AG) and the Prentice-Williams-Peterson (PWP) spell-time models. These models are compared against a baseline that deliberately ignores recurrent events, called the time to first default (TFD) model. Models are evaluated using Harrell's c-statistic, adjusted Cox-Sell residuals, and a novel extension of time-dependent receiver operating characteristic (ROC) analysis. From these Cox-models, we demonstrate how to derive a portfolio-level term-structure of default risk, which is a series of marginal PD-estimates at each point of the average loan's lifetime. While the TFD- and PWP-models do not differ significantly across all diagnostics, the AG-model underperformed expectations. Depending on the prevalence of recurrent defaults, one may therefore safely ignore them when estimating lifetime default risk. Accordingly, our work enhances the current practice of using Cox-modelling in producing timeous and accurate PD-estimates under IFRS 9.
2025-04-29 Scaling and shape of financial returns distributions modeled as conditionally independent random variables Hernán Larralde, Roberto Mota Navarro et.al. 2504.20488
Abstract (click to expand)We show that assuming that the returns are independent when conditioned on the value of their variance (volatility), which itself varies in time randomly, then the distribution of returns is well described by the statistics of the sum of conditionally independent random variables. In particular, we show that the distribution of returns can be cast in a simple scaling form, and that its functional form is directly related to the distribution of the volatilities. This approach explains the presence of power-law tails in the returns as a direct consequence of the presence of a power law tail in the distribution of volatilities. It also provides the form of the distribution of Bitcoin returns, which behaves as a stretched exponential, as a consequence of the fact that the Bitcoin volatilities distribution is also closely described by a stretched exponential. We test our predictions with data from the S\&P 500 index, Apple and Paramount stocks; and Bitcoin.
2025-04-28 Financial Data Analysis with Robust Federated Logistic Regression Kun Yang, Nikhil Krishnan, Sanjeev R. Kulkarni et.al. 2504.20250 link
Abstract (click to expand)In this study, we focus on the analysis of financial data in a federated setting, wherein data is distributed across multiple clients or locations, and the raw data never leaves the local devices. Our primary focus is not only on the development of efficient learning frameworks (for protecting user data privacy) in the field of federated learning but also on the importance of designing models that are easier to interpret. In addition, we care about the robustness of the framework to outliers. To achieve these goals, we propose a robust federated logistic regression-based framework that strives to strike a balance between these goals. To verify the feasibility of our proposed framework, we carefully evaluate its performance not only on independently identically distributed (IID) data but also on non-IID data, especially in scenarios involving outliers. Extensive numerical results collected from multiple public datasets demonstrate that our proposed method can achieve comparable performance to those of classical centralized algorithms, such as Logistical Regression, Decision Tree, and K-Nearest Neighbors, in both binary and multi-class classification tasks.
2025-04-28 Compounding Effects in Leveraged ETFs: Beyond the Volatility Drag Paradigm Chung-Han Hsieh, Jow-Ran Chang, Hui Hsiang Chen et.al. 2504.20116 Submitted for possible publication
Abstract (click to expand)A common belief is that leveraged ETFs (LETFs) suffer long-term performance decay due to \emph{volatility drag}. We show that this view is incomplete: LETF performance depends fundamentally on return autocorrelation and return dynamics. In markets with independent returns, LETFs exhibit positive expected compounding effects on their target multiples. In serially correlated markets, trends enhance returns, while mean reversion induces underperformance. With a unified framework incorporating AR(1) and AR-GARCH models, continuous-time regime switching, and flexible rebalancing frequencies, we demonstrate that return dynamics -- including return autocorrelation, volatility clustering, and regime persistence -- determine whether LETFs outperform or underperform their targets. Empirically, using about 20 years of SPDR S\&P~500 ETF and Nasdaq-100 ETF data, we confirm these theoretical predictions. Daily-rebalanced LETFs enhance returns in momentum-driven markets, whereas infrequent rebalancing mitigates losses in mean-reverting regimes.
2025-04-25 Deep Learning vs. Black-Scholes: Option Pricing Performance on Brazilian Petrobras Stocks Joao Felipe Gueiros, Hemanth Chandravamsi, Steven H. Frankel et.al. 2504.20088 11 pages, 7 figures, 3 tables
Abstract (click to expand)This paper explores the use of deep residual networks for pricing European options on Petrobras, one of the world's largest oil and gas producers, and compares its performance with the Black-Scholes (BS) model. Using eight years of historical data from B3 (Brazilian Stock Exchange) collected via web scraping, a deep learning model was trained using a custom built hybrid loss function that incorporates market data and analytical pricing. The data for training and testing were drawn between the period spanning November 2016 to January 2025, using an 80-20 train-test split. The test set consisted of data from the final three months: November, December, and January 2025. The deep residual network model achieved a 64.3\% reduction in the mean absolute error for the 3-19 BRL (Brazilian Real) range when compared to the Black-Scholes model on the test set. Furthermore, unlike the Black-Scholes solution, which tends to decrease its accuracy for longer periods of time, the deep learning model performed accurately for longer expiration periods. These findings highlight the potential of deep learning in financial modeling, with future work focusing on specialized models for different price ranges.
2025-04-14 Predictive AI with External Knowledge Infusion for Stocks Ambedkar Dukkipati, Kawin Mayilvaghanan, Naveen Kumar Pallekonda et.al. 2504.20058
Abstract (click to expand)Fluctuations in stock prices are influenced by a complex interplay of factors that go beyond mere historical data. These factors, themselves influenced by external forces, encompass inter-stock dynamics, broader economic factors, various government policy decisions, outbreaks of wars, etc. Furthermore, all of these factors are dynamic and exhibit changes over time. In this paper, for the first time, we tackle the forecasting problem under external influence by proposing learning mechanisms that not only learn from historical trends but also incorporate external knowledge from temporal knowledge graphs. Since there are no such datasets or temporal knowledge graphs available, we study this problem with stock market data, and we construct comprehensive temporal knowledge graph datasets. In our proposed approach, we model relations on external temporal knowledge graphs as events of a Hawkes process on graphs. With extensive experiments, we show that learned dynamic representations effectively rank stocks based on returns across multiple holding periods, outperforming related baselines on relevant metrics.
2025-04-28 Multi-Horizon Echo State Network Prediction of Intraday Stock Returns Giovanni Ballarin, Jacopo Capra, Petros Dellaportas et.al. 2504.19623 27 pages, 3 figures, 7 tables
Abstract (click to expand)Stock return prediction is a problem that has received much attention in the finance literature. In recent years, sophisticated machine learning methods have been shown to perform significantly better than ''classical'' prediction techniques. One downside of these approaches is that they are often very expensive to implement, for both training and inference, because of their high complexity. We propose a return prediction framework for intraday returns at multiple horizons based on Echo State Network (ESN) models, wherein a large portion of parameters are drawn at random and never trained. We show that this approach enjoys the benefits of recurrent neural network expressivity, inherently efficient implementation, and strong forecasting performance.
2025-04-26 Phase Transitions in Financial Markets Using the Ising Model: A Statistical Mechanics Perspective Bruno Giorgio et.al. 2504.19050
Abstract (click to expand)This dissertation investigates the ability of the Ising model to replicate statistical characteristics, or stylized facts, commonly observed in financial assets. The study specifically examines in the S&P500 index the following features: volatility clustering, negative skewness, heavy tails, the absence of autocorrelation in returns, and the presence of autocorrelation in absolute returns. A significant portion of the dissertation is dedicated to Ising model-based simulations. Due to the lack of an analytical or deterministic solution, the Monte Carlo method was employed to explore the model's statistical properties. The results demonstrate that the Ising model is capable of replicating the majority of the statistical features analyzed.
2025-04-26 On Bitcoin Price Prediction Grégory Bournassenko et.al. 2504.18982
Abstract (click to expand)In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability of Bitcoin's price movements, drawing a parallel with traditional financial markets. We examine whether the cryptocurrency market operates under the efficient market hypothesis (EMH) or if inefficiencies still allow opportunities for arbitrage. Our methodology combines theoretical reviews, empirical analyses, machine learning approaches, and time series modeling to assess the extent to which Bitcoin's price can be predicted. We find that while, in general, the Bitcoin market tends toward efficiency, specific conditions, including information asymmetries and behavioral anomalies, occasionally create exploitable inefficiencies. However, these opportunities remain difficult to systematically identify and leverage. Our findings have implications for both investors and policymakers, particularly regarding the regulation of cryptocurrency brokers and derivatives markets.
2025-04-26 Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets Tetsuya Takaishi et.al. 2504.18960 20 pages, 10 figures
Abstract (click to expand)This study examines the impact of the coronavirus disease 2019 (COVID-19) pandemic on market efficiency by analyzing three time series -- price returns, absolute returns, and volatility increments -- in stock (Deutscher Aktienindex, Nikkei 225, Shanghai Stock Exchange (SSE), and Volatility Index) and cryptocurrency (Bitcoin and Ethereum) markets. The effect is found to vary by asset class and market. In the stock market, while the pandemic did not influence the Hurst exponent of volatility increments, it affected that of returns and absolute returns (except in the SSE, where returns remained unaffected). In the cryptocurrency market, the pandemic did not alter the Hurst exponent for any time series but influenced the strength of multifractality in returns and absolute returns. Some Hurst exponent time series exhibited a gradual decline over time, complicating the assessment of pandemic-related effects. Consequently, segmented analyses by pandemic periods may erroneously suggest an impact, warranting caution in period-based studies.
2025-04-26 Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index Masoud Ataei et.al. 2504.18958
Abstract (click to expand)This paper investigates the structural dynamics of stock market volatility through the Financial Chaos Index, a tensor- and eigenvalue-based measure designed to capture realized volatility via mutual fluctuations among asset prices. Motivated by empirical evidence of regime-dependent volatility behavior and perceptual time dilation during financial crises, we develop a regime-switching framework based on the Modified Lognormal Power-Law distribution. Analysis of the FCIX from January 1990 to December 2023 identifies three distinct market regimes, low-chaos, intermediate-chaos, and high-chaos, each characterized by differing levels of systemic stress, statistical dispersion and persistence characteristics. Building upon the segmented regime structure, we further examine the informational forces that shape forward-looking market expectations. Using sentiment-based predictors derived from the Equity Market Volatility tracker, we employ an elastic net regression model to forecast implied volatility, as proxied by the VIX index. Our findings indicate that shifts in macroeconomic, financial, policy, and geopolitical uncertainty exhibit strong predictive power for volatility dynamics across regimes. Together, these results offer a unified empirical perspective on how systemic uncertainty governs both the realized evolution of financial markets and the anticipatory behavior embedded in implied volatility measures.
2025-04-23 Bridging Econometrics and AI: VaR Estimation via Reinforcement Learning and GARCH Models Fredy Pokou, Jules Sadefo Kamdem, François Benhmad et.al. 2504.16635
Abstract (click to expand)In an environment of increasingly volatile financial markets, the accurate estimation of risk remains a major challenge. Traditional econometric models, such as GARCH and its variants, are based on assumptions that are often too rigid to adapt to the complexity of the current market dynamics. To overcome these limitations, we propose a hybrid framework for Value-at-Risk (VaR) estimation, combining GARCH volatility models with deep reinforcement learning. Our approach incorporates directional market forecasting using the Double Deep Q-Network (DDQN) model, treating the task as an imbalanced classification problem. This architecture enables the dynamic adjustment of risk-level forecasts according to market conditions. Empirical validation on daily Eurostoxx 50 data covering periods of crisis and high volatility shows a significant improvement in the accuracy of VaR estimates, as well as a reduction in the number of breaches and also in capital requirements, while respecting regulatory risk thresholds. The ability of the model to adjust risk levels in real time reinforces its relevance to modern and proactive risk management.
2025-04-22 Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion Markus Bibinger, Jun Yu, Chen Zhang et.al. 2504.15985
Abstract (click to expand)A multivariate fractional Brownian motion (mfBm) with component-wise Hurst exponents is used to model and forecast realized volatility. We investigate the interplay between correlation coefficients and Hurst exponents and propose a novel estimation method for all model parameters, establishing consistency and asymptotic normality of the estimators. Additionally, we develop a time-reversibility test, which is typically not rejected by real volatility data. When the data-generating process is a time-reversible mfBm, we derive optimal forecasting formulae and analyze their properties. A key insight is that an mfBm with different Hurst exponents and non-zero correlations can reduce forecasting errors compared to a one-dimensional model. Consistent with optimal forecasting theory, out-of-sample forecasts using the time-reversible mfBm show improvements over univariate fBm, particularly when the estimated Hurst exponents differ significantly. Empirical results demonstrate that mfBm-based forecasts outperform the (vector) HAR model.
2025-04-22 Learning the Spoofability of Limit Order Books With Interpretable Probabilistic Neural Networks Timothée Fabre, Damien Challet et.al. 2504.15908 22 pages
Abstract (click to expand)This paper investigates real-time detection of spoofing activity in limit order books, focusing on cryptocurrency centralized exchanges. We first introduce novel order flow variables based on multi-scale Hawkes processes that account both for the size and placement distance from current best prices of new limit orders. Using a Level-3 data set, we train a neural network model to predict the conditional probability distribution of mid price movements based on these features. Our empirical analysis highlights the critical role of the posting distance of limit orders in the price formation process, showing that spoofing detection models that do not take the posting distance into account are inadequate to describe the data. Next, we propose a spoofing detection framework based on the probabilistic market manipulation gain of a spoofing agent and use the previously trained neural network to compute the expected gain. Running this algorithm on all submitted limit orders in the period 2024-12-04 to 2024-12-07, we find that 31% of large orders could spoof the market. Because of its simple neuronal architecture, our model can be run in real time. This work contributes to enhancing market integrity by providing a robust tool for monitoring and mitigating spoofing in both cryptocurrency exchanges and traditional financial markets.
2025-05-03 Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios JD Opdyke et.al. 2504.15268
Abstract (click to expand)We live in a multivariate world, and effective modeling of financial portfolios, including their construction, allocation, forecasting, and risk analysis, simply is not possible without explicitly modeling the dependence structure of their assets. Dependence structure can drive portfolio results more than the combined effects of other parameters in investment and risk models, but the literature provides relatively little to define the finite-sample distributions of dependence measures in useable and useful ways under challenging, real-world financial data conditions. Yet this is exactly what is needed to make valid inferences about their estimates, and to use these inferences for essential purposes such as hypothesis testing, dynamic monitoring, realistic and granular scenario and reverse scenario analyses, and mitigating the effects of correlation breakdowns during market upheavals. This work develops a new and straightforward method, Nonparametric Angles-based Correlation (NAbC), for defining the finite-sample distributions of any dependence measure whose matrix of pairwise associations is positive definite (e.g. Pearsons, Kendalls, Spearmans, Tail Dependence Matrix, and others). The solution remains valid under marginal asset distributions characterized by notably different and varying degrees of serial correlation, non-stationarity, heavy-tailedness, and asymmetry. Importantly, NAbCs p-values and confidence intervals remain analytically consistent at both the matrix level and the pairwise cell level. Finally, NAbC maintains validity even when selected cells in the matrix are frozen for a given scenario or stress test, thus enabling flexible, granular, and realistic scenarios. NAbC stands alone in providing all of these capabilities simultaneously, and should prove to be a very useful means by which we can better understand and manage financial portfolios in our multivariate world.
2025-04-20 The Memorization Problem: Can We Trust LLMs' Economic Forecasts? Alejandro Lopez-Lira, Yuehua Tang, Mingyin Zhu et.al. 2504.14765
Abstract (click to expand)Large language models (LLMs) cannot be trusted for economic forecasts during periods covered by their training data. We provide the first systematic evaluation of LLMs' memorization of economic and financial data, including major economic indicators, news headlines, stock returns, and conference calls. Our findings show that LLMs can perfectly recall the exact numerical values of key economic variables from before their knowledge cutoff dates. This recall appears to be randomly distributed across different dates and data types. This selective perfect memory creates a fundamental issue -- when testing forecasting capabilities before their knowledge cutoff dates, we cannot distinguish whether LLMs are forecasting or simply accessing memorized data. Explicit instructions to respect historical data boundaries fail to prevent LLMs from achieving recall-level accuracy in forecasting tasks. Further, LLMs seem exceptional at reconstructing masked entities from minimal contextual clues, suggesting that masking provides inadequate protection against motivated reasoning. Our findings raise concerns about using LLMs to forecast historical data or backtest trading strategies, as their apparent predictive success may merely reflect memorization rather than genuine economic insight. Any application where future knowledge would change LLMs' outputs can be affected by memorization. In contrast, consistent with the absence of data contamination, LLMs cannot recall data after their knowledge cutoff date.
2025-04-21 Deep Learning Models Meet Financial Data Modalities Kasymkhan Khubiev, Mikhail Semenov et.al. 2504.13521 15 pages, 14 images, 7 tables
Abstract (click to expand)Algorithmic trading relies on extracting meaningful signals from diverse financial data sources, including candlestick charts, order statistics on put and canceled orders, traded volume data, limit order books, and news flow. While deep learning has demonstrated remarkable success in processing unstructured data and has significantly advanced natural language processing, its application to structured financial data remains an ongoing challenge. This study investigates the integration of deep learning models with financial data modalities, aiming to enhance predictive performance in trading strategies and portfolio optimization. We present a novel approach to incorporating limit order book analysis into algorithmic trading by developing embedding techniques and treating sequential limit order book snapshots as distinct input channels in an image-based representation. Our methodology for processing limit order book data achieves state-of-the-art performance in high-frequency trading algorithms, underscoring the effectiveness of deep learning in financial applications.
2025-04-18 Target search optimization by threshold resetting Arup Biswas, Satya N Majumdar, Arnab Pal et.al. 2504.13501
Abstract (click to expand)We introduce a new class of first passage time optimization driven by threshold resetting, inspired by many natural processes where crossing a critical limit triggers failure, degradation or transition. In here, search agents are collectively reset when a threshold is reached, creating event-driven, system-coupled simultaneous resets that induce long-range interactions. We develop a unified framework to compute search times for these correlated stochastic processes, with ballistic searchers as a key example uncovering diverse optimization behaviors. A cost function, akin to breakdown penalties, reveals that optimal resetting can forestall larger losses. This formalism generalizes to broader stochastic systems with multiple degrees of freedom.
2025-04-02 BASIR: Budget-Assisted Sectoral Impact Ranking -- A Dataset for Sector Identification and Performance Prediction Using Language Models Sohom Ghosh, Sudip Kumar Naskar et.al. 2504.13189 link The codes and the datasets can be accessed from https://huggingface.co/datasets/sohomghosh/BASIR_Budget_Assisted_Sectoral_Impact_Ranking/tree/main/
Abstract (click to expand)Government fiscal policies, particularly annual union budgets, exert significant influence on financial markets. However, real-time analysis of budgetary impacts on sector-specific equity performance remains methodologically challenging and largely unexplored. This study proposes a framework to systematically identify and rank sectors poised to benefit from India's Union Budget announcements. The framework addresses two core tasks: (1) multi-label classification of excerpts from budget transcripts into 81 predefined economic sectors, and (2) performance ranking of these sectors. Leveraging a comprehensive corpus of Indian Union Budget transcripts from 1947 to 2025, we introduce BASIR (Budget-Assisted Sectoral Impact Ranking), an annotated dataset mapping excerpts from budgetary transcripts to sectoral impacts. Our architecture incorporates fine-tuned embeddings for sector identification, coupled with language models that rank sectors based on their predicted performances. Our results demonstrate 0.605 F1-score in sector classification, and 0.997 NDCG score in predicting ranks of sectors based on post-budget performances. The methodology enables investors and policymakers to quantify fiscal policy impacts through structured, data-driven insights, addressing critical gaps in manual analysis. The annotated dataset has been released under CC-BY-NC-SA-4.0 license to advance computational economics research.
2025-04-17 Classification-Based Analysis of Price Pattern Differences Between Cryptocurrencies and Stocks Yu Zhang, Zelin Wu, Claudio Tessone et.al. 2504.12771
Abstract (click to expand)Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of assets by researchers. How do investors treat this new category of asset in trading? Are they similar to stocks as an investment tool for investors? We answer these questions by investigating cryptocurrencies' and stocks' price time series which can reflect investors' attitudes towards the targeted assets. Concretely, we use different machine learning models to classify cryptocurrencies' and stocks' price time series in the same period and get an extremely high accuracy rate, which reflects that cryptocurrency investors behave differently in trading from stock investors. We then extract features from these price time series to explain the price pattern difference, including mean, variance, maximum, minimum, kurtosis, skewness, and first to third-order autocorrelation, etc., and then use machine learning methods including logistic regression (LR), random forest (RF), support vector machine (SVM), etc. for classification. The classification results show that these extracted features can help to explain the price time series pattern difference between cryptocurrencies and stocks.
2025-04-13 Integrated GARCH-GRU in Financial Volatility Forecasting Jingyi Wei, Steve Yang, Zhenyu Cui et.al. 2504.09380
Abstract (click to expand)In this study, we propose a novel integrated Generalized Autoregressive Conditional Heteroskedasticity-Gated Recurrent Unit (GARCH-GRU) model for financial volatility modeling and forecasting. The model embeds the GARCH(1,1) formulation directly into the GRU cell architecture, yielding a unified recurrent unit that jointly captures both traditional econometric properties and complex temporal dynamics. This hybrid structure leverages the strengths of GARCH in modeling key stylized facts of financial volatility, such as clustering and persistence, while utilizing the GRU's capacity to learn nonlinear dependencies from sequential data. Compared to the GARCH-LSTM counterpart, the GARCH-GRU model demonstrates superior computational efficiency, requiring significantly less training time, while maintaining and improving forecasting accuracy. Empirical evaluation across multiple financial datasets confirms the model's robust outperformance in terms of mean squared error (MSE) and mean absolute error (MAE) relative to a range of benchmarks, including standard neural networks, alternative hybrid architectures, and classical GARCH-type models. As an application, we compute Value-at-Risk (VaR) using the model's volatility forecasts and observe lower violation ratios, further validating the predictive reliability of the proposed framework in practical risk management settings.
2025-04-12 On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models Xiyue Han, Alexander Schied et.al. 2504.09276 10 pages
Abstract (click to expand)In [8], easily computable scale-invariant estimator \(\widehat{\mathscr{R}}^s_n\) was constructed to estimate the Hurst parameter of the drifted fractional Brownian motion \(X\) from its antiderivative. This paper extends this convergence result by proving that \(\widehat{\mathscr{R}}^s_n\) also consistently estimates the Hurst parameter when applied to the antiderivative of \(g \circ X\) for a general nonlinear function \(g\) . We also establish an almost sure rate of convergence in this general setting. Our result applies, in particular, to the estimation of the Hurst parameter of a wide class of rough stochastic volatility models from discrete observations of the integrated variance, including the fractional stochastic volatility model.
2025-04-11 International Financial Markets Through 150 Years: Evaluating Stylized Facts Sara A. Safari, Maximilian Janisch, Thomas Lehéricy et.al. 2504.08611 44 pages, 34 figures
Abstract (click to expand)In the theory of financial markets, a stylized fact is a qualitative summary of a pattern in financial market data that is observed across multiple assets, asset classes and time horizons. In this article, we test a set of eleven stylized facts for financial market data. Our main contribution is to consider a broad range of geographical regions across Asia, continental Europe, and the US over a time period of 150 years, as well as two of the most traded cryptocurrencies, thus providing insights into the robustness and generalizability of commonly known stylized facts.
2025-04-09 Polyspectral Mean based Time Series Clustering of Indian Stock Market Dhrubajyoti Ghosh et.al. 2504.07021 Published in Discover Data
Abstract (click to expand)In this study, we employ k-means clustering algorithm of polyspectral means to analyze 49 stocks in the Indian stock market. We have used spectral and bispectral information obtained from the data, by using spectral and bispectral means with different weight functions that will give us varying insights into the temporal patterns of the stocks. In particular, the higher order polyspectral means can provide significantly more information than what we can gather from power spectra, and can also unveil nonlinear trends in a time series. Through rigorous analysis, we identify five distinctive clusters, uncovering nuanced market structures. Notably, one cluster emerges as that of a conglomerate powerhouse, featuring ADANI, BIRLA, TATA, and unexpectedly, government-owned bank SBI. Another cluster spotlights the IT sector with WIPRO and TCS, while a third combines private banks, government entities, and RELIANCE. The final cluster comprises publicly traded companies with dispersed ownership. Such clustering of stocks sheds light on intricate financial relationships within the stock market, providing valuable insights for investors and analysts navigating the dynamic landscape of the Indian stock market.
2025-04-09 Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure Minshuo Chen, Renyuan Xu, Yumin Xu et.al. 2504.06566 link
Abstract (click to expand)Financial scenario simulation is essential for risk management and portfolio optimization, yet it remains challenging especially in high-dimensional and small data settings common in finance. We propose a diffusion factor model that integrates latent factor structure into generative diffusion processes, bridging econometrics with modern generative AI to address the challenges of the curse of dimensionality and data scarcity in financial simulation. By exploiting the low-dimensional factor structure inherent in asset returns, we decompose the score function--a key component in diffusion models--using time-varying orthogonal projections, and this decomposition is incorporated into the design of neural network architectures. We derive rigorous statistical guarantees, establishing nonasymptotic error bounds for both score estimation at O(d^{5/2} n^{-2/(k+5)}) and generated distribution at O(d^{5/4} n^{-1/2(k+5)}), primarily driven by the intrinsic factor dimension k rather than the number of assets d, surpassing the dimension-dependent limits in the classical nonparametric statistics literature and making the framework viable for markets with thousands of assets. Numerical studies confirm superior performance in latent subspace recovery under small data regimes. Empirical analysis demonstrates the economic significance of our framework in constructing mean-variance optimal portfolios and factor portfolios. This work presents the first theoretical integration of factor structure with diffusion models, offering a principled approach for high-dimensional financial simulation with limited data.
2025-03-20 Financial Analysis: Intelligent Financial Data Analysis System Based on LLM-RAG Jingru Wang, Wen Ding, Xiaotong Zhu et.al. 2504.06279
Abstract (click to expand)In the modern financial sector, the exponential growth of data has made efficient and accurate financial data analysis increasingly crucial. Traditional methods, such as statistical analysis and rule-based systems, often struggle to process and derive meaningful insights from complex financial information effectively. These conventional approaches face inherent limitations in handling unstructured data, capturing intricate market patterns, and adapting to rapidly evolving financial contexts, resulting in reduced accuracy and delayed decision-making processes. To address these challenges, this paper presents an intelligent financial data analysis system that integrates Large Language Models (LLMs) with Retrieval-Augmented Generation (RAG) technology. Our system incorporates three key components: a specialized preprocessing module for financial data standardization, an efficient vector-based storage and retrieval system, and a RAG-enhanced query processing module. Using the NASDAQ financial fundamentals dataset from 2010 to 2023, we conducted comprehensive experiments to evaluate system performance. Results demonstrate significant improvements across multiple metrics: the fully optimized configuration (gpt-3.5-turbo-1106+RAG) achieved 78.6% accuracy and 89.2% recall, surpassing the baseline model by 23 percentage points in accuracy while reducing response time by 34.8%. The system also showed enhanced efficiency in handling complex financial queries, though with a moderate increase in memory utilization. Our findings validate the effectiveness of integrating RAG technology with LLMs for financial analysis tasks and provide valuable insights for future developments in intelligent financial data processing systems.
2025-04-08 A Mean-Reverting Model of Exchange Rate Risk Premium Using Ornstein-Uhlenbeck Dynamics SeungJae Hwang et.al. 2504.06028 7 pages, 5 figures. Includes empirical backtesting of a continuous-time stochastic model. Independent undergraduate research
Abstract (click to expand)This paper examines the empirical failure of uncovered interest parity (UIP) and proposes a structural explanation based on a mean-reverting risk premium. We define a realized premium as the deviation between observed exchange rate returns and the interest rate differential, and demonstrate its strong mean-reverting behavior across multiple horizons. Motivated by this pattern, we model the risk premium using an Ornstein-Uhlenbeck (OU) process embedded within a stochastic differential equation for the exchange rate. Our model yields closed-form approximations for future exchange rate distributions, which we evaluate using coverage-based backtesting. Applied to USD/KRW data from 2010 to 2025, the model shows strong predictive performance at both short-term and long-term horizons, while underperforming at intermediate (3-month) horizons and showing conservative behavior in the tails of long-term forecasts. These results suggest that exchange rate deviations from UIP may reflect structured, forecastable dynamics rather than pure noise, and point to future modeling improvements via regime-switching or time-varying volatility.
2025-04-08 Financial resilience of agricultural and food production companies in Spain: A compositional cluster analysis of the impact of the Ukraine-Russia war (2021-2023) Mike Hernandez Romero, Germà Coenders et.al. 2504.05912
Abstract (click to expand)This study analyzes the financial resilience of agricultural and food production companies in Spain amid the Ukraine-Russia war using cluster analysis based on financial ratios. This research utilizes centered log-ratios to transform financial ratios for compositional data analysis. The dataset comprises financial information from 1197 firms in Spain's agricultural and food sectors over the period 2021-2023. The analysis reveals distinct clusters of firms with varying financial performance, characterized by metrics of solvency and profitability. The results highlight an increase in resilient firms by 2023, underscoring sectoral adaptation to the conflict's economic challenges. These findings together provide insights for stakeholders and policymakers to improve sectorial stability and strategic planning.
2025-04-03 Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting Simon Hirsch et.al. 2504.02518 link 35 pages incl. Appendix, 9 Figures
Abstract (click to expand)Probabilistic electricity price forecasting (PEPF) is a key task for market participants in short-term electricity markets. The increasing availability of high-frequency data and the need for real-time decision-making in energy markets require online estimation methods for efficient model updating. We present an online, multivariate, regularized distributional regression model, allowing for the modeling of all distribution parameters conditional on explanatory variables. Our approach is based on the combination of the multivariate distributional regression and an efficient online learning algorithm based on online coordinate descent for LASSO-type regularization. Additionally, we propose to regularize the estimation along a path of increasingly complex dependence structures of the multivariate distribution, allowing for parsimonious estimation and early stopping. We validate our approach through one of the first forecasting studies focusing on multivariate probabilistic forecasting in the German day-ahead electricity market while using only online estimation methods. We compare our approach to online LASSO-ARX-models with adaptive marginal distribution and to online univariate distributional models combined with an adaptive Copula. We show that the multivariate distributional regression, which allows modeling all distribution parameters - including the mean and the dependence structure - conditional on explanatory variables such as renewable in-feed or past prices provide superior forecasting performance compared to modeling of the marginals only and keeping a static/unconditional dependence structure. Additionally, online estimation yields a speed-up by a factor of 80 to over 400 times compared to batch fitting.
2025-03-24 Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems Erveton P. Pinto, Marcelo A. Pires, Rone N. da Silva et.al. 2504.01974 12 pages, 8 figures, 2 tables and 3 appendices
Abstract (click to expand)We report the first application of a tailored Complexity-Entropy Plane designed for binary sequences and structures. We do so by considering the daily up/down price fluctuations of the largest cryptocurrencies in terms of capitalization (stable-coins excluded) that are worth \(circa \,\, 90 \%\) of the total crypto market capitalization. With that, we focus on the basic elements of price motion that compare with the random walk backbone features associated with mathematical properties of the Efficient Market Hypothesis. From the location of each crypto on the Binary Complexity-Plane (BiCEP) we define an inefficiency score, \(\mathcal I\), and rank them accordingly. The results based on the BiCEP analysis, which we substantiate with statistical testing, indicate that only Shiba Inu (SHIB) is significantly inefficient, whereas the largest stake of crypto trading is reckoned to operate in close-to-efficient conditions. Generically, our \(\mathcal I\) -based ranking hints the design and consensus architecture of a crypto is at least as relevant to efficiency as the features that are usually taken into account in the appraisal of the efficiency of financial instruments, namely canonical fiat money. Lastly, this set of results supports the validity of the binary complexity analysis.
2025-04-04 What Can 240,000 New Credit Transactions Tell Us About the Impact of NGEU Funds? Alvaro Ortiz, Tomasa Rodrigo, David Sarasa et.al. 2504.01964
Abstract (click to expand)Using a panel data local projections model and controlling for firm characteristics, procurement bid attributes, and macroeconomic conditions, the study estimates the dynamic effects of procurement awards on new lending, a more precise measure than the change in the stock of credit. The analysis further examines heterogeneity in credit responses based on firm size, industry, credit maturity, and value chain position of the firms. The empirical evidence confirms that public procurement awards significantly increase new lending, with NGEU-funded contracts generating stronger credit expansion than traditional procurement during the recent period. The results show that the impact of NGEU procurement programs aligns closely with historical procurement impacts, with differences driven mainly by lower utilization rates. Moreover, integrating high-frequency financial data with procurement records highlights the potential of Big Data in refining public policy design.
2025-03-31 Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns Hamed Farahani, R. A. Serota et.al. 2503.24241 16 pages, 17 figures, 3 tables
Abstract (click to expand)We study decades-long historic distributions of accumulated S\&P500 returns, from daily returns to those over several weeks. The time series of the returns emphasize major upheavals in the markets -- Black Monday, Tech Bubble, Financial Crisis and Covid Pandemic -- which are reflected in the tail ends of the distributions. De-trending the overall gain, we concentrate on comparing distributions of gains and losses. Specifically, we compare the tails of the distributions, which are believed to exhibit power-law behavior and possibly contain outliers. Towards this end we find confidence intervals of the linear fits of the tails of the complementary cumulative distribution functions on a log-log scale, as well as conduct a statistical U-test in order to detect outliers. We also study probability density functions of the full distributions of the returns with the emphasis on their asymmetry. The key empirical observations are that the mean of de-trended distributions increases near-linearly with the number of days of accumulation while the overall skew is negative -- consistent with the heavier tails of losses -- and depends little on the number of days of accumulation. At the same time the variance of the distributions exhibits near-perfect linear dependence on the number of days of accumulation, that is it remains constant if scaled to the latter. Finally, we discuss the theoretical framework for understanding accumulated returns. Our main conclusion is that the current state of theory, which predicts symmetric or near-symmetric distributions of returns cannot explain the aggregate of empirical results.
2025-03-31 A cost of capital approach to determining the LGD discount rate Janette Larney, Arno Botha, Gerrit Lodewicus Grobler et.al. 2503.23992 7374 words, 5 figures
Abstract (click to expand)Loss Given Default (LGD) is a key risk parameter in determining a bank's regulatory capital. During LGD-estimation, realised recovery cash flows are to be discounted at an appropriate rate. Regulatory guidance mandates that this rate should allow for the time value of money, as well as include a risk premium that reflects the "undiversifiable risk" within these recoveries. Having extensively reviewed earlier methods of determining this rate, we propose a new approach that is inspired by the cost of capital approach from the Solvency II regulatory regime. Our method involves estimating a market-consistent price for a portfolio of defaulted loans, from which an associated discount rate may be inferred. We apply this method to mortgage and personal loans data from a large South African bank. The results reveal the main drivers of the discount rate to be the mean and variance of these recoveries, as well as the bank's cost of capital in excess of the risk-free rate. Our method therefore produces a discount rate that reflects both the undiversifiable risk of recovery recoveries and the time value of money, thereby satisfying regulatory requirements. This work can subsequently enhance the LGD-component within the modelling of both regulatory and economic capital.
2025-03-14 Bridging Language Models and Financial Analysis Alejandro Lopez-Lira, Jihoon Kwon, Sangwoon Yoon et.al. 2503.22693 28 pages
Abstract (click to expand)The rapid advancements in Large Language Models (LLMs) have unlocked transformative possibilities in natural language processing, particularly within the financial sector. Financial data is often embedded in intricate relationships across textual content, numerical tables, and visual charts, posing challenges that traditional methods struggle to address effectively. However, the emergence of LLMs offers new pathways for processing and analyzing this multifaceted data with increased efficiency and insight. Despite the fast pace of innovation in LLM research, there remains a significant gap in their practical adoption within the finance industry, where cautious integration and long-term validation are prioritized. This disparity has led to a slower implementation of emerging LLM techniques, despite their immense potential in financial applications. As a result, many of the latest advancements in LLM technology remain underexplored or not fully utilized in this domain. This survey seeks to bridge this gap by providing a comprehensive overview of recent developments in LLM research and examining their applicability to the financial sector. Building on previous survey literature, we highlight several novel LLM methodologies, exploring their distinctive capabilities and their potential relevance to financial data analysis. By synthesizing insights from a broad range of studies, this paper aims to serve as a valuable resource for researchers and practitioners, offering direction on promising research avenues and outlining future opportunities for advancing LLM applications in finance.
2025-03-27 From Deep Learning to LLMs: A survey of AI in Quantitative Investment Bokai Cao, Saizhuo Wang, Xinyi Lin et.al. 2503.21422
Abstract (click to expand)Quantitative investment (quant) is an emerging, technology-driven approach in asset management, increasingy shaped by advancements in artificial intelligence. Recent advances in deep learning and large language models (LLMs) for quant finance have improved predictive modeling and enabled agent-based automation, suggesting a potential paradigm shift in this field. In this survey, taking alpha strategy as a representative example, we explore how AI contributes to the quantitative investment pipeline. We first examine the early stage of quant research, centered on human-crafted features and traditional statistical models with an established alpha pipeline. We then discuss the rise of deep learning, which enabled scalable modeling across the entire pipeline from data processing to order execution. Building on this, we highlight the emerging role of LLMs in extending AI beyond prediction, empowering autonomous agents to process unstructured data, generate alphas, and support self-iterative workflows.
2025-03-27 Dynamic Asset Pricing Theory for Life Contingent Risks Patrick Ling et.al. 2503.21256
Abstract (click to expand)Although the valuation of life contingent assets has been thoroughly investigated under the framework of mathematical statistics, little financial economics research pays attention to the pricing of these assets in a non-arbitrage, complete market. In this paper, we first revisit the Fundamental Theorem of Asset Pricing (FTAP) and the short proof of it. Then we point out that discounted asset price is a martingale only when dividends are zero under all random states of the world, using a simple proof based on pricing kernel. Next, we apply Fundamental Theorem of Asset Pricing (FTAP) to find valuation formula for life contingent assets including life insurance policies and life contingent annuities. Last but not least, we state the assumption of static portfolio in a dynamic economy, and clarify the FTAP that accommodates the valuation of a portfolio of life contingent policies.
2025-03-01 Ornstein-Uhlenbeck Process for Horse Race Betting: A Micro-Macro Analysis of Herding and Informed Bettors Tomoya Sugawara, Shintaro Mori et.al. 2503.16470 20 pages, 5 figures
Abstract (click to expand)We model the time evolution of single win odds in Japanese horse racing as a stochastic process, deriving an Ornstein--Uhlenbeck process by analyzing the probability dynamics of vote shares and the empirical time series of odds movements. Our framework incorporates two types of bettors: herders, who adjust their bets based on current odds, and fundamentalists, who wager based on a horse's true winning probability. Using data from 3450 Japan Racing Association races in 2008, we identify a microscopic probability rule governing individual bets and a mean-reverting macroscopic pattern in odds convergence. This structure parallels financial markets, where traders' decisions are influenced by market fluctuations, and the interplay between herding and fundamentalist strategies shapes price dynamics. These results highlight the broader applicability of our approach to non-equilibrium financial and betting markets, where mean-reverting dynamics emerge from simple behavioral interactions.
2025-03-19 HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction Prashant Kumar Choudhary, Nouhaila Innan, Muhammad Shafique et.al. 2503.15403 11 pages and 11 figures
Abstract (click to expand)Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by leveraging quantum resources for improved feature representation and learning. A custom Quantum Neural Network (QNN) regressor is introduced, designed with a novel ansatz tailored for financial applications. Two hybrid optimization strategies are proposed: (1) a sequential approach where classical recurrent models (RNN/LSTM) extract temporal dependencies before quantum processing, and (2) a joint learning framework that optimizes classical and quantum parameters simultaneously. Systematic evaluation using TimeSeriesSplit, k-fold cross-validation, and predictive error analysis highlights the ability of these hybrid models to integrate quantum computing into financial forecasting workflows. The findings demonstrate how quantum-assisted learning can contribute to financial modeling, offering insights into the practical role of quantum resources in time-series analysis.
2025-03-18 A Note on the Asymptotic Properties of the GLS Estimator in Multivariate Regression with Heteroskedastic and Autocorrelated Errors Koichiro Moriya, Akihiko Noda et.al. 2503.13950 10 pages, 2 tables
Abstract (click to expand)We study the asymptotic properties of the GLS estimator in multivariate regression with heteroskedastic and autocorrelated errors. We derive Wald statistics for linear restrictions and assess their performance. The statistics remains robust to heteroskedasticity and autocorrelation.
2025-03-06 Matrix H-theory approach to stock market fluctuations Luan M. T. de Moraes, Antônio M. S. Macedo, Raydonal Ospina et.al. 2503.08697 26 pages, 10 figures. Published on Physical Review E
Abstract (click to expand)We introduce matrix H theory, a framework for analyzing collective behavior arising from multivariate stochastic processes with hierarchical structure. The theory models the joint distribution of the multiple variables (the measured signal) as a compound of a large-scale multivariate distribution with the distribution of a slowly fluctuating background. The background is characterized by a hierarchical stochastic evolution of internal degrees of freedom, representing the correlations between stocks at different time scales. As in its univariate version, the matrix H-theory formalism also has two universality classes: Wishart and inverse Wishart, enabling a concise description of both the background and the signal probability distributions in terms of Meijer G-functions with matrix argument. Empirical analysis of daily returns of stocks within the S&P500 demonstrates the effectiveness of matrix H theory in describing fluctuations in stock markets. These findings contribute to a deeper understanding of multivariate hierarchical processes and offer potential for developing more informed portfolio strategies in financial markets.
2025-03-05 Multimodal Stock Price Prediction: A Case Study of the Russian Securities Market Kasymkhan Khubiev, Mikhail Semenov et.al. 2503.08696 NSCF-2024, PROGRAM SYSTEMS: THEORY AND APPLICATIONS
Abstract (click to expand)Classical asset price forecasting methods primarily rely on numerical data, such as price time series, trading volumes, limit order book data, and technical analysis indicators. However, the news flow plays a significant role in price formation, making the development of multimodal approaches that combine textual and numerical data for improved prediction accuracy highly relevant. This paper addresses the problem of forecasting financial asset prices using the multimodal approach that combines candlestick time series and textual news flow data. A unique dataset was collected for the study, which includes time series for 176 Russian stocks traded on the Moscow Exchange and 79,555 financial news articles in Russian. For processing textual data, pre-trained models RuBERT and Vikhr-Qwen2.5-0.5b-Instruct (a large language model) were used, while time series and vectorized text data were processed using an LSTM recurrent neural network. The experiments compared models based on a single modality (time series only) and two modalities, as well as various methods for aggregating text vector representations. Prediction quality was estimated using two key metrics: Accuracy (direction of price movement prediction: up or down) and Mean Absolute Percentage Error (MAPE), which measures the deviation of the predicted price from the true price. The experiments showed that incorporating textual modality reduced the MAPE value by 55%. The resulting multimodal dataset holds value for the further adaptation of language models in the financial sector. Future research directions include optimizing textual modality parameters, such as the time window, sentiment, and chronological order of news messages.
2025-03-02 Liquidity-adjusted Return and Volatility, and Autoregressive Models Qi Deng, Zhong-guo Zhou et.al. 2503.08693
Abstract (click to expand)We construct liquidity-adjusted return and volatility using purposely designed liquidity metrics (liquidity jump and liquidity diffusion) that incorporate additional liquidity information. Based on these measures, we introduce a liquidity-adjusted ARMA-GARCH framework to address the limitations of traditional ARMA-GARCH models, which are not effectively in modeling illiquid assets with high liquidity variability, such as cryptocurrencies. We demonstrate that the liquidity-adjusted model improves model fit for cryptocurrencies, with greater volatility sensitivity to past shocks and reduced volatility persistence of erratic past volatility. Our model is validated by the empirical evidence that the liquidity-adjusted mean-variance (LAMV) portfolios outperform the traditional mean-variance (TMV) portfolios.
2025-02-27 Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise Mahya Karbalaii et.al. 2503.08692
Abstract (click to expand)We propose a simple yet robust unsupervised model to detect pump-and-dump events on tokens listed on the Poloniex Exchange platform. By combining threshold-based criteria with exponentially weighted moving averages (EWMA) and volatility measures, our approach effectively distinguishes genuine anomalies from minor trading fluctuations, even for tokens with low liquidity and prolonged inactivity. These characteristics present a unique challenge, as standard anomaly-detection methods often over-flag negligible volume spikes. Our framework overcomes this issue by tailoring both price and volume thresholds to the specific trading patterns observed, resulting in a model that balances high true-positive detection with minimal noise.
2025-03-18 Large language models in finance : what is financial sentiment? Kemal Kirtac, Guido Germano et.al. 2503.03612 There are two different articles with the same content and different names (see arXiv:2412.19245)
Abstract (click to expand)Financial sentiment has become a crucial yet complex concept in finance, increasingly used in market forecasting and investment strategies. Despite its growing importance, there remains a need to define and understand what financial sentiment truly represents and how it can be effectively measured. We explore the nature of financial sentiment and investigate how large language models (LLMs) contribute to its estimation. We trace the evolution of sentiment measurement in finance, from market-based and lexicon-based methods to advanced natural language processing techniques. The emergence of LLMs has significantly enhanced sentiment analysis, providing deeper contextual understanding and greater accuracy in extracting sentiment from financial text. We examine how BERT-based models, such as RoBERTa and FinBERT, are optimized for structured sentiment classification, while GPT-based models, including GPT-4, OPT, and LLaMA, excel in financial text generation and real-time sentiment interpretation. A comparative analysis of bidirectional and autoregressive transformer architectures highlights their respective roles in investor sentiment analysis, algorithmic trading, and financial decision-making. By exploring what financial sentiment is and how it is estimated within LLMs, we provide insights into the growing role of AI-driven sentiment analysis in finance.
2025-03-04 VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach Remi Genet et.al. 2503.02680 link
Abstract (click to expand)In this paper I propose a novel approach to Volume Weighted Average Price (VWAP) execution that addresses two key practical challenges: the need for asset-specific model training and the capture of complex temporal dependencies. Building upon my recent work in dynamic VWAP execution arXiv:2502.18177, I demonstrate that a single neural network trained across multiple assets can achieve performance comparable to or better than traditional asset-specific models. The proposed architecture combines a transformer-based design inspired by arXiv:2406.02486 with path signatures for capturing geometric features of price-volume trajectories, as in arXiv:2406.17890. The empirical analysis, conducted on hourly cryptocurrency trading data from 80 trading pairs, shows that the globally-fitted model with signature features (GFT-Sig) achieves superior performance in both absolute and quadratic VWAP loss metrics compared to asset-specific approaches. Notably, these improvements persist for out-of-sample assets, demonstrating the model's ability to generalize across different market conditions. The results suggest that combining global parameter sharing with signature-based feature extraction provides a scalable and robust approach to VWAP execution, offering significant practical advantages over traditional asset-specific implementations.
2025-03-04 Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market Katarzyna Chęć, Bartosz Uniejewski, Rafał Weron et.al. 2503.02518
Abstract (click to expand)Recent studies provide evidence that decomposing the electricity price into the long-term seasonal component (LTSC) and the remaining part, predicting both separately, and then combining their forecasts can bring significant accuracy gains in day-ahead electricity price forecasting. However, not much attention has been paid to predicting the LTSC, and the last 24 hourly values of the estimated pattern are typically copied for the target day. To address this gap, we introduce a novel approach which extracts the trend-seasonal pattern from a price series extrapolated using price forecasts for the next 24 hours. We assess it using two 5-year long test periods from the German and Spanish power markets, covering the Covid-19 pandemic, the 2021/2022 energy crisis, and the war in Ukraine. Considering parsimonious autoregressive and LASSO-estimated models, we find that improvements in predictive accuracy range from 3\% to 15\% in terms of the root mean squared error and exceed 1\% in terms of profits from a realistic trading strategy involving day-ahead bidding and battery storage.
2025-03-01 Understanding the Commodity Futures Term Structure Through Signatures Hari P. Krishnan, Stephan Sturm et.al. 2503.00603 19 pages, 1 figure
Abstract (click to expand)Signature methods have been widely and effectively used as a tool for feature extraction in statistical learning methods, notably in mathematical finance. They lack, however, interpretability: in the general case, it is unclear why signatures actually work. The present article aims to address this issue directly, by introducing and developing the concept of signature perturbations. In particular, we construct a regular perturbation of the signature of the term structure of log prices for various commodities, in terms of the convenience yield. Our perturbation expansion and rigorous convergence estimates help explain the success of signature-based classification of commodities markets according to their term structure, with the volatility of the convenience yield as the major discriminant.
2025-03-04 Using quantile time series and historical simulation to forecast financial risk multiple steps ahead Richard Gerlach, Antonio Naimoli, Giuseppe Storti et.al. 2502.20978
Abstract (click to expand)A method for quantile-based, semi-parametric historical simulation estimation of multiple step ahead Value-at-Risk (VaR) and Expected Shortfall (ES) models is developed. It uses the quantile loss function, analogous to how the quasi-likelihood is employed by standard historical simulation methods. The returns data are scaled by the estimated quantile series, then resampling is employed to estimate the forecast distribution one and multiple steps ahead, allowing tail risk forecasting. The proposed method is applicable to any data or model where the relationship between VaR and ES does not change over time and can be extended to allow a measurement equation incorporating realized measures, thus including Realized GARCH and Realized CAViaR type models. Its finite sample properties, and its comparison with existing historical simulation methods, are evaluated via a simulation study. A forecasting study assesses the relative accuracy of the 1% and 2.5% VaR and ES one-day-ahead and ten-day-ahead forecasting results for the proposed class of models compared to several competitors.
2025-02-26 Corporate Fraud Detection in Rich-yet-Noisy Financial Graph Shiqi Wang, Zhibo Zhang, Libing Fang et.al. 2502.19305 link
Abstract (click to expand)Corporate fraud detection aims to automatically recognize companies that conduct wrongful activities such as fraudulent financial statements or illegal insider trading. Previous learning-based methods fail to effectively integrate rich interactions in the company network. To close this gap, we collect 18-year financial records in China to form three graph datasets with fraud labels. We analyze the characteristics of the financial graphs, highlighting two pronounced issues: (1) information overload: the dominance of (noisy) non-company nodes over company nodes hinders the message-passing process in Graph Convolution Networks (GCN); and (2) hidden fraud: there exists a large percentage of possible undetected violations in the collected data. The hidden fraud problem will introduce noisy labels in the training dataset and compromise fraud detection results. To handle such challenges, we propose a novel graph-based method, namely, Knowledge-enhanced GCN with Robust Two-stage Learning ( \({\rm KeGCN}_{R}\)), which leverages Knowledge Graph Embeddings to mitigate the information overload and effectively learns rich representations. The proposed model adopts a two-stage learning method to enhance robustness against hidden frauds. Extensive experimental results not only confirm the importance of interactions but also show the superiority of \({\rm KeGCN}_{R}\) over a number of strong baselines in terms of fraud detection effectiveness and robustness.
2025-02-25 Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks Remi Genet et.al. 2502.18177 link
Abstract (click to expand)The execution of Volume Weighted Average Price (VWAP) orders remains a critical challenge in modern financial markets, particularly as trading volumes and market complexity continue to increase. In my previous work arXiv:2502.13722, I introduced a novel deep learning approach that demonstrated significant improvements over traditional VWAP execution methods by directly optimizing the execution problem rather than relying on volume curve predictions. However, that model was static because it employed the fully linear approach described in arXiv:2410.21448, which is not designed for dynamic adjustment. This paper extends that foundation by developing a dynamic neural VWAP framework that adapts to evolving market conditions in real time. We introduce two key innovations: first, the integration of recurrent neural networks to capture complex temporal dependencies in market dynamics, and second, a sophisticated dynamic adjustment mechanism that continuously optimizes execution decisions based on market feedback. The empirical analysis, conducted across five major cryptocurrency markets, demonstrates that this dynamic approach achieves substantial improvements over both traditional methods and our previous static implementation, with execution performance gains of 10 to 15% in liquid markets and consistent outperformance across varying conditions. These results suggest that adaptive neural architectures can effectively address the challenges of modern VWAP execution while maintaining computational efficiency suitable for practical deployment.
2025-02-25 LLM Knows Geometry Better than Algebra: Numerical Understanding of LLM-Based Agents in A Trading Arena Tianmi Ma, Jiawei Du, Wenxin Huang et.al. 2502.17967 link
Abstract (click to expand)Recent advancements in large language models (LLMs) have significantly improved performance in natural language processing tasks. However, their ability to generalize to dynamic, unseen tasks, particularly in numerical reasoning, remains a challenge. Existing benchmarks mainly evaluate LLMs on problems with predefined optimal solutions, which may not align with real-world scenarios where clear answers are absent. To bridge this gap, we design the Agent Trading Arena, a virtual numerical game simulating complex economic systems through zero-sum games, where agents invest in stock portfolios. Our experiments reveal that LLMs, including GPT-4o, struggle with algebraic reasoning when dealing with plain-text stock data, often focusing on local details rather than global trends. In contrast, LLMs perform significantly better with geometric reasoning when presented with visual data, such as scatter plots or K-line charts, suggesting that visual representations enhance numerical reasoning. This capability is further improved by incorporating the reflection module, which aids in the analysis and interpretation of complex data. We validate our findings on NASDAQ Stock dataset, where LLMs demonstrate stronger reasoning with visual data compared to text. Our code and data are publicly available at https://github.com/wekjsdvnm/Agent-Trading-Arena.git.
2025-02-24 A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk Jan Fialkowski, Christian Diem, András Borsos et.al. 2502.17044 link
Abstract (click to expand)Supply chain disruptions constitute an often underestimated risk for financial stability. As in financial networks, systemic risks in production networks arises when the local failure of one firm impacts the production of others and might trigger cascading disruptions that affect significant parts of the economy. Here, we study how systemic risk in production networks translates into financial systemic risk through a mechanism where supply chain contagion leads to correlated bank-firm loan defaults. We propose a financial stress-testing framework for micro- and macro-prudential applications that features a national firm level supply chain network in combination with interbank network layers. The model is calibrated by using a unique data set including about 1 million firm-level supply links, practically all bank-firm loans, and all interbank loans in a small European economy. As a showcase we implement a real COVID-19 shock scenario on the firm level. This model allows us to study how the disruption dynamics in the real economy can lead to interbank solvency contagion dynamics. We estimate to what extent this amplifies financial systemic risk. We discuss the relative importance of these contagion channels and find an increase of interbank contagion by 70% when production network contagion is present. We then examine the financial systemic risk firms bring to banks and find an increase of up to 28% in the presence of the interbank contagion channel. This framework is the first financial systemic risk model to take agent-level dynamics of the production network and shocks of the real economy into account which opens a path for directly, and event-driven understanding of the dynamical interaction between the real economy and financial systems.
2025-02-22 Contrastive Similarity Learning for Market Forecasting: The ContraSim Framework Nicholas Vinden, Raeid Saqur, Zining Zhu et.al. 2502.16023 8 pages, 3 appendices
Abstract (click to expand)We introduce the Contrastive Similarity Space Embedding Algorithm (ContraSim), a novel framework for uncovering the global semantic relationships between daily financial headlines and market movements. ContraSim operates in two key stages: (I) Weighted Headline Augmentation, which generates augmented financial headlines along with a semantic fine-grained similarity score, and (II) Weighted Self-Supervised Contrastive Learning (WSSCL), an extended version of classical self-supervised contrastive learning that uses the similarity metric to create a refined weighted embedding space. This embedding space clusters semantically similar headlines together, facilitating deeper market insights. Empirical results demonstrate that integrating ContraSim features into financial forecasting tasks improves classification accuracy from WSJ headlines by 7%. Moreover, leveraging an information density analysis, we find that the similarity spaces constructed by ContraSim intrinsically cluster days with homogeneous market movement directions, indicating that ContraSim captures market dynamics independent of ground truth labels. Additionally, ContraSim enables the identification of historical news days that closely resemble the headlines of the current day, providing analysts with actionable insights to predict market trends by referencing analogous past events.
2025-02-21 Multi-Agent Stock Prediction Systems: Machine Learning Models, Simulations, and Real-Time Trading Strategies Daksh Dave, Gauransh Sawhney, Vikhyat Chauhan et.al. 2502.15853
Abstract (click to expand)This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various recurrent neural network (RNN) architectures, including Long Short-Term Memory (LSTM) networks, Gated Recurrent Units (GRU), and attention-based models. These models are assessed for their ability to capture complex temporal dependencies inherent in stock market data. Our findings show that attention-based models outperform other architectures, achieving the highest accuracy by capturing both short and long-term dependencies. This study contributes valuable insights into AI-driven financial forecasting, offering practical guidance for developing more accurate and efficient trading systems.
2025-02-20 Financial fraud detection system based on improved random forest and gradient boosting machine (GBM) Tianzuo Hu et.al. 2502.15822
Abstract (click to expand)This paper proposes a financial fraud detection system based on improved Random Forest (RF) and Gradient Boosting Machine (GBM). Specifically, the system introduces a novel model architecture called GBM-SSRF (Gradient Boosting Machine with Simplified and Strengthened Random Forest), which cleverly combines the powerful optimization capabilities of the gradient boosting machine (GBM) with improved randomization. The computational efficiency and feature extraction capabilities of the Simplified and Strengthened Random Forest (SSRF) forest significantly improve the performance of financial fraud detection. Although the traditional random forest model has good classification capabilities, it has high computational complexity when faced with large-scale data and has certain limitations in feature selection. As a commonly used ensemble learning method, the GBM model has significant advantages in optimizing performance and handling nonlinear problems. However, GBM takes a long time to train and is prone to overfitting problems when data samples are unbalanced. In response to these limitations, this paper optimizes the random forest based on the structure, reducing the computational complexity and improving the feature selection ability through the structural simplification and enhancement of the random forest. In addition, the optimized random forest is embedded into the GBM framework, and the model can maintain efficiency and stability with the help of GBM's gradient optimization capability. Experiments show that the GBM-SSRF model not only has good performance, but also has good robustness and generalization capabilities, providing an efficient and reliable solution for financial fraud detection.
2025-02-21 Network topology of the Euro Area interbank market Ilias Aarab, Thomas Gottron et.al. 2502.15611 This is the preprint version of the paper published in: Aarab, I., Gottron, T. (2024). Network Topology of the Euro Area Interbank Market. In: Mingione, M., Vichi, M., Zaccaria, G. (eds) High-quality and Timely Statistics. CESS 2022. Studies in Theoretical and Applied Statistics. Springer, Cham. https://doi.org/10.1007/978-3-031-63630-1_1
Abstract (click to expand)The rapidly increasing availability of large amounts of granular financial data, paired with the advances of big data related technologies induces the need of suitable analytics that can represent and extract meaningful information from such data. In this paper we propose a multi-layer network approach to distill the Euro Area (EA) banking system in different distinct layers. Each layer of the network represents a specific type of financial relationship between banks, based on various sources of EA granular data collections. The resulting multi-layer network allows one to describe, analyze and compare the topology and structure of EA banks from different perspectives, eventually yielding a more complete picture of the financial market. This granular information representation has the potential to enable researchers and practitioners to better apprehend financial system dynamics as well as to support financial policies to manage and monitor financial risk from a more holistic point of view.
2025-02-21 Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets Bastien Buchwalter, Francis X. Diebold, Kamil Yilmaz et.al. 2502.15458
Abstract (click to expand)Network connections, both across and within markets, are central in countless economic contexts. In recent decades, a large literature has developed and applied flexible methods for measuring network connectedness and its evolution, based on variance decompositions from vector autoregressions (VARs), as in Diebold and Yilmaz (2014). Those VARs are, however, typically identified using full orthogonalization (Sims, 1980), or no orthogonalization (Koop, Pesaran, and Potter, 1996; Pesaran and Shin, 1998), which, although useful, are special and extreme cases of a more general framework that we develop in this paper. In particular, we allow network nodes to be connected in "clusters", such as asset classes, industries, regions, etc., where shocks are orthogonal across clusters (Sims style orthogonalized identification) but correlated within clusters (Koop-Pesaran-Potter-Shin style generalized identification), so that the ordering of network nodes is relevant across clusters but irrelevant within clusters. After developing the clustered connectedness framework, we apply it in a detailed empirical exploration of sixteen country equity markets spanning three global regions.
2025-02-20 Modelling the term-structure of default risk under IFRS 9 within a multistate regression framework Arno Botha, Tanja Verster, Roland Breedt et.al. 2502.14479 33 pages, 8192 words, 12 figures
Abstract (click to expand)The lifetime behaviour of loans is notoriously difficult to model, which can compromise a bank's financial reserves against future losses, if modelled poorly. Therefore, we present a data-driven comparative study amongst three techniques in modelling a series of default risk estimates over the lifetime of each loan, i.e., its term-structure. The behaviour of loans can be described using a nonstationary and time-dependent semi-Markov model, though we model its elements using a multistate regression-based approach. As such, the transition probabilities are explicitly modelled as a function of a rich set of input variables, including macroeconomic and loan-level inputs. Our modelling techniques are deliberately chosen in ascending order of complexity: 1) a Markov chain; 2) beta regression; and 3) multinomial logistic regression. Using residential mortgage data, our results show that each successive model outperforms the previous, likely as a result of greater sophistication. This finding required devising a novel suite of simple model diagnostics, which can itself be reused in assessing sampling representativeness and the performance of other modelling techniques. These contributions surely advance the current practice within banking when conducting multistate modelling. Consequently, we believe that the estimation of loss reserves will be more timeous and accurate under IFRS 9.
2025-02-20 Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective Buddha Nath Sharma, Anish Rai, SR Luwang et.al. 2502.14431
Abstract (click to expand)The paper presents a comprehensive causality analysis of the US stock and commodity markets during the COVID-19 crash. The dynamics of different sectors are also compared. We use Topological Data Analysis (TDA) on multidimensional time-series to identify crashes in stock and commodity markets. The Wasserstein Distance WD shows distinct spikes signaling the crash for both stock and commodity markets. We then compare the persistence diagrams of stock and commodity markets using the WD metric. A significant spike in the \(WD\) between stock and commodity markets is observed during the crisis, suggesting significant topological differences between the markets. Similar spikes are observed between the sectors of the US market as well. Spikes obtained may be due to either a difference in the magnitude of crashes in the two markets (or sectors), or from the temporal lag between the two markets suggesting information flow. We study the Granger-causality between stock and commodity markets and also between different sectors. The results show a bidirectional Granger-causality between commodity and stock during the crash period, demonstrating the greater interdependence of financial markets during the crash. However, the overall analysis shows that the causal direction is from stock to commodity. A pairwise Granger-causal analysis between US sectors is also conducted. There is a significant increase in the interdependence between the sectors during the crash period. TDA combined with Granger-causality effectively analyzes the interdependence and sensitivity of different markets and sectors.

(back to top)

📌 Deep Learning in Finance

📅 Publish Date 📖 Title 👨‍💻 Authors 🔗 PDF 💻 Code 💬 Comment 📜 Abstract
2025-07-10 Meshless projection model-order reduction via reference spaces for smoothed-particle hydrodynamics Steven N. Rodriguez, Steven L. Brunton, Liam K. Magargal et.al. 2507.07830
Abstract (click to expand)This work proposes a model-order reduction framework for the meshless weakly compressible smoothed particle hydrodynamics (SPH) method. The proposed framework introduces the concept of modal reference spaces to overcome the challenges of discovering low-dimensional subspaces from unstructured, dynamic, and mixing numerical topology that is often seen in SPH simulations. The proposed modal reference spaces enable a low-dimensional representation of the SPH field equations while maintaining their inherent meshless qualities. Modal reference spaces are constructed by projecting SPH snapshot data onto a reference space where low-dimensionality of field quantities can be discovered via traditional modal decomposition techniques (e.g., the proper orthogonal decomposition (POD)). Modal quantities are mapped back to the meshless SPH space via scattered data interpolation during the online predictive stage. The proposed model-order reduction framework is cast into the \emph{meshless} Galerkin POD (GPOD) and the Adjoint Petrov--Galerkin (APG) projection model-order reduction (PMOR) formulation. The PMORs are tested on three numerical experiments: 1) the Taylor--Green vortex; 2) lid-driven cavity; and 3) flow past an open cavity. Results show good agreement in reconstructed and predictive velocity fields, which showcase the ability of the proposed framework to evolve the unstructured, dynamic, and mixing SPH field equations in a low-dimensional subspace. Results also show that the pressure field is sensitive to the projection error due to the stiff weakly-compressible assumption made in the current SPH framework, but can be alleviated through nonlinear approximations, such as the APG approach. Ultimately, the presented meshless model-order reduction framework marks a step toward enabling drastic cost savings of SPH simulations.
2025-07-10 Computationally Efficient Information-Driven Optical Design with Interchanging Optimization Eric Markley, Henry Pinkard, Leyla Kabuli et.al. 2507.07789
Abstract (click to expand)Recent work has demonstrated that imaging systems can be evaluated through the information content of their measurements alone, enabling application-agnostic optical design that avoids computational decoding challenges. Information-Driven Encoder Analysis Learning (IDEAL) was proposed to automate this process through gradient-based. In this work, we study IDEAL across diverse imaging systems and find that it suffers from high memory usage, long runtimes, and a potentially mismatched objective function due to end-to-end differentiability requirements. We introduce IDEAL with Interchanging Optimization (IDEAL-IO), a method that decouples density estimation from optical parameter optimization by alternating between fitting models to current measurements and updating optical parameters using fixed models for information estimation. This approach reduces runtime and memory usage by up to 6x while enabling more expressive density models that guide optimization toward superior designs. We validate our method on diffractive optics, lensless imaging, and snapshot 3D microscopy applications, establishing information-theoretic optimization as a practical, scalable strategy for real-world imaging system design.
2025-07-10 The Pandora's Box Problem with Sequential Inspections Ali Aouad, Jingwei Ji, Yaron Shaposhnik et.al. 2507.07508
Abstract (click to expand)The Pandora's box problem (Weitzman 1979) is a core model in economic theory that captures an agent's (Pandora's) search for the best alternative (box). We study an important generalization of the problem where the agent can either fully open boxes for a certain fee to reveal their exact values or partially open them at a reduced cost. This introduces a new tradeoff between information acquisition and cost efficiency. We establish a hardness result and employ an array of techniques in stochastic optimization to provide a comprehensive analysis of this model. This includes (1) the identification of structural properties of the optimal policy that provide insights about optimal decisions; (2) the derivation of problem relaxations and provably near-optimal solutions; (3) the characterization of the optimal policy in special yet non-trivial cases; and (4) an extensive numerical study that compares the performance of various policies, and which provides additional insights about the optimal policy. Throughout, we show that intuitive threshold-based policies that extend the Pandora's box optimal solution can effectively guide search decisions.
2025-07-09 Bridging the Plausibility-Validity Gap by Fine-Tuning a Reasoning-Enhanced LLM for Chemical Synthesis and Discovery Malikussaid, Hilal Hudan Nuha et.al. 2507.07328 42 pages, 8 figures, 1 equation, 2 algorithms, 31 tables, to be published in ISPACS Conference 2025, unabridged version
Abstract (click to expand)Large Language Models (LLMs) often generate scientifically plausible but factually invalid information, a challenge we term the "plausibility-validity gap," particularly in specialized domains like chemistry. This paper presents a systematic methodology to bridge this gap by developing a specialized scientific assistant. We utilized the Magistral Small model, noted for its integrated reasoning capabilities, and fine-tuned it using Low-Rank Adaptation (LoRA). A key component of our approach was the creation of a "dual-domain dataset," a comprehensive corpus curated from various sources encompassing both molecular properties and chemical reactions, which was standardized to ensure quality. Our evaluation demonstrates that the fine-tuned model achieves significant improvements over the baseline model in format adherence, chemical validity of generated molecules, and the feasibility of proposed synthesis routes. The results indicate a hierarchical learning pattern, where syntactic correctness is learned more readily than chemical possibility and synthesis feasibility. While a comparative analysis with human experts revealed competitive performance in areas like chemical creativity and reasoning, it also highlighted key limitations, including persistent errors in stereochemistry, a static knowledge cutoff, and occasional reference hallucination. This work establishes a viable framework for adapting generalist LLMs into reliable, specialized tools for chemical research, while also delineating critical areas for future improvement.
2025-07-09 Scalable ADER-DG Transport Method with Polynomial Order Independent CFL Limit Kieran Ricardo, Kenneth Duru et.al. 2507.07304
Abstract (click to expand)Discontinuous Galerkin (DG) methods are known to suffer from increasingly restrictive time step constraints as the polynomial order increases, limiting their efficiency at high orders. In this paper, we introduce a novel locally implicit, but globally explicit ADER-DG scheme designed for transport-dominated problems. The method achieves a maximum stable time step governed by an element-width based CFL condition that is independent of the polynomial degree. By solving a set of element-local implicit problems at each time step, our approach more effectively captures the domain of dependence. As a result, our method remains stable for CFL numbers up to \(1/\sqrt{d}\) in \(d\) spatial dimensions. We provide a rigorous stability proof in one dimension, and extend the analysis to two and three dimensions using a semi-analytical von Neumann stability analysis. The accuracy and convergence of the method are demonstrated through numerical experiments on both linear and nonlinear test cases.
2025-07-09 DiffSpectra: Molecular Structure Elucidation from Spectra using Diffusion Models Liang Wang, Yu Rong, Tingyang Xu et.al. 2507.06853
Abstract (click to expand)Molecular structure elucidation from spectra is a foundational problem in chemistry, with profound implications for compound identification, synthesis, and drug development. Traditional methods rely heavily on expert interpretation and lack scalability. Pioneering machine learning methods have introduced retrieval-based strategies, but their reliance on finite libraries limits generalization to novel molecules. Generative models offer a promising alternative, yet most adopt autoregressive SMILES-based architectures that overlook 3D geometry and struggle to integrate diverse spectral modalities. In this work, we present DiffSpectra, a generative framework that directly infers both 2D and 3D molecular structures from multi-modal spectral data using diffusion models. DiffSpectra formulates structure elucidation as a conditional generation process. Its denoising network is parameterized by Diffusion Molecule Transformer, an SE(3)-equivariant architecture that integrates topological and geometric information. Conditioning is provided by SpecFormer, a transformer-based spectral encoder that captures intra- and inter-spectral dependencies from multi-modal spectra. Extensive experiments demonstrate that DiffSpectra achieves high accuracy in structure elucidation, recovering exact structures with 16.01% top-1 accuracy and 96.86% top-20 accuracy through sampling. The model benefits significantly from 3D geometric modeling, SpecFormer pre-training, and multi-modal conditioning. These results highlight the effectiveness of spectrum-conditioned diffusion modeling in addressing the challenge of molecular structure elucidation. To our knowledge, DiffSpectra is the first framework to unify multi-modal spectral reasoning and joint 2D/3D generative modeling for de novo molecular structure elucidation.
2025-07-09 Text to model via SysML: Automated generation of dynamical system computational models from unstructured natural language text via enhanced System Modeling Language diagrams Matthew Anderson Hendricks, Alice Cicirello et.al. 2507.06803
Abstract (click to expand)This paper contributes to speeding up the design and deployment of engineering dynamical systems by proposing a strategy for exploiting domain and expert knowledge for the automated generation of dynamical system computational model starting from a corpus of document relevant to the dynamical system of interest and an input document describing the specific system. This strategy is implemented in five steps and, crucially, it uses system modeling language diagrams (SysML) to extract accurate information about the dependencies, attributes, and operations of components. Natural Language Processing (NLP) strategies and Large Language Models (LLMs) are employed in specific tasks to improve intermediate outputs of the SySML diagrams automated generation, such as: list of key nouns; list of extracted relationships; list of key phrases and key relationships; block attribute values; block relationships; and BDD diagram generation. The applicability of automated SysML diagram generation is illustrated with different case studies. The computational models of complex dynamical systems from SysML diagrams are then obtained via code generation and computational model generation steps. In the code generation step, NLP strategies are used for summarization, while LLMs are used for validation only. The proposed approach is not limited to a specific system, domain, or computational software. The applicability of the proposed approach is shown via an end-to-end example from text to model of a simple pendulum, showing improved performance compared to results yielded by LLMs only.
2025-07-08 Eyes on the Road, Mind Beyond Vision: Context-Aware Multi-modal Enhanced Risk Anticipation Jiaxun Zhang, Haicheng Liao, Yumu Xie et.al. 2507.06444 Accepted by ACMMM2025
Abstract (click to expand)Accurate accident anticipation remains challenging when driver cognition and dynamic road conditions are underrepresented in predictive models. In this paper, we propose CAMERA (Context-Aware Multi-modal Enhanced Risk Anticipation), a multi-modal framework integrating dashcam video, textual annotations, and driver attention maps for robust accident anticipation. Unlike existing methods that rely on static or environment-centric thresholds, CAMERA employs an adaptive mechanism guided by scene complexity and gaze entropy, reducing false alarms while maintaining high recall in dynamic, multi-agent traffic scenarios. A hierarchical fusion pipeline with Bi-GRU (Bidirectional GRU) captures spatio-temporal dependencies, while a Geo-Context Vision-Language module translates 3D spatial relationships into interpretable, human-centric alerts. Evaluations on the DADA-2000 and benchmarks show that CAMERA achieves state-of-the-art performance, improving accuracy and lead time. These results demonstrate the effectiveness of modeling driver attention, contextual description, and adaptive risk thresholds to enable more reliable accident anticipation.
2025-07-08 Rugsafe: A multichain protocol for recovering from and defending against Rug Pulls Jovonni L. Pharr, Jahanzeb M. Hussain et.al. 2507.06423
Abstract (click to expand)Rugsafe introduces a comprehensive protocol aimed at mitigating the risks of rug pulls in the cryptocurrency ecosystem. By utilizing cryptographic security measures and economic incentives, the protocol provides a secure multichain system for recovering assets and transforming rugged tokens into opportunities and rewards. Foundational to Rugsafe are specialized vaults where rugged tokens can be securely deposited, and anticoin tokens are issued as receipts. These anticoins are designed to be inversely pegged to the price movement of the underlying rugged token. Users can utilize these anticoins within the ecosystem or choose to burn them, further securing the protocol and earning additional rewards. The supply of the native Rugsafe token is dynamically adjusted based on the volume, value, and activity of rugged tokens, ensuring stability and resilience. By depositing rugged tokens into a vault on several chains, and by burning anticoins, users receive incentives on the RugSafe chain. This protocol's vaults are designed to work in heterogenous blockchain ecosystems, offering a practical and effective solution to one of the most significant challenges in the cryptocurrency market.
2025-07-08 Forex Trading Robot Using Fuzzy Logic Mustafa Shabani, Alireza Nasiri, Hassan Nafardi et.al. 2507.06383
Abstract (click to expand)In this study, we propose a fuzzy system for conducting short-term transactions in the forex market. The system is designed to enhance common strategies in the forex market using fuzzy logic, thereby improving the accuracy of transactions. Traditionally, technical strategies based on oscillator indicators have relied on predefined ranges for indicators such as Relative Strength Index (RSI), Commodity Channel Indicator (CCI), and Stochastic to determine entry points for trades. However, the use of these classic indicators has yielded suboptimal results due to the changing nature of the market over time. In our proposed approach, instead of employing classical indicators, we introduce a fuzzy Mamdani system for each indicator. The results obtained from these systems are then combined through voting to design a trading robot. Our findings demonstrate a considerable increase in the profitability factor compared to three other methods. Additionally, net profit, gross profit, and maximum capital reduction are calculated and compared across all approaches.
2025-07-08 Development and Real-World Application of Commercial Motor Vehicle Safety Enforcement Dashboards Dhairya Parekh, Mark L. Franz Ph. D, Sara Zahedian Ph. D et.al. 2507.06351 Presented at Transportation Research Board Annual Meeting 2025. Presentation number: TRBAM-25-04350
Abstract (click to expand)Commercial Motor Vehicle (CMV) safety is crucial in traffic management and public safety. CMVs account for numerous traffic incidents, so monitoring CMV safety and safety inspections is essential for ensuring safe and efficient highway movement. This paper presents the development and real-world application of CMV dashboards designed under the guidance of CMV safety enforcement professionals from the Maryland State Police (MSP), the Maryland Department of Transportation - State Highway Administration (MDOT - SHA), and the Federal Motor Carrier Safety Administration (FMCSA) to enable intuitive and efficient analysis of CMV safety performance measures. First, three CMV safety dashboards enable CMV safety professionals to identify sites with a history of safety performance issues. A supplemental dashboard automates the analysis of CMV enforcement initiatives using the same performance measures. These performance measures are based on CMV probe vehicle speeds, inspection/citation data from Truck Weigh and Inspection Stations (TWIS), patrolling enforcement, and Virtual Weigh Stations (VWS). The authors collaborated with MSP to identify a portion of I-81 in Maryland, susceptible to improvement from targeted CMV enforcement. The supplemental enforcement assessment dashboard was employed to evaluate the impact of enforcement, including the post-enforcement halo effect. The results of the post-enforcement evaluation were mixed, indicating a need for more fine-grained citation data.
2025-07-08 Topic Modeling and Link-Prediction for Material Property Discovery Ryan C. Barron, Maksim E. Eren, Valentin Stanev et.al. 2507.06139 4 pages, 3 figures, 1 table
Abstract (click to expand)Link prediction infers missing or future relations between graph nodes, based on connection patterns. Scientific literature networks and knowledge graphs are typically large, sparse, and noisy, and often contain missing links between entities. We present an AI-driven hierarchical link prediction framework that integrates matrix factorization to infer hidden associations and steer discovery in complex material domains. Our method combines Hierarchical Nonnegative Matrix Factorization (HNMFk) and Boolean matrix factorization (BNMFk) with automatic model selection, as well as Logistic matrix factorization (LMF), we use to construct a three-level topic tree from a 46,862-document corpus focused on 73 transition-metal dichalcogenides (TMDs). These materials are studied in a variety of physics fields with many current and potential applications. An ensemble BNMFk + LMF approach fuses discrete interpretability with probabilistic scoring. The resulting HNMFk clusters map each material onto coherent topics like superconductivity, energy storage, and tribology. Also, missing or weakly connected links are highlight between topics and materials, suggesting novel hypotheses for cross-disciplinary exploration. We validate our method by removing publications about superconductivity in well-known superconductors, and show the model predicts associations with the superconducting TMD clusters. This shows the method finds hidden connections in a graph of material to latent topic associations built from scientific literature, especially useful when examining a diverse corpus of scientific documents covering the same class of phenomena or materials but originating from distinct communities and perspectives. The inferred links generating new hypotheses, produced by our method, are exposed through an interactive Streamlit dashboard, designed for human-in-the-loop scientific discovery.
2025-07-08 Bridging Sequential Deep Operator Network and Video Diffusion: Residual Refinement of Spatio-Temporal PDE Solutions Jaewan Park, Farid Ahmed, Kazuma Kobayashi et.al. 2507.06133
Abstract (click to expand)Video-diffusion models have recently set the standard in video generation, inpainting, and domain translation thanks to their training stability and high perceptual fidelity. Building on these strengths, we repurpose conditional video diffusion as a physics surrogate for spatio-temporal fields governed by partial differential equations (PDEs). Our two-stage surrogate first applies a Sequential Deep Operator Network (S-DeepONet) to produce a coarse, physics-consistent prior from the prescribed boundary or loading conditions. The prior is then passed to a conditional video diffusion model that learns only the residual: the point-wise difference between the ground truth and the S-DeepONet prediction. By shifting the learning burden from the full solution to its much smaller residual space, diffusion can focus on sharpening high-frequency structures without sacrificing global coherence. The framework is assessed on two disparate benchmarks: (i) vortex-dominated lid-driven cavity flow and (ii) tensile plastic deformation of dogbone specimens. Across these data sets the hybrid surrogate consistently outperforms its single-stage counterpart, cutting the mean relative L2 error from 4.57% to 0.83% for the flow problem and from 4.42% to 2.94% for plasticity, a relative improvements of 81.8% and 33.5% respectively. The hybrid approach not only lowers quantitative errors but also improves visual quality, visibly recovering fine spatial details. These results show that (i) conditioning diffusion on a physics-aware prior enables faithful reconstruction of localized features, (ii) residual learning reduces the problem, accelerating convergence and enhancing accuracy, and (iii) the same architecture transfers seamlessly from incompressible flow to nonlinear elasto-plasticity without problem-specific architectural modifications, highlighting its broad applicability to nonlinear, time-dependent continua.
2025-07-08 Affective-ROPTester: Capability and Bias Analysis of LLMs in Predicting Retinopathy of Prematurity Shuai Zhao, Yulin Zhang, Luwei Xiao et.al. 2507.05816
Abstract (click to expand)Despite the remarkable progress of large language models (LLMs) across various domains, their capacity to predict retinopathy of prematurity (ROP) risk remains largely unexplored. To address this gap, we introduce a novel Chinese benchmark dataset, termed CROP, comprising 993 admission records annotated with low, medium, and high-risk labels. To systematically examine the predictive capabilities and affective biases of LLMs in ROP risk stratification, we propose Affective-ROPTester, an automated evaluation framework incorporating three prompting strategies: Instruction-based, Chain-of-Thought (CoT), and In-Context Learning (ICL). The Instruction scheme assesses LLMs' intrinsic knowledge and associated biases, whereas the CoT and ICL schemes leverage external medical knowledge to enhance predictive accuracy. Crucially, we integrate emotional elements at the prompt level to investigate how different affective framings influence the model's ability to predict ROP and its bias patterns. Empirical results derived from the CROP dataset yield two principal observations. First, LLMs demonstrate limited efficacy in ROP risk prediction when operating solely on intrinsic knowledge, yet exhibit marked performance gains when augmented with structured external inputs. Second, affective biases are evident in the model outputs, with a consistent inclination toward overestimating medium- and high-risk cases. Third, compared to negative emotions, positive emotional framing contributes to mitigating predictive bias in model outputs. These findings highlight the critical role of affect-sensitive prompt engineering in enhancing diagnostic reliability and emphasize the utility of Affective-ROPTester as a framework for evaluating and mitigating affective bias in clinical language modeling systems.
2025-07-07 MCNP-GO: A python package for assembling MCNP input files with a systems engineering approach Alexandre Friou et.al. 2507.05659 Submitted to Nuclear Engineering and Technology
Abstract (click to expand)This article introduces MCNP-GO (https://github.com/afriou/mcnpgo), a Python package designed to manipulate and assemble MCNP input files, allowing users to assemble a set of independent objects, each described by a valid MCNP file, into a single cohesive file. This tool is particularly useful for applications where precise modeling and positioning of equipment are crucial. The package addresses the challenges of managing large databases of MCNP input files, ensuring reliability and traceability through configuration management systems. MCNP-GO provides functionalities such as renumbering, extracting subsets of files, transforming files, and assembling files while managing collisions and materials. It also keeps track of the operations performed on files, enhancing traceability and ease of modification. The article demonstrates the package's capabilities through a practical example of assembling an MCNP input file for a tomographic experiment, highlighting its efficiency and user-friendliness. MCNP-GO is designed for users with minimal Python knowledge.
2025-07-07 MolFORM: Multi-modal Flow Matching for Structure-Based Drug Design Jie Huang, Daiheng Zhang et.al. 2507.05503 Accepted to ICML 2025 genbio workshop
Abstract (click to expand)Structure-based drug design (SBDD) seeks to generate molecules that bind effectively to protein targets by leveraging their 3D structural information. While diffusion-based generative models have become the predominant approach for SBDD, alternative non-autoregressive frameworks remain relatively underexplored. In this work, we introduce MolFORM, a novel generative framework that jointly models discrete (atom types) and continuous (3D coordinates) molecular modalities using multi-flow matching. To further enhance generation quality, we incorporate a preference-guided fine-tuning stage based on \textit{Direct Preference Optimization} (DPO), using Vina score as a reward signal. We propose a multi-modal flow DPO co-modeling strategy that simultaneously aligns discrete and continuous modalities, leading to consistent improvements across multiple evaluation metrics.
2025-07-07 From Autonomy to Agency: Agentic Vehicles for Human-Centered Mobility Systems Jiangbo Yu et.al. 2507.04996
Abstract (click to expand)Autonomy, from the Greek autos (self) and nomos (law), refers to the capacity to operate according to internal rules without external control. Accordingly, autonomous vehicles (AuVs) are defined as systems capable of perceiving their environment and executing preprogrammed tasks independently of external input. However, both research and real-world deployments increasingly showcase vehicles that demonstrate behaviors beyond this definition (including the SAE levels 1 to 6), such as interaction with humans and machines, goal adaptation, contextual reasoning, external tool use, and long-term planning, particularly with the integration of large language models (LLMs) and agentic AI systems. These developments reveal a conceptual gap between technical autonomy and the broader cognitive and social capabilities needed for future human-centered mobility systems. To address this, we introduce the concept of agentic vehicles (AgVs), referring to vehicles that integrate agentic AI to reason, adapt, and interact within complex environments. This paper presents a systems-level framework to characterize AgVs, focusing on their cognitive and communicative layers and differentiating them from conventional AuVs. It synthesizes relevant advances in agentic AI, robotics, multi-agent systems, and human-machine interaction, and highlights how agentic AI, through high-level reasoning and tool use, can function not merely as computational tools but as interactive agents embedded in mobility ecosystems. The paper concludes by identifying key challenges in the development and governance of AgVs, including safety, real-time control, public acceptance, ethical alignment, and regulatory frameworks.
2025-07-07 Operator-based machine learning framework for generalizable prediction of unsteady treatment dynamics in stormwater infrastructure Mohamed Shatarah, Kai Liu, Haochen Li et.al. 2507.04682 9 figures
Abstract (click to expand)Stormwater infrastructures are decentralized urban water-management systems that face highly unsteady hydraulic and pollutant loadings from episodic rainfall-runoff events. Accurately evaluating their in-situ treatment performance is essential for cost-effective design and planning. Traditional lumped dynamic models (e.g., continuously stirred tank reactor, CSTR) are computationally efficient but oversimplify transport and reaction processes, limiting predictive accuracy and insight. Computational fluid dynamics (CFD) resolves detailed turbulent transport and pollutant fate physics but incurs prohibitive computational cost for unsteady and long-term simulations. To address these limitations, this study develops a composite operator-based neural network (CPNN) framework that leverages state-of-the-art operator learning to predict the spatial and temporal dynamics of hydraulics and particulate matter (PM) in stormwater treatment. The framework is demonstrated on a hydrodynamic separator (HS), a common urban treatment device. Results indicate that the CPNN achieves R2 > 0.8 for hydraulic predictions in 95.2% of test cases; for PM concentration predictions, R2 > 0.8 in 72.6% of cases and 0.4 < R2 < 0.8 in 22.6%. The analysis identifies challenges in capturing dynamics under extreme low-flow conditions, owing to their lower contribution to the training loss. Exploiting the automatic-differentiation capability of the CPNN, sensitivity analyses quantify the influence of storm event loading on PM transport. Finally, the potential of the CPNN framework for continuous, long-term evaluation of stormwater infrastructure performance is discussed, marking a step toward robust, climate-aware planning and implementation.
2025-07-05 Efficiency through Evolution, A Darwinian Approach to Agent-Based Economic Forecast Modeling Martin Jaraiz et.al. 2507.04074 18 pages, 9 figures, presented at the IIOA Conference, Male 2025
Abstract (click to expand)This paper presents a novel Darwinian Agent-Based Modeling (ABM) methodology formacroeconomic forecasting that leverages evolutionary principles to achieve remarkablecomputational efficiency and emergent realism. Unlike conventional DSGE and ABM approachesthat rely on complex behavioral rules derived from large firm analysis, our framework employssimple "common sense" rules representative of small firms directly serving final consumers. Themethodology treats households as the primary drivers of economic dynamics, with firms adaptingthrough market-based natural selection within limited interaction neighborhoods. We demonstrate that this approach, when constrained by Input-Output table structures,generates realistic economic patterns including wealth distributions, firm size distributions, andsectoral employment patterns without extensive parameter calibration. Using FIGARO Input-Output tables for 46 countries and focusing on Austria as a case study, we show that the modelreproduces empirical regularities while maintaining computational efficiency on standard laptopsrather than requiring supercomputing clusters. Key findings include: (1) emergence of realistic firm and employment distributions fromminimal behavioral assumptions, (2) accurate reproduction of the initial Social Accounting Matrixvalues through evolutionary dynamics, (3) successful calibration using only 5-6 country-specificparameters to complement the FIGARO data, and (4) computational performance enabling fullsimulations on consumer hardware. These results suggest that evolutionary ABM approaches canprovide robust policy insights by capturing decentralized market adaptations while avoiding thecomputational complexity of traditional DSGE and comprehensive ABM models.
2025-07-05 From Query to Explanation: Uni-RAG for Multi-Modal Retrieval-Augmented Learning in STEM Xinyi Wu, Yanhao Jia, Luwei Xiao et.al. 2507.03868
Abstract (click to expand)In AI-facilitated teaching, leveraging various query styles to interpret abstract educational content is crucial for delivering effective and accessible learning experiences. However, existing retrieval systems predominantly focus on natural text-image matching and lack the capacity to address the diversity and ambiguity inherent in real-world educational scenarios. To address this limitation, we develop a lightweight and efficient multi-modal retrieval module, named Uni-Retrieval, which extracts query-style prototypes and dynamically matches them with tokens from a continually updated Prompt Bank. This Prompt Bank encodes and stores domain-specific knowledge by leveraging a Mixture-of-Expert Low-Rank Adaptation (MoE-LoRA) module and can be adapted to enhance Uni-Retrieval's capability to accommodate unseen query types at test time. To enable natural language educational content generation, we integrate the original Uni-Retrieval with a compact instruction-tuned language model, forming a complete retrieval-augmented generation pipeline named Uni-RAG. Given a style-conditioned query, Uni-RAG first retrieves relevant educational materials and then generates human-readable explanations, feedback, or instructional content aligned with the learning objective. Experimental results on SER and other multi-modal benchmarks show that Uni-RAG outperforms baseline retrieval and RAG systems in both retrieval accuracy and generation quality, while maintaining low computational cost. Our framework provides a scalable, pedagogically grounded solution for intelligent educational systems, bridging retrieval and generation to support personalized, explainable, and efficient learning assistance across diverse STEM scenarios.
2025-07-04 Willchain: Decentralized, Privacy-Preserving, Self-Executing, Digital Wills Jovonni L. PHarr et.al. 2507.03694
Abstract (click to expand)This work presents a novel decentralized protocol for digital estate planning that integrates advances distributed computing, and cryptography. The original proof-of-concept was constructed using purely solidity contracts. Since then, we have enhanced the implementation into a layer-1 protocol that uses modern interchain communication to connect several heterogeneous chain types. A key contribution of this research is the implementation of several modern cryptographic primitives to support various forms of claims for information validation. These primitives introduce an unmatched level of privacy to the process of digital inheritance. We also demonstrate on a set of heterogeneous smart contracts, following the same spec, on each chain to serve as entry points, gateways, or bridge contracts that are invoked via a path from the will module on our protocol, to the contract. This ensures a fair and secure distribution of digital assets in accordance with the wishes of the decedent without the requirement of moving their funds. This research further extends its innovations with a user interaction model, featuring a check-in system and account abstraction process, which enhances flexibility and user-friendliness without compromising on security. By developing a dedicated permissionless blockchain that is secured by a network of validators, and interchain relayers, the proposed protocol signifies a transformation in the digital estate planning industry and illustrates the potential of blockchain technology in revolutionizing traditional legal and personal spheres. Implementing a cryptoeconomic network at the core of inheritance planning allows for unique incentive compatible economic mechanisms to be constructed.
2025-07-04 Noise-robust multi-fidelity surrogate modelling for parametric partial differential equations Benjamin M. Kent, Lorenzo Tamellini, Matteo Giacomini et.al. 2507.03691 35 pages, 31 figures
Abstract (click to expand)We address the challenge of constructing noise-robust surrogate models for quantities of interest (QoIs) arising from parametric partial differential equations (PDEs), using multi-fidelity collocation techniques; specifically, the Multi-Index Stochastic Collocation (MISC). In practical scenarios, the PDE evaluations used to build a response surface are often corrupted by numerical noise, especially for the low-fidelity models. This noise, which may originate from loose solver tolerances, coarse discretisations, or transient effects, can lead to overfitting in MISC, degrading surrogate quality through nonphysical oscillations and loss of convergence, thereby limiting its utility in downstream tasks like uncertainty quantification, optimisation, and control. To correct this behaviour, we propose an improved version of MISC that can automatically detect the presence of solver noise during the surrogate model construction and then ignore the exhausted fidelities. Our approach monitors the spectral decay of the surrogate at each iteration, identifying stagnation in the coefficient spectrum that signals the onset of noise. Once detected, the algorithm selectively halts the use of noisy fidelities, focusing computational resources on those fidelities that still provide meaningful information. The effectiveness of this approach is numerically validated on two challenging test cases: a parabolic advection--diffusion PDE with uncertain coefficients, and a parametric turbulent incompressible Navier--Stokes problem. The results showcase the accuracy and robustness of the resulting multi-fidelity surrogate and its capability to extract relevant information, even from under-resolved meshes not suitable for reliable single-fidelity computations.
2025-07-04 Model-Based Control for Power-to-X Platforms: Knowledge Integration for Digital Twins Daniel Dittler, Peter Frank, Gary Hildebrandt et.al. 2507.03553
Abstract (click to expand)Offshore Power-to-X platforms enable flexible conversion of renewable energy, but place high demands on adaptive process control due to volatile operating conditions. To face this challenge, using Digital Twins in Power-to-X platforms is a promising approach. Comprehensive knowledge integration in Digital Twins requires the combination of heterogeneous models and a structured representation of model information. The proposed approach uses a standardized description of behavior models, semantic technologies and a graph-based model understanding to enable automatic adaption and selection of suitable models. It is implemented using a graph-based knowledge representation with Neo4j, automatic data extraction from Asset Administration Shells and port matching to ensure compatible model configurations.
2025-07-04 A Concept for Autonomous Problem-Solving in Intralogistics Scenarios Johannes Sigel, Daniel Dittler, Nasser Jazdi et.al. 2507.03534
Abstract (click to expand)Achieving greater autonomy in automation systems is crucial for handling unforeseen situations effectively. However, this remains challenging due to technological limitations and the complexity of real-world environments. This paper examines the need for increased autonomy, defines the problem, and outlines key enabling technologies. A structured concept is proposed, consisting of three main steps: context enrichment, situation analysis, and generation of solution strategies. By following this approach, automation systems can make more independent decisions, reducing the need for human intervention. Additionally, possible realizations of the concept are discussed, especially the use of Large Language Models. While certain tasks may still require human assistance, the proposed approach significantly enhances the autonomy of automation systems, enabling more adaptive and intelligent problem-solving capabilities.
2025-07-04 ElliottAgents: A Natural Language-Driven Multi-Agent System for Stock Market Analysis and Prediction Jarosław A. Chudziak, Michał Wawer et.al. 2507.03435 10 pages, 8 figures, 1 table. This is the accepted version of the paper presented at the 38th Pacific Asia Conference on Language, Information and Computation, Tokyo, Japan
Abstract (click to expand)This paper presents ElliottAgents, a multi-agent system leveraging natural language processing (NLP) and large language models (LLMs) to analyze complex stock market data. The system combines AI-driven analysis with the Elliott Wave Principle to generate human-comprehensible predictions and explanations. A key feature is the natural language dialogue between agents, enabling collaborative analysis refinement. The LLM-enhanced architecture facilitates advanced language understanding, reasoning, and autonomous decision-making. Experiments demonstrate the system's effectiveness in pattern recognition and generating natural language descriptions of market trends. ElliottAgents contributes to NLP applications in specialized domains, showcasing how AI-driven dialogue systems can enhance collaborative analysis in data-intensive fields. This research bridges the gap between complex financial data and human understanding, addressing the need for interpretable and adaptive prediction systems in finance.
2025-07-04 Real-time prediction of plasma instabilities with sparse-grid-accelerated optimized dynamic mode decomposition Kevin Gill, Ionut-Gabriel Farcas, Silke Glas et.al. 2507.03245 28 pages, 14 figures, 8 tables
Abstract (click to expand)Parametric data-driven reduced-order models (ROMs) that embed dependencies in a large number of input parameters are crucial for enabling many-query tasks in large-scale problems. These tasks, including design optimization, control, and uncertainty quantification, are essential for developing digital twins in real-world applications. However, standard training data generation methods are computationally prohibitive due to the curse of dimensionality, as their cost scales exponentially with the number of inputs.This paper investigates efficient training of parametric data-driven ROMs using sparse grid interpolation with (L)-Leja points, specifically targeting scenarios with higher-dimensional input parameter spaces. (L)-Leja points are nested and exhibit slow growth, resulting in sparse grids with low cardinality in low-to-medium dimensional settings, making them ideal for large-scale, computationally expensive problems. Focusing on gyrokinetic simulations of plasma micro-instabilities in fusion experiments as a representative real-world application, we construct parametric ROMs for the full 5D gyrokinetic distribution function via optimized dynamic mode decomposition (optDMD) and sparse grids based on (L)-Leja points. We perform detailed experiments in two scenarios: First, the Cyclone Base Case benchmark assesses optDMD ROM prediction capabilities beyond training time horizons and across variations in the binormal wave number. Second, for a real-world electron temperature gradient driven micro-instability simulation featuring six input parameters, we demonstrate that an accurate parametric optDMD ROM can be constructed at a cost of only \(28\) high-fidelity gyrokinetic simulations thanks to sparse grids. In the broader context of fusion research, these results demonstrate the potential of sparse grid-based parametric ROMs to enable otherwise intractable many-query tasks.
2025-07-03 LANTERN: A Machine Learning Framework for Lipid Nanoparticle Transfection Efficiency Prediction Asal Mehradfar, Mohammad Shahab Sepehri, Jose Miguel Hernandez-Lobato et.al. 2507.03209
Abstract (click to expand)The discovery of new ionizable lipids for efficient lipid nanoparticle (LNP)-mediated RNA delivery remains a critical bottleneck for RNA-based therapeutics development. Recent advances have highlighted the potential of machine learning (ML) to predict transfection efficiency from molecular structure, enabling high-throughput virtual screening and accelerating lead identification. However, existing approaches are hindered by inadequate data quality, ineffective feature representations, low predictive accuracy, and poor generalizability. Here, we present LANTERN (Lipid nANoparticle Transfection Efficiency pRedictioN), a robust ML framework for predicting transfection efficiency based on ionizable lipid representation. We benchmarked a diverse set of ML models against AGILE, a previously published model developed for transfection prediction. Our results show that combining simpler models with chemically informative features, particularly count-based Morgan fingerprints, outperforms more complex models that rely on internally learned embeddings, such as AGILE. We also show that a multi-layer perceptron trained on a combination of Morgan fingerprints and Expert descriptors achieved the highest performance ( \(\text{R}^2\) = 0.8161, r = 0.9053), significantly exceeding AGILE (\(\text{R}^2\) = 0.2655, r = 0.5488). We show that the models in LANTERN consistently have strong performance across multiple evaluation metrics. Thus, LANTERN offers a robust benchmarking framework for LNP transfection prediction and serves as a valuable tool for accelerating lipid-based RNA delivery systems design.
2025-07-03 Quantifying Cross-Attention Interaction in Transformers for Interpreting TCR-pMHC Binding Jiarui Li, Zixiang Yin, Haley Smith et.al. 2507.03197
Abstract (click to expand)CD8+ "killer" T cells and CD4+ "helper" T cells play a central role in the adaptive immune system by recognizing antigens presented by Major Histocompatibility Complex (pMHC) molecules via T Cell Receptors (TCRs). Modeling binding between T cells and the pMHC complex is fundamental to understanding basic mechanisms of human immune response as well as in developing therapies. While transformer-based models such as TULIP have achieved impressive performance in this domain, their black-box nature precludes interpretability and thus limits a deeper mechanistic understanding of T cell response. Most existing post-hoc explainable AI (XAI) methods are confined to encoder-only, co-attention, or model-specific architectures and cannot handle encoder-decoder transformers used in TCR-pMHC modeling. To address this gap, we propose Quantifying Cross-Attention Interaction (QCAI), a new post-hoc method designed to interpret the cross-attention mechanisms in transformer decoders. Quantitative evaluation is a challenge for XAI methods; we have compiled TCR-XAI, a benchmark consisting of 274 experimentally determined TCR-pMHC structures to serve as ground truth for binding. Using these structures we compute physical distances between relevant amino acid residues in the TCR-pMHC interaction region and evaluate how well our method and others estimate the importance of residues in this region across the dataset. We show that QCAI achieves state-of-the-art performance on both interpretability and prediction accuracy under the TCR-XAI benchmark.
2025-07-03 Mechanics Simulation with Implicit Neural Representations of Complex Geometries Samundra Karki, Ming-Chen Hsu, Adarsh Krishnamurthy et.al. 2507.03087 arXiv admin note: substantial text overlap with arXiv:2503.08724
Abstract (click to expand)Implicit Neural Representations (INRs), characterized by neural network-encoded signed distance fields, provide a powerful means to represent complex geometries continuously and efficiently. While successful in computer vision and generative modeling, integrating INRs into computational analysis workflows, such as finite element simulations, remains underdeveloped. In this work, we propose a computational framework that seamlessly combines INRs with the Shifted Boundary Method (SBM) for high-fidelity linear elasticity simulations without explicit geometry transformations. By directly querying the neural implicit geometry, we obtain the surrogate boundaries and distance vectors essential for SBM, effectively eliminating the meshing step. We demonstrate the efficacy and robustness of our approach through elasticity simulations on complex geometries (Stanford Bunny, Eiffel Tower, gyroids) sourced from triangle soups and point clouds. Our method showcases significant computational advantages and accuracy, underscoring its potential in biomedical, geophysical, and advanced manufacturing applications.
2025-07-03 Constraint-Guided Symbolic Regression for Data-Efficient Kinetic Model Discovery Miguel Ángel de Carvalho Servia, Ilya Orson Sandoval, King Kuok et.al. 2507.02730 27 pages, 8 figures
Abstract (click to expand)The industrialization of catalytic processes hinges on the availability of reliable kinetic models for design, optimization, and control. Traditional mechanistic models demand extensive domain expertise, while many data-driven approaches often lack interpretability and fail to enforce physical consistency. To overcome these limitations, we propose the Physics-Informed Automated Discovery of Kinetics (PI-ADoK) framework. By integrating physical constraints directly into a symbolic regression approach, PI-ADoK narrows the search space and substantially reduces the number of experiments required for model convergence. Additionally, the framework incorporates a robust uncertainty quantification strategy via the Metropolis-Hastings algorithm, which propagates parameter uncertainty to yield credible prediction intervals. Benchmarking our method against conventional approaches across several catalytic case studies demonstrates that PI-ADoK not only enhances model fidelity but also lowers the experimental burden, highlighting its potential for efficient and reliable kinetic model discovery in chemical reaction engineering.
2025-07-03 Imitation and Heterogeneity Shape the Resilience of Community Currency Networks Camilla Ancona, Dora Ricci, Carmela Bernardo et.al. 2507.02678
Abstract (click to expand)Community currency networks are made up of individuals and or companies that share some physical or social characteristics and engage in economic transactions using a virtual currency. This paper investigates the structural and dynamic properties of such mutual credit systems through a case study of Sardex, a community currency initiated and mainly operating in Sardinia, Italy. The transaction network is modeled as a directed weighted graph and analyzed through a graph theoretic framework focused on the analysis of strongly connected components, condensed representations, and behavioral connectivity patterns. Emphasis is placed on understanding the evolution of the network's core and peripheral structures over a three year period, with attention to temporal contraction, flow asymmetries, and structural fragmentation depending on different user types. Our findings reveal persistent deviations from degree based null models and suggest the presence of behavioral imitation, specifically, a user preference for more active peers. We further assess the impact of heterogeneous connections between different type of users, which strengthen the network topology and enhance its resilience.
2025-07-03 Time Resolution Independent Operator Learning Diab W. Abueidda, Mbebo Nonna, Panos Pantidis et.al. 2507.02524
Abstract (click to expand)Accurately learning solution operators for time-dependent partial differential equations (PDEs) from sparse and irregular data remains a challenging task. Recurrent DeepONet extensions inherit the discrete-time limitations of sequence-to-sequence (seq2seq) RNN architectures, while neural-ODE surrogates cannot incorporate new inputs after initialization. We introduce NCDE-DeepONet, a continuous-time operator network that embeds a Neural Controlled Differential Equation (NCDE) in the branch and augments the trunk with explicit space-time coordinates. The NCDE encodes an entire load history as the solution of a controlled ODE driven by a spline-interpolated input path, making the representation input-resolution-independent: it encodes different input signal discretizations of the observed samples. The trunk then probes this latent path at arbitrary spatial locations and times, rendering the overall map output-resolution independent: predictions can be queried on meshes and time steps unseen during training without retraining or interpolation. Benchmarks on transient Poisson, elastodynamic, and thermoelastic problems confirm the robustness and accuracy of the framework, achieving almost instant solution prediction. These findings suggest that controlled dynamics provide a principled and efficient foundation for high-fidelity operator learning in transient mechanics.
2025-07-03 Continual Gradient Low-Rank Projection Fine-Tuning for LLMs Chenxu Wang, Yilin Lyu, Zicheng Sun et.al. 2507.02503 15 pages, 6 figures, accepted by ACL 2025 main
Abstract (click to expand)Continual fine-tuning of Large Language Models (LLMs) is hampered by the trade-off between efficiency and expressiveness. Low-Rank Adaptation (LoRA) offers efficiency but constrains the model's ability to learn new tasks and transfer knowledge due to its low-rank nature and reliance on explicit parameter constraints. We propose GORP (Gradient LOw Rank Projection) for Continual Learning, a novel training strategy that overcomes these limitations by synergistically combining full and low-rank parameters and jointly updating within a unified low-rank gradient subspace. GORP expands the optimization space while preserving efficiency and mitigating catastrophic forgetting. Extensive experiments on continual learning benchmarks demonstrate GORP's superior performance compared to existing state-of-the-art approaches. Code is available at https://github.com/Wcxwcxw/GORP.
2025-07-03 Modeling the Effective Elastic Modulus and Thickness of Corrugated Boards Using Gaussian Process Regression and Expected Hypervolume Improvement Ricardo Fitas et.al. 2507.02208 This is the submitted version of the manuscript entitled "Modeling the Effective Elastic Modulus and Thickness of Corrugated Boards Using Gaussian Process Regression and Expected Hypervolume Improvement." The final version is published in "Lecture Notes in Civil Engineering" (Springer Nature) as part of the OPTARCH 2024 proceedings
Abstract (click to expand)This work aims to model the hypersurface of the effective elastic modulus, \( E_{z, \text{eff}} \), and thickness, \( th_{\text{eff}} \), in corrugated boards. A Latin Hypercube Sampling (LHS) is followed by Gaussian Process Regression (GP), enhanced by EHVI as a multi-objective acquisition function. Accurate modeling of \( E_{z, \text{eff}} \) and \( th_{\text{eff}} \) is critical for optimizing the mechanical properties of corrugated materials in engineering applications. LHS provides an efficient and straightforward approach for an initial sampling of the input space; GP is expected to be able to adapt to the complexity of the response surfaces by incorporating both prediction and uncertainty. Therefore, the next points being generated and evaluated are based on the complexity of the hypersurfaces, and some points, especially those with higher variance, are more exploited and carry more importance. The performance of GP with EHVI is measured by Mean Squared Error (MSE). Prediction of GP resulted in \( \text{MSE}(E_{z, \text{eff}}) = 5.24 \, \text{kPa}^2 \) and \( \text{MSE}(th_{\text{eff}}) = 1 \, \text{mm}^2 \). GP possesses then improved accuracy and adaptability for future applications in structural optimization.
2025-07-02 A Multi-Scale Finite Element Method for Investigating Fiber Remodeling in Hypertrophic Cardiomyopathy Mohammad Mehri, Kenneth S. Campbell, Lik Chuan Lee et.al. 2507.02193
Abstract (click to expand)A significant hallmark of hypertrophic cardiomyopathy (HCM) is fiber disarray, which is associated with various cardiac events such as heart failure. Quantifying fiber disarray remains critical for understanding the disease s complex pathophysiology. This study investigates the role of heterogeneous HCM-induced cellular abnormalities in the development of fiber disarray and their subsequent impact on cardiac pumping function. Fiber disarray is predicted using a stress-based law to reorient myofibers and collagen within a multiscale finite element cardiac modeling framework, MyoFE. Specifically, the model is used to quantify the distinct impacts of heterogeneous distributions of hypercontractility, hypocontractility, and fibrosis on fiber disarray development and examines their effect on functional characteristics of the heart. Our results show that heterogenous cell level abnormalities highly disrupt the normal mechanics of myocardium and lead to significant fiber disarray. The pattern of disarray varies depending on the specific perturbation, offering valuable insights into the progression of HCM. Despite the random distribution of perturbed regions within the cardiac muscle, significantly higher fiber disarray is observed near the epicardium compared to the endocardium across all perturbed left ventricle (LV) models. This regional difference in fiber disarray, irrespective of perturbation severity, aligns with previous DT-MRI studies, highlighting the role of regional myocardial mechanics in the development of fiber disarray. Furthermore, cardiac performance declined in the remodeled LVs, particularly in those with fibrosis and hypocontractility. These findings provide important insights into the structural and functional consequences of HCM and offer a framework for future investigations into therapeutic interventions targeting cardiac remodeling.
2025-07-02 On the Design of Corrugated Boards: A New FEM Modeling and Experimental Validation Ricardo Fitas, Heinz Joachim Schaffrath, Samuel Schabel et.al. 2507.02189
Abstract (click to expand)This study presents a simplified FEM modeling approach suitable for large structures made of corrugated boards, such as customized packages, based on a homogenization method, which is combined with correction factors for internal mechanisms. The homogenization process reduces computational time by transforming flute geometries into equivalent elastic models. In large deformations and in the presence of contact for a given geometry, the effective elastic modulus in the thickness direction, as well as the effective thickness of the structure, are corrected by two statistical Weibull distributions representing the contact and buckling mechanisms in a corrugated board. The Weibull parameters are obtained via experimental analysis, and such a process is then validated. The results demonstrate that the statistical parameters ( \(\beta_1 = 0.14\), \(\beta_2 = 1.31\) ) can be used for the simplistic representation of corrugated boards, being computationally efficient. This research contributes to the optimization of corrugated packaging design, specifically by simplifying FEM models for faster yet equally accurate simulations.
2025-07-01 Discovery of Fatigue Strength Models via Feature Engineering and automated eXplainable Machine Learning applied to the welded Transverse Stiffener Michael A. Kraus, Helen Bartsch et.al. 2507.02005
Abstract (click to expand)This research introduces a unified approach combining Automated Machine Learning (AutoML) with Explainable Artificial Intelligence (XAI) to predict fatigue strength in welded transverse stiffener details. It integrates expert-driven feature engineering with algorithmic feature creation to enhance accuracy and explainability. Based on the extensive fatigue test database regression models - gradient boosting, random forests, and neural networks - were trained using AutoML under three feature schemes: domain-informed, algorithmic, and combined. This allowed a systematic comparison of expert-based versus automated feature selection. Ensemble methods (e.g. CatBoost, LightGBM) delivered top performance. The domain-informed model \(\mathcal M_2\) achieved the best balance: test RMSE \(\approx\) 30.6 MPa and \(R^2 \approx 0.780% over the full \(\Delta \sigma_{c,50\%}\) range, and RMSE \(\approx\) 13.4 MPa and \(R^2 \approx 0.527% within the engineering-relevant 0 - 150 MPa domain. The denser-feature model (\)\mathcal M_3\)) showed minor gains during training but poorer generalization, while the simpler base-feature model (\(\mathcal M_1\)) performed comparably, confirming the robustness of minimalist designs. XAI methods (SHAP and feature importance) identified stress ratio \(R\), stress range \(\Delta \sigma_i\), yield strength \(R_{eH}\) , and post-weld treatment (TIG dressing vs. as-welded) as dominant predictors. Secondary geometric factors - plate width, throat thickness, stiffener height - also significantly affected fatigue life. This framework demonstrates that integrating AutoML with XAI yields accurate, interpretable, and robust fatigue strength models for welded steel structures. It bridges data-driven modeling with engineering validation, enabling AI-assisted design and assessment. Future work will explore probabilistic fatigue life modeling and integration into digital twin environments.
2025-07-02 A modified Levenberg-Marquardt method for estimating the elastic material parameters of polymer waveguides using residuals between autocorrelated frequency responses Dominik Itner, Dmitrij Dreiling, Hauke Gravenkamp et.al. 2507.01706
Abstract (click to expand)In this contribution, we address the estimation of the frequency-dependent elastic parameters of polymers in the ultrasound range, which is formulated as an inverse problem. This inverse problem is implemented as a nonlinear regression-type optimization problem, in which the simulation signals are fitted to the measurement signals. These signals consist of displacement responses in waveguides, focusing on hollow cylindrical geometries to enhance the simulation efficiency. To accelerate the optimization and reduce the number of model evaluations and wait times, we propose two novel methods. First, we introduce an adaptation of the Levenberg-Marquardt method derived from a geometrical interpretation of the least-squares optimization problem. Second, we introduce an improved objective function based on the autocorrelated envelopes of the measurement and simulation signals. Given that this study primarily relies on simulation data to quantify optimization convergence, we aggregate the expected ranges of realistic material parameters and derive their distributions to ensure the reproducibility of optimizations with proper measurements. We demonstrate the effectiveness of our objective function modification and step adaptation for various materials with isotropic material symmetry by comparing them with a state-of-the-art optimization method. In all cases, our method reduces the total number of model evaluations, thereby shortening the time to identify the material parameters.
2025-07-02 Spatially Distributed Wettability Characterization in Porous Media Faisal Aljaberi, Hadi Belhaj, Sajjad Foroughi et.al. 2507.01617
Abstract (click to expand)An enhanced geometric algorithm for automated pore-by-pore contact angle measurement from micro-CT images, is presented that achieves superior accuracy compared to existing methods through robust fluid-fluid and solid-fluid interface extrapolation. Using this high resolution data, we generate spatially distributed contact angle maps that reveal previously hidden wettability heterogeneity. Our analysis of mixed-wet systems demonstrates the severe limitations of averaged metrics: a sample with a mean contact angle of 64.7 degrees, conventionally classified as uniformly weakly water-wet, exhibits 40% of its pore space in the intermediate-wetting regime (70-110 degrees). This heterogeneity explains the presence of minimal surface interfaces and fundamentally different pore-filling mechanisms operating within the same sample. By providing open-source tools for spatially-resolved wettability characterization, this work enables more accurate predictions of multiphase flow behavior in heterogeneous porous materials, essential for optimizing subsurface energy storage and recovery processes.
2025-07-01 Agentic AI in Product Management: A Co-Evolutionary Model Nishant A. Parikh et.al. 2507.01069 41 pages, 2 figures
Abstract (click to expand)This study explores agentic AI's transformative role in product management, proposing a conceptual co-evolutionary framework to guide its integration across the product lifecycle. Agentic AI, characterized by autonomy, goal-driven behavior, and multi-agent collaboration, redefines product managers (PMs) as orchestrators of socio-technical ecosystems. Using systems theory, co-evolutionary theory, and human-AI interaction theory, the framework maps agentic AI capabilities in discovery, scoping, business case development, development, testing, and launch. An integrative review of 70+ sources, including case studies from leading tech firms, highlights PMs' evolving roles in AI orchestration, supervision, and strategic alignment. Findings emphasize mutual adaptation between PMs and AI, requiring skills in AI literacy, governance, and systems thinking. Addressing gaps in traditional frameworks, this study provides a foundation for future research and practical implementation to ensure responsible, effective agentic AI integration in software organizations.
2025-07-02 Ensemble Kalman Filter for Data Assimilation coupled with low-resolution computations techniques applied in Fluid Dynamics Paul Jeanney, Ashton Hetherington, Shady E. Ahmed et.al. 2507.00539 article, 49 pages, 29 figures, 4 tables
Abstract (click to expand)This paper presents an innovative Reduced-Order Model (ROM) for merging experimental and simulation data using Data Assimilation (DA) to estimate the "True" state of a fluid dynamics system, leading to more accurate predictions. Our methodology introduces a novel approach implementing the Ensemble Kalman Filter (EnKF) within a reduced-dimensional framework, grounded in a robust theoretical foundation and applied to fluid dynamics. To address the substantial computational demands of DA, the proposed ROM employs low-resolution (LR) techniques to drastically reduce computational costs. This approach involves downsampling datasets for DA computations, followed by an advanced reconstruction technique based on low-cost Singular Value Decomposition (lcSVD). The lcSVD method, a key innovation in this paper, has never been applied to DA before and offers a highly efficient way to enhance resolution with minimal computational resources. Our results demonstrate significant reductions in both computation time and RAM usage through the LR techniques without compromising the accuracy of the estimations. For instance, in a turbulent test case, the LR approach with a compression rate of 15.9 can achieve a speed-up of 13.7 and a RAM compression of 90.9% while maintaining a low Relative Root Mean Square Error (RRMSE) of 2.6%, compared to 0.8% in the high-resolution (HR) reference. Furthermore, we highlight the effectiveness of the EnKF in estimating and predicting the state of fluid flow systems based on limited observations and low-fidelity numerical data. This paper highlights the potential of the proposed DA method in fluid dynamics applications, particularly for improving computational efficiency in CFD and related fields. Its ability to balance accuracy with low computational and memory costs makes it suitable for large-scale and real-time applications, such as environmental monitoring or aerospace.
2025-06-28 The gradual transformation of inland countries -- human plowing, horse plowing and equity incentives Hongfa Zi, Zhen Liu et.al. 2507.00067 9 pages,2 figures
Abstract (click to expand)Many modern countries have not learned their lessons and often hope for the wisdom of later generations, resulting in them only possessing modern technology and difficult to iterate ancient civilizations. At present, there is no way to tell how we should learn from history and promote the gradual upgrading of civilization. Therefore, we must tell the history of civilization's progress and the means of governance, learn from experience to improve the comprehensive strength and survival ability of civilization, and achieve an optimal solution for the tempering brought by conflicts and the reduction of internal conflicts. Firstly, we must follow the footsteps of history and explore the reasons for the long-term stability of each country in conflict, including providing economic benefits to the people and means of suppressing them; then, use mathematical methods to demonstrate how we can achieve the optimal solution at the current stage. After analysis, we can conclude that the civilization transformed from human plowing to horse plowing can easily suppress the resistance of the people and provide them with the ability to resist; The selection of rulers should consider multiple institutional aspects, such as exams, elections, and drawing lots; Economic development follows a lognormal distribution and can be adjusted by expected value and variance. Using a lognormal distribution with the maximum value to divide equity can adjust the wealth gap.
2025-06-30 Validation of AI-Based 3D Human Pose Estimation in a Cyber-Physical Environment Lisa Marie Otto, Michael Kaiser, Daniel Seebacher et.al. 2506.23739 6 pages, 5 figures, Preprint for 2025 IEEE IAVVC (International Automated Vehicle Validation Conference)
Abstract (click to expand)Ensuring safe and realistic interactions between automated driving systems and vulnerable road users (VRUs) in urban environments requires advanced testing methodologies. This paper presents a test environment that combines a Vehiclein-the-Loop (ViL) test bench with a motion laboratory, demonstrating the feasibility of cyber-physical (CP) testing of vehicle-pedestrian and vehicle-cyclist interactions. Building upon previous work focused on pedestrian localization, we further validate a human pose estimation (HPE) approach through a comparative analysis of real-world (RW) and virtual representations of VRUs. The study examines the perception of full-body motion using a commercial monocular camera-based 3Dskeletal detection AI. The virtual scene is generated in Unreal Engine 5, where VRUs are animated in real time and projected onto a screen to stimulate the camera. The proposed stimulation technique ensures the correct perspective, enabling realistic vehicle perception. To assess the accuracy and consistency of HPE across RW and CP domains, we analyze the reliability of detections as well as variations in movement trajectories and joint estimation stability. The validation includes dynamic test scenarios where human avatars, both walking and cycling, are monitored under controlled conditions. Our results show a strong alignment in HPE between RW and CP test conditions for stable motion patterns, while notable inaccuracies persist under dynamic movements and occlusions, particularly for complex cyclist postures. These findings contribute to refining CP testing approaches for evaluating next-generation AI-based vehicle perception and to enhancing interaction models of automated vehicles and VRUs in CP environments.
2025-06-30 Immersive Technologies in Training and Healthcare: From Space Missions to Psychophysiological Research Barbara Karpowicz, Maciej Grzeszczuk, Adam Kuzdraliński et.al. 2506.23545 8 pages, 1 figure
Abstract (click to expand)Virtual, Augmented, and eXtended Reality (VR/AR/XR) technologies are increasingly recognized for their applications in training, diagnostics, and psychological research, particularly in high-risk and highly regulated environments. In this panel we discuss how immersive systems enhance human performance across multiple domains, including clinical psychology, space exploration, and medical education. In psychological research and training, XR can offer a controlled yet ecologically valid setting for measuring cognitive and affective processes. In space exploration, we discuss the development of VR-based astronaut training and diagnostic systems, allowing astronauts to perform real-time health assessments. In medical education and rehabilitation, we cover procedural training and patient engagement. From virtual surgical simulations to gamified rehabilitation exercises, immersive environments enhance both learning outcomes and treatment adherence.
2025-06-29 Data-Driven Multiscale Topology Optimization of Soft Functionally Graded Materials with Large Deformations Shiguang Deng, Horacio D. Espinosa, Wei Chen et.al. 2506.23422
Abstract (click to expand)Functionally Graded Materials (FGMs) made of soft constituents have emerged as promising material-structure systems in potential applications across many engineering disciplines, such as soft robots, actuators, energy harvesting, and tissue engineering. Designing such systems remains challenging due to their multiscale architectures, multiple material phases, and inherent material and geometric nonlinearities. The focus of this paper is to propose a general topology optimization framework that automates the design innovation of multiscale soft FGMs exhibiting nonlinear material behaviors under large deformations. Our proposed topology optimization framework integrates several key innovations: (1) a novel microstructure reconstruction algorithm that generates composite architecture materials from a reduced design space using physically interpretable parameters; (2) a new material homogenization approach that estimates effective properties by combining the stored energy functions of multiple soft constituents; (3) a neural network-based topology optimization that incorporates data-driven material surrogates to enable bottom-up, simultaneous optimization of material and structure; and (4) a generic nonlinear sensitivity analysis technique that computes design sensitivities numerically without requiring explicit gradient derivation. To enhance the convergence of the nonlinear equilibrium equations amid topology optimization, we introduce an energy interpolation scheme and employ a Newton-Raphson solver with adaptive step sizes and convergence criteria. Numerical experiments show that the proposed framework produces distinct topological designs, different from those obtained under linear elasticity, with spatially varying microstructures.
2025-06-29 Data-Driven Multiscale Topology Optimization of Spinodoid Architected Materials with Controllable Anisotropy Shiguang Deng, Doksoo Lee, Aaditya Chandrasekhar et.al. 2506.23420
Abstract (click to expand)Spinodoid architected materials have drawn significant attention due to their unique nature in stochasticity, aperiodicity, and bi-continuity. Compared to classic periodic truss-, beam- and plate-based lattice architectures, spinodoids are insensitive to manufacturing defects, scalable for high throughput production, functionally graded by tunable local properties, and material failure resistant due to low-curvature morphology. However, the design of spinodoids is often hindered by the curse of dimensionality with extremely large design space of spinodoid types, material density, orientation, continuity, and anisotropy. From a design optimization perspective, while genetic algorithms are often beyond the reach of computing capacity, gradient-based topology optimization is challenged by the intricate mathematical derivation of gradient fields with respect to various spinodoid parameters. To address such challenges, we propose a data-driven multiscale topology optimization framework. Our framework reformulates the design variables of spinodoid materials as the parameters of neural networks, enabling automated computation of topological gradients. Additionally, it incorporates a Gaussian Process surrogate for spinodoid constitutive models, eliminating the need for repeated computational homogenization and enhancing the scalability of multiscale topology optimization. Compared to 'black-box' deep learning approaches, the proposed framework provides clear physical insights into material distribution. It explicitly reveals why anisotropic spinodoids with tailored orientations are favored in certain regions, while isotropic spinodoids are more suitable elsewhere. This interpretability helps to bridge the gap between data-driven design with mechanistic understanding.
2025-06-28 Towards a better approach to the Vehicle Routing Problem Souad Abdoune, Menouar Boulif et.al. 2506.23028 22 pages, 21 figures
Abstract (click to expand)The Vehicle Routing Problem (VRP) is a fundamental challenge in logistics management research, given its substantial influence on transportation efficiency, cost minimization, and service quality. As a combinatorial optimization problem, VRP plays a crucial role in a wide range of real world applications, particularly in transportation, logistics, and delivery systems, due to its diverse formulations and numerous extensions. Over the years, researchers have introduced various VRP variants to address specific operational constraints, emerging industry requirements and optimize specific objectives, making it one of the most extensively studied problems in operations research. This article provides a comprehensive overview of VRP by exploring its theoretical foundations, discussing the limitations of its classical model, and introducing its key extensions. By systematically reviewing the diverse constraints, objectives, and variants examined in recent literature, this study aims to contribute to a deeper understanding of VRP while highlighting its ongoing evolution and relevance in modern optimization and decision making processes.
2025-06-28 SparStencil: Retargeting Sparse Tensor Cores to Scientific Stencil Computations via Structured Sparsity Transformation Qi Li, Kun Li, Haozhi Han et.al. 2506.22969 Accepted to SC'25 (June 3, 2025). This work was previously submitted to ISCA'25 (Nov 22, 2024) and substantially revised based on feedback
Abstract (click to expand)Sparse Tensor Cores offer exceptional performance gains for AI workloads by exploiting structured 2:4 sparsity. However, their potential remains untapped for core scientific workloads such as stencil computations, which exhibit irregular sparsity patterns.This paper presents SparStencil, the first system to retarget sparse TCUs for scientific stencil computations through structured sparsity transformation. SparStencil introduces three key techniques: (1) Adaptive Layout Morphing, which restructures stencil patterns into staircase-aligned sparse matrices via a flatten-and-crush pipeline; (2) Structured Sparsity Conversion, which formulates transformation as a graph matching problem to ensure compatibility with 2:4 sparsity constraints; (3) Automatic Kernel Generation, which compiles transformed stencils into optimized sparse MMA kernels via layout search and table-driven memory mapping. Evaluated on 79 stencil kernels spanning diverse scientific domains, SparStencil achieves up to 7.1x speedup (3.1x on average) over state-of-the-art framework while reducing code complexity and matching or exceeding expert-tuned performance in both compute throughput and memory efficiency.
2025-06-28 Feasibility of spectral-element modeling of wave propagation through the anatomy of marine mammals Carlos García A., Vladimiro Boselli, Aida Hejazi Nooghabi et.al. 2506.22944
Abstract (click to expand)This study introduces the first 3D spectral-element method (SEM) simulation of ultrasonic wave propagation in a bottlenose dolphin (Tursiops truncatus) head. Unlike traditional finite-element methods (FEM), which struggle with high-frequency simulations due to costly linear-system inversions and slower convergence, SEM offers exponential convergence and efficient parallel computation. Using Computed Tomography (CT) scan data, we developed a detailed hexahedral mesh capturing complex anatomical features, such as acoustic fats and jaws. Our simulations of plane and spherical waves confirm SEM's effectiveness for ultrasonic time-domain modeling. This approach opens new avenues for marine biology, contributing to research in echolocation, the impacts of anthropogenic marine noise pollution and the biophysics of hearing and click generation in marine mammals. By overcoming FEM's limitations, SEM provides a powerful scalable tool to test hypotheses about dolphin bioacoustics, with significant implications for conservation and understanding marine mammal auditory systems under increasing environmental challenges.
2025-06-28 Improved design of an active landing gear for a passenger aircraft using multi-objective optimization technique Milad Zarchi, Behrooz Attaran et.al. 2506.22870 21 pages, 24 Figures,
Abstract (click to expand)The landing gear system is a major aircraft subsystem that must withstand extreme forces during ground maneuvers and absorb vibrations. While traditional systems perform well under normal conditions, their efficiency drops under varying landing and runway scenarios. This study addresses this issue by simultaneously optimizing controller coefficients, parameters of a nonlinear hydraulic actuator integrated into the traditional shock absorber, and a vibration absorber using a bee-inspired multi-objective algorithm. To demonstrate adaptability, the paper includes sensitivity analysis for three-point landings affected by added payload and touchdown speed, and robustness analysis for one- and two-point landings under emergency wind conditions. The dynamic flight equations of an Airbus A320-200 during landing are derived and solved numerically. Results show that the active shock absorber system, optimized via two bee-based algorithms, outperforms the passive system in reducing bounce and pitch displacements and momenta, suspension travel, and impact force in both time and frequency domains. This leads to significantly improved passenger comfort and potentially longer structural fatigue life, demonstrating industrial applicability.
2025-06-27 CAD-Integrated Electrostatic Boundary Element Simulations with Non-Conforming Higher-Order Meshes Benjamin Marussig, Jürgen Zechner, Thomas Rüberg et.al. 2506.22676
Abstract (click to expand)We present a design through analysis workflow that enables virtual prototyping of electric devices. A CAD plugin establishes the interaction between design and analysis, allowing the preparation of analysis models and the visualization of its results within the design environment. The simulations utilize a fast boundary element method (BEM) that allows for non-conforming and higher-order meshes. Our numerical experiments investigate the accuracy of the approach and its sensitivity to the initial CAD representation. Overall, the workflow enables a close link between design and analysis, where the non-conforming higher-order BEM approach provides accurate results and significantly simplifies the interaction.
2025-06-26 Exploring Artificial Intelligence Tutor Teammate Adaptability to Harness Discovery Curiosity and Promote Learning in the Context of Interactive Molecular Dynamics Mustafa Demir, Jacob Miratsky, Jonathan Nguyen et.al. 2506.22520
Abstract (click to expand)This study examines the impact of an Artificial Intelligence tutor teammate (AI) on student curiosity-driven engagement and learning effectiveness during Interactive Molecular Dynamics (IMD) tasks on the Visual Molecular Dynamics platform. It explores the role of the AI's curiosity-triggering and response behaviors in stimulating and sustaining student curiosity, affecting the frequency and complexity of student-initiated questions. The study further assesses how AI interventions shape student engagement, foster discovery curiosity, and enhance team performance within the IMD learning environment. Using a Wizard-of-Oz paradigm, a human experimenter dynamically adjusts the AI tutor teammate's behavior through a large language model. By employing a mixed-methods exploratory design, a total of 11 high school students participated in four IMD tasks that involved molecular visualization and calculations, which increased in complexity over a 60-minute period. Team performance was evaluated through real-time observation and recordings, whereas team communication was measured by question complexity and AI's curiosity-triggering and response behaviors. Cross Recurrence Quantification Analysis (CRQA) metrics reflected structural alignment in coordination and were linked to communication behaviors. High-performing teams exhibited superior task completion, deeper understanding, and increased engagement. Advanced questions were associated with AI curiosity-triggering, indicating heightened engagement and cognitive complexity. CRQA metrics highlighted dynamic synchronization in student-AI interactions, emphasizing structured yet adaptive engagement to promote curiosity. These proof-of-concept findings suggest that the AI's dual role as a teammate and educator indicates its capacity to provide adaptive feedback, sustaining engagement and epistemic curiosity.
2025-06-27 StructMG: A Fast and Scalable Structured Algebraic Multigrid Yi Zong, Peinan Yu, Haopeng Huang et.al. 2506.21932
Abstract (click to expand)Parallel multigrid is widely used as preconditioners in solving large-scale sparse linear systems. However, the current multigrid library still needs more satisfactory performance for structured grid problems regarding speed and scalability. Based on the classical 'multigrid seesaw', we derive three necessary principles for an efficient structured multigrid, which instructs our design and implementation of StructMG, a fast and scalable algebraic multigrid that constructs hierarchical grids automatically. As a preconditioner, StructMG can achieve both low cost per iteration and good convergence when solving large-scale linear systems with iterative methods in parallel. A stencil-based triple-matrix product via symbolic derivation and code generation is proposed for multi-dimensional Galerkin coarsening to reduce grid complexity, operator complexity, and implementation effort. A unified parallel framework of sparse triangular solver is presented to achieve fast convergence and high parallel efficiency for smoothers, including dependence-preserving Gauss-Seidel and incomplete LU methods. Idealized and real-world problems from radiation hydrodynamics, petroleum reservoir simulation, numerical weather prediction, and solid mechanics, are evaluated on ARM and X86 platforms to show StructMG's effectiveness. In comparison to \textit{hypre}'s structured and general multigrid preconditioners, StructMG achieves the fastest time-to-solutions in all cases with average speedups of 15.5x, 5.5x, 6.7x, 7.3x over SMG, PFMG, SysPFMG, and BoomerAMG, respectively. StructMG also significantly improves strong and weak scaling efficiencies.
2025-06-27 A Deep Learning Algorithm Based on CNN-LSTM Framework for Predicting Cancer Drug Sales Volume Yinghan Li, Yilin Yao, Junghua Lin et.al. 2506.21927
Abstract (click to expand)This study explores the application potential of a deep learning model based on the CNN-LSTM framework in forecasting the sales volume of cancer drugs, with a focus on modeling complex time series data. As advancements in medical technology and cancer treatment continue, the demand for oncology medications is steadily increasing. Accurate forecasting of cancer drug sales plays a critical role in optimizing production planning, supply chain management, and healthcare policy formulation. The dataset used in this research comprises quarterly sales records of a specific cancer drug in Egypt from 2015 to 2024, including multidimensional information such as date, drug type, pharmaceutical company, price, sales volume, effectiveness, and drug classification. To improve prediction accuracy, a hybrid deep learning model combining Convolutional Neural Networks (CNN) and Long Short-Term Memory (LSTM) networks is employed. The CNN component is responsible for extracting local temporal features from the sales data, while the LSTM component captures long-term dependencies and trends. Model performance is evaluated using two widely adopted metrics: Mean Squared Error (MSE) and Root Mean Squared Error (RMSE). The results demonstrate that the CNN-LSTM model performs well on the test set, achieving an MSE of 1.150 and an RMSE of 1.072, indicating its effectiveness in handling nonlinear and volatile sales data. This research provides theoretical and technical support for data-driven decision-making in pharmaceutical marketing and healthcare resource planning.
2025-06-27 Model-free Forecasting of Rogue Waves using Reservoir Computing Abrari Noor Hasmi, Hadi Susanto et.al. 2506.21918 26 pages 14 figures. To appear Communications in Nonlinear Science and Numerical Simulation (CNSNS), 2025 , 109087
Abstract (click to expand)Recent research has demonstrated Reservoir Computing's capability to model various chaotic dynamical systems, yet its application to Hamiltonian systems remains relatively unexplored. This paper investigates the effectiveness of Reservoir Computing in capturing rogue wave dynamics from the nonlinear Schr\"{o}dinger equation, a challenging Hamiltonian system with modulation instability. The model-free approach learns from breather simulations with five unstable modes. A properly tuned parallel Echo State Network can predict dynamics from two distinct testing datasets. The first set is a continuation of the training data, whereas the second set involves a higher-order breather. An investigation of the one-step prediction capability shows remarkable agreement between the testing data and the models. Furthermore, we show that the trained reservoir can predict the propagation of rogue waves over a relatively long prediction horizon, despite facing unseen dynamics. Finally, we introduce a method to significantly improve the Reservoir Computing prediction in autonomous mode, enhancing its long-term forecasting ability. These results advance the application of Reservoir Computing to spatio-temporal Hamiltonian systems and highlight the critical importance of phase space coverage in the design of training data.
2025-06-26 Storm Surge in Color: RGB-Encoded Physics-Aware Deep Learning for Storm Surge Forecasting Jinpai Zhao, Albert Cerrone, Eirik Valseth et.al. 2506.21743
Abstract (click to expand)Storm surge forecasting plays a crucial role in coastal disaster preparedness, yet existing machine learning approaches often suffer from limited spatial resolution, reliance on coastal station data, and poor generalization. Moreover, many prior models operate directly on unstructured spatial data, making them incompatible with modern deep learning architectures. In this work, we introduce a novel approach that projects unstructured water elevation fields onto structured Red Green Blue (RGB)-encoded image representations, enabling the application of Convolutional Long Short Term Memory (ConvLSTM) networks for end-to-end spatiotemporal surge forecasting. Our model further integrates ground-truth wind fields as dynamic conditioning signals and topo-bathymetry as a static input, capturing physically meaningful drivers of surge evolution. Evaluated on a large-scale dataset of synthetic storms in the Gulf of Mexico, our method demonstrates robust 48-hour forecasting performance across multiple regions along the Texas coast and exhibits strong spatial extensibility to other coastal areas. By combining structured representation, physically grounded forcings, and scalable deep learning, this study advances the frontier of storm surge forecasting in usability, adaptability, and interpretability.
2025-06-26 Counterfactual Voting Adjustment for Quality Assessment and Fairer Voting in Online Platforms with Helpfulness Evaluation Chang Liu, Yixin Wang, Moontae Lee et.al. 2506.21362
Abstract (click to expand)Efficient access to high-quality information is vital for online platforms. To promote more useful information, users not only create new content but also evaluate existing content, often through helpfulness voting. Although aggregated votes help service providers rank their user content, these votes are often biased by disparate accessibility per position and the cascaded influence of prior votes. For a fairer assessment of information quality, we propose the Counterfactual Voting Adjustment (CVA), a causal framework that accounts for the context in which individual votes are cast. Through preliminary and semi-synthetic experiments, we show that CVA effectively models the position and herding biases, accurately recovering the predefined content quality. In a real experiment, we demonstrate that reranking content based on the learned quality by CVA exhibits stronger alignment with both user sentiment and quality evaluation assessed by GPT-4o, outperforming system rankings based on aggregated votes and model-based rerankings without causal inference. Beyond the individual quality inference, our embeddings offer comparative insights into the behavioral dynamics of expert user groups across 120 major StackExchange communities.
2025-06-26 Institutional Noise, Strategic Deviation, and Intertemporal Collapse: A Formal Model of Miner Behaviour under Protocol Uncertainty Craig Steven Wright et.al. 2506.20992 40 pages, submitted to QJAE
Abstract (click to expand)This paper develops a formal game-theoretic model to examine how protocol mutability disrupts cooperative mining behaviour in blockchain systems. Using a repeated game framework with stochastic rule shocks, we show that even minor uncertainty in institutional rules increases time preference and induces strategic deviation. Fixed-rule environments support long-term investment and stable equilibrium strategies; in contrast, mutable protocols lead to short-termism, higher discounting, and collapse of coordinated engagement. Simulation results identify instability zones in the parameter space where rational mining gives way to extractive or arbitrage conduct. These findings support an Austrian economic interpretation: calculability requires rule stability. Institutional noise undermines the informational basis for productive action. We conclude that protocol design must be treated as a constitutional economic constraint, not a discretionary variable, if sustainable cooperation is to emerge in decentralised systems.
2025-06-26 LLM-guided Chemical Process Optimization with a Multi-Agent Approach Tong Zeng, Srivathsan Badrinarayanan, Janghoon Ock et.al. 2506.20921 16 pages (main manuscript without references), 2 figures
Abstract (click to expand)Chemical process optimization is crucial to maximize production efficiency and economic performance. Traditional methods, including gradient-based solvers, evolutionary algorithms, and parameter grid searches, become impractical when operating constraints are ill-defined or unavailable, requiring engineers to rely on subjective heuristics to estimate feasible parameter ranges. To address this constraint definition bottleneck, we present a multi-agent framework of large language model (LLM) agents that autonomously infer operating constraints from minimal process descriptions, then collaboratively guide optimization using the inferred constraints. Our AutoGen-based agentic framework employs OpenAI's o3 model, with specialized agents for constraint generation, parameter validation, simulation execution, and optimization guidance. Through two phases - autonomous constraint generation using embedded domain knowledge, followed by iterative multi-agent optimization - the framework eliminates the need for predefined operational bounds. Validated on the hydrodealkylation process across cost, yield, and yield-to-cost ratio metrics, the framework demonstrated competitive performance with conventional optimization methods while achieving better computational efficiency, requiring fewer iterations to converge. Our approach converged in under 20 minutes, achieving a 31-fold speedup over grid search. Beyond computational efficiency, the framework's reasoning-guided search demonstrates sophisticated process understanding, correctly identifying utility trade-offs, and applying domain-informed heuristics. This approach shows significant potential for optimization scenarios where operational constraints are poorly characterized or unavailable, particularly for emerging processes and retrofit applications.
2025-06-25 Multicontinuum Homogenization for Poroelasticity Model Dmitry Ammosov, Mohammed Al-Kobaisi, Yalchin Efendiev et.al. 2506.20890
Abstract (click to expand)In this paper, we derive multicontinuum poroelasticity models using the multicontinuum homogenization method. Poroelasticity models are widely used in many areas of science and engineering to describe coupled flow and mechanics processes in porous media. However, in many applications, the properties of poroelastic media possess high contrast, presenting serious computational challenges. It is well known that standard homogenization approaches often fail to give an accurate solution due to the lack of macroscopic parameters. Multicontinuum approaches allow us to consider such cases by defining several average states known as continua. In the field of poroelasticity, multiple-network models arising from the multiple porous media theory are representatives of these approaches. In this work, we extend previous findings by deriving the generalized multicontinuum poroelasticity model. We apply the recently developed multicontinuum homogenization method and provide a rigorous derivation of multicontinuum equations. For this purpose, we formulate coupled constraint cell problems in oversampled regions to consider different homogenized effects. Then, we obtain a multicontinuum expansion of the fine-scale fields and derive the multicontinuum model supposing the smoothness of macroscopic variables. We present the most general version of equations and the simplified ones based on our numerical experiments. Numerical results are presented for different heterogeneous media cases and demonstrate the high accuracy of our proposed multicontinuum models.
2025-06-25 MultiFinRAG: An Optimized Multimodal Retrieval-Augmented Generation (RAG) Framework for Financial Question Answering Chinmay Gondhalekar, Urjitkumar Patel, Fang-Chun Yeh et.al. 2506.20821 Preprint Copy
Abstract (click to expand)Financial documents--such as 10-Ks, 10-Qs, and investor presentations--span hundreds of pages and combine diverse modalities, including dense narrative text, structured tables, and complex figures. Answering questions over such content often requires joint reasoning across modalities, which strains traditional large language models (LLMs) and retrieval-augmented generation (RAG) pipelines due to token limitations, layout loss, and fragmented cross-modal context. We introduce MultiFinRAG, a retrieval-augmented generation framework purpose-built for financial QA. MultiFinRAG first performs multimodal extraction by grouping table and figure images into batches and sending them to a lightweight, quantized open-source multimodal LLM, which produces both structured JSON outputs and concise textual summaries. These outputs, along with narrative text, are embedded and indexed with modality-aware similarity thresholds for precise retrieval. A tiered fallback strategy then dynamically escalates from text-only to text+table+image contexts when necessary, enabling cross-modal reasoning while reducing irrelevant context. Despite running on commodity hardware, MultiFinRAG achieves 19 percentage points higher accuracy than ChatGPT-4o (free-tier) on complex financial QA tasks involving text, tables, images, and combined multimodal reasoning.
2025-06-25 A Hereditary Integral, Transient Network Approach to Modeling Permanent Set and Viscoelastic Response in Polymers Stephen T. Castonguay, Joshua B. Fernandes, Michael A. Puso et.al. 2506.20773
Abstract (click to expand)An efficient numerical framework is presented for modeling viscoelasticity and permanent set of polymers. It is based on the hereditary integral form of transient network theory, in which polymer chains belong to distinct networks each with different natural equilibrium states. Chains continually detach from previously formed networks and reattach to new networks in a state of zero stress. The free energy of these networks is given in terms of the deformation gradient relative to the configuration at which the network was born. A decomposition of the kernel for various free energies allows for a recurrence relationship to be established, bypassing the need to integrate over all time history. The technique is established for both highly compressible and nearly incompressible materials through the use of neo-Hookean, Blatz-Ko, Yeoh, and Ogden-Hill material models. Multiple examples are presented showing the ability to handle rate-dependent response and residual strains under complex loading histories.
2025-06-25 A generalised framework for phase field-based modelling of coupled problems: application to thermo-mechanical fracture, hydraulic fracture, hydrogen embrittlement and corrosion Y. Navidtehrani, C. Betegón, E. Martínez-Pañeda et.al. 2506.20763
Abstract (click to expand)We present a novel, generalised formulation to treat coupled structural integrity problems by combining phase field and multi-physics modelling. The approach exploits the versatility of the heat transfer equation and is therefore well suited to be adopted in commercial finite element packages, requiring only integration point-level implementation. This aspect is demonstrated here by implementing coupled, multi-variable phenomena through simple \texttt{UMAT} and \texttt{UMATHT} subroutines in the finite element package \texttt{Abaqus}. The generalised theoretical and computational framework presented is particularised to four problems of engineering and scientific relevance: thermo-mechanical fracture, hydraulic fracture, hydrogen-assisted cracking and metallic corrosion. 2D and 3D problems are considered. The results reveal a very good agreement with experimental data, and existing numerical and analytical solutions.The user subroutines developed are made freely available at https://mechmat.web.ox.ac.uk/codes.
2025-06-25 Pull-off strength of mushroom-shaped fibrils adhered to rigid substrates C. Betegón, C. Rodríguez, E. Martínez-Pañeda et.al. 2506.20745
Abstract (click to expand)The exceptional adhesion properties of biological fibrillar structures -- such as those found in geckos -- have inspired the development of synthetic adhesive surfaces. Among these, mushroom-shaped fibrils have demonstrated superior pull-off strength compared to other geometries. In this study, we employ a computational approach based on a Dugdale cohesive zone model to analyze the detachment behavior of these fibrils when adhered to a rigid substrate. The results provide complete pull-off curves, revealing that the separation process is inherently unstable under load control, regardless of whether detachment initiates at the fibril edge or center. Our findings show that fibrils with a wide, thin mushroom cap effectively reduce stress concentrations and promote central detachment, leading to enhanced adhesion. However, detachment from the center is not observed in all geometries, whereas edge detachment can occur under certain conditions in all cases. Additionally, we investigate the impact of adhesion defects at the fibril center, showing that they can significantly reduce pull-off strength, particularly at high values of the dimensionless parameter \c{hi}. These insights contribute to the optimization of bio-inspired adhesives and microstructured surfaces for various engineering applications.
2025-06-25 A Survey of AI for Materials Science: Foundation Models, LLM Agents, Datasets, and Tools Minh-Hao Van, Prateek Verma, Chen Zhao et.al. 2506.20743
Abstract (click to expand)Foundation models (FMs) are catalyzing a transformative shift in materials science (MatSci) by enabling scalable, general-purpose, and multimodal AI systems for scientific discovery. Unlike traditional machine learning models, which are typically narrow in scope and require task-specific engineering, FMs offer cross-domain generalization and exhibit emergent capabilities. Their versatility is especially well-suited to materials science, where research challenges span diverse data types and scales. This survey provides a comprehensive overview of foundation models, agentic systems, datasets, and computational tools supporting this growing field. We introduce a task-driven taxonomy encompassing six broad application areas: data extraction, interpretation and Q\&A; atomistic simulation; property prediction; materials structure, design and discovery; process planning, discovery, and optimization; and multiscale modeling. We discuss recent advances in both unimodal and multimodal FMs, as well as emerging large language model (LLM) agents. Furthermore, we review standardized datasets, open-source tools, and autonomous experimental platforms that collectively fuel the development and integration of FMs into research workflows. We assess the early successes of foundation models and identify persistent limitations, including challenges in generalizability, interpretability, data imbalance, safety concerns, and limited multimodal fusion. Finally, we articulate future research directions centered on scalable pretraining, continual learning, data governance, and trustworthiness.
2025-06-25 Opinion Dynamics with Highly Oscillating Opinions Víctor A. Vargas-Pérez, Jesús Giráldez-Cru, Oscar Cordón et.al. 2506.20472
Abstract (click to expand)Opinion Dynamics (OD) models are a particular case of Agent-Based Models in which the evolution of opinions within a population is studied. In most OD models, opinions evolve as a consequence of interactions between agents, and the opinion fusion rule defines how those opinions are updated. In consequence, despite being simplistic, OD models provide an explainable and interpretable mechanism for understanding the underlying dynamics of opinion evolution. Unfortunately, existing OD models mainly focus on explaining the evolution of (usually synthetic) opinions towards consensus, fragmentation, or polarization, but they usually fail to analyze scenarios of (real-world) highly oscillating opinions. This work overcomes this limitation by studying the ability of several OD models to reproduce highly oscillating dynamics. To this end, we formulate an optimization problem which is further solved using Evolutionary Algorithms, providing both quantitative results on the performance of the optimization and qualitative interpretations on the obtained results. Our experiments on a real-world opinion dataset about immigration from the monthly barometer of the Spanish Sociological Research Center show that the ATBCR, based on both rational and emotional mechanisms of opinion update, is the most accurate OD model for capturing highly oscillating opinions.
2025-06-25 A Visualization Framework for Exploring Multi-Agent-Based Simulations Case Study of an Electric Vehicle Home Charging Ecosystem Kristoffer Christensen, Bo Nørregaard Jørgensen, Zheng Grace Ma et.al. 2506.20400
Abstract (click to expand)Multi-agent-based simulations (MABS) of electric vehicle (EV) home charging ecosystems generate large, complex, and stochastic time-series datasets that capture interactions between households, grid infrastructure, and energy markets. These interactions can lead to unexpected system-level events, such as transformer overloads or consumer dissatisfaction, that are difficult to detect and explain through static post-processing. This paper presents a modular, Python-based dashboard framework, built using Dash by Plotly, that enables efficient, multi-level exploration and root-cause analysis of emergent behavior in MABS outputs. The system features three coordinated views (System Overview, System Analysis, and Consumer Analysis), each offering high-resolution visualizations such as time-series plots, spatial heatmaps, and agent-specific drill-down tools. A case study simulating full EV adoption with smart charging in a Danish residential network demonstrates how the dashboard supports rapid identification and contextual explanation of anomalies, including clustered transformer overloads and time-dependent charging failures. The framework facilitates actionable insight generation for researchers and distribution system operators, and its architecture is adaptable to other distributed energy resources and complex energy systems.
2025-06-25 Ten simple rules for PIs to integrate Research Software Engineering into their research group Stuart M. Allen, Neil Chue Hong, Stephan Druskat et.al. 2506.20217 10 pages, submitted to PLOS Computational Biology
Abstract (click to expand)Research Software Engineering (RSEng) is a key success factor in producing high-quality research software, which in turn enables and improves research outcomes. However, as a principal investigator or leader of a research group you may not know what RSEng is, where to get started with it, or how to use it to maximize its benefit for your research. RSEng also often comes with technical complexity, and therefore reduced accessibility to some researchers. The ten simple rules presented in this paper aim to improve the accessibility of RSEng, and provide practical and actionable advice to PIs and leaders for integrating RSEng into their research group. By following these rules, readers can improve the quality, reproducibility, and trustworthiness of their research software, ultimately leading to better, more reproducible and more trustworthy research outcomes.
2025-06-25 Developing Artificial Mechanics Intuitions from Extremely Small Data Jingruo Peng, Shuze Zhu et.al. 2506.20148
Abstract (click to expand)Humans can possess good mechanics intuitions by learning from a few examples, which leads to the question of how to develop artificial mechanics intuitions that can be learned from small data, as we are eagerly entering the era of artificial intelligence. We propose in this Letter the sample-switchable training method, which successfully develops highly-accurate artificial mechanics intuitions that can master brachistochrone problem, catenary problem, and large nonlinear deformation problem of elastic plate by learning from no more than three samples. The model's intuitive prediction ability increases nonlinearly with respect to the number of training samples, suggesting that superb mechanics intuitions can be in-principle achieved based on a finite number of samples, reflecting how human brains form good mechanics intuitions just by learning a few cases. Our current work presents an alternative perspective for educating artificial intelligence capable of intuitively understand and predict how materials deform and move, a scenario that has been frequently seen in Science-Fiction movies.
2025-06-25 DiT-SGCR: Directed Temporal Structural Representation with Global-Cluster Awareness for Ethereum Malicious Account Detection Ye Tian, Liangliang Song, Peng Qian et.al. 2506.20123
Abstract (click to expand)The detection of malicious accounts on Ethereum - the preeminent DeFi platform - is critical for protecting digital assets and maintaining trust in decentralized finance. Recent advances highlight that temporal transaction evolution reveals more attack signatures than static graphs. However, current methods either fail to model continuous transaction dynamics or incur high computational costs that limit scalability to large-scale transaction networks. Furthermore, current methods fail to consider two higher-order behavioral fingerprints: (1) direction in temporal transaction flows, which encodes money movement trajectories, and (2) account clustering, which reveals coordinated behavior of organized malicious collectives. To address these challenges, we propose DiT-SGCR, an unsupervised graph encoder for malicious account detection. Specifically, DiT-SGCR employs directional temporal aggregation to capture dynamic account interactions, then coupled with differentiable clustering and graph Laplacian regularization to generate high-quality, low-dimensional embeddings. Our approach simultaneously encodes directional temporal dynamics, global topology, and cluster-specific behavioral patterns, thereby enhancing the discriminability and robustness of account representations. Furthermore, DiT-SGCR bypasses conventional graph propagation mechanisms, yielding significant scalability advantages. Extensive experiments on three datasets demonstrate that DiT-SGCR consistently outperforms state-of-the-art methods across all benchmarks, achieving F1-score improvements ranging from 3.62% to 10.83%.
2025-06-24 A modular and extensible library for parameterized terrain generation Erik Wallin et.al. 2506.19751
Abstract (click to expand)Simulation-driven development of intelligent machines benefits from artificial terrains with controllable, well-defined characteristics. However, most existing tools for terrain generation focus on artist-driven workflows and visual realism, with limited support for parameterization, reproducibility, or scripting. We present a modular, Python-based library for procedural terrain generation that enables users to construct complex, parameterized terrains by chaining together simple modules. The system supports both structured and noise-based terrain elements, and integrates with Blender for rendering and object placement. The framework is designed to support applications such as generating synthetic terrains for training machine learning models or producing ground truth for perception tasks. By using a minimal but extensible set of modules, the system achieves high flexibility while remaining easy to configure and expand. We demonstrate that this enables fine-grained control over features such as slope, roughness, and the number of rocks, as well as extension to additional measures. This makes it well suited for workflows that demand reproducibility, variation, and integration with automated pipelines.
2025-06-25 ReLink: Computational Circular Design of Planar Linkage Mechanisms Using Available Standard Parts Maxime Escande, Kristina Shea et.al. 2506.19657 29 pages, 18 figures, Submitted
Abstract (click to expand)The Circular Economy framework emphasizes sustainability by reducing resource consumption and waste through the reuse of components and materials. This paper presents ReLink, a computational framework for the circular design of planar linkage mechanisms using available standard parts. Unlike most mechanism design methods, which assume the ability to create custom parts and infinite part availability, ReLink prioritizes the reuse of discrete, standardized components, thus minimizing the need for new parts. The framework consists of two main components: design generation, where a generative design algorithm generates mechanisms from an inventory of available parts, and inverse design, which uses optimization methods to identify designs that match a user-defined trajectory curve. The paper also examines the trade-offs between kinematic performance and CO2 footprint when incorporating new parts. Challenges such as the combinatorial nature of the design problem and the enforcement of valid solutions are addressed. By combining sustainability principles with kinematic synthesis, ReLink lays the groundwork for further research into computational circular design to support the development of systems that integrate reused components into mechanical products.
2025-06-27 V2T-CoT: From Vision to Text Chain-of-Thought for Medical Reasoning and Diagnosis Yuan Wang, Jiaxiang Liu, Shujian Gao et.al. 2506.19610 12 pages, 4 figures
Abstract (click to expand)Recent advances in multimodal techniques have led to significant progress in Medical Visual Question Answering (Med-VQA). However, most existing models focus on global image features rather than localizing disease-specific regions crucial for diagnosis. Additionally, current research tends to emphasize answer accuracy at the expense of the reasoning pathway, yet both are crucial for clinical decision-making. To address these challenges, we propose From Vision to Text Chain-of-Thought (V2T-CoT), a novel approach that automates the localization of preference areas within biomedical images and incorporates this localization into region-level pixel attention as knowledge for Vision CoT. By fine-tuning the vision language model on constructed R-Med 39K dataset, V2T-CoT provides definitive medical reasoning paths. V2T-CoT integrates visual grounding with textual rationale generation to establish precise and explainable diagnostic results. Experimental results across four Med-VQA benchmarks demonstrate state-of-the-art performance, achieving substantial improvements in both performance and interpretability.
2025-06-24 A Spline-Based Stress Function Approach for the Principle of Minimum Complementary Energy Fabian Key, Lukas Freinberger et.al. 2506.19534
Abstract (click to expand)In computational engineering, ensuring the integrity and safety of structures in fields such as aerospace and civil engineering relies on accurate stress prediction. However, analytical methods are limited to simple test cases, and displacement-based finite element methods (FEMs), while commonly used, require a large number of unknowns to achieve high accuracy; stress-based numerical methods have so far failed to provide a simple and effective alternative. This work aims to develop a novel numerical approach that overcomes these limitations by enabling accurate stress prediction with improved flexibility for complex geometries and boundary conditions and fewer degrees of freedom (DOFs). The proposed method is based on a spline-based stress function formulation for the principle of minimum complementary energy, which we apply to plane, linear elastostatics. The method is first validated against an analytical power series solution and then tested on two test cases challenging for current state-of-the-art numerical schemes, a bi-layer cantilever with anisotropic material behavior, and a cantilever with a non-prismatic, parabolic-shaped beam geometry. Results demonstrate that our approach, unlike analytical methods, can be easily applied to general geometries and boundary conditions, and achieves stress accuracy comparable to that reported in the literature for displacement-based FEMs, while requiring significantly fewer DOFs. This novel spline-based stress function approach thus provides an efficient and flexible tool for accurate stress prediction, with promising applications in structural analysis and numerical design.
2025-06-24 Physics-Informed Neural Networks for Industrial Gas Turbines: Recent Trends, Advancements and Challenges Afila Ajithkumar Sophiya, Sepehr Maleki, Giuseppe Bruni et.al. 2506.19503
Abstract (click to expand)Physics-Informed Neural Networks (PINNs) have emerged as a promising computational framework for solving differential equations by integrating deep learning with physical constraints. However, their application in gas turbines is still in its early stages, requiring further refinement and standardization for wider adoption. This survey provides a comprehensive review of PINNs in Industrial Gas Turbines (IGTs) research, highlighting their contributions to the analysis of aerodynamic and aeromechanical phenomena, as well as their applications in flow field reconstruction, fatigue evaluation, and flutter prediction, and reviews recent advancements in accuracy, computational efficiency, and hybrid modelling strategies. In addition, it explores key research efforts, implementation challenges, and future directions aimed at improving the robustness and scalability of PINNs.
2025-06-25 LKA: Large Kernel Adapter for Enhanced Medical Image Classification Ziquan Zhu, Si-Yuan Lu, Tianjin Huang et.al. 2506.19118 Some aspects of the experimental setup were not clearly described in the current version. We plan to revise and clarify these points before resubmitting
Abstract (click to expand)Despite the notable success of current Parameter-Efficient Fine-Tuning (PEFT) methods across various domains, their effectiveness on medical datasets falls short of expectations. This limitation arises from two key factors: (1) medical images exhibit extensive anatomical variation and low contrast, necessitating a large receptive field to capture critical features, and (2) existing PEFT methods do not explicitly address the enhancement of receptive fields. To overcome these challenges, we propose the Large Kernel Adapter (LKA), designed to expand the receptive field while maintaining parameter efficiency. The proposed LKA consists of three key components: down-projection, channel-wise large kernel convolution, and up-projection. Through extensive experiments on various datasets and pre-trained models, we demonstrate that the incorporation of a larger kernel size is pivotal in enhancing the adaptation of pre-trained models for medical image analysis. Our proposed LKA outperforms 11 commonly used PEFT methods, surpassing the state-of-the-art by 3.5% in top-1 accuracy across five medical datasets.
2025-06-23 Accurate identification of communication between multiple interacting neural populations Belle Liu, Jacob Sacks, Matthew D. Golub et.al. 2506.19094
Abstract (click to expand)Neural recording technologies now enable simultaneous recording of population activity across many brain regions, motivating the development of data-driven models of communication between brain regions. However, existing models can struggle to disentangle the sources that influence recorded neural populations, leading to inaccurate portraits of inter-regional communication. Here, we introduce Multi-Region Latent Factor Analysis via Dynamical Systems (MR-LFADS), a sequential variational autoencoder designed to disentangle inter-regional communication, inputs from unobserved regions, and local neural population dynamics. We show that MR-LFADS outperforms existing approaches at identifying communication across dozens of simulations of task-trained multi-region networks. When applied to large-scale electrophysiology, MR-LFADS predicts brain-wide effects of circuit perturbations that were held out during model fitting. These validations on synthetic and real neural data position MR-LFADS as a promising tool for discovering principles of brain-wide information processing.
2025-06-23 Which Company Adjustment Matter? Insights from Uplift Modeling on Financial Health Xinlin Wang, Mats Brorsson et.al. 2506.19049
Abstract (click to expand)Uplift modeling has achieved significant success in various fields, particularly in online marketing. It is a method that primarily utilizes machine learning and deep learning to estimate individual treatment effects. This paper we apply uplift modeling to analyze the effect of company adjustment on their financial status, and we treat these adjustment as treatments or interventions in this study. Although there have been extensive studies and application regarding binary treatments, multiple treatments, and continuous treatments, company adjustment are often more complex than these scenarios, as they constitute a series of multiple time-dependent actions. The effect estimation of company adjustment needs to take into account not only individual treatment traits but also the temporal order of this series of treatments. This study collects a real-world data set about company financial statements and reported behavior in Luxembourg for the experiments. First, we use two meta-learners and three other well-known uplift models to analyze different company adjustment by simplifying the adjustment as binary treatments. Furthermore, we propose a new uplift modeling framework (MTDnet) to address the time-dependent nature of these adjustment, and the experimental result shows the necessity of considering the timing of these adjustment.
2025-06-23 A Study of Dynamic Stock Relationship Modeling and S&P500 Price Forecasting Based on Differential Graph Transformer Linyue Hu, Qi Wang et.al. 2506.18717
Abstract (click to expand)Stock price prediction is vital for investment decisions and risk management, yet remains challenging due to markets' nonlinear dynamics and time-varying inter-stock correlations. Traditional static-correlation models fail to capture evolving stock relationships. To address this, we propose a Differential Graph Transformer (DGT) framework for dynamic relationship modeling and price prediction. Our DGT integrates sequential graph structure changes into multi-head self-attention via a differential graph mechanism, adaptively preserving high-value connections while suppressing noise. Causal temporal attention captures global/local dependencies in price sequences. We further evaluate correlation metrics (Pearson, Mutual Information, Spearman, Kendall's Tau) across global/local/dual scopes as spatial-attention priors. Using 10 years of S&P 500 closing prices (z-score normalized; 64-day sliding windows), DGT with spatial priors outperformed GRU baselines (RMSE: 0.24 vs. 0.87). Kendall's Tau global matrices yielded optimal results (MAE: 0.11). K-means clustering revealed "high-volatility growth" and "defensive blue-chip" stocks, with the latter showing lower errors (RMSE: 0.13) due to stable correlations. Kendall's Tau and Mutual Information excelled in volatile sectors. This study innovatively combines differential graph structures with Transformers, validating dynamic relationship modeling and identifying optimal correlation metrics/scopes. Clustering analysis supports tailored quantitative strategies. Our framework advances financial time-series prediction through dynamic modeling and cross-asset interaction analysis.
2025-06-23 Airalogy: AI-empowered universal data digitization for research automation Zijie Yang, Qiji Zhou, Fang Guo et.al. 2506.18586 146 pages, 6 figures, 49 supplementary figures
Abstract (click to expand)Research data are the foundation of Artificial Intelligence (AI)-driven science, yet current AI applications remain limited to a few fields with readily available, well-structured, digitized datasets. Achieving comprehensive AI empowerment across multiple disciplines is still out of reach. Present-day research data collection is often fragmented, lacking unified standards, inefficiently managed, and difficult to share. Creating a single platform for standardized data digitization needs to overcome the inherent challenge of balancing between universality (supporting the diverse, ever-evolving needs of various disciplines) and standardization (enforcing consistent formats to fully enable AI). No existing platform accommodates both facets. Building a truly multidisciplinary platform requires integrating scientific domain knowledge with sophisticated computing skills. Researchers often lack the computational expertise to design customized and standardized data recording methods, whereas platform developers rarely grasp the intricate needs of multiple scientific domains. These gaps impede research data standardization and hamper AI-driven progress. In this study, we address these challenges by developing Airalogy (https://airalogy.com), the world's first AI- and community-driven platform that balances universality and standardization for digitizing research data across multiple disciplines. Airalogy represents entire research workflows using customizable, standardized data records and offers an advanced AI research copilot for intelligent Q&A, automated data entry, analysis, and research automation. Already deployed in laboratories across all four schools of Westlake University, Airalogy has the potential to accelerate and automate scientific innovation in universities, industry, and the global research community-ultimately benefiting humanity as a whole.
2025-06-23 Communication Architecture for Autonomous Power-to-X Platforms: Enhancing Inspection and Operation With Legged Robots and 5G Peter Frank, Falk Dettinger, Daniel Dittler et.al. 2506.18572
Abstract (click to expand)Inspection and maintenance of offshore platforms are associated with high costs, primarily due to the significant personnel requirements and challenging operational conditions. This paper first presents a classification of Power to X platforms. Building upon this foundation, a communication architecture is proposed to enable monitoring, control, and teleoperation for a Power to X platform. To reduce the demand for human labor, a robotic system is integrated to autonomously perform inspection and maintenance tasks. The implementation utilizes a quadruped robot. Remote monitoring, control, and teleoperation of the robot are analyzed within the context of a 5G standalone network. As part of the evaluation, aspects such as availability and latency are recorded, compared, and critically assessed.
2025-06-23 A Physics-Informed Neural Network Framework for Simulating Creep Buckling in Growing Viscoelastic Biological Tissues Zhongya Lin, Jinshuai Bai, Shuang Li et.al. 2506.18565
Abstract (click to expand)Modeling viscoelastic behavior is crucial in engineering and biomechanics, where materials undergo time-dependent deformations, including stress relaxation, creep buckling and biological tissue development. Traditional numerical methods, like the finite element method, often require explicit meshing, artificial perturbations or embedding customised programs to capture these phenomena, adding computational complexity. In this study, we develop an energy-based physics-informed neural network (PINN) framework using an incremental approach to model viscoelastic creep, stress relaxation, buckling, and growth-induced morphogenesis. Physics consistency is ensured by training neural networks to minimize the systems potential energy functional, implicitly satisfying equilibrium and constitutive laws. We demonstrate that this framework can naturally capture creep buckling without pre-imposed imperfections, leveraging inherent training dynamics to trigger instabilities. Furthermore, we extend our framework to biological tissue growth and morphogenesis, predicting both uniform expansion and differential growth-induced buckling in cylindrical structures. Results show that the energy-based PINN effectively predicts viscoelastic instabilities, post-buckling evolution and tissue morphological evolution, offering a promising alternative to traditional methods. This study demonstrates that PINN can be a flexible robust tool for modeling complex, time-dependent material behavior, opening possible applications in structural engineering, soft materials, and tissue development.
2025-06-23 Virtual failure assessment diagrams for hydrogen transmission pipelines J. Wijnen, J. Parker, M. Gagliano et.al. 2506.18554
Abstract (click to expand)We combine state-of-the-art thermo-metallurgical welding process modelling with coupled diffusion-elastic-plastic phase field fracture simulations to predict the failure states of hydrogen transport pipelines. This enables quantitatively resolving residual stress states and the role of brittle, hard regions of the weld such as the heat affected zone (HAZ). Failure pressures can be efficiently quantified as a function of asset state (existing defects), materials and weld procedures adopted, and hydrogen purity. Importantly, simulations spanning numerous relevant conditions (defect size and orientations) are used to build \emph{Virtual} Failure Assessment Diagrams (FADs), enabling a straightforward uptake of this mechanistic approach in fitness-for-service assessment. Model predictions are in very good agreement with FAD approaches from the standards but show that the latter are not conservative when resolving the heterogeneous nature of the weld microstructure. Appropriate, \emph{mechanistic} FAD safety factors are established that account for the role of residual stresses and hard, brittle weld regions.
2025-06-23 Neural-operator element method: Efficient and scalable finite element method enabled by reusable neural operators Weihang Ouyang, Yeonjong Shin, Si-Wei Liu et.al. 2506.18427
Abstract (click to expand)The finite element method (FEM) is a well-established numerical method for solving partial differential equations (PDEs). However, its mesh-based nature gives rise to substantial computational costs, especially for complex multiscale simulations. Emerging machine learning-based methods (e.g., neural operators) provide data-driven solutions to PDEs, yet they present challenges, including high training cost and low model reusability. Here, we propose the neural-operator element method (NOEM) by synergistically combining FEM with operator learning to address these challenges. NOEM leverages neural operators (NOs) to simulate subdomains where a large number of finite elements would be required if FEM was used. In each subdomain, an NO is used to build a single element, namely a neural-operator element (NOE). NOEs are then integrated with standard finite elements to represent the entire solution through the variational framework. Thereby, NOEM does not necessitate dense meshing and offers efficient simulations. We demonstrate the accuracy, efficiency, and scalability of NOEM by performing extensive and systematic numerical experiments, including nonlinear PDEs, multiscale problems, PDEs on complex geometries, and discontinuous coefficient fields.
2025-06-23 Exact Conditional Score-Guided Generative Modeling for Amortized Inference in Uncertainty Quantification Zezhong Zhang, Caroline Tatsuoka, Dongbin Xiu et.al. 2506.18227
Abstract (click to expand)We propose an efficient framework for amortized conditional inference by leveraging exact conditional score-guided diffusion models to train a non-reversible neural network as a conditional generative model. Traditional normalizing flow methods require reversible architectures, which can limit their expressiveness and efficiency. Although diffusion models offer greater flexibility, they often suffer from high computational costs during inference. To combine the strengths of both approaches, we introduce a two-stage method. First, we construct a training-free conditional diffusion model by analytically deriving an exact score function under a Gaussian mixture prior formed from samples of the underlying joint distribution. This exact conditional score model allows us to efficiently generate noise-labeled data, consisting of initial diffusion Gaussian noise and posterior samples conditioned on various observation values, by solving a reverse-time ordinary differential equation. Second, we use this noise-labeled data to train a feedforward neural network that maps noise and observations directly to posterior samples, eliminating the need for reversibility or iterative sampling at inference time. The resulting model provides fast, accurate, and scalable conditional sampling for high-dimensional and multi-modal posterior distributions, making it well-suited for uncertainty quantification tasks, e.g., parameter estimation of complex physical systems. We demonstrate the effectiveness of our approach through a series of numerical experiments.
2025-06-22 Conservative data-driven finite element formulation Adriana Kuliková, Andrei G. Shvarts, Łukasz Kaczmarczyk et.al. 2506.18206
Abstract (click to expand)This paper presents a new data-driven finite element framework derived with mixed finite element formulation. The standard approach to diffusion problems requires the solution of the mathematical equations that describe both the conservation law and the constitutive relations, where the latter is traditionally obtained after fitting experimental data to simplified material models. To exploit all available information and avoid bias in the material model, we follow a data-driven approach. While the conservation laws and boundary conditions are satisfied by means of the finite element method, the experimental data is used directly in the numerical simulations, avoiding the need of fitting material model parameters. In order to satisfy the conservation law a priori in the strong sense, we introduce a mixed finite element formulation. This relaxes the regularity requirements on approximation spaces while enforcing continuity of the normal flux component across all of the inner boundaries. This weaker mixed formulation provides a posteriori error indicators tailored for this data-driven approach, enabling adaptive hp-refinement. The relaxed regularity of the approximation spaces makes it easier to observe how the variation in the datasets results in the non-uniqueness of the solution, which can be quantified to predict the uncertainty of the results. The capabilities of the formulation are demonstrated in an example of the nonlinear heat transfer in nuclear graphite using synthetically generated material datasets.
2025-06-22 Measuring Fractal Dimension using Discrete Global Grid Systems Pramit Ghosh et.al. 2506.18175
Abstract (click to expand)This study builds a bridge between two well-studied but distant topics: fractal dimension and Discrete Global Grid System (DGGS). DGGSs are used as covering sets for geospatial vector data to calculate the Minkowski-Bouligand dimension. Using the method on synthetic data yields results within 1% of their theoretical fractal dimensions. A case study on opaque cloud fields obtained from satellite images gives fractal dimension in agreement with that available in the literature. The proposed method alleviates the problems of arbitrary grid placement and orientation, as well as the progression of cell sizes of the covering sets for geospatial data. Using DGGSs further ensure that intersections of the covering sets with the geospatial vector having large geographic extents are calculated by taking the curvature of the earth into account. This paper establishes the validity of DGGSs as covering sets theoretically and discusses desirable properties of DGGSs suitable for this purpose.
2025-06-22 A phase field model for hydraulic fracture: Drucker-Prager driving force and a hybrid coupling strategy Y. Navidtehrani, C. Betegón, J. Vallejos et.al. 2506.18161
Abstract (click to expand)Recent years have seen a significant interest in using phase field approaches to model hydraulic fracture, so as to optimise a process that is key to industries such as petroleum engineering, mining and geothermal energy extraction. Here, we present a novel theoretical and computational phase field framework to simulate hydraulic fracture. The framework is general and versatile, in that it allows for improved treatments of the coupling between fluid flow and the phase field, and encompasses a universal description of the fracture driving force. Among others, this allows us to bring two innovations to the phase field hydraulic fracture community: (i) a new hybrid coupling approach to handle the fracture-fluid flow interplay, offering enhanced accuracy and flexibility; and (ii) a Drucker-Prager-based strain energy decomposition, extending the simulation of hydraulic fracture to materials exhibiting asymmetric tension-compression fracture behaviour (such as shale rocks) and enabling the prediction of geomechanical phenomena such as fault reactivation and stick-slip behaviour. Four case studies are addressed to illustrate these additional modelling capabilities and bring insight into permeability coupling, cracking behaviour, and multiaxial conditions in hydraulic fracturing simulations. The codes developed are made freely available to the community and can be downloaded from {https://mechmat.web.ox.ac.uk/
2025-06-22 Six Decades Post-Discovery of Taylor's Power Law: From Ecological and Statistical Universality, Through Prime Number Distributions and Tipping-Point Signals, to Heterogeneity and Stability of Complex Networks Zhanshan Sam Ma, R. A. J. Taylor et.al. 2506.18154
Abstract (click to expand)First discovered by L. R. Taylor (1961, Nature), Taylor's Power Law (TPL) correlates the mean (M) population abundances and the corresponding variances (V) across a set of insect populations using a power function (V=aM^b). TPL has demonstrated its 'universality' across numerous fields of sciences, social sciences, and humanities. This universality has inspired two main prongs of exploration: one from mathematicians and statisticians, who might instinctively respond with a convergence theorem similar to the central limit theorem of the Gaussian distribution, and another from biologists, ecologists, physicists, etc., who are more interested in potential underlying ecological or organizational mechanisms. Over the past six decades, TPL studies have produced a punctuated landscape with three relatively distinct periods (1960s-1980s; 1990s-2000s, and 2010s-2020s) across the two prongs of abstract and physical worlds. Eight themes have been identified and reviewed on this landscape, including population spatial aggregation and ecological mechanisms, TPL and skewed statistical distributions, mathematical/statistical mechanisms of TPL, sample vs. population TPL, population stability, synchrony, and early warning signals for tipping points, TPL on complex networks, TPL in macrobiomes, and in microbiomes. Three future research directions including fostering reciprocal interactions between the two prongs, heterogeneity measuring, and exploration in the context of evolution. The significance of TPL research includes practically, population fluctuations captured by TPL are relevant for agriculture, forestry, fishery, wildlife-conservation, epidemiology, tumor heterogeneity, earthquakes, social inequality, stock illiquidity, financial stability, tipping point events, etc.; theoretically, TPL is one form of power laws, which are related to phase transitions, universality, scale-invariance, etc.
2025-06-22 Learning from the Storm: A Multivariate Machine Learning Approach to Predicting Hurricane-Induced Economic Losses Bolin Shen, Eren Erman Ozguven, Yue Zhao et.al. 2506.17964
Abstract (click to expand)Florida is particularly vulnerable to hurricanes, which frequently cause substantial economic losses. While prior studies have explored specific contributors to hurricane-induced damage, few have developed a unified framework capable of integrating a broader range of influencing factors to comprehensively assess the sources of economic loss. In this study, we propose a comprehensive modeling framework that categorizes contributing factors into three key components: (1) hurricane characteristics, (2) water-related environmental factors, and (3) socioeconomic factors of affected areas. By integrating multi-source data and aggregating all variables at the finer spatial granularity of the ZIP Code Tabulation Area (ZCTA) level, we employ machine learning models to predict economic loss, using insurance claims as indicators of incurred damage. Beyond accurate loss prediction, our approach facilitates a systematic assessment of the relative importance of each component, providing practical guidance for disaster mitigation, risk assessment, and the development of adaptive urban strategies in coastal and storm-exposed areas. Our code is now available at: https://github.com/LabRAI/Hurricane-Induced-Economic-Loss-Prediction
2025-06-21 A predictor-corrector scheme for approximating signed distances using finite element methods Amina El Bachari, Johann Rannou, Vladislav A. Yastrebov et.al. 2506.17830 26 pages, 17 figures
Abstract (click to expand)In this article, we introduce a finite element method designed for the robust computation of approximate signed distance functions to arbitrary boundaries in two and three dimensions. Our method employs a novel prediction-correction approach, involving first the solution of a linear diffusion-based prediction problem, followed by a nonlinear minimization-based correction problem associated with the Eikonal equation. The prediction step efficiently generates a suitable initial guess, significantly facilitating convergence of the nonlinear correction step. A key strength of our approach is its ability to handle complex interfaces and initial level set functions with arbitrary steep or flat regions, a notable challenge for existing techniques. Through several representative examples, including classical geometries and more complex shapes such as star domains and three-dimensional tori, we demonstrate the accuracy, efficiency, and robustness of the method, validating its broad applicability for reinitializing diverse level set functions.
2025-06-21 Pix2Geomodel: A Next-Generation Reservoir Geomodeling with Property-to-Property Translation Abdulrahman Al-Fakih, Ardiansyah Koeshidayatullah, Nabil A. Saraih et.al. 2506.17747 34 pages, 13 figures
Abstract (click to expand)Accurate geological modeling is critical for reservoir characterization, yet traditional methods struggle with complex subsurface heterogeneity, and they have problems with conditioning to observed data. This study introduces Pix2Geomodel, a novel conditional generative adversarial network (cGAN) framework based on Pix2Pix, designed to predict reservoir properties (facies, porosity, permeability, and water saturation) from the Rotliegend reservoir of the Groningen gas field. Utilizing a 7.6 million-cell dataset from the Nederlandse Aardolie Maatschappij, accessed via EPOS-NL, the methodology included data preprocessing, augmentation to generate 2,350 images per property, and training with a U-Net generator and PatchGAN discriminator over 19,000 steps. Evaluation metrics include pixel accuracy (PA), mean intersection over union (mIoU), frequency weighted intersection over union (FWIoU), and visualizations assessed performance in masked property prediction and property-to-property translation tasks. Results demonstrated high accuracy for facies (PA 0.88, FWIoU 0.85) and water saturation (PA 0.96, FWIoU 0.95), with moderate success for porosity (PA 0.70, FWIoU 0.55) and permeability (PA 0.74, FWIoU 0.60), and robust translation performance (e.g., facies-to-facies PA 0.98, FWIoU 0.97). The framework captured spatial variability and geological realism, as validated by variogram analysis, and calculated the training loss curves for the generator and discriminator for each property. Compared to traditional methods, Pix2Geomodel offers enhanced fidelity in direct property mapping. Limitations include challenges with microstructural variability and 2D constraints, suggesting future integration of multi-modal data and 3D modeling (Pix2Geomodel v2.0). This study advances the application of generative AI in geoscience, supporting improved reservoir management and open science initiatives.
2025-06-20 Variational Quantum Latent Encoding for Topology Optimization Alireza Tabarraei et.al. 2506.17487
Abstract (click to expand)A variational framework for structural topology optimization is developed, integrating quantum and classical latent encoding strategies within a coordinate-based neural decoding architecture. In this approach, a low-dimensional latent vector, generated either by a variational quantum circuit or sampled from a Gaussian distribution, is mapped to a higher-dimensional latent space via a learnable projection layer. This enriched representation is then decoded into a high-resolution material distribution using a neural network that takes both the latent vector and Fourier-mapped spatial coordinates as input. The optimization is performed directly on the latent parameters, guided solely by physics-based objectives such as compliance minimization and volume constraints evaluated through finite element analysis, without requiring any precomputed datasets or supervised training. Quantum latent vectors are constructed from the expectation values of Pauli observables measured on parameterized quantum circuits, providing a structured and entangled encoding of information. The classical baseline uses Gaussian-sampled latent vectors projected in the same manner. The proposed variational formulation enables the generation of diverse and physically valid topologies by exploring the latent space through sampling or perturbation, in contrast to traditional optimization methods that yield a single deterministic solution. Numerical experiments show that both classical and quantum encodings produce high-quality structural designs. However, quantum encodings demonstrate advantages in several benchmark cases in terms of compliance and design diversity. These results highlight the potential of quantum circuits as an effective and scalable tool for physics-constrained topology optimization and suggest promising directions for applying near-term quantum hardware in structural design.
2025-06-20 Estimating Deprivation Cost Functions for Power Outages During Disasters: A Discrete Choice Modeling Approach Xiangpeng Li, Mona Ahmadiani, Richard Woodward et.al. 2506.16993
Abstract (click to expand)Systems for the generation and distribution of electrical power represents critical infrastructure and, when extreme weather events disrupt such systems, this imposes substantial costs on consumers. These costs can be conceptualized as deprivation costs, an increasing function of time without service, quantifiable through individuals' willingness to pay for power restoration. Despite widespread recognition of outage impacts, a gap in the research literature exists regarding the systematic measurement of deprivation costs. This study addresses this deficiency by developing and implementing a methodology to estimate deprivation cost functions for electricity outages, using stated preference survey data collected from Harris County, Texas. This study compares multiple discrete choice model architectures, including multinomial logit and mixed logit specifications, as well as models incorporating BoxCox and exponential utility transformations for the deprivation time attribute. The analysis examines heterogeneity in deprivation valuation through sociodemographic interactions, particularly across income groups. Results confirm that power outage deprivation cost functions are convex and strictly increasing with time. Additionally, the study reveals both systematic and random taste variation in how individuals value power loss, highlighting the need for flexible modeling approaches. By providing both methodological and empirical foundations for incorporating deprivation costs into infrastructure risk assessments and humanitarian logistics, this research enables policymakers to better quantify service disruption costs and develop more equitable resilience strategies.
2025-06-20 A Neural Operator based Hybrid Microscale Model for Multiscale Simulation of Rate-Dependent Materials Dhananjeyan Jeyaraj, Hamidreza Eivazi, Jendrik-Alexander Tröger et.al. 2506.16918 link
Abstract (click to expand)The behavior of materials is influenced by a wide range of phenomena occurring across various time and length scales. To better understand the impact of microstructure on macroscopic response, multiscale modeling strategies are essential. Numerical methods, such as the \(\text{FE}^2\) approach, account for micro-macro interactions to predict the global response in a concurrent manner. However, these methods are computationally intensive due to the repeated evaluations of the microscale. This challenge has led to the integration of deep learning techniques into computational homogenization frameworks to accelerate multiscale simulations. In this work, we employ neural operators to predict the microscale physics, resulting in a hybrid model that combines data-driven and physics-based approaches. This allows for physics-guided learning and provides flexibility for different materials and spatial discretizations. We apply this method to time-dependent solid mechanics problems involving viscoelastic material behavior, where the state is represented by internal variables only at the microscale. The constitutive relations of the microscale are incorporated into the model architecture and the internal variables are computed based on established physical principles. The results for homogenized stresses (\(<6\%\) error) show that the approach is computationally efficient (\(\sim 100 \times\) faster).
2025-06-20 Integrating Traditional Technical Analysis with AI: A Multi-Agent LLM-Based Approach to Stock Market Forecasting Michał Wawer, Jarosław A. Chudziak et.al. 2506.16813 12 pages, 8 figures, 1 table. This is the accepted version of the paper presented at the 17th International Conference on Agents and Artificial Intelligence (ICAART 2025), Porto, Portugal
Abstract (click to expand)Traditional technical analysis methods face limitations in accurately predicting trends in today's complex financial markets. This paper introduces ElliottAgents, an multi-agent system that integrates the Elliott Wave Principle with AI for stock market forecasting. The inherent complexity of financial markets, characterized by non-linear dynamics, noise, and susceptibility to unpredictable external factors, poses significant challenges for accurate prediction. To address these challenges, the system employs LLMs to enhance natural language understanding and decision-making capabilities within a multi-agent framework. By leveraging technologies such as Retrieval-Augmented Generation (RAG) and Deep Reinforcement Learning (DRL), ElliottAgents performs continuous, multi-faceted analysis of market data to identify wave patterns and predict future price movements. The research explores the system's ability to process historical stock data, recognize Elliott wave patterns, and generate actionable insights for traders. Experimental results, conducted on historical data from major U.S. companies, validate the system's effectiveness in pattern recognition and trend forecasting across various time frames. This paper contributes to the field of AI-driven financial analysis by demonstrating how traditional technical analysis methods can be effectively combined with modern AI approaches to create more reliable and interpretable market prediction systems.
2025-06-20 Pre-training Time Series Models with Stock Data Customization Mengyu Wang, Tiejun Ma, Shay B. Cohen et.al. 2506.16746 link Accepted by KDD 2025
Abstract (click to expand)Stock selection, which aims to predict stock prices and identify the most profitable ones, is a crucial task in finance. While existing methods primarily focus on developing model structures and building graphs for improved selection, pre-training strategies remain underexplored in this domain. Current stock series pre-training follows methods from other areas without adapting to the unique characteristics of financial data, particularly overlooking stock-specific contextual information and the non-stationary nature of stock prices. Consequently, the latent statistical features inherent in stock data are underutilized. In this paper, we propose three novel pre-training tasks tailored to stock data characteristics: stock code classification, stock sector classification, and moving average prediction. We develop the Stock Specialized Pre-trained Transformer (SSPT) based on a two-layer transformer architecture. Extensive experimental results validate the effectiveness of our pre-training methods and provide detailed guidance on their application. Evaluations on five stock datasets, including four markets and two time periods, demonstrate that SSPT consistently outperforms the market and existing methods in terms of both cumulative investment return ratio and Sharpe ratio. Additionally, our experiments on simulated data investigate the underlying mechanisms of our methods, providing insights into understanding price series. Our code is publicly available at: https://github.com/astudentuser/Pre-training-Time-Series-Models-with-Stock-Data-Customization.
2025-06-19 Aethorix v1.0: AI-Driven Inverse Design of Inorganic Materials for Scalable Industrial Innovation Yingjie Shi, Runtian Miao et.al. 2506.16609
Abstract (click to expand)Artificial intelligence for Science (AI4S) is poised to transform industrial manufacturing by enabling the accelerated discovery and optimization of advanced (bio)materials, dramatically reducing development cycles, and unlocking novel high-performance solutions. We introduce Aethorix v1.0, a platform that integrates large language models for objective mining, diffusion-based generative models for zero-shot inorganic crystal design, and machine-learned interatomic potentials for rapid property prediction at ab initio accuracy. The platform is developed to enhance the full materials development cycle, ranging from design to deployment in use cases, while incorporating critical operational constraints to meet rigorous manufacturing standards. We validated its industrial value through a real use case, showcasing how the framework can be seamlessly embedded into scalable materials R&D pipelines.
2025-06-19 Fast Converging Single Trace Quasi-local PMCHWT Equation for the Modelling of Composite Systems Kristof Cools et.al. 2506.16376
Abstract (click to expand)The PMCHWT integral equation enables the modelling of scattering of time-harmonic fields by penetrable, piecewise homogeneous, systems. They have been generalised to include the modelling of composite systems that may contain junctions, i.e. lines along which three or more materials meet. Linear systems resulting upon discretisation of the PMCHWT are, because of their large dimension, typically solved by Krylov iterative methods. The number of iterations required for this solution critically depends on the eigenvalue distribution of the system matrix. For systems that do not contain junction lines, Calder\'on preconditioning, which was first applied to the electric field integral equation, has been generalised to the PMCHWT equation. When junctions are present, this approach cannot be applied. Alternative approaches, such as the global multi-trace method, conceptually remove the junction lines and as a result are amenable to Calder\'on preconditioning. This approach entails a doubling of the degrees of freedom, and the solution that is produced only approximately fulfils the continuity conditions at interfaces separating domains. In this contribution, a single trace quasi-local PMCHWT equation is introduced that requires a number of iterations for its solution that only slowly increases as the mesh size tends to zero. The method is constructed as a generalisation of the classic PMCHWT, and its discretisation is thoroughly discussed. A comprehensive suite of numerical experiments demonstrates the correctness, convergence behaviour, and efficiency of the method. The integral equation is demonstrated to be free from interior resonances.
2025-06-19 A Fast Iterative Robust Principal Component Analysis Method Timbwaoga Aime Judicael Ouermi, Jixian Li, Chris R. Johnson et.al. 2506.16013
Abstract (click to expand)Principal Component Analysis (PCA) is widely used for dimensionality reduction and data analysis. However, PCA results are adversely affected by outliers often observed in real-world data. Existing robust PCA methods are often computationally expensive or exhibit limited robustness. In this work, we introduce a Fast Iterative Robust (FIR) PCA method by efficiently estimating the inliers center location and covariance. Our approach leverages Incremental PCA (IPCA) to iteratively construct a subset of data points that ensures improved location and covariance estimation that effectively mitigates the influence of outliers on PCA projection. We demonstrate that our method achieves competitive accuracy and performance compared to existing robust location and covariance methods while offering improved robustness to outlier contamination. We utilize simulated and real-world datasets to evaluate and demonstrate the efficacy of our approach in identifying and preserving underlying data structures in the presence of contamination.
2025-06-18 Finance Language Model Evaluation (FLaME) Glenn Matlin, Mika Okamoto, Huzaifa Pardawala et.al. 2506.15846
Abstract (click to expand)Language Models (LMs) have demonstrated impressive capabilities with core Natural Language Processing (NLP) tasks. The effectiveness of LMs for highly specialized knowledge-intensive tasks in finance remains difficult to assess due to major gaps in the methodologies of existing evaluation frameworks, which have caused an erroneous belief in a far lower bound of LMs' performance on common Finance NLP (FinNLP) tasks. To demonstrate the potential of LMs for these FinNLP tasks, we present the first holistic benchmarking suite for Financial Language Model Evaluation (FLaME). We are the first research paper to comprehensively study LMs against 'reasoning-reinforced' LMs, with an empirical study of 23 foundation LMs over 20 core NLP tasks in finance. We open-source our framework software along with all data and results.
2025-06-18 Simulation of parametrized cardiac electrophysiology in three dimensions using physics-informed neural networks Roshan Antony Gomez, Julien Stöcker, Barış Cansız et.al. 2506.15405
Abstract (click to expand)Physics-informed neural networks (PINNs) are extensively used to represent various physical systems across multiple scientific domains. The same can be said for cardiac electrophysiology, wherein fully-connected neural networks (FCNNs) have been employed to predict the evolution of an action potential in a 2D space following the two-parameter phenomenological Aliev-Panfilov (AP) model. In this paper, the training behaviour of PINNs is investigated to determine optimal hyperparameters to predict the electrophysiological activity of the myocardium in 3D according to the AP model, with the inclusion of boundary and material parameters. An FCNN architecture is employed with the governing partial differential equations in their strong form, which are scaled consistently with normalization of network inputs. The finite element (FE) method is used to generate training data for the network. Numerical examples with varying spatial dimensions and parameterizations are generated using the trained models. The network predicted fields for both the action potential and the recovery variable are compared with the respective FE simulations. Network losses are weighed with individual scalar values. Their effect on training and prediction is studied to arrive at a method of controlling losses during training.
2025-06-18 Minimizing Structural Vibrations via Guided Flow Matching Design Optimization Jan van Delden, Julius Schultz, Sebastian Rothe et.al. 2506.15263 link
Abstract (click to expand)Structural vibrations are a source of unwanted noise in engineering systems like cars, trains or airplanes. Minimizing these vibrations is crucial for improving passenger comfort. This work presents a novel design optimization approach based on guided flow matching for reducing vibrations by placing beadings (indentations) in plate-like structures. Our method integrates a generative flow matching model and a surrogate model trained to predict structural vibrations. During the generation process, the flow matching model pushes towards manufacturability while the surrogate model pushes to low-vibration solutions. The flow matching model and its training data implicitly define the design space, enabling a broader exploration of potential solutions as no optimization of manually-defined design parameters is required. We apply our method to a range of differentiable optimization objectives, including direct optimization of specific eigenfrequencies through careful construction of the objective function. Results demonstrate that our method generates diverse and manufacturable plate designs with reduced structural vibrations compared to designs from random search, a criterion-based design heuristic and genetic optimization. The code and data are available from https://github.com/ecker-lab/Optimizing_Vibrating_Plates.
2025-06-17 Explain First, Trust Later: LLM-Augmented Explanations for Graph-Based Crypto Anomaly Detection Adriana Watson et.al. 2506.14933 link 6 pages, 4 figures. Code available at: https://github.com/awatson246/crypto-anomaly-detection-policy
Abstract (click to expand)The decentralized finance (DeFi) community has grown rapidly in recent years, pushed forward by cryptocurrency enthusiasts interested in the vast untapped potential of new markets. The surge in popularity of cryptocurrency has ushered in a new era of financial crime. Unfortunately, the novelty of the technology makes the task of catching and prosecuting offenders particularly challenging. Thus, it is necessary to implement automated detection tools related to policies to address the growing criminality in the cryptocurrency realm.
2025-06-17 Optimistic MEV in Ethereum Layer 2s: Why Blockspace Is Always in Demand Ozan Solmaz, Lioba Heimbach, Yann Vonlanthen et.al. 2506.14768
Abstract (click to expand)Layer 2 rollups are rapidly absorbing DeFi activity, securing over $40 billion and accounting for nearly half of Ethereum's DEX volume by Q1 2025, yet their MEV dynamics remain understudied. We address this gap by defining and quantifying optimistic MEV, a form of speculative, on-chain cyclic arbitrage whose detection and execution logic reside largely on-chain in smart contracts. As a result of their speculative nature and lack of off-chain opportunity verification, optimistic MEV transactions frequently fail to execute a profitable arbitrage. Applying our multi-stage identification pipeline to Arbitrum, Base, and Optimism, we find that in Q1 2025, optimistic MEV accounts for over 50% of on-chain gas on Base and Optimism and 7% on Arbitrum, driven mainly by "interaction" probes (on-chain computations searching for arbitrage). This speculative probing keeps blocks on Base and Optimism persistently full. Despite consuming over half of on-chain gas, optimistic MEV transactions pay less than one quarter of total gas fees. Cross-network comparison reveals divergent success rates, differing patterns of code reuse, and sensitivity to varying sequencer ordering and block production times. Finally, OLS regressions link optimistic MEV trade count to ETH volatility, retail trading activity, and DEX aggregator usage, showing how Layer 2 protocol parameters uniquely encourage speculative MEV.
2025-06-23 Accurate and scalable exchange-correlation with deep learning Giulia Luise, Chin-Wei Huang, Thijs Vogels et.al. 2506.14665 Main: 13 pages plus references, 11 figures and tables. Supplementary information: 19 pages, 12 figures and tables. v2 update: fix rendering of figure 1 and part of figure 5 in Safari PDF viewer. v3 update: update author information and fix typo
Abstract (click to expand)Density Functional Theory (DFT) is the most widely used electronic structure method for predicting the properties of molecules and materials. Although DFT is, in principle, an exact reformulation of the Schr\"odinger equation, practical applications rely on approximations to the unknown exchange-correlation (XC) functional. Most existing XC functionals are constructed using a limited set of increasingly complex, hand-crafted features that improve accuracy at the expense of computational efficiency. Yet, no current approximation achieves the accuracy and generality for predictive modeling of laboratory experiments at chemical accuracy -- typically defined as errors below 1 kcal/mol. In this work, we present Skala, a modern deep learning-based XC functional that bypasses expensive hand-designed features by learning representations directly from data. Skala achieves chemical accuracy for atomization energies of small molecules while retaining the computational efficiency typical of semi-local DFT. This performance is enabled by training on an unprecedented volume of high-accuracy reference data generated using computationally intensive wavefunction-based methods. Notably, Skala systematically improves with additional training data covering diverse chemistry. By incorporating a modest amount of additional high-accuracy data tailored to chemistry beyond atomization energies, Skala achieves accuracy competitive with the best-performing hybrid functionals across general main group chemistry, at the cost of semi-local DFT. As the training dataset continues to expand, Skala is poised to further enhance the predictive power of first-principles simulations.
2025-06-17 A Machine Learning Framework for Climate-Resilient Insurance and Real Estate Decisions Lang Qin, Yuejin Xie, Daili Hua et.al. 2506.14638 26 pages, 12 figures
Abstract (click to expand)Extreme weather events increasingly threaten the insurance and real estate industries, creating conflicts between profitability and homeowner burdens. To address this, we propose the SSC-Insurance Model, which integrates SMOTE, SVM, and C-D-C algorithms to evaluate weather impacts on policies and investments. Our model achieves 88.3% accuracy in Zhejiang and 79.6% in Ireland, identifying a critical threshold (43% weather increase) for insurance viability. Additionally, we develop the TOA-Preservation Model using TOPSIS-ORM and AHP to prioritize building protection, with cultural value scoring highest (weight: 0.3383). Case studies on Nanxun Ancient Town show a 65.32% insurability probability and a protection score of 0.512. This work provides actionable tools for insurers, developers, and policymakers to manage climate risks sustainably.
2025-06-17 Collaborative Charging Scheduling via Balanced Bounding Box Methods Fangting Zhou, Balázs Kulcsár, Jiaming Wu et.al. 2506.14461
Abstract (click to expand)Electric mobility faces several challenges, most notably the high cost of infrastructure development and the underutilization of charging stations. The concept of shared charging offers a promising solution. The paper explores sustainable urban logistics through horizontal collaboration between two fleet operators and addresses a scheduling problem for the shared use of charging stations. To tackle this, the study formulates a collaborative scheduling problem as a bi-objective nonlinear integer programming model, in which each company aims to minimize its own costs, creating inherent conflicts that require trade-offs. The Balanced Bounding Box Methods (B3Ms) are introduced in order to efficiently derive the efficient frontier, identifying a reduced set of representative solutions. These methods enhance computational efficiency by selectively disregarding closely positioned and competing solutions, preserving the diversity and representativeness of the solutions over the efficient frontier. To determine the final solution and ensure balanced collaboration, cooperative bargaining methods are applied. Numerical case studies demonstrate the viability and scalability of the developed methods, showing that the B3Ms can significantly reduce computational time while maintaining the integrity of the frontier. These methods, along with cooperative bargaining, provide an effective framework for solving various bi-objective optimization problems, extending beyond the collaborative scheduling problem presented here.
2025-06-17 Active Digital Twins via Active Inference Matteo Torzoni, Domenico Maisto, Andrea Manzoni et.al. 2506.14453
Abstract (click to expand)Digital twins are transforming engineering and applied sciences by enabling real-time monitoring, simulation, and predictive analysis of physical systems and processes. However, conventional digital twins rely primarily on passive data assimilation, which limits their adaptability in uncertain and dynamic environments. This paper introduces the active digital twin paradigm, based on active inference. Active inference is a neuroscience-inspired, Bayesian framework for probabilistic reasoning and predictive modeling that unifies inference, decision-making, and learning under a unique, free energy minimization objective. By formulating the evolution of the active digital twin as a partially observable Markov decision process, the active inference agent continuously refines its generative model through Bayesian updates and forecasts future states and observations. Decision-making emerges from an optimization process that balances pragmatic exploitation (maximizing goal-directed utility) and epistemic exploration or information gain (actively resolving uncertainty). Actions are dynamically planned to minimize expected free energy, which quantifies both the divergence between predicted and preferred future observations, and the epistemic value of expected information gain about hidden states. This approach enables a new level of autonomy and resilience in digital twins, offering superior spontaneous exploration capabilities. The proposed framework is assessed on the health monitoring and predictive maintenance of a railway bridge.
2025-06-18 Higher-Oder Splitting Schemes for Fluids with Variable Viscosity Richard Schussnig, Niklas Fehn, Douglas Ramalho Queiroz Pacheco et.al. 2506.14424
Abstract (click to expand)This article investigates matrix-free higher-order discontinuous Galerkin (DG) discretizations of the Navier-Stokes equations for incompressible flows with variable viscosity. The viscosity field may be prescribed analytically or governed by a rheological law, as often found in biomedical or industrial applications. The DG discretization of the adapted second-order viscous terms is carried out via the symmetric interior penalty Galerkin method, obviating auxiliary variables. Based on this spatial discretization, we compare several linearized variants of saddle point block systems and projection-based splitting time integration schemes in terms of their computational performance. Compared to the velocity-pressure block-system for the former, the splitting scheme allows solving a sequence of simple problems such as mass, convection-diffusion and Poisson equations. We investigate under which conditions the improved temporal stability of fully implicit schemes and resulting expensive nonlinear solves outperform the splitting schemes and linearized variants that are stable under hyperbolic time step restrictions. The key aspects of this work are i) a higher-order DG discretization for incompressible flows with variable viscosity, ii) accelerated nonlinear solver variants and suitable linearizations adopting a matrix-free \(hp\) -multigrid solver, and iii) a detailed comparison of the monolithic and projection-based solvers in terms of their (non-)linear solver performance. The presented schemes are evaluated in a series of numerical examples verifying their spatial and temporal accuracy, and the preconditioner performance under increasing viscosity contrasts, while their efficiency is showcased in the backward-facing step benchmark.
2025-06-16 Kolmogorov-Arnold Network for Gene Regulatory Network Inference Tsz Pan Tong, Aoran Wang, George Panagopoulos et.al. 2506.13740 link 26 pages, 14 figures, accepted in CMSB 2025
Abstract (click to expand)Gene regulation is central to understanding cellular processes and development, potentially leading to the discovery of new treatments for diseases and personalized medicine. Inferring gene regulatory networks (GRNs) from single-cell RNA sequencing (scRNA-seq) data presents significant challenges due to its high dimensionality and complexity. Existing tree-based models, such as GENIE3 and GRNBOOST2, demonstrated scalability and explainability in GRN inference, but they cannot distinguish regulation types nor effectively capture continuous cellular dynamics. In this paper, we introduce scKAN, a novel model that employs a Kolmogorov-Arnold network (KAN) with explainable AI to infer GRNs from scRNA-seq data. By modeling gene expression as differentiable functions matching the smooth nature of cellular dynamics, scKAN can accurately and precisely detect activation and inhibition regulations through explainable AI and geometric tools. We conducted extensive experiments on the BEELINE benchmark, and scKAN surpasses and improves the leading signed GRN inference models ranging from 5.40\% to 28.37\% in AUROC and from 1.97\% to 40.45\% in AUPRC. These results highlight the potential of scKAN in capturing the underlying biological processes in gene regulation without prior knowledge of the graph structure.
2025-06-16 Constitutive Manifold Neural Networks Wouter J. Schuttert, Mohammed Iqbal Abdul Rasheed, Bojana Rosić et.al. 2506.13648
Abstract (click to expand)Important material properties like thermal conductivity are often represented as symmetric positive definite (SPD) tensors, which exhibit variability due to inherent material heterogeneity and manufacturing uncertainties. These tensors reside on a curved Riemannian manifold, and accurately modeling their stochastic nature requires preserving both their symmetric positive definite properties and spatial symmetries. To achieve this, uncertainties are parametrized into scaling (magnitude) and rotation (orientation) components, modeled as independent random variables on a manifold structure derived from the maximum entropy principle. The propagation of such stochastic tensors through physics-based simulations necessitates computationally efficient surrogate models. However, traditional multi-layer perceptron (MLP) architectures are not well-suited for SPD tensors, as directly inputting their components fails to preserve their geometric properties, often leading to suboptimal results. To address this, we introduce Constitutive Manifold Neural Networks (CMNN). This approach introduces a preprocessing layer by mapping the SPD tensor from the curved manifold to the local tangent, a flat vector space, creating an information preserving map for input to the hidden layers of the neural networks. A case study on a steady-state heat conduction problem with stochastic anisotropic conductivity demonstrates that geometry-preserving preprocessing, such as logarithmic maps for scaling data, significantly improves learning performance over conventional MLPs. These findings underscore the importance of manifold-aware techniques when working with tensor-valued data in engineering applications.
2025-06-16 An Entropy-Stable/Double-Flux scheme for the multi-component compressible Navier-Stokes equations Vahid Badrkhani, T. Jeremy P. Karpowsk, Christian Hasse et.al. 2506.13231
Abstract (click to expand)We present a novel combination of numerical techniques to improve the efficiency, accuracy, and robustness of multi-component compressible flow simulations. At the core of our approach is an Entropy-Stable formulation that preserves kinetic energy and integrates a Double-Flux scheme tailored for multi-component flows with variable specific heat ratios. This formulation yields low-dissipation, oscillation-free solutions and enhances stability compared to standard fully conservative methods. To further improve robustness, we introduce a new hybrid dissipation strategy that blends the Entropy-Stable/Double-Flux approach with conventional dissipation mechanisms. We provide a rigorous proof that the resulting numerical flux satisfies a semi-discrete entropy inequality, ensuring consistency with the second law of thermodynamics. For time integration, we employ an explicit Runge-Kutta scheme in combination with adaptive mesh refinement to capture local flow features dynamically. The method is implemented within an existing compressible Navier-Stokes solver based on OpenFOAM. Benchmark cases, including multi-dimensional interface and shock-interface interactions, demonstrate the effectiveness of the proposed framework. The results confirm its favorable stability and robustness, validating the approach as a promising advancement for high-fidelity simulations of supersonic flows.
2025-06-16 A modified Newmark/Newton-Raphson method with automatic differentiation for general nonlinear dynamics analysis Yifan Jiang, Yuhong Jin, Lei Hou et.al. 2506.13226 link 18 pages, 9 figures
Abstract (click to expand)The Newmark/Newton-Raphson (NNR) method is widely employed for solving nonlinear dynamic systems. However, the current NNR method exhibits limited applicability in complex nonlinear dynamic systems, as the acquisition of the Jacobian matrix required for Newton iterations incurs substantial computational costs and may even prove intractable in certain cases. To address these limitations, we integrate automatic differentiation (AD) into the NNR method, proposing a modified NNR method with AD (NNR-AD) to significantly improve its capability for effectively handling complex nonlinear systems. We have demonstrated that the NNR-AD method can directly solve dynamic systems with complex nonlinear characteristics, and its accuracy and generality have been rigorously validated. Furthermore, automatic differentiation significantly simplifies the computation of Jacobian matrices for such complex nonlinear dynamic systems. This improvement endows the NNR method with enhanced modularity, thereby enabling convenient and effective solutions for complex nonlinear dynamic systems.
2025-06-14 The Software Landscape for the Density Matrix Renormalization Group Per Sehlstedt, Jan Brandejs, Paolo Bientinesi et.al. 2506.12629 link
Abstract (click to expand)The density matrix renormalization group (DMRG) algorithm is a cornerstone computational method for studying quantum many-body systems, renowned for its accuracy and adaptability. Despite DMRG's broad applicability across fields such as materials science, quantum chemistry, and quantum computing, numerous independent implementations have been developed. This survey maps the rapidly expanding DMRG software landscape, providing a comprehensive comparison of features among 35 existing packages. We found significant overlap in features among the packages when comparing key aspects, such as parallelism strategies for high-performance computing and symmetry-adapted formulations that enhance efficiency. This overlap suggests opportunities for modularization of common operations, including tensor operations, symmetry representations, and eigensolvers, as the packages are mostly independent and share few third-party library dependencies where functionality is factored out. More widespread modularization and standardization would result in reduced duplication of efforts and improved interoperability. We believe that the proliferation of packages and the current lack of standard interfaces and modularity are more social than technical. We aim to raise awareness of existing packages, guide researchers in finding a suitable package for their needs, and help developers identify opportunities for collaboration, modularity standardization, and optimization. Ultimately, this work emphasizes the value of greater cohesion and modularity, which would benefit DMRG software, allowing these powerful algorithms to tackle more complex and ambitious problems.
2025-06-13 Interpretable Classification of Levantine Ceramic Thin Sections via Neural Networks Sara Capriotti, Alessio Devoto, Simone Scardapane et.al. 2506.12250 Accepted for publication in Machine Learning: Science and Technology
Abstract (click to expand)Classification of ceramic thin sections is fundamental for understanding ancient pottery production techniques, provenance, and trade networks. Although effective, traditional petrographic analysis is time-consuming. This study explores the application of deep learning models, specifically Convolutional Neural Networks (CNNs) and Vision Transformers (ViTs), as complementary tools to support the classification of Levantine ceramics based on their petrographic fabrics. A dataset of 1,424 thin section images from 178 ceramic samples belonging to several archaeological sites across the Levantine area, mostly from the Bronze Age, with few samples dating to the Iron Age, was used to train and evaluate these models. The results demonstrate that transfer learning significantly improves classification performance, with a ResNet18 model achieving 92.11% accuracy and a ViT reaching 88.34%. Explainability techniques, including Guided Grad-CAM and attention maps, were applied to interpret and visualize the models' decisions, revealing that both CNNs and ViTs successfully focus on key mineralogical features for the classification of the samples into their respective petrographic fabrics. These findings highlight the potential of explainable AI in archaeometric studies, providing a reproducible and efficient methodology for ceramic analysis while maintaining transparency in model decision-making.
2025-06-13 CLEAN-MI: A Scalable and Efficient Pipeline for Constructing High-Quality Neurodata in Motor Imagery Paradigm Dingkun Liu, Zhu Chen, Dongrui Wu et.al. 2506.11830 10 pages, 6 figures
Abstract (click to expand)The construction of large-scale, high-quality datasets is a fundamental prerequisite for developing robust and generalizable foundation models in motor imagery (MI)-based brain-computer interfaces (BCIs). However, EEG signals collected from different subjects and devices are often plagued by low signal-to-noise ratio, heterogeneity in electrode configurations, and substantial inter-subject variability, posing significant challenges for effective model training. In this paper, we propose CLEAN-MI, a scalable and systematic data construction pipeline for constructing large-scale, efficient, and accurate neurodata in the MI paradigm. CLEAN-MI integrates frequency band filtering, channel template selection, subject screening, and marginal distribution alignment to systematically filter out irrelevant or low-quality data and standardize multi-source EEG datasets. We demonstrate the effectiveness of CLEAN-MI on multiple public MI datasets, achieving consistent improvements in data quality and classification performance.
2025-06-13 On the performance of multi-fidelity and reduced-dimensional neural emulators for inference of physiologic boundary conditions Chloe H. Choi, Andrea Zanoni, Daniele E. Schiavazzi et.al. 2506.11683
Abstract (click to expand)Solving inverse problems in cardiovascular modeling is particularly challenging due to the high computational cost of running high-fidelity simulations. In this work, we focus on Bayesian parameter estimation and explore different methods to reduce the computational cost of sampling from the posterior distribution by leveraging low-fidelity approximations. A common approach is to construct a surrogate model for the high-fidelity simulation itself. Another is to build a surrogate for the discrepancy between high- and low-fidelity models. This discrepancy, which is often easier to approximate, is modeled with either a fully connected neural network or a nonlinear dimensionality reduction technique that enables surrogate construction in a lower-dimensional space. A third possible approach is to treat the discrepancy between the high-fidelity and surrogate models as random noise and estimate its distribution using normalizing flows. This allows us to incorporate the approximation error into the Bayesian inverse problem by modifying the likelihood function. We validate five different methods which are variations of the above on analytical test cases by comparing them to posterior distributions derived solely from high-fidelity models, assessing both accuracy and computational cost. Finally, we demonstrate our approaches on two cardiovascular examples of increasing complexity: a lumped-parameter Windkessel model and a patient-specific three-dimensional anatomy.
2025-06-13 PPDiff: Diffusing in Hybrid Sequence-Structure Space for Protein-Protein Complex Design Zhenqiao Song, Tiaoxiao Li, Lei Li et.al. 2506.11420
Abstract (click to expand)Designing protein-binding proteins with high affinity is critical in biomedical research and biotechnology. Despite recent advancements targeting specific proteins, the ability to create high-affinity binders for arbitrary protein targets on demand, without extensive rounds of wet-lab testing, remains a significant challenge. Here, we introduce PPDiff, a diffusion model to jointly design the sequence and structure of binders for arbitrary protein targets in a non-autoregressive manner. PPDiffbuilds upon our developed Sequence Structure Interleaving Network with Causal attention layers (SSINC), which integrates interleaved self-attention layers to capture global amino acid correlations, k-nearest neighbor (kNN) equivariant graph layers to model local interactions in three-dimensional (3D) space, and causal attention layers to simplify the intricate interdependencies within the protein sequence. To assess PPDiff, we curate PPBench, a general protein-protein complex dataset comprising 706,360 complexes from the Protein Data Bank (PDB). The model is pretrained on PPBenchand finetuned on two real-world applications: target-protein mini-binder complex design and antigen-antibody complex design. PPDiffconsistently surpasses baseline methods, achieving success rates of 50.00%, 23.16%, and 16.89% for the pretraining task and the two downstream applications, respectively.
2025-06-12 An Attention-based Spatio-Temporal Neural Operator for Evolving Physics Vispi Karkaria, Doksoo Lee, Yi-Ping Chen et.al. 2506.11328
Abstract (click to expand)In scientific machine learning (SciML), a key challenge is learning unknown, evolving physical processes and making predictions across spatio-temporal scales. For example, in real-world manufacturing problems like additive manufacturing, users adjust known machine settings while unknown environmental parameters simultaneously fluctuate. To make reliable predictions, it is desired for a model to not only capture long-range spatio-temporal interactions from data but also adapt to new and unknown environments; traditional machine learning models excel at the first task but often lack physical interpretability and struggle to generalize under varying environmental conditions. To tackle these challenges, we propose the Attention-based Spatio-Temporal Neural Operator (ASNO), a novel architecture that combines separable attention mechanisms for spatial and temporal interactions and adapts to unseen physical parameters. Inspired by the backward differentiation formula (BDF), ASNO learns a transformer for temporal prediction and extrapolation and an attention-based neural operator for handling varying external loads, enhancing interpretability by isolating historical state contributions and external forces, enabling the discovery of underlying physical laws and generalizability to unseen physical environments. Empirical results on SciML benchmarks demonstrate that ASNO outperforms over existing models, establishing its potential for engineering applications, physics discovery, and interpretable machine learning.
2025-06-12 Spectral Analysis of Discretized Boundary Integral Operators in 3D: a High-Frequency Perspective V. Giunzioni, A. Merlini, F. P. Andriulli et.al. 2506.10880
Abstract (click to expand)When modeling propagation and scattering phenomena using integral equations discretized by the boundary element method, it is common practice to approximate the boundary of the scatterer with a mesh comprising elements of size approximately equal to a fraction of the wavelength \(\lambda\) of the incident wave, e.g., \(\lambda/10\) . In this work, by analyzing the spectra of the operator matrices, we show a discrepancy with respect to the continuous operators which grows with the simulation frequency, challenging the common belief that the aforementioned widely used discretization approach is sufficient to maintain the accuracy of the solution constant when increasing the frequency.
2025-06-13 PDESpectralRefiner: Achieving More Accurate Long Rollouts with Spectral Adjustment Li Luo et.al. 2506.10711
Abstract (click to expand)Generating accurate and stable long rollouts is a notorious challenge for time-dependent PDEs (Partial Differential Equations). Recently, motivated by the importance of high-frequency accuracy, a refiner model called PDERefiner utilizes diffusion models to refine outputs for every time step, since the denoising process could increase the correctness of modeling high frequency part. For 1-D Kuramoto-Sivashinsky equation, refiner models can degrade the amplitude of high frequency part better than not doing refinement process. However, for some other cases, the spectrum might be more complicated. For example, for a harder PDE like Navior-Stokes equation, diffusion models could over-degrade the higher frequency part. This motivates us to release the constraint that each frequency weighs the same. We enhance our refiner model with doing adjustments on spectral space, which recovers Blurring diffusion models. We developed a new v-prediction technique for Blurring diffusion models, recovering the MSE training objective on the first refinement step. We show that in this case, for different model backbones, such as U-Net and neural operators, the outputs of PDE-SpectralRefiner are more accurate for both one-step MSE loss and rollout loss.
2025-06-11 Interpretable and flexible non-intrusive reduced-order models using reproducing kernel Hilbert spaces Alejandro N Diaz, Shane A McQuarrie, John T Tencer et.al. 2506.10224
Abstract (click to expand)This paper develops an interpretable, non-intrusive reduced-order modeling technique using regularized kernel interpolation. Existing non-intrusive approaches approximate the dynamics of a reduced-order model (ROM) by solving a data-driven least-squares regression problem for low-dimensional matrix operators. Our approach instead leverages regularized kernel interpolation, which yields an optimal approximation of the ROM dynamics from a user-defined reproducing kernel Hilbert space. We show that our kernel-based approach can produce interpretable ROMs whose structure mirrors full-order model structure by embedding judiciously chosen feature maps into the kernel. The approach is flexible and allows a combination of informed structure through feature maps and closure terms via more general nonlinear terms in the kernel. We also derive a computable a posteriori error bound that combines standard error estimates for intrusive projection-based ROMs and kernel interpolants. The approach is demonstrated in several numerical experiments that include comparisons to operator inference using both proper orthogonal decomposition and quadratic manifold dimension reduction.
2025-06-11 Exploring EEG Responses during Observation of Actions Performed by Human Actor and Humanoid Robot Anh T. Nguyen, Ajay Anand, Michelle J. Johnson et.al. 2506.10170
Abstract (click to expand)Action observation (AO) therapy is a promising rehabilitative treatment for motor and language function in individuals recovering from neurological conditions, such as stroke. This pilot study aimed to investigate the potential of humanoid robots to support AO therapy in rehabilitation settings. The brain activity of three healthy right-handed participants was monitored with electroencephalography (EEG) while they observed eight different actions performed by two agents, a human actor and a robot, using their left and right arms. Their event-related spectral perturbations (ERSPs, changes in the spectral power of neural oscillations in response to an event or stimulus, compared to baseline) in sensorimotor regions were analyzed. The single-subject analysis showed variability in ERSP patterns among all participants, including power suppression in sensorimotor mu and beta rhythms. One participant showed stronger responses to "robot" AO conditions than to "human" conditions. Strong and positive correlations in ERSP across all conditions were observed for almost all participants and channels, implying common cognitive processes or neural networks at play in the mirror neuron system during AO. The results support the feasibility of using EEG to explore differences in neural responses to observation of robot- and human-induced actions.
2025-06-11 Improving the performance of optical inverse design of multilayer thin films using CNN-LSTM tandem neural networks Uijun Jung, Deokho Jang, Sungchul Kim et.al. 2506.10044 22 pages, 8 figures, 2 tables, 11 supplementary figures, 7 supplementary tables
Abstract (click to expand)Optical properties of thin film are greatly influenced by the thickness of each layer. Accurately predicting these thicknesses and their corresponding optical properties is important in the optical inverse design of thin films. However, traditional inverse design methods usually demand extensive numerical simulations and optimization procedures, which are time-consuming. In this paper, we utilize deep learning for the inverse design of the transmission spectra of SiO2/TiO2 multilayer thin films. We implement a tandem neural network (TNN), which can solve the one-to-many mapping problem that greatly degrades the performance of deep-learning-based inverse designs. In general, the TNN has been implemented by a back-to-back connection of an inverse neural network and a pre-trained forward neural network, both of which have been implemented based on multilayer perceptron (MLP) algorithms. In this paper, we propose to use not only MLP, but also convolutional neural network (CNN) or long short-term memory (LSTM) algorithms in the configuration of the TNN. We show that an LSTM-LSTM-based TNN yields the highest accuracy but takes the longest training time among nine configurations of TNNs. We also find that a CNN-LSTM-based TNN will be an optimal solution in terms of accuracy and speed because it could integrate the strengths of the CNN and LSTM algorithms.
2025-06-11 Causal Climate Emulation with Bayesian Filtering Sebastian Hickman, Ilija Trajkovic, Julia Kaltenborn et.al. 2506.09891 32 pages, 21 figures
Abstract (click to expand)Traditional models of climate change use complex systems of coupled equations to simulate physical processes across the Earth system. These simulations are highly computationally expensive, limiting our predictions of climate change and analyses of its causes and effects. Machine learning has the potential to quickly emulate data from climate models, but current approaches are not able to incorporate physics-informed causal relationships. Here, we develop an interpretable climate model emulator based on causal representation learning. We derive a physics-informed approach including a Bayesian filter for stable long-term autoregressive emulation. We demonstrate that our emulator learns accurate climate dynamics, and we show the importance of each one of its components on a realistic synthetic dataset and data from two widely deployed climate models.
2025-06-11 Superstudent intelligence in thermodynamics Rebecca Loubet, Pascal Zittlau, Marco Hoffmann et.al. 2506.09822 This document is the unedited Author's version of a yet to be Submitted Work to Physical Review Physics Education Research. 15 pages, 2 figures, Graphical Abstract, Highlights and SI available (12 pages)
Abstract (click to expand)In this short note, we report and analyze a striking event: OpenAI's large language model o3 has outwitted all students in a university exam on thermodynamics. The thermodynamics exam is a difficult hurdle for most students, where they must show that they have mastered the fundamentals of this important topic. Consequently, the failure rates are very high, A-grades are rare - and they are considered proof of the students' exceptional intellectual abilities. This is because pattern learning does not help in the exam. The problems can only be solved by knowledgeably and creatively combining principles of thermodynamics. We have given our latest thermodynamics exam not only to the students but also to OpenAI's most powerful reasoning model, o3, and have assessed the answers of o3 exactly the same way as those of the students. In zero-shot mode, the model o3 solved all problems correctly, better than all students who took the exam; its overall score was in the range of the best scores we have seen in more than 10,000 similar exams since 1985. This is a turning point: machines now excel in complex tasks, usually taken as proof of human intellectual capabilities. We discuss the consequences this has for the work of engineers and the education of future engineers.
2025-06-11 Intelligent Design 4.0: Paradigm Evolution Toward the Agentic AI Era Shuo Jiang, Min Xie, Frank Youhua Chen et.al. 2506.09755
Abstract (click to expand)Research and practice in Intelligent Design (ID) have significantly enhanced engineering innovation, efficiency, quality, and productivity over recent decades, fundamentally reshaping how engineering designers think, behave, and interact with design processes. The recent emergence of Foundation Models (FMs), particularly Large Language Models (LLMs), has demonstrated general knowledge-based reasoning capabilities, and open new paths and avenues for further transformation in engineering design. In this context, this paper introduces Intelligent Design 4.0 (ID 4.0) as an emerging paradigm empowered by agentic AI systems. We review the historical evolution of ID across four distinct stages: rule-based expert systems, task-specific machine learning models, large-scale foundation AI models, and the recent emerging paradigm of multi-agent collaboration. We propose a conceptual framework for ID 4.0 and discuss its potential to support end-to-end automation of engineering design processes through coordinated, autonomous multi-agent-based systems. Furthermore, we discuss future perspectives to enhance and fully realize ID 4.0's potential, including more complex design scenarios, more practical design implementations, novel agent coordination mechanisms, and autonomous design goal-setting with better human value alignment. In sum, these insights lay a foundation for advancing Intelligent Design toward greater adaptivity, autonomy, and effectiveness in addressing increasingly complex design challenges.
2025-06-11 Large Language Models for Design Structure Matrix Optimization Shuo Jiang, Min Xie, Jianxi Luo et.al. 2506.09749
Abstract (click to expand)In complex engineering systems, the interdependencies among components or development activities are often modeled and analyzed using Design Structure Matrix (DSM). Reorganizing elements within a DSM to minimize feedback loops and enhance modularity or process efficiency constitutes a challenging combinatorial optimization (CO) problem in engineering design and operations. As problem sizes increase and dependency networks become more intricate, traditional optimization methods that solely use mathematical heuristics often fail to capture the contextual nuances and struggle to deliver effective solutions. In this study, we explore the potential of Large Language Models (LLMs) for helping solve such CO problems by leveraging their capabilities for advanced reasoning and contextual understanding. We propose a novel LLM-based framework that integrates network topology with contextual domain knowledge for iterative optimization of DSM element sequencing - a common CO problem. Experiments on various DSM cases show that our method consistently achieves faster convergence and superior solution quality compared to both stochastic and deterministic baselines. Notably, we find that incorporating contextual domain knowledge significantly enhances optimization performance regardless of the chosen LLM backbone. These findings highlight the potential of LLMs to solve complex engineering CO problems by combining semantic and mathematical reasoning. This approach paves the way towards a new paradigm in LLM-based engineering design optimization.
2025-06-11 Natural Language Guided Ligand-Binding Protein Design Zhenqiao Song, Ramith Hettiarachchi, Chuan Li et.al. 2506.09332
Abstract (click to expand)Can AI protein models follow human language instructions and design proteins with desired functions (e.g. binding to a ligand)? Designing proteins that bind to a given ligand is crucial in a wide range of applications in biology and chemistry. Most prior AI models are trained on protein-ligand complex data, which is scarce due to the high cost and time requirements of laboratory experiments. In contrast, there is a substantial body of human-curated text descriptions about protein-ligand interactions and ligand formula. In this paper, we propose InstructPro, a family of protein generative models that follow natural language instructions to design ligand-binding proteins. Given a textual description of the desired function and a ligand formula in SMILES, InstructPro generates protein sequences that are functionally consistent with the specified instructions. We develop the model architecture, training strategy, and a large-scale dataset, InstructProBench, to support both training and evaluation. InstructProBench consists of 9,592,829 triples of (function description, ligand formula, protein sequence). We train two model variants: InstructPro-1B (with 1 billion parameters) and InstructPro-3B~(with 3 billion parameters). Both variants consistently outperform strong baselines, including ProGen2, ESM3, and Pinal. Notably, InstructPro-1B achieves the highest docking success rate (81.52% at moderate confidence) and the lowest average root mean square deviation (RMSD) compared to ground truth structures (4.026{\AA}). InstructPro-3B further descreases the average RMSD to 2.527{\AA}, demonstrating InstructPro's ability to generate ligand-binding proteins that align with the functional specifications.
2025-06-10 Transaction Categorization with Relational Deep Learning in QuickBooks Kaiwen Dong, Padmaja Jonnalagedda, Xiang Gao et.al. 2506.09234 Accepted to ECML-PKDD 2025
Abstract (click to expand)Automatic transaction categorization is crucial for enhancing the customer experience in QuickBooks by providing accurate accounting and bookkeeping. The distinct challenges in this domain stem from the unique formatting of transaction descriptions, the wide variety of transaction categories, and the vast scale of the data involved. Furthermore, organizing transaction data in a relational database creates difficulties in developing a unified model that covers the entire database. In this work, we develop a novel graph-based model, named Rel-Cat, which is built directly over the relational database. We introduce a new formulation of transaction categorization as a link prediction task within this graph structure. By integrating techniques from natural language processing and graph machine learning, our model not only outperforms the existing production model in QuickBooks but also scales effectively to a growing customer base with a simpler, more effective architecture without compromising on accuracy. This design also helps tackle a key challenge of the cold start problem by adapting to minimal data.
2025-06-10 Rapid cardiac activation prediction for cardiac resynchronization therapy planning using geometric deep learning Ehsan Naghavi, Haifeng Wang, Vahid Ziaei Rad et.al. 2506.08987 link
Abstract (click to expand)Cardiac resynchronization therapy (CRT) is a common intervention for patients with dyssynchronous heart failure, yet approximately one-third of recipients fail to respond due to suboptimal lead placement. Identifying optimal pacing sites remains challenging, largely due to patient-specific anatomical variability and the limitations of current individualized planning strategies. In a step towards constructing an in-silico approach to help address this issue, we develop two geometric deep learning (DL) models, based on graph neural network (GNN) and geometry-informed neural operator (GINO), to predict cardiac activation time map in real-time for CRT planning and optimization. Both models are trained on a large synthetic dataset generated from finite-element (FE) simulations over a wide range of left ventricular (LV) geometries, pacing site configurations, and tissue conductivities. The GINO model significantly outperforms the GNN model, with lower prediction errors (1.14% vs 3.14%) and superior robustness to noise and various mesh discretization. Using the GINO model, we also develop a workflow for optimizing the pacing site in CRT from given activation time map and LV geometry. Compared to randomly selecting a pacing site, the CRT optimization workflow produces a larger reduction in maximum activation time (20% vs. 8%). In conjunction with an interactive web-based graphical user interface (GUI) available at https://dcsim.egr.msu.edu/, the GINO model shows promising potential as a clinical decision-support tool for personalized pre-procedural CRT optimization.
2025-06-10 IMAGIC-500: IMputation benchmark on A Generative Imaginary Country (500k samples) Siyi Sun, David Antony Selby, Yunchuan Huang et.al. 2506.08844
Abstract (click to expand)Missing data imputation in tabular datasets remains a pivotal challenge in data science and machine learning, particularly within socioeconomic research. However, real-world socioeconomic datasets are typically subject to strict data protection protocols, which often prohibit public sharing, even for synthetic derivatives. This severely limits the reproducibility and accessibility of benchmark studies in such settings. Further, there are very few publicly available synthetic datasets. Thus, there is limited availability of benchmarks for systematic evaluation of imputation methods on socioeconomic datasets, whether real or synthetic. In this study, we utilize the World Bank's publicly available synthetic dataset, Synthetic Data for an Imaginary Country, which closely mimics a real World Bank household survey while being fully public, enabling broad access for methodological research. With this as a starting point, we derived the IMAGIC-500 dataset: we select a subset of 500k individuals across approximately 100k households with 19 socioeconomic features, designed to reflect the hierarchical structure of real-world household surveys. This paper introduces a comprehensive missing data imputation benchmark on IMAGIC-500 under various missing mechanisms (MCAR, MAR, MNAR) and missingness ratios (10\%, 20\%, 30\%, 40\%, 50\%). Our evaluation considers the imputation accuracy for continuous and categorical variables, computational efficiency, and impact on downstream predictive tasks, such as estimating educational attainment at the individual level. The results highlight the strengths and weaknesses of statistical, traditional machine learning, and deep learning imputation techniques, including recent diffusion-based methods. The IMAGIC-500 dataset and benchmark aim to facilitate the development of robust imputation algorithms and foster reproducible social science research.
2025-06-10 EDINET-Bench: Evaluating LLMs on Complex Financial Tasks using Japanese Financial Statements Issa Sugiura, Takashi Ishida, Taro Makino et.al. 2506.08762
Abstract (click to expand)Financial analysis presents complex challenges that could leverage large language model (LLM) capabilities. However, the scarcity of challenging financial datasets, particularly for Japanese financial data, impedes academic innovation in financial analytics. As LLMs advance, this lack of accessible research resources increasingly hinders their development and evaluation in this specialized domain. To address this gap, we introduce EDINET-Bench, an open-source Japanese financial benchmark designed to evaluate the performance of LLMs on challenging financial tasks including accounting fraud detection, earnings forecasting, and industry prediction. EDINET-Bench is constructed by downloading annual reports from the past 10 years from Japan's Electronic Disclosure for Investors' NETwork (EDINET) and automatically assigning labels corresponding to each evaluation task. Our experiments reveal that even state-of-the-art LLMs struggle, performing only slightly better than logistic regression in binary classification for fraud detection and earnings forecasting. These results highlight significant challenges in applying LLMs to real-world financial applications and underscore the need for domain-specific adaptation. Our dataset, benchmark construction code, and evaluation code is publicly available to facilitate future research in finance with LLMs.
2025-06-10 Flow Matching Meets PDEs: A Unified Framework for Physics-Constrained Generation Giacomo Baldan, Qiang Liu, Alberto Guardone et.al. 2506.08604
Abstract (click to expand)Generative machine learning methods, such as diffusion models and flow matching, have shown great potential in modeling complex system behaviors and building efficient surrogate models. However, these methods typically learn the underlying physics implicitly from data. We propose Physics-Based Flow Matching (PBFM), a novel generative framework that explicitly embeds physical constraints, both PDE residuals and algebraic relations, into the flow matching objective. We also introduce temporal unrolling at training time that improves the accuracy of the final, noise-free sample prediction. Our method jointly minimizes the flow matching loss and the physics-based residual loss without requiring hyperparameter tuning of their relative weights. Additionally, we analyze the role of the minimum noise level, \(\sigma_{\min}\), in the context of physical constraints and evaluate a stochastic sampling strategy that helps to reduce physical residuals. Through extensive benchmarks on three representative PDE problems, we show that our approach yields up to an \(8\times\) more accurate physical residuals compared to FM, while clearly outperforming existing algorithms in terms of distributional accuracy. PBFM thus provides a principled and efficient framework for surrogate modeling, uncertainty quantification, and accelerated simulation in physics and engineering applications.
2025-06-11 KP-PINNs: Kernel Packet Accelerated Physics Informed Neural Networks Siyuan Yang, Cheng Song, Zhilu Lai et.al. 2506.08563 Accepted to IJCAI 2025
Abstract (click to expand)Differential equations are involved in modeling many engineering problems. Many efforts have been devoted to solving differential equations. Due to the flexibility of neural networks, Physics Informed Neural Networks (PINNs) have recently been proposed to solve complex differential equations and have demonstrated superior performance in many applications. While the L2 loss function is usually a default choice in PINNs, it has been shown that the corresponding numerical solution is incorrect and unstable for some complex equations. In this work, we propose a new PINNs framework named Kernel Packet accelerated PINNs (KP-PINNs), which gives a new expression of the loss function using the reproducing kernel Hilbert space (RKHS) norm and uses the Kernel Packet (KP) method to accelerate the computation. Theoretical results show that KP-PINNs can be stable across various differential equations. Numerical experiments illustrate that KP-PINNs can solve differential equations effectively and efficiently. This framework provides a promising direction for improving the stability and accuracy of PINNs-based solvers in scientific computing.
2025-06-10 Thermodynamically Consistent Latent Dynamics Identification for Parametric Systems Xiaolong He, Yeonjong Shin, Anthony Gruber et.al. 2506.08475
Abstract (click to expand)We propose an efficient thermodynamics-informed latent space dynamics identification (tLaSDI) framework for the reduced-order modeling of parametric nonlinear dynamical systems. This framework integrates autoencoders for dimensionality reduction with newly developed parametric GENERIC formalism-informed neural networks (pGFINNs), which enable efficient learning of parametric latent dynamics while preserving key thermodynamic principles such as free energy conservation and entropy generation across the parameter space. To further enhance model performance, a physics-informed active learning strategy is incorporated, leveraging a greedy, residual-based error indicator to adaptively sample informative training data, outperforming uniform sampling at equivalent computational cost. Numerical experiments on the Burgers' equation and the 1D/1V Vlasov-Poisson equation demonstrate that the proposed method achieves up to 3,528x speed-up with 1-3% relative errors, and significant reduction in training (50-90%) and inference (57-61%) cost. Moreover, the learned latent space dynamics reveal the underlying thermodynamic behavior of the system, offering valuable insights into the physical-space dynamics.
2025-06-09 A Machine Learning Approach to Generate Residual Stress Distributions using Sparse Characterization Data in Friction-Stir Processed Parts Shadab Anwar Shaikh, Kranthi Balusu, Ayoub Soulami et.al. 2506.08205
Abstract (click to expand)Residual stresses, which remain within a component after processing, can deteriorate performance. Accurately determining their full-field distributions is essential for optimizing the structural integrity and longevity. However, the experimental effort required for full-field characterization is impractical. Given these challenges, this work proposes a machine learning (ML) based Residual Stress Generator (RSG) to infer full-field stresses from limited measurements. An extensive dataset was initially constructed by performing numerous process simulations with a diverse parameter set. A ML model based on U-Net architecture was then trained to learn the underlying structure through systematic hyperparameter tuning. Then, the model's ability to generate simulated stresses was evaluated, and it was ultimately tested on actual characterization data to validate its effectiveness. The model's prediction of simulated stresses shows that it achieved excellent predictive accuracy and exhibited a significant degree of generalization, indicating that it successfully learnt the latent structure of residual stress distribution. The RSG's performance in predicting experimentally characterized data highlights the feasibility of the proposed approach in providing a comprehensive understanding of residual stress distributions from limited measurements, thereby significantly reducing experimental efforts.
2025-06-09 FreeGave: 3D Physics Learning from Dynamic Videos by Gaussian Velocity Jinxi Li, Ziyang Song, Siyuan Zhou et.al. 2506.07865 link CVPR 2025. Code and data are available at: https://github.com/vLAR-group/FreeGave
Abstract (click to expand)In this paper, we aim to model 3D scene geometry, appearance, and the underlying physics purely from multi-view videos. By applying various governing PDEs as PINN losses or incorporating physics simulation into neural networks, existing works often fail to learn complex physical motions at boundaries or require object priors such as masks or types. In this paper, we propose FreeGave to learn the physics of complex dynamic 3D scenes without needing any object priors. The key to our approach is to introduce a physics code followed by a carefully designed divergence-free module for estimating a per-Gaussian velocity field, without relying on the inefficient PINN losses. Extensive experiments on three public datasets and a newly collected challenging real-world dataset demonstrate the superior performance of our method for future frame extrapolation and motion segmentation. Most notably, our investigation into the learned physics codes reveals that they truly learn meaningful 3D physical motion patterns in the absence of any human labels in training.
2025-06-12 CheMatAgent: Enhancing LLMs for Chemistry and Materials Science through Tree-Search Based Tool Learning Mengsong Wu, YaFei Wang, Yidong Ming et.al. 2506.07551 link 15 pages, 6 figures
Abstract (click to expand)Large language models (LLMs) have recently demonstrated promising capabilities in chemistry tasks while still facing challenges due to outdated pretraining knowledge and the difficulty of incorporating specialized chemical expertise. To address these issues, we propose an LLM-based agent that synergistically integrates 137 external chemical tools created ranging from basic information retrieval to complex reaction predictions, and a dataset curation pipeline to generate the dataset ChemToolBench that facilitates both effective tool selection and precise parameter filling during fine-tuning and evaluation. We introduce a Hierarchical Evolutionary Monte Carlo Tree Search (HE-MCTS) framework, enabling independent optimization of tool planning and execution. By leveraging self-generated data, our approach supports step-level fine-tuning (FT) of the policy model and training task-adaptive PRM and ORM that surpass GPT-4o. Experimental evaluations demonstrate that our approach significantly improves performance in Chemistry QA and discovery tasks, offering a robust solution to integrate specialized tools with LLMs for advanced chemical applications. All datasets and code are available at https://github.com/AI4Chem/ChemistryAgent .
2025-06-08 End-to-End Probabilistic Framework for Learning with Hard Constraints Utkarsh Utkarsh, Danielle C. Maddix, Ruijun Ma et.al. 2506.07003 46 pages, 5 figures, 10 tables
Abstract (click to expand)We present a general purpose probabilistic forecasting framework, ProbHardE2E, to learn systems that can incorporate operational/physical constraints as hard requirements. ProbHardE2E enforces hard constraints by exploiting variance information in a novel way; and thus it is also capable of performing uncertainty quantification (UQ) on the model. Our methodology uses a novel differentiable probabilistic projection layer (DPPL) that can be combined with a wide range of neural network architectures. This DPPL allows the model to learn the system in an end-to-end manner, compared to other approaches where the constraints are satisfied either through a post-processing step or at inference. In addition, ProbHardE2E can optimize a strictly proper scoring rule, without making any distributional assumptions on the target, which enables it to obtain robust distributional estimates (in contrast to existing approaches that generally optimize likelihood-based objectives, which are heavily biased by their distributional assumptions and model choices); and it can incorporate a range of non-linear constraints (increasing the power of modeling and flexibility). We apply ProbHardE2E to problems in learning partial differential equations with uncertainty estimates and to probabilistic time-series forecasting, showcasing it as a broadly applicable general setup that connects these seemingly disparate domains.
2025-06-12 QuantMCP: Grounding Large Language Models in Verifiable Financial Reality Yifan Zeng et.al. 2506.06622
Abstract (click to expand)Large Language Models (LLMs) hold immense promise for revolutionizing financial analysis and decision-making, yet their direct application is often hampered by issues of data hallucination and lack of access to real-time, verifiable financial information. This paper introduces QuantMCP, a novel framework designed to rigorously ground LLMs in financial reality. By leveraging the Model Context Protocol (MCP) for standardized and secure tool invocation, QuantMCP enables LLMs to accurately interface with a diverse array of Python-accessible financial data APIs (e.g., Wind, yfinance). Users can interact via natural language to precisely retrieve up-to-date financial data, thereby overcoming LLM's inherent limitations in factual data recall. More critically, once furnished with this verified, structured data, the LLM's analytical capabilities are unlocked, empowering it to perform sophisticated data interpretation, generate insights, and ultimately support more informed financial decision-making processes. QuantMCP provides a robust, extensible, and secure bridge between conversational AI and the complex world of financial data, aiming to enhance both the reliability and the analytical depth of LLM applications in finance.
2025-06-04 Beyond the Norm: A Survey of Synthetic Data Generation for Rare Events Jingyi Gu, Xuan Zhang, Guiling Wang et.al. 2506.06380
Abstract (click to expand)Extreme events, such as market crashes, natural disasters, and pandemics, are rare but catastrophic, often triggering cascading failures across interconnected systems. Accurate prediction and early warning can help minimize losses and improve preparedness. While data-driven methods offer powerful capabilities for extreme event modeling, they require abundant training data, yet extreme event data is inherently scarce, creating a fundamental challenge. Synthetic data generation has emerged as a powerful solution. However, existing surveys focus on general data with privacy preservation emphasis, rather than extreme events' unique performance requirements. This survey provides the first overview of synthetic data generation for extreme events. We systematically review generative modeling techniques and large language models, particularly those enhanced by statistical theory as well as specialized training and sampling mechanisms to capture heavy-tailed distributions. We summarize benchmark datasets and introduce a tailored evaluation framework covering statistical, dependence, visual, and task-oriented metrics. A central contribution is our in-depth analysis of each metric's applicability in extremeness and domain-specific adaptations, providing actionable guidance for model evaluation in extreme settings. We categorize key application domains and identify underexplored areas like behavioral finance, wildfires, earthquakes, windstorms, and infectious outbreaks. Finally, we outline open challenges, providing a structured foundation for advancing synthetic rare-event research.
2025-06-06 FinanceReasoning: Benchmarking Financial Numerical Reasoning More Credible, Comprehensive and Challenging Zichen Tang, Haihong E, Ziyan Ma et.al. 2506.05828 Accepted by ACL 2025 Main Conference
Abstract (click to expand)We introduce FinanceReasoning, a novel benchmark designed to evaluate the reasoning capabilities of large reasoning models (LRMs) in financial numerical reasoning problems. Compared to existing benchmarks, our work provides three key advancements. (1) Credibility: We update 15.6% of the questions from four public datasets, annotating 908 new questions with detailed Python solutions and rigorously refining evaluation standards. This enables an accurate assessment of the reasoning improvements of LRMs. (2) Comprehensiveness: FinanceReasoning covers 67.8% of financial concepts and formulas, significantly surpassing existing datasets. Additionally, we construct 3,133 Python-formatted functions, which enhances LRMs' financial reasoning capabilities through refined knowledge (e.g., 83.2% \(\rightarrow\) 91.6% for GPT-4o). (3) Challenge: Models are required to apply multiple financial formulas for precise numerical reasoning on 238 Hard problems. The best-performing model (i.e., OpenAI o1 with PoT) achieves 89.1% accuracy, yet LRMs still face challenges in numerical precision. We demonstrate that combining Reasoner and Programmer models can effectively enhance LRMs' performance (e.g., 83.2% \(\rightarrow\) 87.8% for DeepSeek-R1). Our work paves the way for future research on evaluating and improving LRMs in domain-specific complex reasoning tasks.
2025-06-06 EqCollide: Equivariant and Collision-Aware Deformable Objects Neural Simulator Qianyi Chen, Tianrun Gao, Chenbo Jiang et.al. 2506.05797
Abstract (click to expand)Simulating collisions of deformable objects is a fundamental yet challenging task due to the complexity of modeling solid mechanics and multi-body interactions. Existing data-driven methods often suffer from lack of equivariance to physical symmetries, inadequate handling of collisions, and limited scalability. Here we introduce EqCollide, the first end-to-end equivariant neural fields simulator for deformable objects and their collisions. We propose an equivariant encoder to map object geometry and velocity into latent control points. A subsequent equivariant Graph Neural Network-based Neural Ordinary Differential Equation models the interactions among control points via collision-aware message passing. To reconstruct velocity fields, we query a neural field conditioned on control point features, enabling continuous and resolution-independent motion predictions. Experimental results show that EqCollide achieves accurate, stable, and scalable simulations across diverse object configurations, and our model achieves 24.34% to 35.82% lower rollout MSE even compared with the best-performing baseline model. Furthermore, our model could generalize to more colliding objects and extended temporal horizons, and stay robust to input transformed with group action.
2025-06-06 FlowOE: Imitation Learning with Flow Policy from Ensemble RL Experts for Optimal Execution under Heston Volatility and Concave Market Impacts Yang Li, Zhi Chen et.al. 2506.05755 3 figures, 3 algorithms, 7 tables
Abstract (click to expand)Optimal execution in financial markets refers to the process of strategically transacting a large volume of assets over a period to achieve the best possible outcome by balancing the trade-off between market impact costs and timing or volatility risks. Traditional optimal execution strategies, such as static Almgren-Chriss models, often prove suboptimal in dynamic financial markets. This paper propose flowOE, a novel imitation learning framework based on flow matching models, to address these limitations. FlowOE learns from a diverse set of expert traditional strategies and adaptively selects the most suitable expert behavior for prevailing market conditions. A key innovation is the incorporation of a refining loss function during the imitation process, enabling flowOE not only to mimic but also to improve upon the learned expert actions. To the best of our knowledge, this work is the first to apply flow matching models in a stochastic optimal execution problem. Empirical evaluations across various market conditions demonstrate that flowOE significantly outperforms both the specifically calibrated expert models and other traditional benchmarks, achieving higher profits with reduced risk. These results underscore the practical applicability and potential of flowOE to enhance adaptive optimal execution.
2025-06-06 Hybrid Stabilization Protocol for Cross-Chain Digital Assets Using Adaptor Signatures and AI-Driven Arbitrage Shengwei You, Andrey Kuehlkamp, Jarek Nabrzyski et.al. 2506.05708
Abstract (click to expand)Stablecoins face an unresolved trilemma of balancing decentralization, stability, and regulatory compliance. We present a hybrid stabilization protocol that combines crypto-collateralized reserves, algorithmic futures contracts, and cross-chain liquidity pools to achieve robust price adherence while preserving user privacy. At its core, the protocol introduces stabilization futures contracts (SFCs), non-collateralized derivatives that programmatically incentivize third-party arbitrageurs to counteract price deviations via adaptor signature atomic swaps. Autonomous AI agents optimize delta hedging across decentralized exchanges (DEXs), while zkSNARKs prove compliance with anti-money laundering (AML) regulations without exposing identities or transaction details. Our cryptographic design reduces cross-chain liquidity concentration (Herfindahl-Hirschman Index: 2,400 vs. 4,900 in single-chain systems) and ensures atomicity under standard cryptographic assumptions. The protocol's layered architecture encompassing incentive-compatible SFCs, AI-driven market making, and zero-knowledge regulatory proofs. It provides a blueprint for next-generation decentralized financial infrastructure.
2025-06-05 Applying Informer for Option Pricing: A Transformer-Based Approach Feliks Bańka, Jarosław A. Chudziak et.al. 2506.05565 8 pages, 3 tables, 7 figures. Accepted at the 17th International Conference on Agents and Artificial Intelligence (ICAART 2025). Final version published in Proceedings of ICAART 2025 (Vol. 3), pages 1270-1277
Abstract (click to expand)Accurate option pricing is essential for effective trading and risk management in financial markets, yet it remains challenging due to market volatility and the limitations of traditional models like Black-Scholes. In this paper, we investigate the application of the Informer neural network for option pricing, leveraging its ability to capture long-term dependencies and dynamically adjust to market fluctuations. This research contributes to the field of financial forecasting by introducing Informer's efficient architecture to enhance prediction accuracy and provide a more adaptable and resilient framework compared to existing methods. Our results demonstrate that Informer outperforms traditional approaches in option pricing, advancing the capabilities of data-driven financial forecasting in this domain.
2025-06-05 A Neural Network Model of Spatial and Feature-Based Attention Ruoyang Hu, Robert A. Jacobs et.al. 2506.05487 6 pages, 9 figures
Abstract (click to expand)Visual attention is a mechanism closely intertwined with vision and memory. Top-down information influences visual processing through attention. We designed a neural network model inspired by aspects of human visual attention. This model consists of two networks: one serves as a basic processor performing a simple task, while the other processes contextual information and guides the first network through attention to adapt to more complex tasks. After training the model and visualizing the learned attention response, we discovered that the model's emergent attention patterns corresponded to spatial and feature-based attention. This similarity between human visual attention and attention in computer vision suggests a promising direction for studying human cognition using neural network models.
2025-06-05 MTPNet: Multi-Grained Target Perception for Unified Activity Cliff Prediction Zishan Shu, Yufan Deng, Hongyu Zhang et.al. 2506.05427 link
Abstract (click to expand)Activity cliff prediction is a critical task in drug discovery and material design. Existing computational methods are limited to handling single binding targets, which restricts the applicability of these prediction models. In this paper, we present the Multi-Grained Target Perception network (MTPNet) to incorporate the prior knowledge of interactions between the molecules and their target proteins. Specifically, MTPNet is a unified framework for activity cliff prediction, which consists of two components: Macro-level Target Semantic (MTS) guidance and Micro-level Pocket Semantic (MPS) guidance. By this way, MTPNet dynamically optimizes molecular representations through multi-grained protein semantic conditions. To our knowledge, it is the first time to employ the receptor proteins as guiding information to effectively capture critical interaction details. Extensive experiments on 30 representative activity cliff datasets demonstrate that MTPNet significantly outperforms previous approaches, achieving an average RMSE improvement of 18.95% on top of several mainstream GNN architectures. Overall, MTPNet internalizes interaction patterns through conditional deep learning to achieve unified predictions of activity cliffs, helping to accelerate compound optimization and design. Codes are available at: https://github.com/ZishanShu/MTPNet.
2025-06-05 FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis Wenyan Xu, Dawei Xiang, Yue Liu et.al. 2506.05019 link Under review
Abstract (click to expand)Pure time series forecasting tasks typically focus exclusively on numerical features; however, real-world financial decision-making demands the comparison and analysis of heterogeneous sources of information. Recent advances in deep learning and large scale language models (LLMs) have made significant strides in capturing sentiment and other qualitative signals, thereby enhancing the accuracy of financial time series predictions. Despite these advances, most existing datasets consist solely of price series and news text, are confined to a single market, and remain limited in scale. In this paper, we introduce FinMultiTime, the first large scale, multimodal financial time series dataset. FinMultiTime temporally aligns four distinct modalities financial news, structured financial tables, K-line technical charts, and stock price time series across both the S&P 500 and HS 300 universes. Covering 5,105 stocks from 2009 to 2025 in the United States and China, the dataset totals 112.6 GB and provides minute-level, daily, and quarterly resolutions, thus capturing short, medium, and long term market signals with high fidelity. Our experiments demonstrate that (1) scale and data quality markedly boost prediction accuracy; (2) multimodal fusion yields moderate gains in Transformer models; and (3) a fully reproducible pipeline enables seamless dataset updates.
2025-06-05 Nonlinear elastodynamic material identification of heterogeneous isogeometric Bernoulli-Euler beams Bartłomiej Łazorczyk, Roger A. Sauer et.al. 2506.04960 37 pages, 16 figures, 8 tables
Abstract (click to expand)This paper presents a Finite Element Model Updating framework for identifying heterogeneous material distributions in planar Bernoulli-Euler beams based on a rotation-free isogeometric formulation. The procedure follows two steps: First, the elastic properties are identified from quasi-static displacements; then, the density is determined from modal data (low frequencies and mode shapes), given the previously obtained elastic properties. The identification relies on three independent discretizations: the isogeometric finite element mesh, a high-resolution grid of experimental measurements, and a material mesh composed of low-order Lagrange elements. The material mesh approximates the unknown material distributions, with its nodal values serving as design variables. The error between experiments and numerical model is expressed in a least squares manner. The objective is minimized using local optimization with the trust-region method, providing analytical derivatives to accelerate computations. Several numerical examples exhibiting large displacements are provided to test the proposed approach. To alleviate membrane locking, the B2M1 discretization is employed when necessary. Quasi-experimental data is generated using refined finite element models with random noise applied up to 4%. The method yields satisfactory results as long as a sufficient amount of experimental data is available, even for high measurement noise. Regularization is used to ensure a stable solution for dense material meshes. The density can be accurately reconstructed based on the previously identified elastic properties. The proposed framework can be straightforwardly extended to shells and 3D continua.
2025-06-05 A Private Smart Wallet with Probabilistic Compliance Andrea Rizzini, Marco Esposito, Francesco Bruschi et.al. 2506.04853
Abstract (click to expand)We propose a privacy-preserving smart wallet with a novel invitation-based private onboarding mechanism. The solution integrates two levels of compliance in concert with an authority party: a proof of innocence mechanism and an ancestral commitment tracking system using bloom filters for probabilistic UTXO chain states. Performance analysis demonstrates practical efficiency: private transfers with compliance checks complete within seconds on a consumer-grade laptop, and overall with proof generation remaining low. On-chain costs stay minimal, ensuring affordability for all operations on Base layer 2 network. The wallet facilitates private contact list management through encrypted data blobs while maintaining transaction unlinkability. Our evaluation validates the approach's viability for privacy-preserving, compliance-aware digital payments with minimized computational and financial overhead.
2025-06-05 Tensor-based multivariate function approximation: methods benchmarking and comparison Athanasios C. Antoulas, Ion Victor Gosea, Charles Poussot-Vassal et.al. 2506.04791 link Report with a collection of examples, aimed at being regularly updated. Associated GIT: https://github.com/cpoussot/mLF
Abstract (click to expand)In this note, we evaluate the performances, the features and the user-experience of some methods (and their implementations) designed for tensor- (or data-) based multivariate function construction and approximation. To this aim, a collection of multivariate functions extracted from contributive works coming from different communities, is suggested. First, these functions with varying complexity (e.g. number and degree of the variables) and nature (e.g. rational, irrational, differentiable or not, symmetric, etc.) are used to construct tensors, each of different dimension and size on the disk. Second, grounded on this tensor, we inspect performances of each considered method (e.g. the accuracy, the computational time, the parameters tuning impact, etc.). Finally, considering the "best" parameter tuning set, we compare each method using multiple evaluation criteria. The purpose of this note is not to rank the methods but rather to evaluate as fairly as possible the different available strategies, with the idea in mind to guide users to understand the process, the possibilities, the advantages and the limits brought by each tools. The contribution claimed is to suggest a complete benchmark collection of some available tools for tensor approximation by surrogate models (e.g. rational functions, networks, etc.). In addition, as contributors of the multivariate Loewner Framework (mLF) approach (and its side implementation in MDSPACK), attention and details of the latter are more explicitly given, in order to provide readers a digest of this contributive work and some details with simple examples.
2025-06-05 Adaptive recycled plastic architecture: Vacuum-Sealed Chainmail Structures Through Computational Design Yi Xu, Farzin Lotfi-Jam, Mustafa Faruki et.al. 2506.04660 Accepted manuscript. Published in International Journal of Architectural Computing, April 2025
Abstract (click to expand)The construction industry is a major consumer of raw materials, accounting for nearly half of global material usage annually, while generating significant waste that poses sustainability challenges. This paper explores the untapped potential of recycled plastics as a primary construction material, leveraging their lightweight, flexible, and customizable properties for advanced applications in modular chainmail systems. Through a computational workflow, the study optimizes the design, testing, and fabrication of vacuum-sealed chainmail structures composed of recycled plastic filaments, demonstrating their adaptability and structural performance for architectural use. Key contributions include a novel methodology for integrating recycled plastic filaments into chainmail geometries, validated through 2D sectional testing, 3D shell structure generation, and physical modeling under vacuum constraints. The research identifies the rectangular chainmail configuration as the most efficient and adaptable, achieving superior deformation capacity, material efficiency, and load-bearing performance. Optimization strategies for temporary structures highlight practical deployment potential, balancing material savings, usable area, and water drainage efficiency. The findings offer a foundation for innovative applications in extreme conditions, including disaster-prone areas, high-altitude environments, underwater platforms, and extraterrestrial habitats. These applications leverage the lightweight, adaptable, and durable properties of recycled plastics and modular chainmail systems, bridging the gap between waste management and high-performance design while addressing unique challenges in harsh and resource-constrained environments.
2025-06-04 ReXVQA: A Large-scale Visual Question Answering Benchmark for Generalist Chest X-ray Understanding Ankit Pal, Jung-Oh Lee, Xiaoman Zhang et.al. 2506.04353
Abstract (click to expand)We present ReXVQA, the largest and most comprehensive benchmark for visual question answering (VQA) in chest radiology, comprising approximately 696,000 questions paired with 160,000 chest X-rays studies across training, validation, and test sets. Unlike prior efforts that rely heavily on template based queries, ReXVQA introduces a diverse and clinically authentic task suite reflecting five core radiological reasoning skills: presence assessment, location analysis, negation detection, differential diagnosis, and geometric reasoning. We evaluate eight state-of-the-art multimodal large language models, including MedGemma-4B-it, Qwen2.5-VL, Janus-Pro-7B, and Eagle2-9B. The best-performing model (MedGemma) achieves 83.24% overall accuracy. To bridge the gap between AI performance and clinical expertise, we conducted a comprehensive human reader study involving 3 radiology residents on 200 randomly sampled cases. Our evaluation demonstrates that MedGemma achieved superior performance (83.84% accuracy) compared to human readers (best radiology resident: 77.27%), representing a significant milestone where AI performance exceeds expert human evaluation on chest X-ray interpretation. The reader study reveals distinct performance patterns between AI models and human experts, with strong inter-reader agreement among radiologists while showing more variable agreement patterns between human readers and AI models. ReXVQA establishes a new standard for evaluating generalist radiological AI systems, offering public leaderboards, fine-grained evaluation splits, structured explanations, and category-level breakdowns. This benchmark lays the foundation for next-generation AI systems capable of mimicking expert-level clinical reasoning beyond narrow pathology classification. Our dataset will be open-sourced at https://huggingface.co/datasets/rajpurkarlab/ReXVQA
2025-06-04 Physics-Constrained Flow Matching: Sampling Generative Models with Hard Constraints Utkarsh Utkarsh, Pengfei Cai, Alan Edelman et.al. 2506.04171 27 pages, 9 figures, 4 tables
Abstract (click to expand)Deep generative models have recently been applied to physical systems governed by partial differential equations (PDEs), offering scalable simulation and uncertainty-aware inference. However, enforcing physical constraints, such as conservation laws (linear and nonlinear) and physical consistencies, remains challenging. Existing methods often rely on soft penalties or architectural biases that fail to guarantee hard constraints. In this work, we propose Physics-Constrained Flow Matching (PCFM), a zero-shot inference framework that enforces arbitrary nonlinear constraints in pretrained flow-based generative models. PCFM continuously guides the sampling process through physics-based corrections applied to intermediate solution states, while remaining aligned with the learned flow and satisfying physical constraints. Empirically, PCFM outperforms both unconstrained and constrained baselines on a range of PDEs, including those with shocks, discontinuities, and sharp features, while ensuring exact constraint satisfaction at the final solution. Our method provides a general framework for enforcing hard constraints in both scientific and general-purpose generative models, especially in applications where constraint satisfaction is essential.
2025-06-06 Risk and Reward of Transitioning from a National to a Zonal Electricity Market in Great Britain Lukas Franken, Andrew Lyden, Daniel Friedrich et.al. 2506.04107 29 pages, 26 figures
Abstract (click to expand)More spatially granular electricity wholesale markets promise more efficient operation and better asset siting in highly renewable power systems. Great Britain is considering moving from its current single-price national wholesale market to a zonal design. Existing studies reach varying and difficult-to-reconcile conclusions about the desirability of a zonal market in GB, partly because they rely on models that vary in their transparency and assumptions about future power systems. Using a novel open-source electricity market model, calibrated to match observed network behaviour, this article quantifies consumer savings, unit-level producer surplus impacts, and broader socioeconomic benefits that would have arisen had a six-zone market operated in Great Britain during 2022-2024. In the absence of mitigating policies, it is estimated that during those three years GB consumers would save approximately {\pounds}9.4/MWh (equalling an average of more than {\pounds}2.3B per year), but generators in northern regions would experience revenue reductions of 30-40\%. Policy interventions can restore these units' national market revenues to up to 97\% while still preserving around {\pounds}3.1/MWh in consumer savings (about {\pounds}750M per year). It is further estimated that the current system could achieve approximately {\pounds}380-{\pounds}770 million in annual welfare gain during 2022-2024 through improved operational efficiency alone. The drivers behind these benefits, notably wind curtailment volumes, are expected to become more pronounced towards 2030, suggesting that purely operationally achieved annual benefits of around {\pounds}1-2 billion beyond 2029 are likely. It is found that the scale of these benefits would outweigh the potential downsides related to increases in the cost of capital that have been estimated elsewhere.
2025-06-04 On the robustness of Dirichlet-Neumann coupling schemes for fluid-structure-interaction problems with nearly-closed fluid domains A. Aissa-Berraies, Ferdinando A. Auricchio, Gertjan van Zwieten et.al. 2506.04027
Abstract (click to expand)Partitioned methods for fluid-structure interaction (FSI) involve solving the structural and flow problems sequentially. These methods allow for separate settings for the fluid and solid subsystems and thus modularity, enabling reuse of advanced commercial and open-source software. Most partitioned FSI schemes apply a Dirichlet-Neumann (DN) split of the interface conditions. The DN scheme is adequate in a wide range of applications, but it is sensitive to the added-mass effect, and it is susceptible to the incompressibility dilemma, i.e. it completely fails for FSI problems with an incompressible fluid furnished with Dirichlet boundary conditions on the part of its boundary complementary to the interface. In this paper, we show that if the fluid is incompressible and the fluid domain is nearly-closed, i.e. it carries Dirichlet conditions except for a permeable part of the boundary carrying a Robin condition, then the DN partitioned approach is sensitive to the flow resistance at the permeable part, and convergence of the partitioned approach deteriorates as the flow resistance increases. The DN scheme then becomes unstable in the limit as the flow resistance passes to infinity. Based on a simple model problem, we show that in the nearly-closed case, the convergence rate of the DN partitioned method depends on a so-called added-damping effect. The analysis gives insights that can aid to improve robustness and efficiency of partitioned method for FSI problems with contact, e.g. valve applications. In addition, the results elucidate the incompressibility dilemma as a limit of the added-damping effect passing to infinity, and the corresponding challenges related to FSI problems with nearly closed fluid-domain configurations. Via numerical experiments, we consider the generalization of the results of the simple model problem to more complex nearly-closed FSI problems.
2025-06-03 Optimization of Functional Materials Design with Optimal Initial Data in Surrogate-Based Active Learning Seongmin Kim, In-Saeng Suh et.al. 2506.03329
Abstract (click to expand)The optimization of functional materials is important to enhance their properties, but their complex geometries pose great challenges to optimization. Data-driven algorithms efficiently navigate such complex design spaces by learning relationships between material structures and performance metrics to discover high-performance functional materials. Surrogate-based active learning, continually improving its surrogate model by iteratively including high-quality data points, has emerged as a cost-effective data-driven approach. Furthermore, it can be coupled with quantum computing to enhance optimization processes, especially when paired with a special form of surrogate model ( \(i.e.\) , quadratic unconstrained binary optimization), formulated by factorization machine. However, current practices often overlook the variability in design space sizes when determining the initial data size for optimization. In this work, we investigate the optimal initial data sizes required for efficient convergence across various design space sizes. By employing averaged piecewise linear regression, we identify initiation points where convergence begins, highlighting the crucial role of employing adequate initial data in achieving efficient optimization. These results contribute to the efficient optimization of functional materials by ensuring faster convergence and reducing computational costs in surrogate-based active learning.
2025-06-03 Cell-o1: Training LLMs to Solve Single-Cell Reasoning Puzzles with Reinforcement Learning Yin Fang, Qiao Jin, Guangzhi Xiong et.al. 2506.02911 link 28 pages; 16 tables; 7 figures; Code: https://github.com/ncbi-nlp/cell-o1
Abstract (click to expand)Cell type annotation is a key task in analyzing the heterogeneity of single-cell RNA sequencing data. Although recent foundation models automate this process, they typically annotate cells independently, without considering batch-level cellular context or providing explanatory reasoning. In contrast, human experts often annotate distinct cell types for different cell clusters based on their domain knowledge. To mimic this workflow, we introduce the CellPuzzles task, where the objective is to assign unique cell types to a batch of cells. This benchmark spans diverse tissues, diseases, and donor conditions, and requires reasoning across the batch-level cellular context to ensure label uniqueness. We find that off-the-shelf large language models (LLMs) struggle on CellPuzzles, with the best baseline (OpenAI's o1) achieving only 19.0% batch-level accuracy. To fill this gap, we propose Cell-o1, a 7B LLM trained via supervised fine-tuning on distilled reasoning traces, followed by reinforcement learning with batch-level rewards. Cell-o1 achieves state-of-the-art performance, outperforming o1 by over 73% and generalizing well across contexts. Further analysis of training dynamics and reasoning behaviors provides insights into batch-level annotation performance and emergent expert-like reasoning. Code and data are available at https://github.com/ncbi-nlp/cell-o1.
2025-06-03 A mesoscale phase-field model of intergranular liquid lithium corrosion of ferritic/martensitic steels A. Lhoest, S. Kovacevic, D. Nguyen-Manh et.al. 2506.02776
Abstract (click to expand)A phase-field model is developed to simulate intergranular corrosion of ferritic/martensitic steels exposed to liquid lithium. The chromium concentration of the material is used to track the mass transport within the metal and liquid (corrosive) phase. The framework naturally captures intergranular corrosion by enhancing the diffusion of chromium along grain boundaries relative to the grain bulk with no special treatment for the corrosion front evolution. The formulation applies to arbitrary 2D and 3D polycrystalline geometries. The framework reproduces experimental measurements of weight loss and corrosion depth for a 9 wt\% Cr ferritic/martensitic steel exposed to static lithium at 600 \(^\circ\) C. A sensitivity analysis, varying near-surface grain density, grain size, and chromium depletion thickness, highlights the microstructural influence in the corrosion process. Moreover, the significance of saturation is considered and evaluated. Simulation results show that near-surface grain density is a deciding factor, whereas grain size dictates the susceptibility to intergranular corrosion.
2025-06-03 Enriching Location Representation with Detailed Semantic Information Junyuan Liu, Xinglei Wang, Tao Cheng et.al. 2506.02744
Abstract (click to expand)Spatial representations that capture both structural and semantic characteristics of urban environments are essential for urban modeling. Traditional spatial embeddings often prioritize spatial proximity while underutilizing fine-grained contextual information from places. To address this limitation, we introduce CaLLiPer+, an extension of the CaLLiPer model that systematically integrates Point-of-Interest (POI) names alongside categorical labels within a multimodal contrastive learning framework. We evaluate its effectiveness on two downstream tasks, land use classification and socioeconomic status distribution mapping, demonstrating consistent performance gains of 4% to 11% over baseline methods. Additionally, we show that incorporating POI names enhances location retrieval, enabling models to capture complex urban concepts with greater precision. Ablation studies further reveal the complementary role of POI names and the advantages of leveraging pretrained text encoders for spatial representations. Overall, our findings highlight the potential of integrating fine-grained semantic attributes and multimodal learning techniques to advance the development of urban foundation models.
2025-06-03 TL;DR: Too Long, Do Re-weighting for Effcient LLM Reasoning Compression Zhong-Zhi Li, Xiao Liang, Zihao Tang et.al. 2506.02678
Abstract (click to expand)Large Language Models (LLMs) have recently achieved remarkable progress by leveraging Reinforcement Learning and extended Chain-of-Thought (CoT) techniques. However, the challenge of performing efficient language reasoning--especially during inference with extremely long outputs--has drawn increasing attention from the research community. In this work, we propose a dynamic ratio-based training pipeline that does not rely on sophisticated data annotations or interpolation between multiple models. We continuously balance the weights between the model's System-1 and System-2 data to eliminate redundant reasoning processes while preserving the model's reasoning capability. We validate our approach across models on DeepSeek-R1-Distill-7B and DeepSeek-R1-Distill-14B and on a diverse set of benchmarks with varying difficulty levels. Our method significantly reduces the number of output tokens by nearly 40% while maintaining the accuracy of the reasoning. Our code and data will be available soon.
2025-06-03 On the fracture mechanics validity of small scale tests C. Cui, L. Cupertino-Malheiros, Z. Xiong et.al. 2506.02538
Abstract (click to expand)There is growing interest in conducting small-scale tests to gain additional insight into the fracture behaviour of components across a wide range of materials. For example, micro-scale mechanical tests inside of a microscope (\emph{in situ}) enable direct, high-resolution observation of the interplay between crack growth and microstructural phenomena (e.g., dislocation behaviour or the fracture resistance of a particular interface), and sub-size samples are increasingly used when only a limited amount of material is available. However, to obtain quantitative insight and extract relevant fracture parameters, the sample must be sufficiently large for a \(J\)- (HRR) or a \(K\)-field to exist. We conduct numerical and semi-analytical studies to map the conditions (sample geometry, material) that result in a valid, quantitative fracture experiment. Specifically, for a wide range of material properties, crack lengths and sample dimensions, we establish the maximum value of the \(J\)-integral where an HRR field ceases to exist (i.e., the maximum \(J\) value at which fracture must occur for the test to be valid, \(J_\mathrm{max}\)). Maps are generated to establish the maximum valid \(J\) value (\(J_\mathrm{max}\) ) as a function of yield strength, strain hardening and minimum sample size. These maps are then used to discuss the existing experimental literature and provide guidance on how to conduct quantitative experiments. Finally, our study is particularised to the analysis of metals that have been embrittled due to hydrogen exposure. The response of relevant materials under hydrogen-containing environments are superimposed on the aforementioned maps, determining the conditions that will enable quantitative insight.
2025-06-03 Generative AI for Predicting 2D and 3D Wildfire Spread: Beyond Physics-Based Models and Traditional Deep Learning Haowen Xu, Sisi Zlatanova, Ruiyu Liang et.al. 2506.02485
Abstract (click to expand)Wildfires continue to inflict devastating human, environmental, and economic losses globally, as tragically exemplified by the 2025 Los Angeles wildfire and the urgent demand for more effective response strategies. While physics-based and deep learning models have advanced wildfire simulation, they face critical limitations in predicting and visualizing multimodal fire spread in real time, particularly in both 2D and 3D spatial domains using dynamically updated GIS data. These limitations hinder timely emergency response, infrastructure protection, and community safety. Generative AI has recently emerged as a transformative approach across research and industry. Models such as Generative Adversarial Networks (GANs), Variational Autoencoders (VAEs), Transformers, and diffusion-based architectures offer distinct advantages over traditional methods, including the integration of multimodal data, generation of diverse scenarios under uncertainty, and improved modeling of wildfire dynamics across spatial and temporal scales. This position paper advocates for the adoption of generative AI as a foundational framework for wildfire prediction. We explore how such models can enhance 2D fire spread forecasting and enable more realistic, scalable 3D simulations. Additionally, we employ a novel human-AI collaboration framework using large language models (LLMs) for automated knowledge extraction, literature synthesis, and bibliometric mapping. Looking ahead, we identify five key visions for integrating generative AI into wildfire management: multimodal approaches, AI foundation models, conversational AI systems, edge-computing-based scenario generation, and cognitive digital twins. We also address three major challenges accompanying these opportunities and propose potential solutions to support their implementation.
2025-06-02 Sensitivity-Aware Density Estimation in Multiple Dimensions Aleix Boquet-Pujadas, Pol del Aguila Pla, Michael Unser et.al. 2506.02323
Abstract (click to expand)We formulate an optimization problem to estimate probability densities in the context of multidimensional problems that are sampled with uneven probability. It considers detector sensitivity as an heterogeneous density and takes advantage of the computational speed and flexible boundary conditions offered by splines on a grid. We choose to regularize the Hessian of the spline via the nuclear norm to promote sparsity. As a result, the method is spatially adaptive and stable against the choice of the regularization parameter, which plays the role of the bandwidth. We test our computational pipeline on standard densities and provide software. We also present a new approach to PET rebinning as an application of our framework.
2025-06-02 Singularity Blockchain Key Management via non-custodial key management Sumit Vohra et.al. 2506.02282
Abstract (click to expand)web3 wallets are key to managing user identity on blockchain. The main purpose of a web3 wallet application is to manage the private key for the user and provide an interface to interact with the blockchain. The key management scheme ( KMS ) used by the wallet to store and recover the private key can be either custodial, where the keys are permissioned and in custody of the wallet provider or noncustodial where the keys are in custody of the user. The existing non-custodial key management schemes tend to offset the burden of storing and recovering the key entirely on the user by asking them to remember seed-phrases. This creates onboarding hassles for the user and introduces the risk that the user may lose their assets if they forget or lose their seedphrase/private key. In this paper, we propose a novel method of backing up user keys using a non-custodial key management technique that allows users to save and recover a backup of their private key using any independent sign-in method such as google-oAuth or other 3P oAuth.
2025-06-02 Benchmarking Large Language Models for Polymer Property Predictions Sonakshi Gupta, Akhlak Mahmood, Shivank Shukla et.al. 2506.02129 5 figures
Abstract (click to expand)Machine learning has revolutionized polymer science by enabling rapid property prediction and generative design. Large language models (LLMs) offer further opportunities in polymer informatics by simplifying workflows that traditionally rely on large labeled datasets, handcrafted representations, and complex feature engineering. LLMs leverage natural language inputs through transfer learning, eliminating the need for explicit fingerprinting and streamlining training. In this study, we finetune general purpose LLMs -- open-source LLaMA-3-8B and commercial GPT-3.5 -- on a curated dataset of 11,740 entries to predict key thermal properties: glass transition, melting, and decomposition temperatures. Using parameter-efficient fine-tuning and hyperparameter optimization, we benchmark these models against traditional fingerprinting-based approaches -- Polymer Genome, polyGNN, and polyBERT -- under single-task (ST) and multi-task (MT) learning. We find that while LLM-based methods approach traditional models in performance, they generally underperform in predictive accuracy and efficiency. LLaMA-3 consistently outperforms GPT-3.5, likely due to its tunable open-source architecture. Additionally, ST learning proves more effective than MT, as LLMs struggle to capture cross-property correlations, a key strength of traditional methods. Analysis of molecular embeddings reveals limitations of general purpose LLMs in representing nuanced chemo-structural information compared to handcrafted features and domain-specific embeddings. These findings provide insight into the interplay between molecular embeddings and natural language processing, guiding LLM selection for polymer informatics.
2025-06-02 COALESCE: Economic and Security Dynamics of Skill-Based Task Outsourcing Among Team of Autonomous LLM Agents Manish Bhatt, Ronald F. Del Rosario, Vineeth Sai Narajala et.al. 2506.01900 20 pages, 2 figures, github linked
Abstract (click to expand)The meteoric rise and proliferation of autonomous Large Language Model (LLM) agents promise significant capabilities across various domains. However, their deployment is increasingly constrained by substantial computational demands, specifically for Graphics Processing Unit (GPU) resources. This paper addresses the critical problem of optimizing resource utilization in LLM agent systems. We introduce COALESCE (Cost-Optimized and Secure Agent Labour Exchange via Skill-based Competence Estimation), a novel framework designed to enable autonomous LLM agents to dynamically outsource specific subtasks to specialized, cost-effective third-party LLM agents. The framework integrates mechanisms for hybrid skill representation, dynamic skill discovery, automated task decomposition, a unified cost model comparing internal execution costs against external outsourcing prices, simplified market-based decision-making algorithms, and a standardized communication protocol between LLM agents. Comprehensive validation through 239 theoretical simulations demonstrates 41.8\% cost reduction potential, while large-scale empirical validation across 240 real LLM tasks confirms 20.3\% cost reduction with proper epsilon-greedy exploration, establishing both theoretical viability and practical effectiveness. The emergence of proposed open standards like Google's Agent2Agent (A2A) protocol further underscores the need for frameworks like COALESCE that can leverage such standards for efficient agent interaction. By facilitating a dynamic market for agent capabilities, potentially utilizing protocols like A2A for communication, COALESCE aims to significantly reduce operational costs, enhance system scalability, and foster the emergence of specialized agent economies, making complex LLM agent functionalities more accessible and economically viable.
2025-06-01 Fast numerical generation of Lie closure Yutaro Iiyama et.al. 2506.01120 12 pages
Abstract (click to expand)Finding the Lie-algebraic closure of a handful of matrices has important applications in quantum computing and quantum control. For most realistic cases, the closure cannot be determined analytically, necessitating an explicit numerical construction. The standard construction algorithm makes repeated calls to a subroutine that determines whether a matrix is linearly independent from a potentially large set of matrices. Because the common implementation of this subroutine has a high complexity, the construction of Lie closure is practically limited to trivially small matrix sizes. We present efficient alternative methods of linear independence check that simultaneously reduce the computational complexity and memory footprint. An implementation of one of the methods is validated against known results. Our new algorithms enable numerical studies of Lie closure in larger system sizes than was previously possible.
2025-06-01 Learning to optimize convex risk measures: The cases of utility-based shortfall risk and optimized certainty equivalent risk Sumedh Gupte, Prashanth L. A., Sanjay P. Bhat et.al. 2506.01101
Abstract (click to expand)We consider the problems of estimation and optimization of two popular convex risk measures: utility-based shortfall risk (UBSR) and Optimized Certainty Equivalent (OCE) risk. We extend these risk measures to cover possibly unbounded random variables. We cover prominent risk measures like the entropic risk, expectile risk, monotone mean-variance risk, Value-at-Risk, and Conditional Value-at-Risk as few special cases of either the UBSR or the OCE risk. In the context of estimation, we derive non-asymptotic bounds on the mean absolute error (MAE) and mean-squared error (MSE) of the classical sample average approximation (SAA) estimators of both, the UBSR and the OCE. Next, in the context of optimization, we derive expressions for the UBSR gradient and the OCE gradient under a smooth parameterization. Utilizing these expressions, we propose gradient estimators for both, the UBSR and the OCE. We use the SAA estimator of UBSR in both these gradient estimators, and derive non-asymptotic bounds on MAE and MSE for the proposed gradient estimation schemes. We incorporate the aforementioned gradient estimators into a stochastic gradient (SG) algorithm for optimization. Finally, we derive non-asymptotic bounds that quantify the rate of convergence of our SG algorithm for the optimization of the UBSR and the OCE risk measure.
2025-06-01 Regulatory Graphs and GenAI for Real-Time Transaction Monitoring and Compliance Explanation in Banking Kunal Khanvilkar, Kranthi Kommuru et.al. 2506.01093
Abstract (click to expand)This paper presents a real-time transaction monitoring framework that integrates graph-based modeling, narrative field embedding, and generative explanation to support automated financial compliance. The system constructs dynamic transaction graphs, extracts structural and contextual features, and classifies suspicious behavior using a graph neural network. A retrieval-augmented generation module generates natural language explanations aligned with regulatory clauses for each flagged transaction. Experiments conducted on a simulated stream of financial data show that the proposed method achieves superior results, with 98.2% F1-score, 97.8% precision, and 97.0% recall. Expert evaluation further confirms the quality and interpretability of generated justifications. The findings demonstrate the potential of combining graph intelligence and generative models to support explainable, audit-ready compliance in high-risk financial environments.
2025-05-31 Controlling the Spread of Epidemics on Networks with Differential Privacy Dung Nguyen, Aravind Srinivasan, Renata Valieva et.al. 2506.00745
Abstract (click to expand)Designing effective strategies for controlling epidemic spread by vaccination is an important question in epidemiology, especially in the early stages when vaccines are limited. This is a challenging question when the contact network is very heterogeneous, and strategies based on controlling network properties, such as the degree and spectral radius, have been shown to be effective. Implementation of such strategies requires detailed information on the contact structure, which might be sensitive in many applications. Our focus here is on choosing effective vaccination strategies when the edges are sensitive and differential privacy guarantees are needed. Our main contributions are \((\varepsilon,\delta)\) -differentially private algorithms for designing vaccination strategies by reducing the maximum degree and spectral radius. Our key technique is a private algorithm for the multi-set multi-cover problem, which we use for controlling network properties. We evaluate privacy-utility tradeoffs of our algorithms on multiple synthetic and real-world networks, and show their effectiveness.
2025-05-31 Multi-Objective Neural Network Assisted Design Optimization of Soft Fin-Ray Grippers for Enhanced Grasping Performance Ali Ghanizadeh, Ali Ahmadi, Arash Bahrami et.al. 2506.00494
Abstract (click to expand)Soft Fin-Ray grippers can perform delicate and careful manipulation, which has caused notable attention in different fields. These grippers can handle objects of various forms and sizes safely. The internal structure of the Fin-Ray finger plays a significant role in its adaptability and grasping performance. However, modeling the non-linear grasp force and deformation behaviors for design purposes is challenging. Moreover, when the Fin-Ray finger becomes more rigid and capable of exerting higher forces, it becomes less delicate in handling objects. The contrast between these two objectives gives rise to a multi-objective optimization problem. In this study, we employ finite element method (FEM) to estimate the deflections and contact forces of the Fin-Ray, grasping cylindrical objects. This dataset is then used to construct a multilayer perception (MLP) for prediction of the contact force and the tip displacement. The FEM dataset consists of three input and four target features. The three input features of the MLP and optimization design variables are the thickness of the front and supporting beams, the thickness of the cross beams, and the equal spacing between the cross beams. In addition, the target features are the maximum contact forces and maximum tip displacements in x- and y-directions. The magnitude of maximum contact force and magnitude of maximum tip displacement are the two objectives, showing the trade-off between force and delicate manipulation in soft Fin-Ray grippers. Furthermore, the optimized set of solutions are found using multi-objective optimal techniques. We use non-dominated sorting genetic algorithm (NSGA-II) method for this purpose. Our findings demonstrate that our methodologies can be used to improve the design and gripping performance of soft robotic grippers, helping us to choose a design not only for delicate grasping but also for high-force applications.
2025-05-30 Efficient Estimation of Regularized Tyler's M-Estimator Using Approximate LOOCV Karim Abou-Moustafa et.al. 2505.24781 An extended version of a short article that appeared in 2023 IEEE Workshop on Information Theory, Saint-Malo, France
Abstract (click to expand)We consider the problem of estimating a regularization parameter, or a shrinkage coefficient \(\alpha \in (0,1)\) for Regularized Tyler's M-estimator (RTME). In particular, we propose to estimate an optimal shrinkage coefficient by setting \(\alpha\) as the solution to a suitably chosen objective function; namely the leave-one-out cross-validated (LOOCV) log-likelihood loss. Since LOOCV is computationally prohibitive even for moderate sample size \(n\), we propose a computationally efficient approximation for the LOOCV log-likelihood loss that eliminates the need for invoking the RTME procedure \(n\) times for each sample left out during the LOOCV procedure. This approximation yields an \(O(n)\) reduction in the running time complexity for the LOOCV procedure, which results in a significant speedup for computing the LOOCV estimate. We demonstrate the efficiency and accuracy of the proposed approach on synthetic high-dimensional data sampled from heavy-tailed elliptical distributions, as well as on real high-dimensional datasets for object recognition, face recognition, and handwritten digit's recognition. Our experiments show that the proposed approach is efficient and consistently more accurate than other methods in the literature for shrinkage coefficient estimation.
2025-05-30 Efficient Bayesian multi-fidelity inverse analysis for expensive and non-differentiable physics-based simulations in high stochastic dimensions Jonas Nitzler, Bugrahan Z. Temür, Phaedon-Stelios Koutsourelakis et.al. 2505.24708 42 pages, 20 figures
Abstract (click to expand)High-dimensional Bayesian inverse analysis (dim >> 100) is mostly unfeasible for computationally demanding, nonlinear physics-based high-fidelity (HF) models. Usually, the use of more efficient gradient-based inference schemes is impeded if the multi-physics models are provided by complex legacy codes. Adjoint-based derivatives are either exceedingly cumbersome to derive or non-existent for practically relevant large-scale nonlinear and coupled multi-physics problems. Similarly, holistic automated differentiation w.r.t. primary variables of multi-physics codes is usually not yet an option and requires extensive code restructuring if not considered from the outset in the software design. This absence of differentiability further exacerbates the already present computational challenges. To overcome the existing limitations, we propose a novel inference approach called Bayesian multi-fidelity inverse analysis (BMFIA), which leverages simpler and computationally cheaper lower-fidelity (LF) models that are designed to provide model derivatives. BMFIA learns a simple, probabilistic dependence of the LF and HF models, which is then employed in an altered likelihood formulation to statistically correct the inaccurate LF response. From a Bayesian viewpoint, this dependence represents a multi-fidelity conditional density (discriminative model). We demonstrate how this multi-fidelity conditional density can be learned robustly in the small data regime from only a few HF and LF simulations (50 to 300), which would not be sufficient for naive surrogate approaches. The formulation is fully differentiable and allows the flexible design of a wide range of LF models. We demonstrate that BMFIA solves Bayesian inverse problems for scenarios that used to be prohibitive, such as finely-resolved spatial reconstruction problems for nonlinear and transient coupled poro-elastic media physics.
2025-05-30 Looking for Attention: Randomized Attention Test Design for Validator Monitoring in Optimistic Rollups Suhyeon Lee et.al. 2505.24393
Abstract (click to expand)Optimistic Rollups (ORUs) significantly enhance blockchain scalability but inherently suffer from the verifier's dilemma, particularly concerning validator attentiveness. Current systems lack mechanisms to proactively ensure validators are diligently monitoring L2 state transitions, creating a vulnerability where fraudulent states could be finalized. This paper introduces the Randomized Attention Test (RAT), a novel L1-based protocol designed to probabilistically challenge validators in ORUs, thereby verifying their liveness and computational readiness. Our game-theoretic analysis demonstrates that an Ideal Security Equilibrium, where all validators are attentive and proposers are honest, can be achieved with RAT. Notably, this equilibrium is attainable and stable with relatively low economic penalties (e.g., under $1000) for non-responsive validators and a low attention test frequency (e.g., under 1% per epoch). RAT thus provides a crucial, practical mechanism to enforce validator diligence, fortifying the overall security and integrity of ORU systems with minimizing additional costs.
2025-05-30 Singularity Protocol for Cross Chain AMM without Intermediate Tokens or Bridges Sumit Vohra et.al. 2505.24337
Abstract (click to expand)Automated Market Makers (AMMs) are decentralized exchange protocols that provide continuous access to token liquidity without the need for order books or traditional market makers. However, this innovation has failed to scale when it comes to cross-chain swaps. Modern cross-chain swaps employ double-sided AMMs, which are not only inefficient due to liquidity fragmentation but also require an intermediate token. This introduces inherent volatility risk as well as blockchain and bridging risk, especially in the case of wrapped tokens. This paper describes the inefficiencies of existing AMM invariants, particularly their mixed polynomial nature, and derives a new class of AMMs that do not have bi-state dependency between the assets being swapped. We propose a novel method of value transfer swaps using the described invariant that mitigates the need for bi-state dependency and eliminates the need for intermediate tokens or bridging. Furthermore, we show how this mechanism enables efficient cross-chain swaps with lower gas requirements and no bridging risks. The proposed technology is designed to support cross-chain swaps across any permutation of L1, L2, and L3 blockchains.
2025-05-30 Transaction Proximity: A Graph-Based Approach to Blockchain Fraud Prevention Gordon Y. Liao, Ziming Zeng, Mira Belenkiy et.al. 2505.24284
Abstract (click to expand)This paper introduces a fraud-deterrent access validation system for public blockchains, leveraging two complementary concepts: "Transaction Proximity", which measures the distance between wallets in the transaction graph, and "Easily Attainable Identities (EAIs)", wallets with direct transaction connections to centralized exchanges. Recognizing the limitations of traditional approaches like blocklisting (reactive, slow) and strict allow listing (privacy-invasive, adoption barriers), we propose a system that analyzes transaction patterns to identify wallets with close connections to centralized exchanges. Our directed graph analysis of the Ethereum blockchain reveals that 56% of large USDC wallets (with a lifetime maximum balance greater than \ $10,000) are EAI and 88% are within one transaction hop of an EAI. For transactions exceeding $ 2,000, 91% involve at least one EAI. Crucially, an analysis of past exploits shows that 83% of the known exploiter addresses are not EAIs, with 21% being more than five hops away from any regulated exchange. We present three implementation approaches with varying gas cost and privacy tradeoffs, demonstrating that EAI-based access control can potentially prevent most of these incidents while preserving blockchain openness. Importantly, our approach does not restrict access or share personally identifiable information, but it provides information for protocols to implement their own validation or risk scoring systems based on specific needs. This middle-ground solution enables programmatic compliance while maintaining the core values of open blockchain.
2025-05-29 The Surprising Soupability of Documents in State Space Models Yasaman Jafari, Zixian Wang, Leon Bergen et.al. 2505.24033
Abstract (click to expand)We investigate whether hidden states from Structured State Space Models (SSMs) can be merged post-hoc to support downstream reasoning. Inspired by model souping, we propose a strategy where documents are encoded independently and their representations are pooled -- via simple operations like averaging -- into a single context state. This approach, which we call document souping, enables modular encoding and reuse without reprocessing the full input for each query. We finetune Mamba2 models to produce soupable representations and find that they support multi-hop QA, sparse retrieval, and long-document reasoning with strong accuracy. On HotpotQA, souping ten independently encoded documents nearly matches the performance of a cross-encoder trained on the same inputs.
2025-05-29 Computerized Modeling of Electrophysiology and Pathoelectrophysiology of the Atria -- How Much Detail is Needed? Olaf Dössel, Axel Loewe et.al. 2505.23717
Abstract (click to expand)This review focuses on the computerized modeling of the electrophysiology of the human atria, emphasizing the simulation of common arrhythmias such as atrial flutter (AFlut) and atrial fibrillation (AFib). Which components of the model are necessary to accurately model arrhythmogenic tissue modifications, including remodeling, cardiomyopathy, and fibrosis, to ensure reliable simulations? The central question explored is the level of detail required for trustworthy simulations for a specific context of use. The review discusses the balance between model complexity and computational efficiency, highlighting the risks of oversimplification and excessive detail. It covers various aspects of atrial modeling, from cellular to whole atria levels, including the influence of atrial geometry, fiber direction, anisotropy, and wall thickness on simulation outcomes. The article also examines the impact of different modeling approaches, such as volumetric 3D models, bilayer models, and single surface models, on the realism of simulations. In addition, it reviews the latest advances in the modeling of fibrotic tissue and the verification and validation of atrial models. The intended use of these models in planning and optimization of atrial ablation strategies is discussed, with a focus on personalized modeling for individual patients and cohort-based approaches for broader applications. The review concludes by emphasizing the importance of integrating experimental data and clinical validation to enhance the utility of computerized atrial models to improve patient outcomes.
2025-05-29 Hybrid subgradient and simulated annealing method for hemivariational inequalities Piotr Bartman-Szwarc, Adil M. Bagirov, Anna Ochal et.al. 2505.23676 14 pages, 4 figures, 25th International Conference on Computational Science WS
Abstract (click to expand)In this paper, we employ a global aggregate subgradient method for the numerical solution of hemivariational inequality problems arising in contact mechanics. The method integrates a global search procedure to identify starting points for a local minimization algorithm. The algorithm consists of two types of steps: null steps and serious steps. In each null step, only two subgradients are utilized: the aggregate subgradient and the subgradient computed at the current iteration point, which together determine the search direction. Furthermore, we compare the performance of the proposed method with selected solvers using a representative contact mechanics problem as a case study.
2025-05-29 Be.FM: Open Foundation Models for Human Behavior Yutong Xie, Zhuoheng Li, Xiyuan Wang et.al. 2505.23058
Abstract (click to expand)Despite their success in numerous fields, the potential of foundation models for modeling and understanding human behavior remains largely unexplored. We introduce Be.FM, one of the first open foundation models designed for human behavior modeling. Built upon open-source large language models and fine-tuned on a diverse range of behavioral data, Be.FM can be used to understand and predict human decision-making. We construct a comprehensive set of benchmark tasks for testing the capabilities of behavioral foundation models. Our results demonstrate that Be.FM can predict behaviors, infer characteristics of individuals and populations, generate insights about contexts, and apply behavioral science knowledge.
2025-05-28 Evolution analysis of software quality metrics in an open-source java project: A case study on TestNG Venkata Sai Sravya Sambaturu et.al. 2505.22884 9 Pages, 2 Figures
Abstract (click to expand)Software quality is critical in modern software engineering, especially in large and evolving codebases. This study analyzes the evolution of software quality metrics in five successive versions of the open-source Java testing framework TestNG. Using the static analysis tool Understand, eleven key object-oriented metrics, including cyclomatic complexity, class coupling, and lines of code, were extracted for each version. Statistical and visual analyses reveal structural trends over time. The results indicate that TestNG has matured into a more stable and maintainable framework, reflecting ongoing development, refactoring, and architectural improvements. This study provides insights into design evolution and offers recommendations for maintaining code quality in similar projects.
2025-05-28 A comprehensive analysis of PINNs: Variants, Applications, and Challenges Afila Ajithkumar Sophiya, Akarsh K Nair, Sepehr Maleki et.al. 2505.22761
Abstract (click to expand)Physics Informed Neural Networks (PINNs) have been emerging as a powerful computational tool for solving differential equations. However, the applicability of these models is still in its initial stages and requires more standardization to gain wider popularity. Through this survey, we present a comprehensive overview of PINNs approaches exploring various aspects related to their architecture, variants, areas of application, real-world use cases, challenges, and so on. Even though existing surveys can be identified, they fail to provide a comprehensive view as they primarily focus on either different application scenarios or limit their study to a superficial level. This survey attempts to bridge the gap in the existing literature by presenting a detailed analysis of all these factors combined with recent advancements and state-of-the-art research in PINNs. Additionally, we discuss prevalent challenges in PINNs implementation and present some of the future research directions as well. The overall contributions of the survey can be summarised into three sections: A detailed overview of PINNs architecture and variants, a performance analysis of PINNs on different equations and application domains highlighting their features. Finally, we present a detailed discussion of current issues and future research directions.
2025-05-28 Physics-Informed Distillation of Diffusion Models for PDE-Constrained Generation Yi Zhang, Difan Zou et.al. 2505.22391 23 pages, 5 figures, 4 tables
Abstract (click to expand)Modeling physical systems in a generative manner offers several advantages, including the ability to handle partial observations, generate diverse solutions, and address both forward and inverse problems. Recently, diffusion models have gained increasing attention in the modeling of physical systems, particularly those governed by partial differential equations (PDEs). However, diffusion models only access noisy data \(\boldsymbol{x}_t\) at intermediate steps, making it infeasible to directly enforce constraints on the clean sample \(\boldsymbol{x}_0\) at each noisy level. As a workaround, constraints are typically applied to the expectation of clean samples$ \mathbb{E}[\boldsymbol{x}_0
2025-05-28 B-XAIC Dataset: Benchmarking Explainable AI for Graph Neural Networks Using Chemical Data Magdalena Proszewska, Tomasz Danel, Dawid Rymarczyk et.al. 2505.22252 link 26 pages, 16 figures, 5 tables
Abstract (click to expand)Understanding the reasoning behind deep learning model predictions is crucial in cheminformatics and drug discovery, where molecular design determines their properties. However, current evaluation frameworks for Explainable AI (XAI) in this domain often rely on artificial datasets or simplified tasks, employing data-derived metrics that fail to capture the complexity of real-world scenarios and lack a direct link to explanation faithfulness. To address this, we introduce B-XAIC, a novel benchmark constructed from real-world molecular data and diverse tasks with known ground-truth rationales for assigned labels. Through a comprehensive evaluation using B-XAIC, we reveal limitations of existing XAI methods for Graph Neural Networks (GNNs) in the molecular domain. This benchmark provides a valuable resource for gaining deeper insights into the faithfulness of XAI, facilitating the development of more reliable and interpretable models.
2025-05-28 FALCON: An ML Framework for Fully Automated Layout-Constrained Analog Circuit Design Asal Mehradfar, Xuzhe Zhao, Yilun Huang et.al. 2505.21923 link
Abstract (click to expand)Designing analog circuits from performance specifications is a complex, multi-stage process encompassing topology selection, parameter inference, and layout feasibility. We introduce FALCON, a unified machine learning framework that enables fully automated, specification-driven analog circuit synthesis through topology selection and layout-constrained optimization. Given a target performance, FALCON first selects an appropriate circuit topology using a performance-driven classifier guided by human design heuristics. Next, it employs a custom, edge-centric graph neural network trained to map circuit topology and parameters to performance, enabling gradient-based parameter inference through the learned forward model. This inference is guided by a differentiable layout cost, derived from analytical equations capturing parasitic and frequency-dependent effects, and constrained by design rules. We train and evaluate FALCON on a large-scale custom dataset of 1M analog mm-wave circuits, generated and simulated using Cadence Spectre across 20 expert-designed topologies. Through this evaluation, FALCON demonstrates >99\% accuracy in topology inference, <10\% relative error in performance prediction, and efficient layout-aware design that completes in under 1 second per instance. Together, these results position FALCON as a practical and extensible foundation model for end-to-end analog circuit design automation.
2025-05-29 SVRPBench: A Realistic Benchmark for Stochastic Vehicle Routing Problem Ahmed Heakl, Yahia Salaheldin Shaaban, Martin Takac et.al. 2505.21887 link 18 pages, 14 figures, 11 tables
Abstract (click to expand)Robust routing under uncertainty is central to real-world logistics, yet most benchmarks assume static, idealized settings. We present SVRPBench, the first open benchmark to capture high-fidelity stochastic dynamics in vehicle routing at urban scale. Spanning more than 500 instances with up to 1000 customers, it simulates realistic delivery conditions: time-dependent congestion, log-normal delays, probabilistic accidents, and empirically grounded time windows for residential and commercial clients. Our pipeline generates diverse, constraint-rich scenarios, including multi-depot and multi-vehicle setups. Benchmarking reveals that state-of-the-art RL solvers like POMO and AM degrade by over 20% under distributional shift, while classical and metaheuristic methods remain robust. To enable reproducible research, we release the dataset and evaluation suite. SVRPBench challenges the community to design solvers that generalize beyond synthetic assumptions and adapt to real-world uncertainty.
2025-05-27 Power-Capping Metric Evaluation for Improving Energy Efficiency Maria Patrou, Thomas Wang, Wael Elwasif et.al. 2505.21758 14 pages, 3 figures, 2 tables. Accepted at the Energy Efficiency with Sustainable Performance: Techniques, Tools, and Best Practices, EESP Workshop, in conjunction with ISC High Performance 2025
Abstract (click to expand)With high-performance computing systems now running at exascale, optimizing power-scaling management and resource utilization has become more critical than ever. This paper explores runtime power-capping optimizations that leverage integrated CPU-GPU power management on architectures like the NVIDIA GH200 superchip. We evaluate energy-performance metrics that account for simultaneous CPU and GPU power-capping effects by using two complementary approaches: speedup-energy-delay and a Euclidean distance-based multi-objective optimization method. By targeting a mostly compute-bound exascale science application, the Locally Self-Consistent Multiple Scattering (LSMS), we explore challenging scenarios to identify potential opportunities for energy savings in exascale applications, and we recognize that even modest reductions in energy consumption can have significant overall impacts. Our results highlight how GPU task-specific dynamic power-cap adjustments combined with integrated CPU-GPU power steering can improve the energy utilization of certain GPU tasks, thereby laying the groundwork for future adaptive optimization strategies.
2025-05-27 Modeling extreme events and intermittency in turbulent diffusion with a mean gradient Mustafa A Mohamad, Di Qi et.al. 2505.21688
Abstract (click to expand)We study the statistical properties of passive tracer transport in turbulent flows with a mean gradient, emphasizing tracer intermittency and extreme events. An analytically tractable model is developed, coupling zonal and shear velocity components with both linear and nonlinear stochastic dynamics. Formulating the model in Fourier space, a simple explicit solution for the tracer invariant statistics is derived. Through this model we identify the resonance condition responsible for non-Gaussian behavior and bursts in the tracer. Resonant conditions, that lead to a peak in the tracer variance, occur when the zonal flow and the shear flow phase speeds are equivalent. Numerical experiments across a range of regimes, including different energy spectra and zonal flow models, are performed to validate these findings and demonstrate how the velocity field and stochasticity determines tracer extremes. These results provide additional insight into the mechanisms underlying turbulent tracer transport, with implications for uncertainty quantification and data assimilation in geophysical and environmental applications.
2025-05-27 Out of the Past: An AI-Enabled Pipeline for Traffic Simulation from Noisy, Multimodal Detector Data and Stakeholder Feedback Rex Chen, Karen Wu, John McCartney et.al. 2505.21349 12 pages; 5 figures; preprint version
Abstract (click to expand)How can a traffic simulation be designed to faithfully reflect real-world traffic conditions? Past data-driven approaches to traffic simulation in the literature have relied on unrealistic or suboptimal heuristics. They also fail to adequately account for the effects of uncertainty and multimodality in the data on simulation outcomes. In this work, we integrate advances in AI to construct a three-step, end-to-end pipeline for generating a traffic simulation from detector data: computer vision for vehicle counting from camera footage, combinatorial optimization for vehicle route generation from multimodal data, and large language models for iterative simulation refinement from natural language feedback. Using a road network from Strongsville, Ohio as a testbed, we demonstrate that our pipeline can accurately capture the city's traffic patterns in a granular simulation. Beyond Strongsville, our traffic simulation framework can be generalized to other municipalities with different levels of data and infrastructure availability.
2025-05-27 A Lightweight Multi-Expert Generative Language Model System for Engineering Information and Knowledge Extraction Bogdan Bogachov, Yaoyao Fiona Zhao et.al. 2505.21109 10 pages, 4 Figures, 6 Tables. This paper has been accepted to be published in the proceedings of IDETC-CIE 2025
Abstract (click to expand)Despite recent advancements in domain adaptation techniques for large language models, these methods remain computationally intensive, and the resulting models can still exhibit hallucination issues. Most existing adaptation methods do not prioritize reducing the computational resources required for fine-tuning and inference of language models. Hallucination issues have gradually decreased with each new model release. However, they remain prevalent in engineering contexts, where generating well-structured text with minimal errors and inconsistencies is critical. This work introduces a novel approach called the Small Language Graph (SLG), which is a lightweight adaptation solution designed to address the two key challenges outlined above. The system is structured in the form of a graph, where each node represents a lightweight expert - a small language model fine-tuned on specific and concise texts. The results of this study have shown that SLG was able to surpass conventional fine-tuning methods on the Exact Match metric by 3 times. Additionally, the fine-tuning process was 1.7 times faster compared to that of a larger stand-alone language model. These findings introduce a potential for small to medium-sized engineering companies to confidently use generative AI technologies, such as LLMs, without the necessity to invest in expensive computational resources. Also, the graph architecture and the small size of expert nodes offer a possible opportunity for distributed AI systems, thus potentially diverting the global need for expensive centralized compute clusters.
2025-05-27 Limitations of Nyquist Criteria in the Discretization of 2D Electromagnetic Integral Equations at High Frequency: Spectral Insights into Pollution Effects Viviana Giunzioni, Adrien Merlini, Francesco P. Andriulli et.al. 2505.20942
Abstract (click to expand)The use of boundary integral equations in modeling boundary value problems-such as elastic, acoustic, or electromagnetic ones-is well established in the literature and widespread in practical applications. These equations are typically solved numerically using boundary element methods (BEMs), which generally provide accurate and reliable solutions. When the frequency of the wave phenomenon under study increases, the discretization of the problem is typically chosen to maintain a fixed number of unknowns per wavelength. Under these conditions, the BEM over finite-dimensional subspaces of piecewise polynomial basis functions is commonly believed to provide a bounded solution accuracy. If proven, this would constitute a significant advantage of the BEM with respect to finite element and finite difference time domain methods, which, in contrast, are affected by numerical pollution. In this work, we conduct a rigorous spectral analysis of some of the most commonly used boundary integral operators and examine the impact of the BEM discretization on the solution accuracy of widely used integral equations modeling two-dimensional electromagnetic scattering from a perfectly electrically conducting cylinder. We consider both ill-conditioned and well-conditioned equations, the latter being characterized by solution operators bounded independently of frequency. Our analysis, which is capable of tracking the effects of BEM discretization on compositions and sums of different operators, reveals a form of pollution that affects, in different measures, equations of both kinds. After elucidating the mechanism by which the BEM discretization impacts accuracy, we propose a solution strategy that can cure the pollution problem thus evidenced. The defining strength of the proposed theoretical model lies in its capacity to deliver deep insight into the root causes of the phenomenon.
2025-05-27 Reduced and mixed precision turbulent flow simulations using explicit finite difference schemes Bálint Siklósi, Pushpender K. Sharma, David J. Lusher et.al. 2505.20911
Abstract (click to expand)The use of reduced and mixed precision computing has gained increasing attention in high-performance computing (HPC) as a means to improve computational efficiency, particularly on modern hardware architectures like GPUs. In this work, we explore the application of mixed precision arithmetic in compressible turbulent flow simulations using explicit finite difference schemes. We extend the OPS and OpenSBLI frameworks to support customizable precision levels, enabling fine-grained control over precision allocation for different computational tasks. Through a series of numerical experiments on the Taylor-Green vortex benchmark, we demonstrate that mixed precision strategies, such as half-single and single-double combinations, can offer significant performance gains without compromising numerical accuracy. However, pure half-precision computations result in unacceptable accuracy loss, underscoring the need for careful precision selection. Our results show that mixed precision configurations can reduce memory usage and communication overhead, leading to notable speedups, particularly on multi-CPU and multi-GPU systems.
2025-05-29 GIT-BO: High-Dimensional Bayesian Optimization with Tabular Foundation Models Rosen Ting-Ying Yu, Cyril Picard, Faez Ahmed et.al. 2505.20685
Abstract (click to expand)Bayesian optimization (BO) effectively optimizes expensive black-box functions but faces significant challenges in high-dimensional spaces (dimensions exceeding 100) due to the curse of dimensionality. Existing high-dimensional BO methods typically leverage low-dimensional embeddings or structural assumptions to mitigate this challenge, yet these approaches frequently incur considerable computational overhead and rigidity due to iterative surrogate retraining and fixed assumptions. To address these limitations, we propose Gradient-Informed Bayesian Optimization using Tabular Foundation Models (GIT-BO), an approach that utilizes a pre-trained tabular foundation model (TFM) as a surrogate, leveraging its gradient information to adaptively identify low-dimensional subspaces for optimization. We propose a way to exploit internal gradient computations from the TFM's forward pass by creating a gradient-informed diagnostic matrix that reveals the most sensitive directions of the TFM's predictions, enabling optimization in a continuously re-estimated active subspace without the need for repeated model retraining. Extensive empirical evaluation across 23 synthetic and real-world benchmarks demonstrates that GIT-BO consistently outperforms four state-of-the-art Gaussian process-based high-dimensional BO methods, showing superior scalability and optimization performances, especially as dimensionality increases up to 500 dimensions. This work establishes foundation models, augmented with gradient-informed adaptive subspace identification, as highly competitive alternatives to traditional Gaussian process-based approaches for high-dimensional Bayesian optimization tasks.
2025-05-27 FinTagging: An LLM-ready Benchmark for Extracting and Structuring Financial Information Yan Wang, Yang Ren, Lingfei Qian et.al. 2505.20650 link
Abstract (click to expand)We introduce FinTagging, the first full-scope, table-aware XBRL benchmark designed to evaluate the structured information extraction and semantic alignment capabilities of large language models (LLMs) in the context of XBRL-based financial reporting. Unlike prior benchmarks that oversimplify XBRL tagging as flat multi-class classification and focus solely on narrative text, FinTagging decomposes the XBRL tagging problem into two subtasks: FinNI for financial entity extraction and FinCL for taxonomy-driven concept alignment. It requires models to jointly extract facts and align them with the full 10k+ US-GAAP taxonomy across both unstructured text and structured tables, enabling realistic, fine-grained evaluation. We assess a diverse set of LLMs under zero-shot settings, systematically analyzing their performance on both subtasks and overall tagging accuracy. Our results reveal that, while LLMs demonstrate strong generalization in information extraction, they struggle with fine-grained concept alignment, particularly in disambiguating closely related taxonomy entries. These findings highlight the limitations of existing LLMs in fully automating XBRL tagging and underscore the need for improved semantic reasoning and schema-aware modeling to meet the demands of accurate financial disclosure. Code is available at our GitHub repository and data is at our Hugging Face repository.
2025-05-26 FinLoRA: Benchmarking LoRA Methods for Fine-Tuning LLMs on Financial Datasets Dannong Wang, Jaisal Patel, Daochen Zha et.al. 2505.19819 link
Abstract (click to expand)Low-rank adaptation (LoRA) methods show great potential for scaling pre-trained general-purpose Large Language Models (LLMs) to hundreds or thousands of use scenarios. However, their efficacy in high-stakes domains like finance is rarely explored, e.g., passing CFA exams and analyzing SEC filings. In this paper, we present the open-source FinLoRA project that benchmarks LoRA methods on both general and highly professional financial tasks. First, we curated 19 datasets covering diverse financial applications; in particular, we created four novel XBRL analysis datasets based on 150 SEC filings. Second, we evaluated five LoRA methods and five base LLMs. Finally, we provide extensive experimental results in terms of accuracy, F1, and BERTScore and report computational cost in terms of time and GPU memory during fine-tuning and inference stages. We find that LoRA methods achieved substantial performance gains of 36\% on average over base models. Our FinLoRA project provides an affordable and scalable approach to democratize financial intelligence to the general public. Datasets, LoRA adapters, code, and documentation are available at https://github.com/Open-Finance-Lab/FinLoRA
2025-05-26 Cross-Sequence Semi-Supervised Learning for Multi-Parametric MRI-Based Visual Pathway Delineation Alou Diakite, Cheng Li, Lei Xie et.al. 2505.19733
Abstract (click to expand)Accurately delineating the visual pathway (VP) is crucial for understanding the human visual system and diagnosing related disorders. Exploring multi-parametric MR imaging data has been identified as an important way to delineate VP. However, due to the complex cross-sequence relationships, existing methods cannot effectively model the complementary information from different MRI sequences. In addition, these existing methods heavily rely on large training data with labels, which is labor-intensive and time-consuming to obtain. In this work, we propose a novel semi-supervised multi-parametric feature decomposition framework for VP delineation. Specifically, a correlation-constrained feature decomposition (CFD) is designed to handle the complex cross-sequence relationships by capturing the unique characteristics of each MRI sequence and easing the multi-parametric information fusion process. Furthermore, a consistency-based sample enhancement (CSE) module is developed to address the limited labeled data issue, by generating and promoting meaningful edge information from unlabeled data. We validate our framework using two public datasets, and one in-house Multi-Shell Diffusion MRI (MDM) dataset. Experimental results demonstrate the superiority of our approach in terms of delineation performance when compared to seven state-of-the-art approaches.
2025-05-26 Integrated Finite Element Neural Network (IFENN) for Phase-Field Fracture with Minimal Input and Generalized Geometry-Load Handling Panos Pantidis, Lampros Svolos, Diab Abueidda et.al. 2505.19566
Abstract (click to expand)We present a novel formulation for modeling phase-field fracture propagation based on the Integrated Finite Element Neural Network (IFENN) framework. IFENN is a hybrid solver scheme that utilizes neural networks as PDE solvers within FEM, preserving accuracy via residual minimization while achieving speed-up via swift network predictions and reduction of the size of system of equations in coupled problems. In this work, we introduce a radically new formulation of IFENN in which the phase-field variable is calculated using physics-informed convolutional networks (PICNNs), while the equilibrium equation is still solved using FEM to maintain the solver robustness. Unlike conventional approaches, which rely on sequence or time-dependent models, we eliminate the need to include temporal features in the training setup and inference stage. Instead, we show that it is sufficient to learn only the spatial coupling between the strain energy density and the phase-field variable in the vicinity of the fracture process zone, and utilize this information along the advancing crack simulation. We train a single CNN in a purely physics-based, unsupervised manner on just two load increments from a single-notch tension problem, with a total training time of only 5 minutes. Following this exceptionally minimal and fast training, we show that the same PICNN can (when embedded within IFENN) model crack propagation in a very wide range of unseen scenarios, including arbitrarily rectangular domains, single and multiple interacting cracks, varying mesh densities, and arbitrary loading paths. The proposed formulation delivers breakthroughs that address many of the limitations in the existing literature of hybrid modeling, introducing a new paradigm for the development of generalizable, physics-consistent hybrid models that are applicable to fracture and other coupled problems.
2025-05-26 DoctorRAG: Medical RAG Fusing Knowledge with Patient Analogy through Textual Gradients Yuxing Lu, Gecheng Fu, Wei Wu et.al. 2505.19538 32 pages, 5 figures, 5 tables
Abstract (click to expand)Existing medical RAG systems mainly leverage knowledge from medical knowledge bases, neglecting the crucial role of experiential knowledge derived from similar patient cases -- a key component of human clinical reasoning. To bridge this gap, we propose DoctorRAG, a RAG framework that emulates doctor-like reasoning by integrating both explicit clinical knowledge and implicit case-based experience. DoctorRAG enhances retrieval precision by first allocating conceptual tags for queries and knowledge sources, together with a hybrid retrieval mechanism from both relevant knowledge and patient. In addition, a Med-TextGrad module using multi-agent textual gradients is integrated to ensure that the final output adheres to the retrieved knowledge and patient query. Comprehensive experiments on multilingual, multitask datasets demonstrate that DoctorRAG significantly outperforms strong baseline RAG models and gains improvements from iterative refinements. Our approach generates more accurate, relevant, and comprehensive responses, taking a step towards more doctor-like medical reasoning systems.
2025-05-26 BizFinBench: A Business-Driven Real-World Financial Benchmark for Evaluating LLMs Guilong Lu, Xuntao Guo, Rongjunchen Zhang et.al. 2505.19457 link Project Page: https://hithink-research.github.io/BizFinBench/
Abstract (click to expand)Large language models excel in general tasks, yet assessing their reliability in logic-heavy, precision-critical domains like finance, law, and healthcare remains challenging. To address this, we introduce BizFinBench, the first benchmark specifically designed to evaluate LLMs in real-world financial applications. BizFinBench consists of 6,781 well-annotated queries in Chinese, spanning five dimensions: numerical calculation, reasoning, information extraction, prediction recognition, and knowledge-based question answering, grouped into nine fine-grained categories. The benchmark includes both objective and subjective metrics. We also introduce IteraJudge, a novel LLM evaluation method that reduces bias when LLMs serve as evaluators in objective metrics. We benchmark 25 models, including both proprietary and open-source systems. Extensive experiments show that no model dominates across all tasks. Our evaluation reveals distinct capability patterns: (1) In Numerical Calculation, Claude-3.5-Sonnet (63.18) and DeepSeek-R1 (64.04) lead, while smaller models like Qwen2.5-VL-3B (15.92) lag significantly; (2) In Reasoning, proprietary models dominate (ChatGPT-o3: 83.58, Gemini-2.0-Flash: 81.15), with open-source models trailing by up to 19.49 points; (3) In Information Extraction, the performance spread is the largest, with DeepSeek-R1 scoring 71.46, while Qwen3-1.7B scores 11.23; (4) In Prediction Recognition, performance variance is minimal, with top models scoring between 39.16 and 50.00. We find that while current LLMs handle routine finance queries competently, they struggle with complex scenarios requiring cross-concept reasoning. BizFinBench offers a rigorous, business-aligned benchmark for future research. The code and dataset are available at https://github.com/HiThink-Research/BizFinBench.
2025-05-25 RoofNet: A Global Multimodal Dataset for Roof Material Classification Noelle Law, Yuki Miura et.al. 2505.19358
Abstract (click to expand)Natural disasters are increasing in frequency and severity, causing hundreds of billions of dollars in damage annually and posing growing threats to infrastructure and human livelihoods. Accurate data on roofing materials is critical for modeling building vulnerability to natural hazards such as earthquakes, floods, wildfires, and hurricanes, yet such data remain unavailable. To address this gap, we introduce RoofNet, the largest and most geographically diverse novel multimodal dataset to date, comprising over 51,500 samples from 184 geographically diverse sites pairing high-resolution Earth Observation (EO) imagery with curated text annotations for global roof material classification. RoofNet includes geographically diverse satellite imagery labeled with 14 key roofing types -- such as asphalt shingles, clay tiles, and metal sheets -- and is designed to enhance the fidelity of global exposure datasets through vision-language modeling (VLM). We sample EO tiles from climatically and architecturally distinct regions to construct a representative dataset. A subset of 6,000 images was annotated in collaboration with domain experts to fine-tune a VLM. We used geographic- and material-aware prompt tuning to enhance class separability. The fine-tuned model was then applied to the remaining EO tiles, with predictions refined through rule-based and human-in-the-loop verification. In addition to material labels, RoofNet provides rich metadata including roof shape, footprint area, solar panel presence, and indicators of mixed roofing materials (e.g., HVAC systems). RoofNet supports scalable, AI-driven risk assessment and serves as a downstream benchmark for evaluating model generalization across regions -- offering actionable insights for insurance underwriting, disaster preparedness, and infrastructure policy planning.
2025-05-25 Rapid Development of Efficient Participant-Specific Computational Models of the Wrist Thor E. Andreassen, Taylor P. Trentadue, Andrew R. Thoreson et.al. 2505.19282 33 Pages, 1 Graphical Abstract, 10 Figures, 6 Tables
Abstract (click to expand)While computational modeling may help to develop new treatment options for hand and wrist injuries, at present, few models exist. The time and expertise required to develop and use these models is considerable. Moreover, most do not allow for variation of material properties, instead relying on literature reported averages. We have developed a novel automated workflow combining non-linear morphing techniques with various algorithmic techniques to create participant-specific finite element models. Using this workflow, three participant-specific models were created from our existing four-dimensional computed tomography (4DCT) data. These were then used to perform two analyses to demonstrate the usefulness of the models to investigate clinical questions, namely optimization of ligament properties to participant-specific kinematics, and Monte Carlo (MC) analysis of the impacts of ligament injury on joint contact pressure, as an analogue for joint injury that may lead to osteoarthritis. Participant-specific models can be created in 2 hours and individual simulations performed in 45 seconds. This work lays the groundwork for future patient-specific modeling of the hand and wrist.
2025-05-25 MOOSE-Chem2: Exploring LLM Limits in Fine-Grained Scientific Hypothesis Discovery via Hierarchical Search Zonglin Yang, Wanhao Liu, Ben Gao et.al. 2505.19209
Abstract (click to expand)Large language models (LLMs) have shown promise in automating scientific hypothesis generation, yet existing approaches primarily yield coarse-grained hypotheses lacking critical methodological and experimental details. We introduce and formally define the novel task of fine-grained scientific hypothesis discovery, which entails generating detailed, experimentally actionable hypotheses from coarse initial research directions. We frame this as a combinatorial optimization problem and investigate the upper limits of LLMs' capacity to solve it when maximally leveraged. Specifically, we explore four foundational questions: (1) how to best harness an LLM's internal heuristics to formulate the fine-grained hypothesis it itself would judge as the most promising among all the possible hypotheses it might generate, based on its own internal scoring-thus defining a latent reward landscape over the hypothesis space; (2) whether such LLM-judged better hypotheses exhibit stronger alignment with ground-truth hypotheses; (3) whether shaping the reward landscape using an ensemble of diverse LLMs of similar capacity yields better outcomes than defining it with repeated instances of the strongest LLM among them; and (4) whether an ensemble of identical LLMs provides a more reliable reward landscape than a single LLM. To address these questions, we propose a hierarchical search method that incrementally proposes and integrates details into the hypothesis, progressing from general concepts to specific experimental configurations. We show that this hierarchical process smooths the reward landscape and enables more effective optimization. Empirical evaluations on a new benchmark of expert-annotated fine-grained hypotheses from recent chemistry literature show that our method consistently outperforms strong baselines.
2025-05-24 Discrete gradient methods for port-Hamiltonian differential-algebraic equations Philipp L. Kinon, Riccardo Morandin, Philipp Schulze et.al. 2505.18810 link 36 pages (8 pages appendix), 6 figures
Abstract (click to expand)Discrete gradient methods are a powerful tool for the time discretization of dynamical systems, since they are structure-preserving regardless of the form of the total energy. In this work, we discuss the application of discrete gradient methods to the system class of nonlinear port-Hamiltonian differential-algebraic equations - as they emerge from the port- and energy-based modeling of physical systems in various domains. We introduce a novel numerical scheme tailored for semi-explicit differential-algebraic equations and further address more general settings using the concepts of discrete gradient pairs and Dirac-dissipative structures. Additionally, the behavior under system transformations is investigated and we demonstrate that under suitable assumptions port-Hamiltonian differential-algebraic equations admit a representation which consists of a parametrized port-Hamiltonian semi-explicit system and an unstructured equation. Finally, we present the application to multibody system dynamics and discuss numerical results to demonstrate the capabilities of our approach.
2025-05-24 A high-order matrix-free adaptive solver for the shallow water equations with irregular bathymetry Luca Arpaia, Giuseppe Orlando, Christian Ferrarin et.al. 2505.18743
Abstract (click to expand)We present the first step in the development of an Adaptive Mesh Refinement (AMR) solver for coastal engineering applications, based on a high-order Discontinuous Galerkin (DG) method as implemented in the deal.II library. This environment provides efficient and native parallelization techniques and automatically handles non-conforming meshes to implement both static and dynamic AMR approaches. The proposed method is automatically well-balanced, allows the use of realistic bathymetry data without any regularity assumption, and includes a consistent conservative discretization for transported chemical species. Numerical experiments on idealized benchmarks validate the proposed approach, while results obtained on realistic bathymetries and complex domains show its potential for accurate and efficient adaptive simulations of coastal flows.
2025-05-24 Beyond Equilibrium: Non-Equilibrium Foundations Should Underpin Generative Processes in Complex Dynamical Systems Jiazhen Liu, Ruikun Li, Huandong Wang et.al. 2505.18621
Abstract (click to expand)This position paper argues that next-generation non-equilibrium-inspired generative models will provide the essential foundation for better modeling real-world complex dynamical systems. While many classical generative algorithms draw inspiration from equilibrium physics, they are fundamentally limited in representing systems with transient, irreversible, or far-from-equilibrium behavior. We show that non-equilibrium frameworks naturally capture non-equilibrium processes and evolving distributions. Through empirical experiments on a dynamic Printz potential system, we demonstrate that non-equilibrium generative models better track temporal evolution and adapt to non-stationary landscapes. We further highlight future directions such as integrating non-equilibrium principles with generative AI to simulate rare events, inferring underlying mechanisms, and representing multi-scale dynamics across scientific domains. Our position is that embracing non-equilibrium physics is not merely beneficial--but necessary--for generative AI to serve as a scientific modeling tool, offering new capabilities for simulating, understanding, and controlling complex systems.
2025-05-24 Learning Fluid-Structure Interaction Dynamics with Physics-Informed Neural Networks and Immersed Boundary Methods Afrah Farea, Saiful Khan, Reza Daryani et.al. 2505.18565 link
Abstract (click to expand)We introduce neural network architectures that combine physics-informed neural networks (PINNs) with the immersed boundary method (IBM) to solve fluid-structure interaction (FSI) problems. Our approach features two distinct architectures: a Single-FSI network with a unified parameter space, and an innovative Eulerian-Lagrangian network that maintains separate parameter spaces for fluid and structure domains. We study each architecture using standard Tanh and adaptive B-spline activation functions. Empirical studies on a 2D cavity flow problem involving a moving solid structure show that the Eulerian-Lagrangian architecture performs significantly better. The adaptive B-spline activation further enhances accuracy by providing locality-aware representation near boundaries. While our methodology shows promising results in predicting the velocity field, pressure recovery remains challenging due to the absence of explicit force-coupling constraints in the current formulation. Our findings underscore the importance of domain-specific architectural design and adaptive activation functions for modeling FSI problems within the PINN framework.
2025-05-23 AERO: An autonomous platform for continuous research Valérie Hayot-Sasson, Abby Stevens, Nicholson Collier et.al. 2505.18408 link
Abstract (click to expand)The COVID-19 pandemic highlighted the need for new data infrastructure, as epidemiologists and public health workers raced to harness rapidly evolving data, analytics, and infrastructure in support of cross-sector investigations. To meet this need, we developed AERO, an automated research and data sharing platform for continuous, distributed, and multi-disciplinary collaboration. In this paper, we describe the AERO design and how it supports the automatic ingestion, validation, and transformation of monitored data into a form suitable for analysis; the automated execution of analyses on this data; and the sharing of data among different entities. We also describe how our AERO implementation leverages capabilities provided by the Globus platform and GitHub for automation, distributed execution, data sharing, and authentication. We present results obtained with an instance of AERO running two public health surveillance applications and demonstrate benchmarking results with a synthetic application, all of which are publicly available for testing.
2025-05-23 Seeing Beyond Words: MatVQA for Challenging Visual-Scientific Reasoning in Materials Science Sifan Wu, Huan Zhang, Yizhan Li et.al. 2505.18319
Abstract (click to expand)The emergence of Multimodal Large Language Models (MLLMs) that integrate vision and language modalities has unlocked new potentials for scientific reasoning, outperforming prior benchmarks in both natural language and coding domains. Current materials science evaluation datasets such as MaScQA and SciQA remain largely text-based and fail to capture the visual and research-level analytic complexity required in materials discovery and design. We introduce MatVQA, a scalable benchmark specifically designed to address this gap. Generated via an automated pipeline, MArxivAgent, from recent materials literature, MatVQA features 1325 questions across four critical structure-property-performance (SPP) reasoning tasks. Uniquely, MatVQA employs an iterative process to eliminate textual shortcuts, compelling MLLMs to perform fine-grained, low-level visual analysis of material imagery (e.g., microscopy, diffraction patterns) integrated with multi-step scientific reasoning. Benchmarking 17 open- and closed-source MLLMs on MatVQA reveals substantial gaps in current multimodal reasoning capabilities. MatVQA benchmark data, along with evaluation code, is publicly available in \href{https://anonymous.4open.science/r/matvqa-1E01}{https://anonymous.4open.science/r/matvqa-1E01/README.md} to catalyze further research in applying MLLMs to complex materials science problems.
2025-05-22 Multi-Objective Optimization Algorithms for Energy Management Systems in Microgrids: A Control Strategy Based on a PHIL System Saiful Islam, Sanaz Mostaghim, Michael Hartmann et.al. 2505.18210
Abstract (click to expand)In this research a real time power hardware in loop configuration has been implemented for an microgrid with the combination of distribution energy resources such as photovoltaic, grid tied inverter, battery, utility grid, and a diesel generator. This paper introduces an unique adaptive multi-objective optimization approach that employs weighted optimization techniques for real-time microgrid systems. The aim is to effectively balance various factors including fuel consumption, load mismatch, power quality, battery degradation, and the utilization of renewable energy sources. A real time experimental data from power hardware in loop system has been used for dynamically updating system states. The adaptive preference-based selection method are adjusted based on state of battery charging thresholds. The technique has been integrated with six technical objectives and complex constraints. This approach helps to practical microgrid decision making and optimization of dynamic energy systems. The energy management process were also able to maximize photovoltaic production where minimizing power mismatch, stabilizing battery state of charge under different condition. The research results were also compared with the baseline system without optimization techniques, and a reliable outcome was found.
2025-05-23 MOOSE-Chem3: Toward Experiment-Guided Hypothesis Ranking via Simulated Experimental Feedback Wanhao Liu, Zonglin Yang, Jue Wang et.al. 2505.17873 link
Abstract (click to expand)Hypothesis ranking is a crucial component of automated scientific discovery, particularly in natural sciences where wet-lab experiments are costly and throughput-limited. Existing approaches focus on pre-experiment ranking, relying solely on large language model's internal reasoning without incorporating empirical outcomes from experiments. We introduce the task of experiment-guided ranking, which aims to prioritize candidate hypotheses based on the results of previously tested ones. However, developing such strategies is challenging due to the impracticality of repeatedly conducting real experiments in natural science domains. To address this, we propose a simulator grounded in three domain-informed assumptions, modeling hypothesis performance as a function of similarity to a known ground truth hypothesis, perturbed by noise. We curate a dataset of 124 chemistry hypotheses with experimentally reported outcomes to validate the simulator. Building on this simulator, we develop a pseudo experiment-guided ranking method that clusters hypotheses by shared functional characteristics and prioritizes candidates based on insights derived from simulated experimental feedback. Experiments show that our method outperforms pre-experiment baselines and strong ablations.
2025-05-23 4D-CTA Image and geometry dataset for kinematic analysis of abdominal aortic aneurysms Mostafa Jamshidian, Adam Wittek, Saeideh Sekhavat et.al. 2505.17647
Abstract (click to expand)This article presents a dataset used in the article "Kinematics of Abdominal Aortic Aneurysms" [arXiv:2405.13377], published in the Journal of Biomechanics. The dataset is publicly available for download from the Zenodo data repository (https://doi.org/10.5281/zenodo.15477710). The dataset includes time-resolved 3D computed tomography angiography (4D-CTA) images of abdominal aortic aneurysm (AAA) captured throughout the cardiac cycle from ten patients diagnosed with AAA, along with ten patient-specific AAA geometries extracted from these images. Typically, the 4D-CTA dataset for each patient contains ten electrocardiogram (ECG)-gated 3D-CTA image frames acquired over a cardiac cycle, capturing both the systolic and diastolic phases of the AAA configuration. For method verification, the dataset also includes synthetic ground truth data generated from Patient 1's 3D-CTA AAA image in the diastolic phase. The ground truth data includes the patient-specific finite element (FE) biomechanical model and a synthetic systolic 3D-CTA image. The synthetic systolic image was generated by warping Patient 1's diastolic 3D-CTA image using the realistic displacement field obtained from the AAA biomechanical FE model. The images were acquired at Fiona Stanley Hospital in Western Australia and provided to the researchers at the Intelligent Systems for Medicine Laboratory at The University of Western Australia (ISML-UWA), where image-based AAA kinematic analysis was performed. Our dataset enabled the analysis of AAA wall displacement and strain throughout the cardiac cycle using a non-invasive, in vivo, image registration-based approach. The use of widely adopted, open-source file formats (NRRD for images and STL for geometries) facilitates broad applicability and reusability in AAA biomechanics studies that require patient-specific geometry and information about AAA kinematics during cardiac cycle.
2025-05-23 Latent Imputation before Prediction: A New Computational Paradigm for De Novo Peptide Sequencing Ye Du, Chen Yang, Nanxi Yu et.al. 2505.17524 link Accepted by ICML 2025
Abstract (click to expand)De novo peptide sequencing is a fundamental computational technique for ascertaining amino acid sequences of peptides directly from tandem mass spectrometry data, eliminating the need for reference databases. Cutting-edge models usually encode the observed mass spectra into latent representations from which peptides are predicted autoregressively. However, the issue of missing fragmentation, attributable to factors such as suboptimal fragmentation efficiency and instrumental constraints, presents a formidable challenge in practical applications. To tackle this obstacle, we propose a novel computational paradigm called \underline{\textbf{L}}atent \underline{\textbf{I}}mputation before \underline{\textbf{P}}rediction (LIPNovo). LIPNovo is devised to compensate for missing fragmentation information within observed spectra before executing the final peptide prediction. Rather than generating raw missing data, LIPNovo performs imputation in the latent space, guided by the theoretical peak profile of the target peptide sequence. The imputation process is conceptualized as a set-prediction problem, utilizing a set of learnable peak queries to reason about the relationships among observed peaks and directly generate the latent representations of theoretical peaks through optimal bipartite matching. In this way, LIPNovo manages to supplement missing information during inference and thus boosts performance. Despite its simplicity, experiments on three benchmark datasets demonstrate that LIPNovo outperforms state-of-the-art methods by large margins. Code is available at \href{https://github.com/usr922/LIPNovo}{https://github.com/usr922/LIPNovo}.
2025-05-23 Sparse Diffusion Autoencoder for Test-time Adapting Prediction of Complex Systems Jingwen Cheng, Ruikun Li, Huandong Wang et.al. 2505.17459
Abstract (click to expand)Predicting the behavior of complex systems is critical in many scientific and engineering domains, and hinges on the model's ability to capture their underlying dynamics. Existing methods encode the intrinsic dynamics of high-dimensional observations through latent representations and predict autoregressively. However, these latent representations lose the inherent spatial structure of spatiotemporal dynamics, leading to the predictor's inability to effectively model spatial interactions and neglect emerging dynamics during long-term prediction. In this work, we propose SparseDiff, introducing a test-time adaptation strategy to dynamically update the encoding scheme to accommodate emergent spatiotemporal structures during the long-term evolution of the system. Specifically, we first design a codebook-based sparse encoder, which coarsens the continuous spatial domain into a sparse graph topology. Then, we employ a graph neural ordinary differential equation to model the dynamics and guide a diffusion decoder for reconstruction. SparseDiff autoregressively predicts the spatiotemporal evolution and adjust the sparse topological structure to adapt to emergent spatiotemporal patterns by adaptive re-encoding. Extensive evaluations on representative systems demonstrate that SparseDiff achieves an average prediction error reduction of 49.99\% compared to baselines, requiring only 1\% of the spatial resolution.
2025-05-22 From Local Patterns to Global Understanding: Cross-Stock Trend Integration for Enhanced Predictive Modeling Yi Hu, Hanchi Ren, Jingjing Deng et.al. 2505.16573
Abstract (click to expand)Stock price prediction is a critical area of financial forecasting, traditionally approached by training models using the historical price data of individual stocks. While these models effectively capture single-stock patterns, they fail to leverage potential correlations among stock trends, which could improve predictive performance. Current single-stock learning methods are thus limited in their ability to provide a broader understanding of price dynamics across multiple stocks. To address this, we propose a novel method that merges local patterns into a global understanding through cross-stock pattern integration. Our strategy is inspired by Federated Learning (FL), a paradigm designed for decentralized model training. FL enables collaborative learning across distributed datasets without sharing raw data, facilitating the aggregation of global insights while preserving data privacy. In our adaptation, we train models on individual stock data and iteratively merge them to create a unified global model. This global model is subsequently fine-tuned on specific stock data to retain local relevance. The proposed strategy enables parallel training of individual stock models, facilitating efficient utilization of computational resources and reducing overall training time. We conducted extensive experiments to evaluate the proposed method, demonstrating that it outperforms benchmark models and enhances the predictive capabilities of state-of-the-art approaches. Our results highlight the efficacy of Cross-Stock Trend Integration (CSTI) in advancing stock price prediction, offering a robust alternative to traditional single-stock learning methodologies.
2025-05-22 A finite element solver for a thermodynamically consistent electrolyte model Jan Habscheid, Satyvir Singh, Lambert Theisen et.al. 2505.16296 29 pages, 15 figures
Abstract (click to expand)In this study, we present a finite element solver for a thermodynamically consistent electrolyte model that accurately captures multicomponent ionic transport by incorporating key physical phenomena such as steric effects, solvation, and pressure coupling. The model is rooted in the principles of non-equilibrium thermodynamics and strictly enforces mass conservation, charge neutrality, and entropy production. It extends beyond classical frameworks like the Nernst-Planck system by employing modified partial mass balances, the electrostatic Poisson equation, and a momentum balance expressed in terms of electrostatic potential, atomic fractions, and pressure, thereby enhancing numerical stability and physical consistency. Implemented using the FEniCSx platform, the solver efficiently handles one- and two-dimensional problems with varied boundary conditions and demonstrates excellent convergence behavior and robustness. Validation against benchmark problems confirms its improved physical fidelity, particularly in regimes characterized by high ionic concentrations and strong electrochemical gradients. Simulation results reveal critical electrolyte phenomena, including electric double layer formation, rectification behavior, and the effects of solvation number, Debye length, and compressibility. The solver's modular variational formulation facilitates its extension to complex electrochemical systems involving multiple ionic species with asymmetric valences.
2025-05-22 Advanced Integration Strategies for ESD Protection and Termination in High-Speed LVDS Systems Kavya Gaddipati et.al. 2505.16200 LVDS Design Integration, ESD Protection Implementation, Signal Integrity Optimization, High-Speed PCB Layout, Termination Technique. 13 PAGES, 2 FIGURES
Abstract (click to expand)This technical article explores comprehensive strategies for integrating Electrostatic Discharge (ESD) protection diodes and termination resistors in LowVoltage Differential Signaling (LVDS) designs. The article examines critical aspects of protection mechanisms, design considerations, impedance matching, and placement optimization techniques. Through detailed analysis of layout considerations and advanced design strategies, the article presents solutions for common integration challenges. It emphasizes the importance of signal integrity maintenance and protection effectiveness while providing practical guidelines for implementing robust LVDS systems. Various methodologies for performance optimization and validation are discussed, offering designers a thorough framework for creating reliable high-speed digital systems that balance protection requirements with signal integrity demands.
2025-05-21 Elasto-acoustic wave propagation in geophysical media using hybrid high-order methods on general meshes Romain Mottier, Alexandre Ern, Laurent Guillot et.al. 2505.15771
Abstract (click to expand)Hybrid high-order (HHO) methods are numerical methods characterized by several interesting properties such as local conservativity, geometric flexibility and high-order accuracy. Here, HHO schemes are studied for the space semi-discretization of coupled elasto-acoustic waves in the time domain using a first-order formulation. Explicit and singly diagonal implicit Runge--Kutta (ERK & SDIRK) schemes are used for the time discretization. We show that an efficient implementation of explicit (resp. implicit) time schemes calls for a static condensation of the face (resp. cell) unknowns. Crucially, both static condensation procedures only involve block-diagonal matrices. Then, we provide numerical estimates for the CFL stability limit of ERK schemes and present a comparative study on the efficiency of explicit versus implicit schemes. Our findings indicate that implicit time schemes remain competitive in many situations. Finally, simulations in a 2D realistic geophysical configuration are performed, illustrating the geometrical flexibility of the HHO method: both hybrid (triangular and quadrangular) and nonconforming (with hanging nodes) meshes are easily handled, delivering results of comparable accuracy to a reference spectral element software based on tensorized elements.
2025-05-21 Toward Open Earth Science as Fast and Accessible as Natural Language Marquita Ellis, Iksha Gurung, Muthukumaran Ramasubramanian et.al. 2505.15690
Abstract (click to expand)Is natural-language-driven earth observation data analysis now feasible with the assistance of Large Language Models (LLMs)? For open science in service of public interest, feasibility requires reliably high accuracy, interactive latencies, low (sustainable) costs, open LLMs, and openly maintainable software -- hence, the challenge. What are the techniques and programming system requirements necessary for satisfying these constraints, and what is the corresponding development and maintenance burden in practice? This study lays the groundwork for exploring these questions, introducing an impactful earth science use-case, and providing a software framework with evaluation data and metrics, along with initial results from employing model scaling, prompt-optimization, and inference-time scaling optimization techniques. While we attain high accuracy (near 100%) across 10 of 11 metrics, the analysis further considers cost (token-spend), latency, and maintainability across this space of techniques. Finally, we enumerate opportunities for further research, general programming and evaluation framework development, and ongoing work for a comprehensive, deployable solution. This is a call for collaboration and contribution.
2025-05-21 Local-Global Associative Frames for Symmetry-Preserving Crystal Structure Modeling Haowei Hua, Wanyu Lin et.al. 2505.15315
Abstract (click to expand)Crystal structures are defined by the periodic arrangement of atoms in 3D space, inherently making them equivariant to SO(3) group. A fundamental requirement for crystal property prediction is that the model's output should remain invariant to arbitrary rotational transformations of the input structure. One promising strategy to achieve this invariance is to align the given crystal structure into a canonical orientation with appropriately computed rotations, or called frames. However, existing work either only considers a global frame or solely relies on more advanced local frames based on atoms' local structure. A global frame is too coarse to capture the local structure heterogeneity of the crystal, while local frames may inadvertently disrupt crystal symmetry, limiting their expressivity. In this work, we revisit the frame design problem for crystalline materials and propose a novel approach to construct expressive Symmetry-Preserving Frames, dubbed as SPFrame, for modeling crystal structures. Specifically, this local-global associative frame constructs invariant local frames rather than equivariant ones, thereby preserving the symmetry of the crystal. In parallel, it integrates global structural information to construct an equivariant global frame to enforce SO(3) invariance. Extensive experimental results demonstrate that SPFrame consistently outperforms traditional frame construction techniques and existing crystal property prediction baselines across multiple benchmark tasks.
2025-05-21 Quantization of Probability Distributions via Divide-and-Conquer: Convergence and Error Propagation under Distributional Arithmetic Operations Bilgesu Arif Bilgin, Olof Hallqvist Elias, Michael Selby et.al. 2505.15283 31 pages, 8 figures. Comments welcome!
Abstract (click to expand)This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes with a special focus on the stability of the discrete approximations when they undergo arithmetic operations. The main results are a simple upper bound of the approximation error in terms of the Wasserstein-1 distance that is valid for all continuous distributions with finite mean. In many use-cases, the studied method achieve optimal rate of convergence, and numerical experiments show that the algorithm is more stable than pre-existing approximation schemes in the context of arithmetic operations.
2025-05-21 Degree-Optimized Cumulative Polynomial Kolmogorov-Arnold Networks Mathew Vanherreweghe, Lirandë Pira, Patrick Rebentrost et.al. 2505.15228
Abstract (click to expand)We introduce cumulative polynomial Kolmogorov-Arnold networks (CP-KAN), a neural architecture combining Chebyshev polynomial basis functions and quadratic unconstrained binary optimization (QUBO). Our primary contribution involves reformulating the degree selection problem as a QUBO task, reducing the complexity from \(O(D^N)\) to a single optimization step per layer. This approach enables efficient degree selection across neurons while maintaining computational tractability. The architecture performs well in regression tasks with limited data, showing good robustness to input scales and natural regularization properties from its polynomial basis. Additionally, theoretical analysis establishes connections between CP-KAN's performance and properties of financial time series. Our empirical validation across multiple domains demonstrates competitive performance compared to several traditional architectures tested, especially in scenarios where data efficiency and numerical stability are important. Our implementation, including strategies for managing computational overhead in larger networks is available in Ref.~\citep{cpkan_implementation}.
2025-05-21 R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization Yuante Li, Xu Yang, Xiao Yang et.al. 2505.15155 link
Abstract (click to expand)Financial markets pose fundamental challenges for asset return prediction due to their high dimensionality, non-stationarity, and persistent volatility. Despite advances in large language models and multi-agent systems, current quantitative research pipelines suffer from limited automation, weak interpretability, and fragmented coordination across key components such as factor mining and model innovation. In this paper, we propose R&D-Agent for Quantitative Finance, in short RD-Agent(Q), the first data-centric multi-agent framework designed to automate the full-stack research and development of quantitative strategies via coordinated factor-model co-optimization. RD-Agent(Q) decomposes the quant process into two iterative stages: a Research stage that dynamically sets goal-aligned prompts, formulates hypotheses based on domain priors, and maps them to concrete tasks, and a Development stage that employs a code-generation agent, Co-STEER, to implement task-specific code, which is then executed in real-market backtests. The two stages are connected through a feedback stage that thoroughly evaluates experimental outcomes and informs subsequent iterations, with a multi-armed bandit scheduler for adaptive direction selection. Empirically, RD-Agent(Q) achieves up to 2X higher annualized returns than classical factor libraries using 70% fewer factors, and outperforms state-of-the-art deep time-series models on real markets. Its joint factor-model optimization delivers a strong balance between predictive accuracy and strategy robustness. Our code is available at: https://github.com/microsoft/RD-Agent.
2025-05-20 Global Maxwell Tomography Using the Volume-Surface Integral Equation for Improved Estimation of Electrical Properties Ilias Giannakopoulos, José E. Cruz Serrallés, Jan Paška et.al. 2505.14546 12 pages, 8 figures, 2 tables, Article accepted for publication in IEEE Transactions on Biomedical Engineering
Abstract (click to expand)Objective: Global Maxwell Tomography (GMT) is a noninvasive inverse optimization method for the estimation of electrical properties (EP) from magnetic resonance (MR) measurements. GMT uses the volume integral equation (VIE) in the forward problem and assumes that the sample has negligible effect on the coil currents. Consequently, GMT calculates the coil's incident fields with an initial EP distribution and keeps them constant for all optimization iterations. This can lead to erroneous reconstructions. This work introduces a novel version of GMT that replaces VIE with the volume-surface integral equation (VSIE), which recalculates the coil currents at every iteration based on updated EP estimates before computing the associated fields. Methods: We simulated an 8-channel transceiver coil array for 7 T brain imaging and reconstructed the EP of a realistic head model using VSIE-based GMT. We built the coil, collected experimental MR measurements, and reconstructed EP of a two-compartment phantom. Results: In simulations, VSIE-based GMT outperformed VIE-based GMT by at least 12% for both EP. In experiments, the relative difference with respect to probe-measured EP values in the inner (outer) compartment was 13% (26%) and 17% (33%) for the permittivity and conductivity, respectively. Conclusion: The use of VSIE over VIE enhances GMT's performance by accounting for the effect of the EP on the coil currents. Significance: VSIE-based GMT does not rely on an initial EP estimate, rendering it more suitable for experimental reconstructions compared to the VIE-based GMT.
2025-05-20 Design and Evaluation of a Microservices Cloud Framework for Online Travel Platforms Biman Barua, M. Shamim Kaiser et.al. 2505.14508 15 pages, 2 figures, 6 tables
Abstract (click to expand)Handling online travel agents globally requires efficient and flexible software solution architectures. When it needs to handle thousands of agents and billions of clients data globally. Microservices architecture is used to break down a large program into numerous, smaller services which can run individually and perform individual tasks. This paper analyses and integrates a unique Microservices Cloud Framework designed to support Online Travel Platforms (MCF-OTP). MCF-OTPs main goal is to increase the performance, flexibility, and maintenance of online travel platforms via cloud computing and microservice technologies. Large-scale travel apps, including managing numerous data sources, dealing with traffic peaks, and providing fault tolerance, can be addressed by the suggested framework. The framework increases good interpretation between flawless data synchronization, microservices, and dynamic scaling based on demand technology. An organization framework that optimizes service borders and minimizes inter-service dependencies is recommended. Thus, this can result in elevated development adaptability. In this research, the principal goal is to evaluate MCF-OTPs efficiency using the indicators of fault tolerance and response time. It is indicated by the findings that the MCF-OTP structure excels traditional monolithic designs in terms of dependability and scalability, managing traffic spikes seamlessly and decreasing downtime. The cost-effective analysis helps ascertain the net gain attained by the startup fees and the ongoing operational costs. The cloud-based environment is used to reduce the fracture cost which also helps to increase the efficiency of resource allocation, according to the research.
2025-05-20 Higher-order, mixed-hybrid finite elements for Kirchhoff-Love shells Jonas Neumeyer, Michael Wolfgang Kaiser, Thomas-Peter Fries et.al. 2505.14115 Article has been submitted to Internat. J. Numer. Methods Engrg
Abstract (click to expand)A novel mixed-hybrid method for Kirchhoff-Love shells is proposed that enables the use of classical, possibly higher-order Lagrange elements in numerical analyses. In contrast to purely displacement-based formulations that require higher continuity of shape functions as in IGA, the mixed formulation features displacements and moments as primary unknowns. Thereby the continuity requirements are reduced, allowing equal-order interpolations of the displacements and moments. Hybridization enables an element-wise static condensation of the degrees of freedom related to the moments, at the price of introducing (significantly less) rotational degrees of freedom acting as Lagrange multipliers to weakly enforce the continuity of tangential moments along element edges. The mixed model is formulated coordinate-free based on the Tangential Differential Calculus, making it applicable for explicitly and implicitly defined shell geometries. All mechanically relevant boundary conditions are considered. Numerical results confirm optimal higher-order convergence rates whenever the mechanical setup allows for sufficiently smooth solutions; new benchmark test cases of this type are proposed.
2025-05-20 Improved Methods for Model Pruning and Knowledge Distillation Wei Jiang, Anying Fu, Youling Zhang et.al. 2505.14052
Abstract (click to expand)Model pruning is a performance optimization technique for large language models like R1 or o3-mini. However, existing pruning methods often lead to significant performance degradation or require extensive retraining and fine-tuning. This technique aims to identify and remove neurons, connections unlikely leading to the contribution during the human-computer interaction phase. Our goal is to obtain a much smaller and faster knowledge distilled model that can quickly generate content almost as good as those of the unpruned ones. We propose MAMA Pruning, short for Movement and Magnitude Analysis, an improved pruning method that effectively reduces model size and computational complexity while maintaining performance comparable to the original unpruned model even at extreme pruned levels. The improved method is based on weights, bias fixed in the pre-training phase and GRPO rewards verified during the post-training phase as our novel pruning indicators. Preliminary experimental results show that our method outperforms and be comparable to state-of-the-art methods across various pruning levels and different downstream computational linguistics tasks.
2025-05-20 PLUTUS Open Source -- Breaking Barriers in Algorithmic Trading An-Dan Nguyen, Quang-Khoi Ta, Duy-Anh Vo et.al. 2505.14050 link 8 pages, 10 figures, 3 tables
Abstract (click to expand)Algorithmic trading has long been an opaque, fragmented domain, guarded by secrecy and built around proprietary systems. In contrast to the open, collaborative evolution in fields like machine learning or software engineering, the algorithmic trading ecosystem has been slow to adopt reproducibility, standardization, and shared infrastructure. This paper introduces PLUTUS Open Source, an initiative sponsored by ALGOTRADE to reshape this landscape through openness, structure, and collaboration. PLUTUS combines a reproducibility standard, a modular development framework, and a growing suite of community-built reference strategies. The project provides a systematic approach to designing, testing, and documenting trading algorithms, regardless of the user's technical or financial background. We outline the motivation behind the initiative, present its foundational structure, and showcase working examples that adhere to the PLUTUS standard. We also invite the broader research and trading communities to contribute, iterate, and help build a transparent and inclusive future for algorithmic trading.
2025-05-20 Predicting Dynamical Systems across Environments via Diffusive Model Weight Generation Ruikun Li, Huandong Wang, Jingtao Ding et.al. 2505.13919
Abstract (click to expand)Data-driven methods offer an effective equation-free solution for predicting physical dynamics. However, the same physical system can exhibit significantly different dynamic behaviors in various environments. This causes prediction functions trained for specific environments to fail when transferred to unseen environments. Therefore, cross-environment prediction requires modeling the dynamic functions of different environments. In this work, we propose a model weight generation method, \texttt{EnvAd-Diff}. \texttt{EnvAd-Diff} operates in the weight space of the dynamic function, generating suitable weights from scratch based on environmental condition for zero-shot prediction. Specifically, we first train expert prediction functions on dynamic trajectories from a limited set of visible environments to create a model zoo, thereby constructing sample pairs of prediction function weights and their corresponding environments. Subsequently, we train a latent space diffusion model conditioned on the environment to model the joint distribution of weights and environments. Considering the lack of environmental prior knowledge in real-world scenarios, we propose a physics-informed surrogate label to distinguish different environments. Generalization experiments across multiple systems demonstrate that a 1M parameter prediction function generated by \texttt{EnvAd-Diff} outperforms a pre-trained 500M parameter foundation model.
2025-05-19 Generative Modeling of Random Fields from Limited Data via Constrained Latent Flow Matching James E. Warner, Tristan A. Shah, Patrick E. Leser et.al. 2505.13007 link 10 pages plus references and appendices, 17 figures
Abstract (click to expand)Deep generative models are promising tools for science and engineering, but their reliance on abundant, high-quality data limits applicability. We present a novel framework for generative modeling of random fields (probability distributions over continuous functions) that incorporates domain knowledge to supplement limited, sparse, and indirect data. The foundation of the approach is latent flow matching, where generative modeling occurs on compressed function representations in the latent space of a pre-trained variational autoencoder (VAE). Innovations include the adoption of a function decoder within the VAE and integration of physical/statistical constraints into the VAE training process. In this way, a latent function representation is learned that yields continuous random field samples satisfying domain-specific constraints when decoded, even in data-limited regimes. Efficacy is demonstrated on two challenging applications: wind velocity field reconstruction from sparse sensors and material property inference from a limited number of indirect measurements. Results show that the proposed framework achieves significant improvements in reconstruction accuracy compared to unconstrained methods and enables effective inference with relatively small training datasets that is intractable without constraints.
2025-05-19 Implicit differentiation with second-order derivatives and benchmarks in finite-element-based differentiable physics Tianju Xue et.al. 2505.12646 link
Abstract (click to expand)Differentiable programming is revolutionizing computational science by enabling automatic differentiation (AD) of numerical simulations. While first-order gradients are well-established, second-order derivatives (Hessians) for implicit functions in finite-element-based differentiable physics remain underexplored. This work bridges this gap by deriving and implementing a framework for implicit Hessian computation in PDE-constrained optimization problems. We leverage primitive AD tools (Jacobian-vector product/vector-Jacobian product) to build an algorithm for Hessian-vector products and validate the accuracy against finite difference approximations. Four benchmarks spanning linear/nonlinear, 2D/3D, and single/coupled-variable problems demonstrate the utility of second-order information. Results show that the Newton-CG method with exact Hessians accelerates convergence for nonlinear inverse problems (e.g., traction force identification, shape optimization), while the L-BFGS-B method suffices for linear cases. Our work provides a robust foundation for integrating second-order implicit differentiation into differentiable physics engines, enabling faster and more reliable optimization.
2025-05-20 ChromFound: Towards A Universal Foundation Model for Single-Cell Chromatin Accessibility Data Yifeng Jiao, Yuchen Liu, Yu Zhang et.al. 2505.12638
Abstract (click to expand)The advent of single-cell Assay for Transposase-Accessible Chromatin using sequencing (scATAC-seq) offers an innovative perspective for deciphering regulatory mechanisms by assembling a vast repository of single-cell chromatin accessibility data. While foundation models have achieved significant success in single-cell transcriptomics, there is currently no foundation model for scATAC-seq that supports zero-shot high-quality cell identification and comprehensive multi-omics analysis simultaneously. Key challenges lie in the high dimensionality and sparsity of scATAC-seq data, as well as the lack of a standardized schema for representing open chromatin regions (OCRs). Here, we present ChromFound, a foundation model tailored for scATAC-seq. ChromFound utilizes a hybrid architecture and genome-aware tokenization to effectively capture genome-wide long contexts and regulatory signals from dynamic chromatin landscapes. Pretrained on 1.97 million cells from 30 tissues and 6 disease conditions, ChromFound demonstrates broad applicability across 6 diverse tasks. Notably, it achieves robust zero-shot performance in generating universal cell representations and exhibits excellent transferability in cell type annotation and cross-omics prediction. By uncovering enhancer-gene links undetected by existing computational methods, ChromFound offers a promising framework for understanding disease risk variants in the noncoding genome.
2025-05-19 Seismic analysis based on a new interval method with incomplete information Shizhong Liang, Yuxiang Yang, Chen Li et.al. 2505.12607
Abstract (click to expand)For seismic analysis in engineering structures, it is essential to consider the dynamic responses under seismic excitation, necessitating the description of seismic accelerations. Limit seismics samples lead to incomplete uncertainty information, which is described by the non-probabilistic method reasonable. This study employs the minimum interval radius-based interval process (MRIP) based on the convex model to describe the time-variant uncertain seismic acceleration, subsequently conducting uncertainty analysis for seismic structures. However, the Monte Carlo simulation for uncertainty analysis requires extensive deterministic computations to ensure accuracy, exhibiting poor computational efficiency. To address this issue, this paper first improves the covariance matrix adaptation evolution strategy (CMA-ES) through the dynamic evolution sequence, proposing DES-ES, whose efficiency is validated to be higher than that of CMA-ES. Furthermore, leveraging the dependency of the responses, a computational framework named DES-ES-SS is proposed. Numerical experiments demonstrate that DES-ES-SS improves computational efficiency while maintaining the accuracy of the interval uncertainty analysis of the seismic structures whether the seismic acceleration is stationary or non-stationary.
2025-05-18 Predicting Gas Well Performance with Decline Curve Analysis: A Case Study on Semutang Gas Field Md. Shakil Rahaman, Ahmed Sakib, Ataharuse Samad et.al. 2505.12333 8th International Conference on Mechanical, Industrial and Energy Engineering 2024
Abstract (click to expand)Decline-curve analysis (DCA) is a widely utilized method for production forecasting and estimating remaining reserves in gas reservoir. Based on the assumptions that past production trend can be mathematically characterized and used to predict future performance. It relies on historical production data and assumes that production methods remain unchanged throughout the analysis. This method is particularly valuable due to its accuracy in forecasting and its broad acceptance within the industry. Wells in the same geographical area and producing from similar geological formations often exhibit similar decline curve parameters. This study applies DCA to forecast the future production performance and estimate the ultimate recovery for the Semutang gas field's well 5 in Bangladesh. Using historical production data, decline curves were generated based on exponential, hyperbolic, and harmonic model equations. The cumulative production estimations were 11,139.34 MMSCF for the exponential model, 11,620.26 MMSCF for the hyperbolic model, and 14,021.92 MMSCF for the harmonic model. In terms of the well's productive life, the estimates were 335.13 days, 1,152 days, and 22,611 days, respectively. Among these models, the hyperbolic decline provided the most realistic forecast, closely aligning with observed production trend. The study highlights the importance of selecting an appropriate decline model for accurate production forecasting and reserve estimation, which is essential for effective reservoir management and resource optimization.
2025-05-17 MLLM-based Discovery of Intrinsic Coordinates and Governing Equations from High-Dimensional Data Ruikun Li, Yan Lu, Shixiang Tang et.al. 2505.11940
Abstract (click to expand)Discovering governing equations from scientific data is crucial for understanding the evolution of systems, and is typically framed as a search problem within a candidate equation space. However, the high-dimensional nature of dynamical systems leads to an exponentially expanding equation space, making the search process extremely challenging. The visual perception and pre-trained scientific knowledge of multimodal large language models (MLLM) hold promise for providing effective navigation in high-dimensional equation spaces. In this paper, we propose a zero-shot method based on MLLM for automatically discovering physical coordinates and governing equations from high-dimensional data. Specifically, we design a series of enhanced visual prompts for MLLM to enhance its spatial perception. In addition, MLLM's domain knowledge is employed to navigate the search process within the equation space. Quantitative and qualitative evaluations on two representative types of systems demonstrate that the proposed method effectively discovers the physical coordinates and equations from both simulated and real experimental data, with long-term extrapolation accuracy improved by approximately 26.96% compared to the baseline.
2025-05-17 LLM-Enhanced Feature Engineering for Multi-Factor Electricity Price Predictions Haochen Xue, Chenghao Liu, Chong Zhang et.al. 2505.11890
Abstract (click to expand)Accurately forecasting electricity price volatility is crucial for effective risk management and decision-making. Traditional forecasting models often fall short in capturing the complex, non-linear dynamics of electricity markets, particularly when external factors like weather conditions and market volatility are involved. These limitations hinder their ability to provide reliable predictions in markets with high volatility, such as the New South Wales (NSW) electricity market. To address these challenges, we introduce FAEP, a Feature-Augmented Electricity Price Prediction framework. FAEP leverages Large Language Models (LLMs) combined with advanced feature engineering to enhance prediction accuracy. By incorporating external features such as weather data and price volatility jumps, and utilizing Retrieval-Augmented Generation (RAG) for effective feature extraction, FAEP overcomes the shortcomings of traditional approaches. A hybrid XGBoost-LSTM model in FAEP further refines these augmented features, resulting in a more robust prediction framework. Experimental results demonstrate that FAEP achieves state-of-art (SOTA) performance compared to other electricity price prediction models in the Australian New South Wale electricity market, showcasing the efficiency of LLM-enhanced feature engineering and hybrid machine learning architectures.
2025-05-16 CLT and Edgeworth Expansion for m-out-of-n Bootstrap Estimators of The Studentized Median Imon Banerjee, Sayak Chakrabarty et.al. 2505.11725 48 pages
Abstract (click to expand)The m-out-of-n bootstrap, originally proposed by Bickel, Gotze, and Zwet (1992), approximates the distribution of a statistic by repeatedly drawing m subsamples (with m much smaller than n) without replacement from an original sample of size n. It is now routinely used for robust inference with heavy-tailed data, bandwidth selection, and other large-sample applications. Despite its broad applicability across econometrics, biostatistics, and machine learning, rigorous parameter-free guarantees for the soundness of the m-out-of-n bootstrap when estimating sample quantiles have remained elusive. This paper establishes such guarantees by analyzing the estimator of sample quantiles obtained from m-out-of-n resampling of a dataset of size n. We first prove a central limit theorem for a fully data-driven version of the estimator that holds under a mild moment condition and involves no unknown nuisance parameters. We then show that the moment assumption is essentially tight by constructing a counter-example in which the CLT fails. Strengthening the assumptions slightly, we derive an Edgeworth expansion that provides exact convergence rates and, as a corollary, a Berry Esseen bound on the bootstrap approximation error. Finally, we illustrate the scope of our results by deriving parameter-free asymptotic distributions for practical statistics, including the quantiles for random walk Metropolis-Hastings and the rewards of ergodic Markov decision processes, thereby demonstrating the usefulness of our theory in modern estimation and learning tasks.
2025-05-16 GLOVA: Global and Local Variation-Aware Analog Circuit Design with Risk-Sensitive Reinforcement Learning Dongjun Kim, Junwoo Park, Chaehyeon Shin et.al. 2505.11208 Accepted for DAC 2025
Abstract (click to expand)Analog/mixed-signal circuit design encounters significant challenges due to performance degradation from process, voltage, and temperature (PVT) variations. To achieve commercial-grade reliability, iterative manual design revisions and extensive statistical simulations are required. While several studies have aimed to automate variation aware analog design to reduce time-to-market, the substantial mismatches in real-world wafers have not been thoroughly addressed. In this paper, we present GLOVA, an analog circuit sizing framework that effectively manages the impact of diverse random mismatches to improve robustness against PVT variations. In the proposed approach, risk-sensitive reinforcement learning is leveraged to account for the reliability bound affected by PVT variations, and ensemble-based critic is introduced to achieve sample-efficient learning. For design verification, we also propose \(\mu\)-\(\sigma\) evaluation and simulation reordering method to reduce simulation costs of identifying failed designs. GLOVA supports verification through industrial-level PVT variation evaluation methods, including corner simulation as well as global and local Monte Carlo (MC) simulations. Compared to previous state-of-the-art variation-aware analog sizing frameworks, GLOVA achieves up to 80.5\(\times\) improvement in sample efficiency and 76.0\(\times\) reduction in time.
2025-05-16 Prot2Text-V2: Protein Function Prediction with Multimodal Contrastive Alignment Xiao Fei, Michail Chatzianastasis, Sarah Almeida Carneiro et.al. 2505.11194 link 25 pages, 11 figures
Abstract (click to expand)Predicting protein function from sequence is a central challenge in computational biology. While existing methods rely heavily on structured ontologies or similarity-based techniques, they often lack the flexibility to express structure-free functional descriptions and novel biological functions. In this work, we introduce Prot2Text-V2, a novel multimodal sequence-to-text model that generates free-form natural language descriptions of protein function directly from amino acid sequences. Our method combines a protein language model as a sequence encoder (ESM-3B) and a decoder-only language model (LLaMA-3.1-8B-Instruct) through a lightweight nonlinear modality projector. A key innovation is our Hybrid Sequence-level Contrastive Alignment Learning (H-SCALE), which improves cross-modal learning by matching mean- and std-pooled protein embeddings with text representations via contrastive loss. After the alignment phase, we apply instruction-based fine-tuning using LoRA on the decoder to teach the model how to generate accurate protein function descriptions conditioned on the protein sequence. We train Prot2Text-V2 on about 250K curated entries from SwissProt and evaluate it under low-homology conditions, where test sequences have low similarity with training samples. Prot2Text-V2 consistently outperforms traditional and LLM-based baselines across various metrics.
2025-05-16 Time Travel is Cheating: Going Live with DeepFund for Real-Time Fund Investment Benchmarking Changlun Li, Yao Shi, Chen Wang et.al. 2505.11065 link 21 pages, 9 figures
Abstract (click to expand)Large Language Models (LLMs) have demonstrated notable capabilities across financial tasks, including financial report summarization, earnings call transcript analysis, and asset classification. However, their real-world effectiveness in managing complex fund investment remains inadequately assessed. A fundamental limitation of existing benchmarks for evaluating LLM-driven trading strategies is their reliance on historical back-testing, inadvertently enabling LLMs to "time travel"-leveraging future information embedded in their training corpora, thus resulting in possible information leakage and overly optimistic performance estimates. To address this issue, we introduce DeepFund, a live fund benchmark tool designed to rigorously evaluate LLM in real-time market conditions. Utilizing a multi-agent architecture, DeepFund connects directly with real-time stock market data-specifically data published after each model pretraining cutoff-to ensure fair and leakage-free evaluations. Empirical tests on nine flagship LLMs from leading global institutions across multiple investment dimensions-including ticker-level analysis, investment decision-making, portfolio management, and risk control-reveal significant practical challenges. Notably, even cutting-edge models such as DeepSeek-V3 and Claude-3.7-Sonnet incur net trading losses within DeepFund real-time evaluation environment, underscoring the present limitations of LLMs for active fund management. Our code is available at https://github.com/HKUSTDial/DeepFund.
2025-05-16 Enforced Interface Constraints for Domain Decomposition Method of Discrete Physics-Informed Neural Networks Jichao Yin, Mingxuan Li, Jianguang Fang et.al. 2505.10925 25 pages, 13 figures
Abstract (click to expand)This study presents a discrete physics-informed neural network (dPINN) framework, enhanced with enforced interface constraints (EIC), for modeling physical systems using the domain decomposition method (DDM). Built upon finite element-style mesh discretization, the dPINN accurately evaluates system energy through Gaussian quadrature-based element-wise integration. To ensure physical field continuity across subdomain interfaces, the EIC mechanism enforces interfacial displacement constraints without requiring auxiliary sampling or loss penalties.This formulation supports independent meshing in each subdomain, simplifying preprocessing and improving computational flexibility. Additionally, by eliminating the influence of weak spatial constraints (WSC) commonly observed in traditional PINNs, the EIC-dPINN delivers more stable and physically consistent predictions.Extensive two- and three-dimensional numerical experiments validate the proposed framework's accuracy and demonstrate the computational efficiency gains achieved through parallel training. The results highlight the framework's scalability, robustness, and potential for solving large-scale, geometrically complex problems.
2025-05-15 Space-Time Multigrid Methods Suitable for Topology Optimisation of Transient Heat Conduction Magnus Appel, Joe Alexandersen et.al. 2505.10168 30 pages, 13 figures
Abstract (click to expand)This paper presents Space-Time MultiGrid (STMG) methods which are suitable for performing topology optimisation of transient heat conduction problems. The proposed methods use a pointwise smoother and uniform Cartesian space-time meshes. For problems with high contrast in the diffusivity, it was found that it is beneficial to define a coarsening strategy based on the geometric mean of the minimum and maximum diffusivity. However, other coarsening strategies may be better for other smoothers. Several methods of discretising the coarse levels were tested. Of these, it was best to use a method which averages the thermal resistivities on the finer levels. However, this was likely a consequence of the fact that only one spatial dimension was considered for the test problems. A second coarsening strategy was proposed which ensures spatial resolution on the coarse grids. Mixed results were found for this strategy. The proposed STMG methods were used as a solver for a one-dimensional topology optimisation problem. In this context, the adjoint problem was also solved using the STMG methods. The STMG methods were sufficiently robust for this application, since they converged during every optimisation cycle. It was found that the STMG methods also work for the adjoint problem when the prolongation operator only sends information forwards in time, even although the direction of time for the adjoint problem is backwards.
2025-05-15 Knowledge-Based Aerospace Engineering -- A Systematic Literature Review Tim Wittenborg, Ildar Baimuratov, Ludvig Knöös Franzén et.al. 2505.10142 40 pages, 14 figures, submitted to Advanced Engineering Informatics
Abstract (click to expand)The aerospace industry operates at the frontier of technological innovation while maintaining high standards regarding safety and reliability. In this environment, with an enormous potential for re-use and adaptation of existing solutions and methods, Knowledge-Based Engineering (KBE) has been applied for decades. The objective of this study is to identify and examine state-of-the-art knowledge management practices in the field of aerospace engineering. Our contributions include: 1) A SWARM-SLR of over 1,000 articles with qualitative analysis of 164 selected articles, supported by two aerospace engineering domain expert surveys. 2) A knowledge graph of over 700 knowledge-based aerospace engineering processes, software, and data, formalized in the interoperable Web Ontology Language (OWL) and mapped to Wikidata entries where possible. The knowledge graph is represented on the Open Research Knowledge Graph (ORKG), and an aerospace Wikibase, for reuse and continuation of structuring aerospace engineering knowledge exchange. 3) Our resulting intermediate and final artifacts of the knowledge synthesis, available as a Zenodo dataset. This review sets a precedent for structured, semantic-based approaches to managing aerospace engineering knowledge. By advancing these principles, research, and industry can achieve more efficient design processes, enhanced collaboration, and a stronger commitment to sustainable aviation.
2025-05-15 Physical regularized Hierarchical Generative Model for Metallic Glass Structural Generation and Energy Prediction Qiyuan Chen, Ajay Annamareddy, Ying-Fei Li et.al. 2505.09977
Abstract (click to expand)Disordered materials such as glasses, unlike crystals, lack long range atomic order and have no periodic unit cells, yielding a high dimensional configuration space with widely varying properties. The complexity not only increases computational costs for atomistic simulations but also makes it difficult for generative AI models to deliver accurate property predictions and realistic structure generation. In this work, we introduce GlassVAE, a hierarchical graph variational autoencoder that uses graph representations to learn compact, rotation, translation, and permutation invariant embeddings of atomic configurations. The resulting structured latent space not only enables efficient generation of novel, physically plausible structures but also supports exploration of the glass energy landscape. To enforce structural realism and physical fidelity, we augment GlassVAE with two physics informed regularizers, a radial distribution function (RDF) loss that captures characteristic short and medium range ordering and an energy regression loss that reflects the broad configurational energetics. Both theoretical analysis and experimental results highlight the critical impact of these regularizers. By encoding high dimensional atomistic data into a compact latent vector and decoding it into structures with accurate energy predictions, GlassVAE provides a fast, physics aware path for modeling and designing disordered materials.
2025-05-15 Avocado Price Prediction Using a Hybrid Deep Learning Model: TCN-MLP-Attention Architecture Linwei Zhang, LuFeng, Ruijia Liang et.al. 2505.09907
Abstract (click to expand)With the growing demand for healthy foods, agricultural product price forecasting has become increasingly important. Hass avocados, as a high-value crop, exhibit complex price fluctuations influenced by factors such as seasonality, region, and weather. Traditional prediction models often struggle with highly nonlinear and dynamic data. To address this, we propose a hybrid deep learning model, TCN-MLP-Attention Architecture, combining Temporal Convolutional Networks (TCN) for sequential feature extraction, Multi-Layer Perceptrons (MLP) for nonlinear interactions, and an Attention mechanism for dynamic feature weighting. The dataset used covers over 50,000 records of Hass avocado sales across the U.S. from 2015 to 2018, including variables such as sales volume, average price, time, region, weather, and variety type, collected from point-of-sale systems and the Hass Avocado Board. After systematic preprocessing, including missing value imputation and feature normalization, the proposed model was trained and evaluated. Experimental results demonstrate that the TCN-MLP-Attention model achieves excellent predictive performance, with an RMSE of 1.23 and an MSE of 1.51, outperforming traditional methods. This research provides a scalable and effective approach for time series forecasting in agricultural markets and offers valuable insights for intelligent supply chain management and price strategy optimization.
2025-05-15 Promise of Data-Driven Modeling and Decision Support for Precision Oncology and Theranostics Binesh Sadanandan, Vahid Behzadan et.al. 2505.09899
Abstract (click to expand)Cancer remains a leading cause of death worldwide, necessitating personalized treatment approaches to improve outcomes. Theranostics, combining molecular-level imaging with targeted therapy, offers potential for precision oncology but requires optimized, patient-specific care plans. This paper investigates state-of-the-art data-driven decision support applications with a reinforcement learning focus in precision oncology. We review current applications, training environments, state-space representation, performance evaluation criteria, and measurement of risk and reward, highlighting key challenges. We propose a framework integrating data-driven modeling with reinforcement learning-based decision support to optimize radiopharmaceutical therapy dosing, addressing identified challenges and setting directions for future research. The framework leverages Neural Ordinary Differential Equations and Physics-Informed Neural Networks to enhance Physiologically Based Pharmacokinetic models while applying reinforcement learning algorithms to iteratively refine treatment policies based on patient-specific data.
2025-05-14 Radon Exposure Dataset Dakotah Maguire, Jeremy Logan, Heechan Lee et.al. 2505.09489 7 pages, 2 tables
Abstract (click to expand)Exposure to elevated radon levels in the home is one of the leading causes of lung cancer in the world. The following study describes the creation of a comprehensive, state-level dataset designed to enable the modeling and prediction of household radon concentrations at Zip Code Tabulation Area (ZCTA) and sub-kilometer scales. Details include the data collection and processing involved in compiling physical and demographic factors for Pennsylvania and Utah. Attempting to mitigate this risk requires identifying the underlying geological causes and the populations that might be at risk. This work focuses on identifying at-risk populations throughout Pennsylvania and Utah, where radon levels are some of the highest in the country. The resulting dataset harmonizes geological and demographic factors from various sources and spatial resolutions, including temperature, geochemistry, and soil characteristics. Demographic variables such as the household heating fuel used, the age of building, and the housing type provide further insight into which populations could be most susceptible in areas with potentially high radon levels. This dataset also serves as a foundational resource for two other studies conducted by the authors. The resolution of the data provides a novel approach to predicting potential radon exposure, and the data processing conducted for these states can be scaled up to larger spatial resolutions (e.g., the Contiguous United States [CONUS]) and allow for a broad reclassification of radon exposure potential in the United States.
2025-05-14 Optimization of the initial post-buckling response of trusses and frames by an asymptotic approach Federico Ferrari, Ole Sigmund et.al. 2505.09373
Abstract (click to expand)Asymptotic post-buckling theory is applied to sizing and topology optimization of trusses and frames, exploring its potential and current computational difficulties. We show that a designs' post-buckling response can be controlled by including the lowest two asymptotic coefficients, representing the initial post-buckling slope and curvature, in the optimization formulation. This also reduces the imperfection sensitivity of the optimized design. The asymptotic expansion can further be used to approximate the structural nonlinear response, and then to optimize for a given measure of the nonlinear mechanical performance such as, for example, end-compliance or complementary work. Examples of linear and nonlinear compliance minimization of trusses and frames show the effective use of the asymptotic method for including post-buckling constraints in structural optimization.
2025-05-13 Predictive Digital Twins with Quantified Uncertainty for Patient-Specific Decision Making in Oncology Graham Pash, Umberto Villa, David A. Hormuth II et.al. 2505.08927 link
Abstract (click to expand)Quantifying the uncertainty in predictive models is critical for establishing trust and enabling risk-informed decision making for personalized medicine. In contrast to one-size-fits-all approaches that seek to mitigate risk at the population level, digital twins enable personalized modeling thereby potentially improving individual patient outcomes. Realizing digital twins in biomedicine requires scalable and efficient methods to integrate patient data with mechanistic models of disease progression. This study develops an end-to-end data-to-decisions methodology that combines longitudinal non-invasive imaging data with mechanistic models to estimate and predict spatiotemporal tumor progression accounting for patient-specific anatomy. Through the solution of a statistical inverse problem, imaging data inform the spatially varying parameters of a reaction-diffusion model of tumor progression. An efficient parallel implementation of the forward model coupled with a scalable approximation of the Bayesian posterior distribution enables rigorous, but tractable, quantification of uncertainty due to the sparse, noisy measurements. The methodology is verified on a virtual patient with synthetic data to control for model inadequacy, noise level, and the frequency of data collection. The application to decision-making is illustrated by evaluating the importance of imaging frequency and formulating an optimal experimental design question. The clinical relevance is demonstrated through a model validation study on a cohort of patients with publicly available longitudinal imaging data.
2025-05-13 Addressing the Current Challenges of Quantum Machine Learning through Multi-Chip Ensembles Junghoon Justin Park, Jiook Cha, Samuel Yen-Chi Chen et.al. 2505.08782
Abstract (click to expand)Quantum Machine Learning (QML) holds significant promise for solving computational challenges across diverse domains. However, its practical deployment is constrained by the limitations of noisy intermediate-scale quantum (NISQ) devices, including noise, limited scalability, and trainability issues in variational quantum circuits (VQCs). We introduce the multi-chip ensemble VQC framework, which partitions high-dimensional computations across smaller quantum chips to enhance scalability, trainability, and noise resilience. We show that this approach mitigates barren plateaus, reduces quantum error bias and variance, and maintains robust generalization through controlled entanglement. Designed to align with current and emerging quantum hardware, the framework demonstrates strong potential for enabling scalable QML on near-term devices, as validated by experiments on standard benchmark datasets (MNIST, FashionMNIST, CIFAR-10) and real world dataset (PhysioNet EEG).
2025-05-14 Sensitivity-Constrained Fourier Neural Operators for Forward and Inverse Problems in Parametric Differential Equations Abdolmehdi Behroozi, Chaopeng Shen and, Daniel Kifer et.al. 2505.08740 link
Abstract (click to expand)Parametric differential equations of the form du/dt = f(u, x, t, p) are fundamental in science and engineering. While deep learning frameworks such as the Fourier Neural Operator (FNO) can efficiently approximate solutions, they struggle with inverse problems, sensitivity estimation (du/dp), and concept drift. We address these limitations by introducing a sensitivity-based regularization strategy, called Sensitivity-Constrained Fourier Neural Operators (SC-FNO). SC-FNO achieves high accuracy in predicting solution paths and consistently outperforms standard FNO and FNO with physics-informed regularization. It improves performance in parameter inversion tasks, scales to high-dimensional parameter spaces (tested with up to 82 parameters), and reduces both data and training requirements. These gains are achieved with a modest increase in training time (30% to 130% per epoch) and generalize across various types of differential equations and neural operators. Code and selected experiments are available at: https://github.com/AMBehroozi/SC_Neural_Operators
2025-05-13 Topology and geometry optimization of grid-shells under self-weight loading Helen E. Fairclough, Karol Bolbotowski, Linwei He et.al. 2505.08645 25 pages, 20 figures
Abstract (click to expand)This manuscript presents an approach for simultaneously optimizing the connectivity and elevation of grid-shell structures acting in pure compression (or pure tension) under the combined effects of a prescribed external loading and the design-dependent self-weight of the structure itself. The method derived herein involves solving a second-order cone optimization problem, thereby ensuring convexity and obtaining globally optimal results for a given discretization of the design domain. Several numerical examples are presented, illustrating characteristics of this class of optimal structures. It is found that, as self-weight becomes more significant, both the optimal topology and the optimal elevation profile of the structure change, highlighting the importance of optimizing both topology and geometry simultaneously from the earliest stages of design. It is shown that this approach can obtain solutions with greater accuracy and several orders of magnitude more quickly than a standard 3D layout/truss topology optimization approach.
2025-05-13 Improving Unsupervised Task-driven Models of Ventral Visual Stream via Relative Position Predictivity Dazhong Rong, Hao Dong, Xing Gao et.al. 2505.08316 link This paper has been accepted for full publication at CogSci 2025 (https://cognitivesciencesociety.org/cogsci-2025/)
Abstract (click to expand)Based on the concept that ventral visual stream (VVS) mainly functions for object recognition, current unsupervised task-driven methods model VVS by contrastive learning, and have achieved good brain similarity. However, we believe functions of VVS extend beyond just object recognition. In this paper, we introduce an additional function involving VVS, named relative position (RP) prediction. We first theoretically explain contrastive learning may be unable to yield the model capability of RP prediction. Motivated by this, we subsequently integrate RP learning with contrastive learning, and propose a new unsupervised task-driven method to model VVS, which is more inline with biological reality. We conduct extensive experiments, demonstrating that: (i) our method significantly improves downstream performance of object recognition while enhancing RP predictivity; (ii) RP predictivity generally improves the model brain similarity. Our results provide strong evidence for the involvement of VVS in location perception (especially RP prediction) from a computational perspective.
2025-05-12 QUEST: QUantum-Enhanced Shared Transportation Chinonso Onah, Neel Miscasci, Carsten Othmer et.al. 2505.08074 11 pages, 7 figures
Abstract (click to expand)We introduce Windbreaking-as-a-Service'' (WaaS) as an innovative approach to shared transportation in which largerwindbreaker'' vehicles provide aerodynamic shelter for ``windsurfer'' vehicles, thereby reducing drag and fuel consumption. As a computational framework to solve the large-scale matching and assignment problems that arise in WaaS, we present \textbf{QUEST} (Quantum-Enhanced Shared Transportation). Specifically, we formulate the pairing of windbreakers and windsurfers -- subject to timing, speed, and vehicle-class constraints -- as a mixed-integer quadratic problem (MIQP). Focusing on a single-segment prototype, we verify the solution classically via the Hungarian Algorithm, a Gurobi-based solver, and brute-force enumeration of binary vectors. We then encode the problem as a Quadratic Unconstrained Binary Optimization (QUBO) and map it to an Ising Hamiltonian, enabling the use of the Quantum Approximate Optimization Algorithm (QAOA) and other quantum and classical annealing technologies. Our quantum implementation successfully recovers the optimal assignment identified by the classical methods, confirming the soundness of the QUEST pipeline for a controlled prototype. While QAOA and other quantum heuristics do not guarantee a resolution of the fundamental complexity barriers, this study illustrates how the WaaS problem can be systematically translated into a quantum-ready model. It also lays the groundwork for addressing multi-segment scenarios and potentially leveraging quantum advantage for large-scale shared-transportation instances.
2025-05-12 A comparative study of Bitcoin and Ripple cryptocurrencies trading using Deep Reinforcement Learning algorithms Dieu-Donne Fangnon, Armandine Sorel Kouyim Meli, Verlon Roel Mbingui et.al. 2505.07660 link arXiv admin note: text overlap with arXiv:1911.10107 by other authors
Abstract (click to expand)Artificial intelligence (AI) has demonstrated remarkable success across various applications. In light of this trend, the field of automated trading has developed a keen interest in leveraging AI techniques to forecast the future prices of financial assets. This interest stems from the need to address trading challenges posed by the inherent volatility and dynamic nature of asset prices. However, crafting a flawless strategy becomes a formidable task when dealing with assets characterized by intricate and ever-changing price dynamics. To surmount these formidable challenges, this research employs an innovative rule-based strategy approach to train Deep Reinforcement Learning (DRL). This application is carried out specifically in the context of trading Bitcoin (BTC) and Ripple (XRP). Our proposed approach hinges on the integration of Deep Q-Network, Double Deep Q-Network, Dueling Deep Q-learning networks, alongside the Advantage Actor-Critic algorithms. Each of them aims to yield an optimal policy for our application. To evaluate the effectiveness of our Deep Reinforcement Learning (DRL) approach, we rely on portfolio wealth and the trade signal as performance metrics. The experimental outcomes highlight that Duelling and Double Deep Q-Network outperformed when using XRP with the increasing of the portfolio wealth. All codes are available in this \href{https://github.com/VerlonRoelMBINGUI/RL_Final_Projects_AMMI2023}{\color{blue}Github link}.
2025-05-12 A Value of Information-based assessment of strain-based thickness loss monitoring in ship hull structures Nicholas E. Silionis, Konstantinos N. Anyfantis et.al. 2505.07427 32 pages, 16 figures, Preprint submitted to Elsevier journal
Abstract (click to expand)Recent advances in Structural Health Monitoring (SHM) have attracted industry interest, yet real-world applications, such as in ship structures remain scarce. Despite SHM's potential to optimise maintenance, its adoption in ships is limited due to the lack of clearly quantifiable benefits for hull maintenance. This study employs a Bayesian pre-posterior decision analysis to quantify the value of information (VoI) from SHM systems monitoring corrosion-induced thickness loss (CITL) in ship hulls, in a first-of-its-kind analysis for ship structures. We define decision-making consequence cost functions based on exceedance probabilities relative to a target CITL threshold, which can be set by the decision-maker. This introduces a practical aspect to our framework, that enables implicitly modelling the decision-maker's risk perception. We apply this framework to a large-scale, high-fidelity numerical model of a commercial vessel and examine the relative benefits of different CITL monitoring strategies, including strain-based SHM and traditional on-site inspections.
2025-05-14 Simulating many-engine spacecraft: Exceeding 100 trillion grid points via information geometric regularization and the MFC flow solver Benjamin Wilfong, Anand Radhakrishnan, Henry Le Berre et.al. 2505.07392 link 10 pages, 7 figures
Abstract (click to expand)This work proposes a method and optimized implementation for exascale simulations of high-speed compressible fluid flows, enabling the simulation of multi-engine rocket craft at an unprecedented scale. We significantly improve upon the state-of-the-art in terms of computational cost and memory footprint through a carefully crafted implementation of the recently proposed information geometric regularization, which eliminates the need for numerical shock capturing. Unified addressing on tightly coupled CPU--GPU platforms increases the total problem size with negligible performance hit. Despite linear stencil algorithms being memory-bound, we achieve wall clock times that are four times faster than optimized baseline numerics. This enables the execution of CFD simulations at more than 100 trillion grid points, surpassing the largest state-of-the-art publicly available simulations by an order of magnitude. Ideal weak scaling is demonstrated on OLCF Frontier and CSCS Alps using the full system, entailing 37.8K AMD MI250X GPUs (Frontier) or 9.2K NVIDIA GH200 superchips (Alps).
2025-05-11 Can LLM-based Financial Investing Strategies Outperform the Market in Long Run? Weixian Waylon Li, Hyeonjun Kim, Mihai Cucuringu et.al. 2505.07078 link 14 pages
Abstract (click to expand)Large Language Models (LLMs) have recently been leveraged for asset pricing tasks and stock trading applications, enabling AI agents to generate investment decisions from unstructured financial data. However, most evaluations of LLM timing-based investing strategies are conducted on narrow timeframes and limited stock universes, overstating effectiveness due to survivorship and data-snooping biases. We critically assess their generalizability and robustness by proposing FINSABER, a backtesting framework evaluating timing-based strategies across longer periods and a larger universe of symbols. Systematic backtests over two decades and 100+ symbols reveal that previously reported LLM advantages deteriorate significantly under broader cross-section and over a longer-term evaluation. Our market regime analysis further demonstrates that LLM strategies are overly conservative in bull markets, underperforming passive benchmarks, and overly aggressive in bear markets, incurring heavy losses. These findings highlight the need to develop LLM strategies that are able to prioritise trend detection and regime-aware risk controls over mere scaling of framework complexity.
2025-05-11 Energy-Efficient Ternary Encoding for High-Speed Data Transmission in 3D-Integrated Circuits Using Inductive Coupling Links Abdullah Saeed Alghotmi et.al. 2505.06908 6 pages
Abstract (click to expand)This paper proposes a ternary signalling scheme for inductive coupling links (ICLs) in 3D-integrated circuits (3D-ICs) to reduce crosstalk and electromagnetic interference in multi-stacked chip communications. By converting binary data into ternary sequences with three voltage levels (-V, 0V, +V), the approach enhances signal separation, reduces crosstalk, and improves signal integrity. Unlike traditional Non-Return to Zero (NRZ) systems, the ternary scheme increases bandwidth efficiency and reduces power consumption through fewer signal transitions. A modified H-Bridge transmitter generates ternary symbols by controlling current flow based on binary-to-ternary mapping. Preliminary simulations validate the efficiency of the scheme, showing reduced power consumption and higher data rates compared to NRZ. This approach shows promise for high-performance computing and IoT devices in 3D-IC environments, offering enhanced noise resilience, lower power usage, and improved communication efficiency.
2025-05-14 Decoding Futures Price Dynamics: A Regularized Sparse Autoencoder for Interpretable Multi-Horizon Forecasting and Factor Discovery Abhijit Gupta et.al. 2505.06795
Abstract (click to expand)Commodity price volatility creates economic challenges, necessitating accurate multi-horizon forecasting. Predicting prices for commodities like copper and crude oil is complicated by diverse interacting factors (macroeconomic, supply/demand, geopolitical, etc.). Current models often lack transparency, limiting strategic use. This paper presents a Regularized Sparse Autoencoder (RSAE), a deep learning framework for simultaneous multi-horizon commodity price prediction and discovery of interpretable latent market drivers. The RSAE forecasts prices at multiple horizons (e.g., 1-day, 1-week, 1-month) using multivariate time series. Crucially, L1 regularization ($\
2025-05-10 PC-SRGAN: Physically Consistent Super-Resolution Generative Adversarial Network for General Transient Simulations Md Rakibul Hasan, Pouria Behnoudfar, Dan MacKinlay et.al. 2505.06502
Abstract (click to expand)Machine Learning, particularly Generative Adversarial Networks (GANs), has revolutionised Super Resolution (SR). However, generated images often lack physical meaningfulness, which is essential for scientific applications. Our approach, PC-SRGAN, enhances image resolution while ensuring physical consistency for interpretable simulations. PC-SRGAN significantly improves both the Peak Signal-to-Noise Ratio and the Structural Similarity Index Measure compared to conventional methods, even with limited training data (e.g., only 13% of training data required for SRGAN). Beyond SR, PC-SRGAN augments physically meaningful machine learning, incorporating numerically justified time integrators and advanced quality metrics. These advancements promise reliable and causal machine-learning models in scientific domains. A significant advantage of PC-SRGAN over conventional SR techniques is its physical consistency, which makes it a viable surrogate model for time-dependent problems. PC-SRGAN advances scientific machine learning, offering improved accuracy and efficiency for image processing, enhanced process understanding, and broader applications to scientific research. The source codes and data will be made publicly available at https://github.com/hasan-rakibul/PC-SRGAN upon acceptance of this paper.
2025-05-09 A New DAPO Algorithm for Stock Trading Ruijian Zha, Bojun Liu et.al. 2505.06408 link Accepted to IEEE IDS 2025 Special Track: Financial Reinforcement Learning and Foundation Models (FinRLFM). 3 pages, 2 figures, 3 tables
Abstract (click to expand)Recent advances in reinforcement learning, such as Dynamic Sampling Policy Optimization (DAPO), show strong performance when paired with large language models (LLMs). Motivated by this success, we ask whether similar gains can be realized in financial trading. We design a trading agent that combines an improved Group Relative Policy Optimization (GRPO) algorithm, augmented with ideas from DAPO, with LLM-based risk and sentiment signals extracted from financial news. On the NASDAQ-100 index (FNSPID dataset), our agent attains a cumulative return of 230.49 percent and an information ratio of 0.37, outperforming the CPPO-DeepSeek baseline. It also cuts training time from about 8 hours to 2.5 hours over 100 epochs while markedly reducing RAM usage. The proposed RL-LLM framework offers a scalable path toward data-efficient trading agents. Code: https://github.com/Ruijian-Zha/FinRL-DAPO-SR/
2025-05-07 RAAC panels can suddenly collapse before any warning of corrosion-induced surface cracking E. Korec, P. Grassl, M. Jirasek et.al. 2505.06294
Abstract (click to expand)The collapse of reinforced autoclaved aerated concrete (RAAC) panels has attracted considerable public and academic interest. As detailed experimental data are not yet available and replicating the natural corrosion process requires years or decades, computational modelling is essential to understand under which conditions corrosion remains concealed. The very high porosity of RAAC is widely suspected to be a major contributing factor. However, current corrosion-induced cracking models are known to struggle with capturing the role of concrete porosity. To remedy this critical deficiency, we propose to enrich corrosion-induced cracking modelling with the analytical solution of reactive transport equations governing the precipitation of rust and a porosity-dependent description of diffusivity. With this, the corrosion concealment in RAAC panels is studied computationally for the first time, revealing that RAAC panels can suddenly collapse before any warning of corrosion-induced surface cracking and allowing to map the conditions most likely to result in sudden collapse.
2025-05-07 ALFEE: Adaptive Large Foundation Model for EEG Representation Wei Xiong, Junming Lin, Jiangtong Li et.al. 2505.06291 17pages, 17 figures
Abstract (click to expand)While foundation models excel in text, image, and video domains, the critical biological signals, particularly electroencephalography(EEG), remain underexplored. EEG benefits neurological research with its high temporal resolution, operational practicality, and safety profile. However, low signal-to-noise ratio, inter-subject variability, and cross-paradigm differences hinder the generalization of current models. Existing methods often employ simplified strategies, such as a single loss function or a channel-temporal joint representation module, and suffer from a domain gap between pretraining and evaluation tasks that compromises efficiency and adaptability. To address these limitations, we propose the Adaptive Large Foundation model for EEG signal representation(ALFEE) framework, a novel hybrid transformer architecture with two learning stages for robust EEG representation learning. ALFEE employs a hybrid attention that separates channel-wise feature aggregation from temporal dynamics modeling, enabling robust EEG representation with variable channel configurations. A channel encoder adaptively compresses variable channel information, a temporal encoder captures task-guided evolution, and a hybrid decoder reconstructs signals in both temporal and frequency domains. During pretraining, ALFEE optimizes task prediction, channel and temporal mask reconstruction, and temporal forecasting to enhance multi-scale and multi-channel representation. During fine-tuning, a full-model adaptation with a task-specific token dictionary and a cross-attention layer boosts performance across multiple tasks. After 25,000 hours of pretraining, extensive experimental results on six downstream EEG tasks demonstrate the superior performance of ALFEE over existing models. Our ALFEE framework establishes a scalable foundation for biological signal analysis with implementation at https://github.com/xw1216/ALFEE.
2025-05-09 FlowHFT: Flow Policy Induced Optimal High-Frequency Trading under Diverse Market Conditions Yang Li, Zhi Chen, Steve Yang et.al. 2505.05784 14 pages, 1 figure, 6 tables, 2 algorithms
Abstract (click to expand)High-frequency trading (HFT) is an investing strategy that continuously monitors market states and places bid and ask orders at millisecond speeds. Traditional HFT approaches fit models with historical data and assume that future market states follow similar patterns. This limits the effectiveness of any single model to the specific conditions it was trained for. Additionally, these models achieve optimal solutions only under specific market conditions, such as assumptions about stock price's stochastic process, stable order flow, and the absence of sudden volatility. Real-world markets, however, are dynamic, diverse, and frequently volatile. To address these challenges, we propose the FlowHFT, a novel imitation learning framework based on flow matching policy. FlowHFT simultaneously learns strategies from numerous expert models, each proficient in particular market scenarios. As a result, our framework can adaptively adjust investment decisions according to the prevailing market state. Furthermore, FlowHFT incorporates a grid-search fine-tuning mechanism. This allows it to refine strategies and achieve superior performance even in complex or extreme market scenarios where expert strategies may be suboptimal. We test FlowHFT in multiple market environments. We first show that flow matching policy is applicable in stochastic market environments, thus enabling FlowHFT to learn trading strategies under different market conditions. Notably, our single framework consistently achieves performance superior to the best expert for each market condition.
2025-05-09 Unfitted finite element modelling of surface-bulk viscous flows in animal cells Eric Neiva, Hervé Turlier et.al. 2505.05723 link 29 pages, 15 figures
Abstract (click to expand)This work presents a novel unfitted finite element framework to simulate coupled surface-bulk problems in time-dependent domains, focusing on fluid-fluid interactions in animal cells between the actomyosin cortex and the cytoplasm. The cortex, a thin layer beneath the plasma membrane, provides structural integrity and drives shape changes by generating surface contractile forces akin to tension. Cortical contractions generate Marangoni-like surface flows and induce intracellular cytoplasmic flows that are essential for processes such as cell division, migration, and polarization, particularly in large animal cells. Despite its importance, the spatiotemporal regulation of cortex-cytoplasm interactions remains poorly understood and computational modelling can be very challenging because surface-bulk dynamics often lead to large cell deformations. To address these challenges, we propose a sharp-interface framework that uniquely combines the trace finite element method for surface flows with the aggregated finite element method for bulk flows. This approach enables accurate and stable simulations on fixed Cartesian grids without remeshing. The model also incorporates mechanochemical feedback through the surface transport of a molecular regulator of active tension. We solve the resulting mixed-dimensional system on a fixed Cartesian grid using a level-set-based method to track the evolving surface. Numerical experiments validate the accuracy and stability of the method, capturing phenomena such as self-organised pattern formation, curvature-driven relaxation, and cell cleavage. This novel framework offers a powerful and extendable tool for investigating increasingly complex morphogenetic processes in animal cells.
2025-05-08 Characterizing GPU Energy Usage in Exascale-Ready Portable Science Applications William F. Godoy, Oscar Hernandez, Paul R. C. Kent et.al. 2505.05623 14 pages, 8 figures, 3 tables. Accepted at the Energy Efficiency with Sustainable Performance: Techniques, Tools, and Best Practices, EESP Workshop, in conjunction with ISC High Performance 2025
Abstract (click to expand)We characterize the GPU energy usage of two widely adopted exascale-ready applications representing two classes of particle and mesh solvers: (i) QMCPACK, a quantum Monte Carlo package, and (ii) AMReX-Castro, an adaptive mesh astrophysical code. We analyze power, temperature, utilization, and energy traces from double-/single (mixed)-precision benchmarks on NVIDIA's A100 and H100 and AMD's MI250X GPUs using queries in NVML and rocm smi lib, respectively. We explore application-specific metrics to provide insights on energy vs. performance trade-offs. Our results suggest that mixed-precision energy savings range between 6-25% on QMCPACK and 45% on AMReX-Castro. Also there are still gaps in the AMD tooling on Frontier GPUs that need to be understood, while query resolutions on NVML have little variability between 1 ms and 1 s. Overall, application level knowledge is crucial to define energy-cost/science-benefit opportunities for the codesign of future supercomputer architectures in the post-Moore era.
2025-05-08 The Evolution of Embedding Table Optimization and Multi-Epoch Training in Pinterest Ads Conversion Andrew Qiu, Shubham Barhate, Hin Wai Lui et.al. 2505.05605
Abstract (click to expand)Deep learning for conversion prediction has found widespread applications in online advertising. These models have become more complex as they are trained to jointly predict multiple objectives such as click, add-to-cart, checkout and other conversion types. Additionally, the capacity and performance of these models can often be increased with the use of embedding tables that encode high cardinality categorical features such as advertiser, user, campaign, and product identifiers (IDs). These embedding tables can be pre-trained, but also learned end-to-end jointly with the model to directly optimize the model objectives. Training these large tables is challenging due to: gradient sparsity, the high cardinality of the categorical features, the non-uniform distribution of IDs and the very high label sparsity. These issues make training prone to both slow convergence and overfitting after the first epoch. Previous works addressed the multi-epoch overfitting issue by using: stronger feature hashing to reduce cardinality, filtering of low frequency IDs, regularization of the embedding tables, re-initialization of the embedding tables after each epoch, etc. Some of these techniques reduce overfitting at the expense of reduced model performance if used too aggressively. In this paper, we share key learnings from the development of embedding table optimization and multi-epoch training in Pinterest Ads Conversion models. We showcase how our Sparse Optimizer speeds up convergence, and how multi-epoch overfitting varies in severity between different objectives in a multi-task model depending on label sparsity. We propose a new approach to deal with multi-epoch overfitting: the use of a frequency-adaptive learning rate on the embedding tables and compare it to embedding re-initialization. We evaluate both methods offline using an industrial large-scale production dataset.
2025-05-08 Trading Under Uncertainty: A Distribution-Based Strategy for Futures Markets Using FutureQuant Transformer Wenhao Guo, Yuda Wang, Zeqiao Huang et.al. 2505.05595 16 pages, 12 figures
Abstract (click to expand)In the complex landscape of traditional futures trading, where vast data and variables like real-time Limit Order Books (LOB) complicate price predictions, we introduce the FutureQuant Transformer model, leveraging attention mechanisms to navigate these challenges. Unlike conventional models focused on point predictions, the FutureQuant model excels in forecasting the range and volatility of future prices, thus offering richer insights for trading strategies. Its ability to parse and learn from intricate market patterns allows for enhanced decision-making, significantly improving risk management and achieving a notable average gain of 0.1193% per 30-minute trade over state-of-the-art models with a simple algorithm using factors such as RSI, ATR, and Bollinger Bands. This innovation marks a substantial leap forward in predictive analytics within the volatile domain of futures trading.
2025-05-08 Advanced Stock Market Prediction Using Long Short-Term Memory Networks: A Comprehensive Deep Learning Framework Rajneesh Chaudhary et.al. 2505.05325 11 pages, 17 figures, submitted as a pre-final year undergraduate project at Indian Institute of Information Technology, Gwalior. The paper integrates LSTM-based time series forecasting with sentiment analysis using VADER and includes a working web interface for real-time prediction
Abstract (click to expand)Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long Short-Term Memory (LSTM) networks to forecast the closing stock prices of major technology firms: Apple, Google, Microsoft, and Amazon, listed on NASDAQ. Historical data was sourced from Yahoo Finance and processed using normalization and feature engineering techniques. The proposed model achieves a Mean Absolute Percentage Error (MAPE) of 2.72 on unseen test data, significantly outperforming traditional models like ARIMA. To further enhance predictive accuracy, sentiment scores were integrated using real-time news articles and social media data, analyzed through the VADER sentiment analysis tool. A web application was also developed to provide real-time visualizations of stock price forecasts, offering practical utility for both individual and institutional investors. This research demonstrates the strength of LSTM networks in modeling complex financial sequences and presents a novel hybrid approach combining time series modeling with sentiment analysis.
2025-05-13 A thermoelastic plate model for shot peen forming metal panels based on effective torque Conor Rowan et.al. 2505.05236
Abstract (click to expand)A common technique used in factories to shape metal panels is shot peen forming. The impacts between the hard steel shot and the softer metal of the panel cause localized plastic deformation used to improve the fatigue properties of the material's surface. The residual stress distribution imparted by impacts also results in bending, which suggests that a torque is associated with it. In this paper, we model shot peen forming as the application of spatially varying torques to a Kirchhoff plate, opting to use the language of thermoelasticity in order to introduce these torque distributions. First, we derive the governing equations for the thermoelastic thin plate model and show that only a torque-type resultant of the temperature distribution shows up in the bending equation. Next, to calibrate from the shot peen operation an empirical effective torque parameter used in the thermoelastic model, a simple and non-invasive test is devised. This test relies only on measuring the maximum displacement of a uniformly shot peened plate as opposed to characterizing the residual stress distribution. After discussing how to handle the unconventional fully-free boundary conditions germane for peened plates, we introduce an approach to solving the inverse problem whereby the peening distribution required to obtain a specified plate contour can be obtained. Given the non-unique relationship between peening distributions and the displacement at discrete points, we explore a regularization of the inverse problem which gives rise to shot peen distributions that match the capabilities of equipment in the factory. In order to validate our proposed model, an experiment with quantified uncertainty is designed and carried out which investigates the agreement between the predictions of the calibrated model and real shot peen forming operations.
2025-05-08 Physics-informed solution reconstruction in elasticity and heat transfer using the explicit constraint force method Conor Rowan, Kurt Maute, Alireza Doostan et.al. 2505.04875
Abstract (click to expand)One use case of physics-informed neural networks'' (PINNs) is solution reconstruction, which aims to estimate the full-field state of a physical system from sparse measurements. Parameterized governing equations of the system are used in tandem with the measurements to regularize the regression problem. However, in real-world solution reconstruction problems, the parameterized governing equation may be inconsistent with the physical phenomena that give rise to the measurement data. We show that due to assuming consistency between the true and parameterized physics, PINNs-based approaches may fail to satisfy three basic criteria of interpretability, robustness, and data consistency. As we argue, these criteria ensure that (i) the quality of the reconstruction can be assessed, (ii) the reconstruction does not depend strongly on the choice of physics loss, and (iii) that in certain situations, the physics parameters can be uniquely recovered. In the context of elasticity and heat transfer, we demonstrate how standard formulations of the physics loss and techniques for constraining the solution to respect the measurement data lead to differentconstraint forces" -- which we define as additional source terms arising from the constraints -- and that these constraint forces can significantly influence the reconstructed solution. To avoid the potentially substantial influence of the choice of physics loss and method of constraint enforcement on the reconstructed solution, we propose the ``explicit constraint force method'' (ECFM) to gain control of the source term introduced by the constraint. We then show that by satisfying the criteria of interpretability, robustness, and data consistency, this approach leads to more predictable and customizable reconstructions from noisy measurement data, even when the parameterization of the missing physics is inconsistent with the measured system.
2025-05-07 HiPerRAG: High-Performance Retrieval Augmented Generation for Scientific Insights Ozan Gokdemir, Carlo Siebenschuh, Alexander Brace et.al. 2505.04846 This paper has been accepted at the Platform for Advanced Scientific Computing Conference (PASC 25), June 16-18, 2025, Brugg-Windisch, Switzerland
Abstract (click to expand)The volume of scientific literature is growing exponentially, leading to underutilized discoveries, duplicated efforts, and limited cross-disciplinary collaboration. Retrieval Augmented Generation (RAG) offers a way to assist scientists by improving the factuality of Large Language Models (LLMs) in processing this influx of information. However, scaling RAG to handle millions of articles introduces significant challenges, including the high computational costs associated with parsing documents and embedding scientific knowledge, as well as the algorithmic complexity of aligning these representations with the nuanced semantics of scientific content. To address these issues, we introduce HiPerRAG, a RAG workflow powered by high performance computing (HPC) to index and retrieve knowledge from more than 3.6 million scientific articles. At its core are Oreo, a high-throughput model for multimodal document parsing, and ColTrast, a query-aware encoder fine-tuning algorithm that enhances retrieval accuracy by using contrastive learning and late-interaction techniques. HiPerRAG delivers robust performance on existing scientific question answering benchmarks and two new benchmarks introduced in this work, achieving 90% accuracy on SciQ and 76% on PubMedQA-outperforming both domain-specific models like PubMedGPT and commercial LLMs such as GPT-4. Scaling to thousands of GPUs on the Polaris, Sunspot, and Frontier supercomputers, HiPerRAG delivers million document-scale RAG workflows for unifying scientific knowledge and fostering interdisciplinary innovation.
2025-05-07 RDPP-TD: Reputation and Data Privacy-Preserving based Truth Discovery Scheme in Mobile Crowdsensing Lijian Wu, Weikun Xie, Wei Tan et.al. 2505.04361
Abstract (click to expand)Truth discovery (TD) plays an important role in Mobile Crowdsensing (MCS). However, existing TD methods, including privacy-preserving TD approaches, estimate the truth by weighting only the data submitted in the current round, which often results in low data quality. Moreover, there is a lack of effective TD methods that preserve both reputation and data privacy. To address these issues, a Reputation and Data Privacy-Preserving based Truth Discovery (RDPP-TD) scheme is proposed to obtain high-quality data for MCS. The RDPP-TD scheme consists of two key approaches: a Reputation-based Truth Discovery (RTD) approach, which integrates the weight of current-round data with workers' reputation values to estimate the truth, thereby achieving more accurate results, and a Reputation and Data Privacy-Preserving (RDPP) approach, which ensures privacy preservation for sensing data and reputation values. First, the RDPP approach, when seamlessly integrated with RTD, can effectively evaluate the reliability of workers and their sensing data in a privacy-preserving manner. Second, the RDPP scheme supports reputation-based worker recruitment and rewards, ensuring high-quality data collection while incentivizing workers to provide accurate information. Comprehensive theoretical analysis and extensive experiments based on real-world datasets demonstrate that the proposed RDPP-TD scheme provides strong privacy protection and improves data quality by up to 33.3%.
2025-05-07 Yield and Buckling Stress Limits in Topology Optimization of Multiscale Structures Christoffer Fyllgraf Christensen, Fengwen Wang, Ole Sigmund et.al. 2505.04353 24 pages, 20 figures, 9 tables
Abstract (click to expand)This study presents an extension of multiscale topology optimization by integrating both yield stress and local/global buckling considerations into the design process. Building upon established multiscale methodologies, we develop a new framework incorporating yield stress limits either as constraints or objectives alongside previously established local and global buckling constraints. This approach significantly refines the optimization process, ensuring that the resulting designs meet mechanical performance criteria and adhere to critical material yield constraints. First, we establish local density-dependent von Mises yield surfaces based on local yield estimates from homogenization-based analysis to predict the local yield limits of the homogenized materials. Then, these local Yield-based Load Factors (YLFs) are combined with local and global buckling criteria to obtain topology optimized designs that consider yield and buckling failure on all levels. This integration is crucial for the practical application of optimized structures in real-world scenarios, where material yield and stability behavior critically influence structural integrity and durability. Numerical examples demonstrate how optimized designs depend on the stiffness to yield ratio of the considered building material. Despite the foundational assumption of separation of scales, the de-homogenized structures, even at relatively coarse length scales, exhibit a high degree of agreement with the corresponding homogenized predictions.
2025-05-06 Modal Decomposition and Identification for a Population of Structures Using Physics-Informed Graph Neural Networks and Transformers Xudong Jian, Kiran Bacsa, Gregory Duthé et.al. 2505.04018
Abstract (click to expand)Modal identification is crucial for structural health monitoring and structural control, providing critical insights into structural dynamics and performance. This study presents a novel deep learning framework that integrates graph neural networks (GNNs), transformers, and a physics-informed loss function to achieve modal decomposition and identification across a population of structures. The transformer module decomposes multi-degrees-of-freedom (MDOF) structural dynamic measurements into single-degree-of-freedom (SDOF) modal responses, facilitating the identification of natural frequencies and damping ratios. Concurrently, the GNN captures the structural configurations and identifies mode shapes corresponding to the decomposed SDOF modal responses. The proposed model is trained in a purely physics-informed and unsupervised manner, leveraging modal decomposition theory and the independence of structural modes to guide learning without the need for labeled data. Validation through numerical simulations and laboratory experiments demonstrates its effectiveness in accurately decomposing dynamic responses and identifying modal properties from sparse structural dynamic measurements, regardless of variations in external loads or structural configurations. Comparative analyses against established modal identification techniques and model variations further underscore its superior performance, positioning it as a favorable approach for population-based structural health monitoring.
2025-05-06 Algorithm Selection in Short-Range Molecular Dynamics Simulations Samuel James Newcome, Fabio Alexander Gratl, Manuel Lerchner et.al. 2505.03438 link 16 pages, 1 figure. Submitted to the 25th International Conference on Computational Science. This version includes two minor corrections to the submitted manuscript, which do not result from the conference's peer review, and no changes resulting from the peer review process
Abstract (click to expand)Numerous algorithms and parallelisations have been developed for short-range particle simulations; however, none are optimally performant for all scenarios. Such a concept led to the prior development of the particle simulation library AutoPas, which implemented many of these algorithms and parallelisations and could select and tune these over the course of the simulation as the scenario changed. Prior works have, however, used only naive approaches to the algorithm selection problem, which can lead to significant overhead from trialling poorly performing algorithmic configurations. In this work, we investigate this problem in the case of Molecular Dynamics simulations. We present three algorithm selection strategies: an approach which makes performance predictions from past data, an expert-knowledge fuzzy logic-based approach, and a data-driven random forest-based approach. We demonstrate that these approaches can achieve speedups of up to 4.05 compared to prior approaches and 1.25 compared to a perfect configuration selection without dynamic algorithm selection. In addition, we discuss the practicality of the strategies in comparison to their performance, to highlight the tractability of such solutions.
2025-05-09 Data-efficient inverse design of spinodoid metamaterials Max Rosenkranz, Markus Kästner, Ivo F. Sbalzarini et.al. 2505.03415 17 pages, 11 figures (edited acknowledgements)
Abstract (click to expand)We create an data-efficient and accurate surrogate model for structure-property linkages of spinodoid metamaterials with only 75 data points -- far fewer than the several thousands used in prior works -- and demonstrate its use in multi-objective inverse design. The inverse problem of finding a material microstructure that leads to given bulk properties is of great interest in mechanics and materials science. These inverse design tasks often require a large dataset, which can become unaffordable when considering material behavior that requires more expensive simulations or experiments. We generate a data-efficient surrogate for the mapping between the characteristics of the local material structure and the effective elasticity tensor and use it to inversely design structures with multiple objectives simultaneously. The presented neural network-based surrogate model achieves its data efficiency by inherently satisfying certain requirements, such as equivariance with respect to permutations of structure parameters, which avoids having to learn them from data. The resulting surrogate of the forward model is differentiable, allowing its direct use in gradient-based optimization for the inverse design problem. We demonstrate in three inverse design tasks of varying complexity that this approach yields reliable results while requiring significantly less training data than previous approaches based on neural-network surrogates. This paves the way for inverse design involving nonlinear mechanical behavior, where data efficiency is currently the limiting factor.
2025-05-06 Transformers Applied to Short-term Solar PV Power Output Forecasting Andea Scott, Sindhu Sreedhara, Folasade Ayoola et.al. 2505.03188
Abstract (click to expand)Reliable forecasts of the power output from variable renewable energy generators like solar photovoltaic systems are important to balancing load on real-time electricity markets and ensuring electricity supply reliability. However, solar PV power output is highly uncertain, with significant variations occurring over both longer (daily or seasonally) and shorter (within minutes) timescales due to weather conditions, especially cloud cover. This paper builds on existing work that uses convolutional neural networks in the computer vision task of predicting (in a Nowcast model) and forecasting (in a Forecast model) solar PV power output (Stanford EAO SUNSET Model). A pure transformer architecture followed by a fully-connected layer is applied to one year of image data with experiments run on various combinations of learning rate and batch size. We find that the transformer architecture performs almost as well as the baseline model in the PV output prediction task. However, it performs worse on sunny days.
2025-05-05 Multiscale Parallel Simulation of Malignant Pleural Mesothelioma via Adaptive Domain Partitioning -- an Efficiency Analysis Study Anton Dolganov, Valeria Krzhizhanovskaya, Stefano Trebeschi et.al. 2505.03067
Abstract (click to expand)A novel parallel efficiency analysis on a framework for simulating the growth of Malignant Pleural Mesothelioma (MPM) tumours is presented. Proliferation of MPM tumours in the pleural space is simulated using a Cellular Potts Model (CPM) coupled with partial differential equations (PDEs). Using segmented lung data from CT scans, an environment is set up with artificial tumour data in the pleural space, representing the simulation domain, onto which a dynamic bounding box is applied to restrict computations to the region of interest, dramatically reducing memory and CPU overhead. This adaptive partitioning of the domain enables efficient use of computational resources by reducing the three-dimensional (3D) domain over which the PDEs are to be solved. The PDEs, representing oxygen, nutrients, and cytokines, are solved using the finite-volume method with a first-order implicit Euler scheme. Parallelization is realized using the public Python library mpi4py in combination with LinearGMRESSolver and PETSc for efficient convergence. Performance analyses have shown that parallelization achieves a reduced solving time compared to serial computation. Also, optimizations enable efficient use of available memory and improved load balancing amongst the cores.
2025-05-05 Data Compression for Time Series Modelling: A Case Study of Smart Grid Demand Forecasting Mikkel Bue Lykkegaard, Svend Vendelbo Nielsen, Akanksha Upadhyay et.al. 2505.02606
Abstract (click to expand)Efficient time series forecasting is essential for smart energy systems, enabling accurate predictions of energy demand, renewable resource availability, and grid stability. However, the growing volume of high-frequency data from sensors and IoT devices poses challenges for storage and transmission. This study explores Discrete Wavelet Transform (DWT)-based data compression as a solution to these challenges while ensuring forecasting accuracy. A case study of a seawater supply system in Hirtshals, Denmark, operating under dynamic weather, operational schedules, and seasonal trends, is used for evaluation. Biorthogonal wavelets of varying orders were applied to compress data at different rates. Three forecasting models - Ordinary Least Squares (OLS), XGBoost, and the Time Series Dense Encoder (TiDE) - were tested to assess the impact of compression on forecasting performance. Lossy compression rates up to \(r_{\mathrm{lossy}} = 0.999\) were analyzed, with the Normalized Mutual Information (NMI) metric quantifying the relationship between compression and information retention. Results indicate that wavelet-based compression can retain essential features for accurate forecasting when applied carefully. XGBoost proved highly robust to compression artifacts, maintaining stable performance across diverse compression rates. In contrast, OLS demonstrated sensitivity to smooth wavelets and high compression rates, while TiDE showed some variability but remained competitive. This study highlights the potential of wavelet-based compression for scalable, efficient data management in smart energy systems without sacrificing forecasting accuracy. The findings are relevant to other fields requiring high-frequency time series forecasting, including climate modeling, water supply systems, and industrial operations.
2025-05-05 Predicting the Dynamics of Complex System via Multiscale Diffusion Autoencoder Ruikun Li, Jingwen Cheng, Huandong Wang et.al. 2505.02450
Abstract (click to expand)Predicting the dynamics of complex systems is crucial for various scientific and engineering applications. The accuracy of predictions depends on the model's ability to capture the intrinsic dynamics. While existing methods capture key dynamics by encoding a low-dimensional latent space, they overlook the inherent multiscale structure of complex systems, making it difficult to accurately predict complex spatiotemporal evolution. Therefore, we propose a Multiscale Diffusion Prediction Network (MDPNet) that leverages the multiscale structure of complex systems to discover the latent space of intrinsic dynamics. First, we encode multiscale features through a multiscale diffusion autoencoder to guide the diffusion model for reliable reconstruction. Then, we introduce an attention-based graph neural ordinary differential equation to model the co-evolution across different scales. Extensive evaluations on representative systems demonstrate that the proposed method achieves an average prediction error reduction of 53.23% compared to baselines, while also exhibiting superior robustness and generalization.
2025-05-04 Probabilistic Method for Optimizing Submarine Search and Rescue Strategy Under Environmental Uncertainty Runhao Liu, Ziming Chen, Peng Zhang et.al. 2505.02186
Abstract (click to expand)When coping with the urgent challenge of locating and rescuing a deep-sea submersible in the event of communication or power failure, environmental uncertainty in the ocean can not be ignored. However, classic physical models are limited to deterministic scenarios. Therefore, we present a hybrid algorithm framework combined with dynamic analysis for target submarine, Monte Carlo and Bayesian method for conducting a probabilistic prediction to improve the search efficiency. Herein, the Monte Carlo is performed to overcome the environmental variability to improve the accuracy in location prediction. According to the trajectory prediction, we integrated the Bayesian based grid research and probabilistic updating. For more complex situations, we introduced the Bayesian filtering. Aiming to maximize the rate of successful rescue and costs, the economic optimization is performed utilizing the cost-benefit analysis based on entropy weight method and the CER is applied for evaluation.
2025-05-04 Data-Driven Team Selection in Fantasy Premier League Using Integer Programming and Predictive Modeling Approach Danial Ramezani et.al. 2505.02170
Abstract (click to expand)Fantasy football is a billion-dollar industry with millions of participants. Constrained by a fixed budget, decision-makers draft a squad whose players are expected to perform well in the upcoming weeks to maximize total points. This paper proposes novel deterministic and robust integer programming models that select the optimal starting eleven and the captain. A new hybrid scoring metric is constructed using an interpretable artificial intelligence framework and underlying match performance data. Several objective functions and estimation techniques are introduced for the programming model. To the best of my knowledge, this is the first study to approach fantasy football through this lens. The models' performance is evaluated using data from the 2023/24 Premier League season. Results indicate that the proposed hybrid method achieved the highest score while maintaining consistent performance. Utilizing the Monte Carlo simulation, the strategic choice of averaging techniques for estimating cost vectors, and the proposed hybrid approach are shown to be effective during the out-of-sample period. This paper also provides a thorough analysis of the optimal formations and players selected by the models, offering valuable insights into effective fantasy football strategies.
2025-05-04 Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking Muyao Zhong, Yushi Lin, Peng Yang et.al. 2505.02139
Abstract (click to expand)The Limit Order Book (LOB), the mostly fundamental data of the financial market, provides a fine-grained view of market dynamics while poses significant challenges in dealing with the esteemed deep models due to its strong autocorrelation, cross-feature constrains, and feature scale disparity. Existing approaches often tightly couple representation learning with specific downstream tasks in an end-to-end manner, failed to analyze the learned representations individually and explicitly, limiting their reusability and generalization. This paper conducts the first systematic comparative study of LOB representation learning, aiming to identify the effective way of extracting transferable, compact features that capture essential LOB properties. We introduce LOBench, a standardized benchmark with real China A-share market data, offering curated datasets, unified preprocessing, consistent evaluation metrics, and strong baselines. Extensive experiments validate the sufficiency and necessity of LOB representations for various downstream tasks and highlight their advantages over both the traditional task-specific end-to-end models and the advanced representation learning models for general time series. Our work establishes a reproducible framework and provides clear guidelines for future research. Datasets and code will be publicly available at https://github.com/financial-simulation-lab/LOBench.
2025-05-04 A Deep Learning-Aided Approach for Estimating Field Permeability Map by Fusing Well Logs, Well Tests, and Seismic Data Grigoriy Shutov, Viktor Duplyakov, Shadfar Davoodi et.al. 2505.02093
Abstract (click to expand)Obtaining reliable permeability maps of oil reservoirs is crucial for building a robust and accurate reservoir simulation model and, therefore, designing effective recovery strategies. This problem, however, remains challenging, as it requires the integration of various data sources by experts from different disciplines. Moreover, there are no sources to provide direct information about the inter-well space. In this work, a new method based on the data-fusion approach is proposed for predicting two-dimensional permeability maps on the whole reservoir area. This method utilizes non-parametric regression with a custom kernel shape accounting for different data sources: well logs, well tests, and seismics. A convolutional neural network is developed to process seismic data and then incorporate it with other sources. A multi-stage data fusion procedure helps to artificially increase the training dataset for the seismic interpretation model and finally to construct the adequate permeability map. The proposed methodology of permeability map construction from different sources was tested on a real oil reservoir located in Western Siberia. The results demonstrate that the developed map perfectly corresponds to the permeability estimations in the wells, and the inter-well space permeability predictions are considerably improved through the incorporation of the seismic data.
2025-05-04 A Deep Learning Scheme of Electromagnetic Scattering From Scatterers With Incomplete Profiles Ji-Yuan Wang, Xin-Yue Lou, Liang Zhang et.al. 2505.02086
Abstract (click to expand)A deep learning scheme is proposed to solve the electromagnetic (EM) scattering problems where the profile of the dielectric scatterer of interest is incomplete. As a compensation, a limited amount of scattering data is provided, which is in principle containing sufficient information associated with the missing part of the profile. The existing solvers can hardly realize the compensation if the known part of the profile and the scattering data are combined straightforwardly. On one hand, the well-developed forward solvers have no mechanism to accept the scattering data, which can recover the unknown part of the profile if properly used. On the other hand, the existing solvers for inverse problems cannot retrieve the complete profile with an acceptable accuracy from the limited amount of scattering data, even when the available part of the profile can be fed into the solvers. This work aims to handle the difficulty. To this end, the EM forward scattering from an incompletely known dielectric scatterer is derived. A scheme based on DL is then proposed where the forward and inverse scattering problems are solved simultaneously. Numerical experiments are conducted to demonstrate the performance of the proposed DL-based scheme for both two-dimensional (2-D) and three-dimensional (3-D) EM scattering problems.
2025-05-03 A computational framework for predicting the effect of surface roughness in fatigue S. Jiménez-Alfaro, E. Martínez-Pañeda et.al. 2505.01871
Abstract (click to expand)Surface roughness is a critical factor influencing the fatigue life of structural components. Its effect is commonly quantified using a correction coefficient known as the surface factor. In this paper, a phase field based numerical framework is proposed to estimate the surface factor while accounting for the stochastic nature of surface roughness. The model is validated against existing experimental data. Furthermore, we investigate the influence of key parameters on the fatigue life of rough surfaces, such as surface topology and failure strength. An important effect of surface roughness is observed when the average surface roughness increases and the correlation length of the surface profile decreases. This effect becomes more pronounced with higher failure strengths.
2025-05-03 Enhancing Black-Litterman Portfolio via Hybrid Forecasting Model Combining Multivariate Decomposition and Noise Reduction Ziye Yang, Ke Lu et.al. 2505.01781
Abstract (click to expand)The sensitivity to input parameters and lack of flexibility limits the traditional Mean-Variance model. In contrast, the Black-Litterman model has attracted widespread attention by integrating market equilibrium returns with investors' subjective views. This paper proposes a novel hybrid deep learning model combining Singular Spectrum analysis (SSA), Multivariate Aligned Empirical Mode Decomposition (MA-EMD), and Temporal Convolutional Networks (TCNs), aiming to improve the prediction accuracy of asset prices and thus enhance the ability of the Black-Litterman model to generate subjective views. Experimental results show that noise reduction pre-processing can improve the model's accuracy, and the prediction performance of the proposed model is significantly better than that of three multivariate decomposition benchmark models. We construct an investment portfolio by using 20 representative stocks from the NASDAQ 100 index. By combining the hybrid forecasting model with the Black-Litterman model, the generated investment portfolio exhibits better returns and risk control capabilities than the Mean-Variance, Equal-Weighted, and Market-Weighted models in the short holding period.
2025-05-02 A Domain Adaptation of Large Language Models for Classifying Mechanical Assembly Components Fatemeh Elhambakhsh, Daniele Grandi, Hyunwoong Ko et.al. 2505.01627
Abstract (click to expand)The conceptual design phase represents a critical early stage in the product development process, where designers generate potential solutions that meet predefined design specifications based on functional requirements. Functional modeling, a foundational aspect of this phase, enables designers to reason about product functions before specific structural details are determined. A widely adopted approach to functional modeling is the Function-Behavior-Structure (FBS) framework, which supports the transformation of functional intent into behavioral and structural descriptions. However, the effectiveness of function-based design is often hindered by the lack of well-structured and comprehensive functional data. This scarcity can negatively impact early design decision-making and hinder the development of accurate behavioral models. Recent advances in Large Language Models (LLMs), such as those based on GPT architectures, offer a promising avenue to address this gap. LLMs have demonstrated significant capabilities in language understanding and natural language processing (NLP), making them suitable for automated classification tasks. This study proposes a novel LLM-based domain adaptation (DA) framework using fine-tuning for the automated classification of mechanical assembly parts' functions. By fine-tuning LLMs on domain-specific datasets, the traditionally manual and subjective process of function annotation can be improved in both accuracy and consistency. A case study demonstrates fine-tuning GPT-3.5 Turbo on data from the Oregon State Design Repository (OSDR), and evaluation on the A Big CAD (ABC) dataset shows that the domain-adapted LLM can generate high-quality functional data, enhancing the semantic representation of mechanical parts and supporting more effective design exploration in early-phase engineering.
2025-05-02 Dynamical Update Maps for Particle Flow with Differential Algebra Simone Servadio et.al. 2505.01598 8 pages, 9 figures, FUSION 2025
Abstract (click to expand)Particle Flow Filters estimate the ``a posteriori" probability density function (PDF) by moving an ensemble of particles according to the likelihood. Particles are propagated under the system dynamics until a measurement becomes available when each particle undergoes an additional stochastic differential equation in a pseudo-time that updates the distribution following a homotopy transformation. This flow of particles can be represented as a recursive update step of the filter. In this work, we leverage the Differential Algebra (DA) representation of the solution flow of dynamics to improve the computational burden of particle flow filters. Thanks to this approximation, both the prediction and the update differential equations are solved in the DA framework, creating two sets of polynomial maps: the first propagates particles forward in time while the second updates particles, achieving the flow. The final result is a new particle flow filter that rapidly propagates and updates PDFs using mathematics based on deviation vectors. Numerical applications show the benefits of the proposed technique, especially in reducing computational time, so that small systems such as CubeSats can run the filter for attitude determination.
2025-05-02 Advances in Particle Flow Filters with Taylor Expansion Series Simone Servadio et.al. 2505.01597 8 pages, 6 figures, FUSION 2025
Abstract (click to expand)Particle Flow Filters perform the measurement update by moving particles to a different location rather than modifying the particles' weight based on the likelihood. Their movement (flow) is dictated by a drift term, which continuously pushes the particle toward the posterior distribution, and a diffusion term, which guarantees the spread of particles. This work presents a novel derivation of these terms based on high-order polynomial expansions, where the common techniques based on linearization reduce to a simpler version of the new methodology. Thanks to differential algebra, the high-order particle flow is derived directly onto the polynomials representation of the distribution, embedded with differentiation and evaluation. The resulting technique proposes two new particle flow filters, whose difference relies on the selection of the expansion center for the Taylor polynomial evaluation. Numerical applications show the improvement gained by the inclusion of high-order terms, especially when comparing performance with the Gromov flow and the "exact" flow.
2025-05-02 Optimising Kernel-based Multivariate Statistical Process Control Zina-Sabrina Duma, Victoria Jorry, Tuomas Sihvonen et.al. 2505.01556 link
Abstract (click to expand)Multivariate Statistical Process Control (MSPC) is a framework for monitoring and diagnosing complex processes by analysing the relationships between multiple process variables simultaneously. Kernel MSPC extends the methodology by leveraging kernel functions to capture non-linear relationships between the data, enhancing the process monitoring capabilities. However, optimising the kernel MSPC parameters, such as the kernel type and kernel parameters, is often done in literature in time-consuming and non-procedural manners such as cross-validation or grid search. In the present paper, we propose optimising the kernel MSPC parameters with Kernel Flows (KF), a recent kernel learning methodology introduced for Gaussian Process Regression (GPR). Apart from the optimisation technique, the novelty of the study resides also in the utilisation of kernel combinations for learning the optimal kernel type, and introduces individual kernel parameters for each variable. The proposed methodology is evaluated with multiple cases from the benchmark Tennessee Eastman Process. The faults are detected for all evaluated cases, including the ones not detected in the original study.
2025-05-02 SimICD: A Closed-Loop Simulation Framework For ICD Therapy Hannah Lydon, Milad Kazemi, Martin Bishop et.al. 2505.01371 link Accepted for publication in the 47th annual Engineering in Medicine and Biology Conference (EMBC)
Abstract (click to expand)Virtual studies of ICD behaviour are crucial for testing device functionality in a controlled environment prior to clinical application. Although previous works have shown the viability of using in silico testing for diagnosis, there is a notable gap in available models that can simulate therapy progression decisions during arrhythmic episodes. This work introduces SimICD, a simulation tool which combines virtual ICD logic algorithms with cardiac electrophysiology simulations in a feedback loop, allowing the progression of ICD therapy protocols to be simulated for a range of tachy-arrhythmia episodes. Using a cohort of virtual patients, we demonstrate the ability of SimICD to simulate realistic cardiac signals and ICD responses that align with the logic of real-world devices, facilitating the reprogramming of ICD parameters to adapt to specific episodes.
2025-05-02 Reduced-order structure-property linkages for stochastic metamaterials Hooman Danesh, Maruthi Annamaraju, Tim Brepols et.al. 2505.01283
Abstract (click to expand)The capabilities of additive manufacturing have facilitated the design and production of mechanical metamaterials with diverse unit cell geometries. Establishing linkages between the vast design space of unit cells and their effective mechanical properties is critical for the efficient design and performance evaluation of such metamaterials. However, physics-based simulations of metamaterial unit cells across the entire design space are computationally expensive, necessitating a materials informatics framework to efficiently capture complex structure-property relationships. In this work, principal component analysis of 2-point correlation functions is performed to extract the salient features from a large dataset of randomly generated 2D metamaterials. Physics-based simulations are performed using a fast Fourier transform (FFT)-based homogenization approach to efficiently compute the homogenized effective elastic stiffness across the extensive unit cell designs. Subsequently, Gaussian process regression is used to generate reduced-order surrogates, mapping unit cell designs to their homogenized effective elastic constant. It is demonstrated that the adopted workflow enables a high-value low-dimensional representation of the voluminous stochastic metamaterial dataset, facilitating the construction of robust structure-property maps. Finally, an uncertainty-based active learning framework is utilized to train a surrogate model with a significantly smaller number of data points compared to the original full dataset. It is shown that a dataset as small as \(0.61\%\) of the entire dataset is sufficient to generate accurate and robust structure-property maps.
2025-05-02 Design for a Digital Twin in Clinical Patient Care Anna-Katharina Nitschke, Carlos Brandl, Fabian Egersdörfer et.al. 2505.01206 submitted to npj Digital Medicine
Abstract (click to expand)Digital Twins hold great potential to personalize clinical patient care, provided the concept is translated to meet specific requirements dictated by established clinical workflows. We present a generalizable Digital Twin design combining knowledge graphs and ensemble learning to reflect the entire patient's clinical journey and assist clinicians in their decision-making. Such Digital Twins can be predictive, modular, evolving, informed, interpretable and explainable with applications ranging from oncology to epidemiology.
2025-05-02 Transforming physics-informed machine learning to convex optimization Letian Yi, Siyuan Yang, Ying Cui et.al. 2505.01047 link 41 pages,17 figures
Abstract (click to expand)Physics-Informed Machine Learning (PIML) offers a powerful paradigm of integrating data with physical laws to address important scientific problems, such as parameter estimation, inferring hidden physics, equation discovery, and state prediction, etc. However, PIML still faces many serious optimization challenges that significantly restrict its applications. In this study, we propose a comprehensive framework that transforms PIML to convex optimization to overcome all these limitations, referred to as Convex-PIML. The linear combination of B-splines is utilized to approximate the data, promoting the convexity of the loss function. By replacing the non-convex components of the loss function with convex approximations, the problem is further converted into a sequence of successively refined approximated convex optimization problems. This conversion allows the use of well-established convex optimization algorithms, obtaining solutions effectively and efficiently. Furthermore, an adaptive knot optimization method based on error estimate is introduced to mitigate the spectral bias issue of PIML, further improving the performance. The proposed theoretically guaranteed framework is tested in scenarios with distinct types of physical prior. The results indicate that optimization problems are effectively solved in these scenarios, highlighting the potential of the framework for broad applications.
2025-05-01 Leveraging Partial SMILES Validation Scheme for Enhanced Drug Design in Reinforcement Learning Frameworks Xinyu Wang, Jinbo Bi, Minghu Song et.al. 2505.00530 17 pages, 5 main figures, 2 appendix figures. Submitted to ICML 2025
Abstract (click to expand)SMILES-based molecule generation has emerged as a powerful approach in drug discovery. Deep reinforcement learning (RL) using large language model (LLM) has been incorporated into the molecule generation process to achieve high matching score in term of likelihood of desired molecule candidates. However, a critical challenge in this approach is catastrophic forgetting during the RL phase, where knowledge such as molecule validity, which often exceeds 99\% during pretraining, significantly deteriorates. Current RL algorithms applied in drug discovery, such as REINVENT, use prior models as anchors to retian pretraining knowledge, but these methods lack robust exploration mechanisms. To address these issues, we propose Partial SMILES Validation-PPO (PSV-PPO), a novel RL algorithm that incorporates real-time partial SMILES validation to prevent catastrophic forgetting while encouraging exploration. Unlike traditional RL approaches that validate molecule structures only after generating entire sequences, PSV-PPO performs stepwise validation at each auto-regressive step, evaluating not only the selected token candidate but also all potential branches stemming from the prior partial sequence. This enables early detection of invalid partial SMILES across all potential paths. As a result, PSV-PPO maintains high validity rates even during aggressive exploration of the vast chemical space. Our experiments on the PMO and GuacaMol benchmark datasets demonstrate that PSV-PPO significantly reduces the number of invalid generated structures while maintaining competitive exploration and optimization performance. While our work primarily focuses on maintaining validity, the framework of PSV-PPO can be extended in future research to incorporate additional forms of valuable domain knowledge, further enhancing reinforcement learning applications in drug discovery.
2025-05-04 Evaluation of Thermal Control Based on Spatial Thermal Comfort with Reconstructed Environmental Data Youngkyu Kim, Byounghyun Yoo, Ji Young Yun et.al. 2505.00468
Abstract (click to expand)Achieving thermal comfort while maintaining energy efficiency is a critical objective in building system control. Conventional thermal comfort models, such as the Predicted Mean Vote (PMV), rely on both environmental and personal variables. However, the use of fixed-location sensors limits the ability to capture spatial variability, which reduces the accuracy of occupant-specific comfort estimation. To address this limitation, this study proposes a new PMV estimation method that incorporates spatial environmental data reconstructed using the Gappy Proper Orthogonal Decomposition (Gappy POD) algorithm. In addition, a group PMV-based control framework is developed to account for the thermal comfort of multiple occupants. The Gappy POD method enables fast and accurate reconstruction of indoor temperature fields from sparse sensor measurements. Using these reconstructed fields and occupant location data, spatially resolved PMV values are calculated. Group-level thermal conditions are then derived through statistical aggregation methods and used to control indoor temperature in a multi-occupant living lab environment. Experimental results show that the Gappy POD algorithm achieves an average relative error below 3\% in temperature reconstruction. PMV distributions varied by up to 1.26 scale units depending on occupant location. Moreover, thermal satisfaction outcomes varied depending on the group PMV method employed. These findings underscore the importance for adaptive thermal control strategies that incorporate both spatial and individual variability, offering valuable insights for future occupant-centric building operations.
2025-05-01 Subspace-Distance-Enabled Active Learning for Efficient Data-Driven Model Reduction of Parametric Dynamical Systems Harshit Kapadia, Peter Benner, Lihong Feng et.al. 2505.00460 31 pages, 10 figures, 4 tables
Abstract (click to expand)In situations where the solution of a high-fidelity dynamical system needs to be evaluated repeatedly, over a vast pool of parametric configurations and in absence of access to the underlying governing equations, data-driven model reduction techniques are preferable. We propose a novel active learning approach to build a parametric data-driven reduced-order model (ROM) by greedily picking the most important parameter samples from the parameter domain. As a result, during the ROM construction phase, the number of high-fidelity solutions dynamically grow in a principled fashion. The high-fidelity solution snapshots are expressed in several parameter-specific linear subspaces, with the help of proper orthogonal decomposition (POD), and the relative distance between these subspaces is used as a guiding mechanism to perform active learning. For successfully achieving this, we provide a distance measure to evaluate the similarity between pairs of linear subspaces with different dimensions, and also show that this distance measure is a metric. The usability of the proposed subspace-distance-enabled active learning (SDE-AL) framework is demonstrated by augmenting two existing non-intrusive reduced-order modeling approaches, and providing their active-learning-driven (ActLearn) extensions, namely, SDE-ActLearn-POD-KSNN, and SDE-ActLearn-POD-NN. Furthermore, we report positive results for two parametric physical models, highlighting the efficiency of the proposed SDE-AL approach.
2025-04-30 Generative Machine Learning in Adaptive Control of Dynamic Manufacturing Processes: A Review Suk Ki Lee, Hyunwoong Ko et.al. 2505.00210 12 pages, 1 figure, 1 table. This paper has been accepted for publication in the proceedings of ASME IDETC-CIE 2025
Abstract (click to expand)Dynamic manufacturing processes exhibit complex characteristics defined by time-varying parameters, nonlinear behaviors, and uncertainties. These characteristics require sophisticated in-situ monitoring techniques utilizing multimodal sensor data and adaptive control systems that can respond to real-time feedback while maintaining product quality. Recently, generative machine learning (ML) has emerged as a powerful tool for modeling complex distributions and generating synthetic data while handling these manufacturing uncertainties. However, adopting these generative technologies in dynamic manufacturing systems lacks a functional control-oriented perspective to translate their probabilistic understanding into actionable process controls while respecting constraints. This review presents a functional classification of Prediction-Based, Direct Policy, Quality Inference, and Knowledge-Integrated approaches, offering a perspective for understanding existing ML-enhanced control systems and incorporating generative ML. The analysis of generative ML architectures within this framework demonstrates control-relevant properties and potential to extend current ML-enhanced approaches where conventional methods prove insufficient. We show generative ML's potential for manufacturing control through decision-making applications, process guidance, simulation, and digital twins, while identifying critical research gaps: separation between generation and control functions, insufficient physical understanding of manufacturing phenomena, and challenges adapting models from other domains. To address these challenges, we propose future research directions aimed at developing integrated frameworks that combine generative ML and control technologies to address the dynamic complexities of modern manufacturing systems.
2025-04-30 Generative Multimodal Multiscale Data Fusion for Digital Twins in Aerosol Jet Electronics Printing Fatemeh Elhambakhsh, Suk Ki Lee, Hyunwoong Ko et.al. 2505.00176
Abstract (click to expand)The rising demand for high-value electronics necessitates advanced manufacturing techniques capable of meeting stringent specifications for precise, complex, and compact devices, driving the shift toward innovative additive manufacturing (AM) solutions. Aerosol Jet Printing (AJP) is a versatile AM technique that utilizes aerosolized functional materials to accurately print intricate patterns onto diverse substrates. Machine learning (ML)- based Process-Structure-Property (PSP) modeling is essential for enhancing AJP manufacturing, as it quantitatively connects process parameters, structural features, and resulting material properties. However, current ML approaches for modeling PSP relationships in AJP face significant limitations in handling multimodal and multiscale data, underscoring a critical need for generative methods capable of comprehensive analysis through multimodal and multiscale fusion. To address this challenge, this study introduces a novel generative modeling methodology leveraging diffusion models for PSP data fusion in AJP. The proposed method integrates multimodal, multiscale PSP features in two phases: (1) registering the features, and (2) fusing them to generate causal relationships between PSP attributes. A case study demonstrates the registration and fusion of optical microscopy (OM) images and confocal profilometry (CP) data from AJP, along with the fine-tuning of the fusion step. The results effectively capture complex PSP relationships, offering deeper insights into digital twins of dynamic manufacturing systems.
2025-04-30 Generative AI in Financial Institution: A Global Survey of Opportunities, Threats, and Regulation Bikash Saha, Nanda Rani, Sandeep Kumar Shukla et.al. 2504.21574
Abstract (click to expand)Generative Artificial Intelligence (GenAI) is rapidly reshaping the global financial landscape, offering unprecedented opportunities to enhance customer engagement, automate complex workflows, and extract actionable insights from vast financial data. This survey provides an overview of GenAI adoption across the financial ecosystem, examining how banks, insurers, asset managers, and fintech startups worldwide are integrating large language models and other generative tools into their operations. From AI-powered virtual assistants and personalized financial advisory to fraud detection and compliance automation, GenAI is driving innovation across functions. However, this transformation comes with significant cybersecurity and ethical risks. We discuss emerging threats such as AI-generated phishing, deepfake-enabled fraud, and adversarial attacks on AI systems, as well as concerns around bias, opacity, and data misuse. The evolving global regulatory landscape is explored in depth, including initiatives by major financial regulators and international efforts to develop risk-based AI governance. Finally, we propose best practices for secure and responsible adoption - including explainability techniques, adversarial testing, auditability, and human oversight. Drawing from academic literature, industry case studies, and policy frameworks, this chapter offers a perspective on how the financial sector can harness GenAI's transformative potential while navigating the complex risks it introduces.
2025-04-30 Security Analysis and Implementation of Cryptocurrency Systems on Blockchain 2.0 Pengfei Gao, Dechao Kong, Xiaoqi Li et.al. 2504.21367
Abstract (click to expand)Blockchain technology has set off a wave of decentralization in the world since its birth. The trust system constructed by blockchain technology based on cryptography algorithm and computing power provides a practical and powerful solution to solve the trust problem in human society. In order to make more convenient use of the characteristics of blockchain and build applications on it, smart contracts appear. By defining some trigger automatic execution contracts, the application space of blockchain is expanded and the foundation for the rapid development of blockchain is laid. This is blockchain 2.0. However, the programmability of smart contracts also introduces vulnerabilities. In order to cope with the insufficient security guarantee of high-value application networks running on blockchain 2.0 and smart contracts, this article will be represented by Ethereum to introduce the technical details of understanding blockchain 2.0 and the operation principle of contract virtual machines, and explain how cryptocurrencies based on blockchain 2.0 are constructed and operated. The common security problems and solutions are also discussed. Based on relevant research and on-chain practice, this paper provides a complete and comprehensive perspective to understanding cryptocurrency technology based on blockchain 2.0 and provides a reference for building more secure cryptocurrency contracts.
2025-04-30 Multi-level datasets training method in Physics-Informed Neural Networks Yao-Hsuan Tsai, Hsiao-Tung Juan, Pao-Hsiung Chiu et.al. 2504.21328 33 pages, 12figures
Abstract (click to expand)Physics-Informed Neural Networks have emerged as a promising methodology for solving PDEs, gaining significant attention in computer science and various physics-related fields. Despite being demonstrated the ability to incorporate the physics of laws for versatile applications, PINNs still struggle with the challenging problems which are stiff to be solved and/or have high-frequency components in the solutions, resulting in accuracy and convergence issues. It may not only increase computational costs, but also lead to accuracy loss or solution divergence. In this study, an alternative approach is proposed to mitigate the above-mentioned problems. Inspired by the multi-grid method in CFD community, the underlying idea of the current approach is to efficiently remove different frequency errors via training with different levels of training samples, resulting in a simpler way to improve the training accuracy without spending time in fine-tuning of neural network structures, loss weights as well as hyperparameters. To demonstrate the efficacy of current approach, we first investigate canonical 1D ODE with high-frequency component and 2D convection-diffusion equation with V-cycle training strategy. Finally, the current method is employed for the classical benchmark problem of steady Lid-driven cavity flows at different Reynolds numbers, to investigate the applicability and efficacy for the problem involved multiple modes of high and low frequency. By virtue of various training sequence modes, improvement through predictions lead to 30% to 60% accuracy improvement. We also investigate the synergies between current method and transfer learning techniques for more challenging problems (i.e., higher Re). From the present results, it also revealed that the current framework can produce good predictions even for the case of Re=5000, demonstrating the ability to solve complex high-frequency PDEs.
2025-04-30 Redundancy Analysis and Mitigation for Machine Learning-Based Process Monitoring of Additive Manufacturing Jiarui Xie, Yaoyao Fiona Zhao et.al. 2504.21317 13 pages, 5 figures, 2 tables. Accepted by IDETC-CIE 2025
Abstract (click to expand)The deployment of machine learning (ML)-based process monitoring systems has significantly advanced additive manufacturing (AM) by enabling real-time defect detection, quality assessment, and process optimization. However, redundancy is a critical yet often overlooked challenge in the deployment and operation of ML-based AM process monitoring systems. Excessive redundancy leads to increased equipment costs, compromised model performance, and high computational requirements, posing barriers to industrial adoption. However, existing research lacks a unified definition of redundancy and a systematic framework for its evaluation and mitigation. This paper defines redundancy in ML-based AM process monitoring and categorizes it into sample-level, feature-level, and model-level redundancy. A comprehensive multi-level redundancy mitigation (MLRM) framework is proposed, incorporating advanced methods such as data registration, downscaling, cross-modality knowledge transfer, and model pruning to systematically reduce redundancy while improving model performance. The framework is validated through an ML-based in-situ defect detection case study for directed energy deposition (DED), demonstrating a 91% reduction in latency, a 47% decrease in error rate, and a 99.4% reduction in storage requirements. Additionally, the proposed approach lowers sensor costs and energy consumption, enabling a lightweight, cost-effective, and scalable monitoring system. By defining redundancy and introducing a structured mitigation framework, this study establishes redundancy analysis and mitigation as a key enabler of efficient ML-based process monitoring in production environments.
2025-04-29 Simulating Heterogeneity within Elastic and Inelastic Discrete Mechanical Models Jan Raisinger, Qiwei Zhang, John E. Bolander et.al. 2504.20861 24 pages, 11 figures
Abstract (click to expand)The study investigates the elastic and fracture behaviors of discrete, elastically homogeneous models of heterogeneous media. The homogeneity is accomplished either by volumetric-deviatoric decomposition of constitutive function or by an auxiliary stress homogenization method. The elastic parameters of the homogenized material models are randomly varied in space to introduce heterogeneity independently of the geometric properties of the discrete model. Several forms of randomization are investigated using statistical properties of nodal stress oscillations in periodic representative volume elements (RVEs). It is found that the stress oscillations present in discrete models built on heterogeneous geometric structures with standard constitutive models cannot be replicated by randomization of the elastically homogeneous discrete system. The marginal distributions as well as dependencies between stress tensor components cannot be adequately matched. With respect to quasi-brittle fracture behavior, the macroscopic response of the different models is studied for the load case of uniaxial tension. The elastically homogenized material provides higher peak stress occurring at lower strain levels and a steeper softening phase, compared to the standard material. Randomization of the elastic material parameters, as well as adjustment of inelastic material parameters, brings the macroscopic response of the homogenized material close to that of the standard material, although the damage distribution prior to the strain localization differs. These findings provide insight into the potential for controlled, random assignment of heterogeneity in homogeneous models, using physically-based discretizations of material structure with standard constitutive models for comparison.
2025-04-29 DiffLiB: High-fidelity differentiable modeling of lithium-ion batteries and efficient gradient-based parameter identification Weipeng Xu, Kaiqi Yang, Yuzhi Zhang et.al. 2504.20674 link
Abstract (click to expand)The physics-based Doyle-Fuller-Newman (DFN) model, widely adopted for its precise electrochemical modeling, stands out among various simulation models of lithium-ion batteries (LIBs). Although the DFN model is powerful in forward predictive analysis, the inverse identification of its model parameters has remained a long-standing challenge. The numerous unknown parameters associated with the nonlinear, time-dependent, and multi-scale DFN model are extremely difficult to be determined accurately and efficiently, hindering the practical use of such battery simulation models in industrial applications. To tackle this challenge, we introduce DiffLiB, a high-fidelity finite-element-based LIB simulation framework, equipped with advanced differentiable programming techniques so that efficient gradient-based inverse parameter identification is enabled. Customized automatic differentiation rules are defined by identifying the VJP (vector-Jacobian product) structure in the chain rule and implemented using adjoint-based implicit differentiation methods. Four numerical examples, including both 2D and 3D forward predictions and inverse parameter identification, are presented to validate the accuracy and computational efficiency of DiffLiB. Benchmarking against COMSOL demonstrates excellent agreement in forward predictions, with terminal voltage discrepancies maintaining a root-mean-square error (RMSE) below 2 mV across all test conditions. In parameter identification tasks using experimentally measured voltage data, the proposed gradient-based optimization scheme achieves superior computational performance, with 96% fewer forward predictions and 72% less computational time compared with gradient-free approaches. These results demonstrate that DiffLiB is a versatile and powerful computational framework for the development of advanced LIBs.
2025-04-29 Faster Random Walk-based Capacitance Extraction with Generalized Antithetic Sampling Periklis Liaskovitis, Marios Visvardis, Efthymios Efstathiou et.al. 2504.20586
Abstract (click to expand)Floating random walk-based capacitance extraction has emerged in recent years as a tried and true approach for extracting parasitic capacitance in very large scale integrated circuits. Being a Monte Carlo method, its performance is dependent on the variance of sampled quantities and variance reduction methods are crucial for the challenges posed by ever denser process technologies and layout-dependent effects. In this work, we present a novel, universal variance reduction method for floating random walk-based capacitance extraction, which is conceptually simple, highly efficient and provably reduces variance in all extractions, especially when layout-dependent effects are present. It is complementary to existing mathematical formulations for variance reduction and its performance gains are experienced on top of theirs. Numerical experiments demonstrate substantial such gains of up to 30% in number of walks necessary and even more in actual extraction times compared to the best previously proposed variance reduction approaches for the floating random-walk.
2025-04-28 Multiscale modelling of thermally stressed superelastic polyimide Jerome Samuel S, Puneet Kumar Patra, Md Rushdie Ibne Islam et.al. 2504.20123 25 pages, 17 figures
Abstract (click to expand)Many thermo-mechanical processes, such as thermal expansion and stress relaxation, originate at the atomistic scale. We develop a sequential multiscale approach to study thermally stressed superelastic polyimide to explore these effects. The continuum-scale smoothed particle hydrodynamics (SPH) model is coupled with atomistic molecular dynamics (MD) through constitutive modelling, where thermo-mechanical properties and equations of state are derived from MD simulations. The results are verified through benchmark problems of heat transfer. Finally, we analyse the insulating capabilities of superelastic polyimide by simulating the thermal response of an aluminium plate. The result shows a considerable reduction in the thermal stress, strain and temperature field development in the aluminium plate when superelastic polyimide is used as an insulator. The present work demonstrates the effectiveness of the multi-scale method in capturing thermo-mechanical interactions in superelastic polyimide.
2025-04-28 Stochastic Subspace via Probabilistic Principal Component Analysis for Characterizing Model Error Akash Yadav, Ruda Zhang et.al. 2504.19963 link
Abstract (click to expand)This paper proposes a probabilistic model of subspaces based on the probabilistic principal component analysis (PCA). Given a sample of vectors in the embedding space -- commonly known as a snapshot matrix -- this method uses quantities derived from the probabilistic PCA to construct distributions of the sample matrix, as well as the principal subspaces. It is applicable to projection-based reduced-order modeling methods, such as proper orthogonal decomposition and related model reduction methods. The stochastic subspace thus constructed can be used, for example, to characterize model-form uncertainty in computational mechanics. The proposed method has multiple desirable properties: (1) it is naturally justified by the probabilistic PCA and has analytic forms for the induced random matrix models; (2) it satisfies linear constraints, such as boundary conditions of all kinds, by default; (3) it has only one hyperparameter, which significantly simplifies training; and (4) its algorithm is very easy to implement. We compare the proposed method with existing approaches in a low-dimensional visualization example and a parametric static problem, and demonstrate its performance in a dynamics model of a space structure.
2025-04-26 Spreading of highly cohesive metal powders with transverse oscillation kinematics Reimar Weissbach, Garrett Adams, Patrick M. Praegla et.al. 2504.18981
Abstract (click to expand)Powder bed additive manufacturing processes such as laser powder bed fusion (LPBF) or binder jetting (BJ) benefit from using fine (D50 \(\leq20~\mu m\) ) powders. However, the increasing level of cohesion with decreasing particle size makes spreading a uniform and continuous layer challenging. As a result, LPBF typically employs a coarser size distribution, and rotating roller mechanisms are used in BJ machines, that can create wave-like surface profiles due to roller run-out. In this work, a transverse oscillation kinematic for powder spreading is proposed, explored computationally, and validated experimentally. Simulations are performed using an integrated discrete element-finite element (DEM-FEM) framework and predict that transverse oscillation of a non-rotating roller facilitates the spreading of dense powder layers (beyond 50% packing fraction) with a high level of robustness to kinematic parameters. The experimental study utilizes a custom-built mechanized powder spreading testbed and X-ray transmission imaging for the analysis of spread powder layers. Experimental results generally validate the computational results, however, also exhibit parasitic layer cracking. For transverse oscillation frequencies above 200 Hz, powder layers of high packing fraction (between 50-60%) were formed, and for increased layer thicknesses, highly uniform and continuous layers were deposited. Statistical analysis of the experimental powder layer morphology as a function of kinematic spreading parameters revealed that an increasing transverse surface velocity improves layer uniformity and reduces cracking defects. This suggests that with minor improvements to the machine design, the proposed transverse oscillation kinematic has the potential to result in thin and consistently uniform powder layers of highly cohesive powder.
2025-04-26 Scientific Open-Source Software Is Less Likely to Become Abandoned Than One Might Think! Lessons from Curating a Catalog of Maintained Scientific Software Addi Malviya Thakur, Reed Milewicz, Mahmoud Jahanshahi et.al. 2504.18971
Abstract (click to expand)Scientific software is essential to scientific innovation and in many ways it is distinct from other types of software. Abandoned (or unmaintained), buggy, and hard to use software, a perception often associated with scientific software can hinder scientific progress, yet, in contrast to other types of software, its longevity is poorly understood. Existing data curation efforts are fragmented by science domain and/or are small in scale and lack key attributes. We use large language models to classify public software repositories in World of Code into distinct scientific domains and layers of the software stack, curating a large and diverse collection of over 18,000 scientific software projects. Using this data, we estimate survival models to understand how the domain, infrastructural layer, and other attributes of scientific software affect its longevity. We further obtain a matched sample of non-scientific software repositories and investigate the differences. We find that infrastructural layers, downstream dependencies, mentions of publications, and participants from government are associated with a longer lifespan, while newer projects with participants from academia had shorter lifespan. Against common expectations, scientific projects have a longer lifetime than matched non-scientific open-source software projects. We expect our curated attribute-rich collection to support future research on scientific software and provide insights that may help extend longevity of both scientific and other projects.
2025-04-30 4DGS-CC: A Contextual Coding Framework for 4D Gaussian Splatting Data Compression Zicong Chen, Zhenghao Chen, Wei Jiang et.al. 2504.18925
Abstract (click to expand)Storage is a significant challenge in reconstructing dynamic scenes with 4D Gaussian Splatting (4DGS) data. In this work, we introduce 4DGS-CC, a contextual coding framework that compresses 4DGS data to meet specific storage constraints. Building upon the established deformable 3D Gaussian Splatting (3DGS) method, our approach decomposes 4DGS data into 4D neural voxels and a canonical 3DGS component, which are then compressed using Neural Voxel Contextual Coding (NVCC) and Vector Quantization Contextual Coding (VQCC), respectively. Specifically, we first decompose the 4D neural voxels into distinct quantized features by separating the temporal and spatial dimensions. To losslessly compress each quantized feature, we leverage the previously compressed features from the temporal and spatial dimensions as priors and apply NVCC to generate the spatiotemporal context for contextual coding. Next, we employ a codebook to store spherical harmonics information from canonical 3DGS as quantized vectors, which are then losslessly compressed by using VQCC with the auxiliary learned hyperpriors for contextual coding, thereby reducing redundancy within the codebook. By integrating NVCC and VQCC, our contextual coding framework, 4DGS-CC, enables multi-rate 4DGS data compression tailored to specific storage requirements. Extensive experiments on three 4DGS data compression benchmarks demonstrate that our method achieves an average storage reduction of approximately 12 times while maintaining rendering fidelity compared to our baseline 4DGS approach.
2025-04-24 QuantBench: Benchmarking AI Methods for Quantitative Investment Saizhuo Wang, Hao Kong, Jiadong Guo et.al. 2504.18600
Abstract (click to expand)The field of artificial intelligence (AI) in quantitative investment has seen significant advancements, yet it lacks a standardized benchmark aligned with industry practices. This gap hinders research progress and limits the practical application of academic innovations. We present QuantBench, an industrial-grade benchmark platform designed to address this critical need. QuantBench offers three key strengths: (1) standardization that aligns with quantitative investment industry practices, (2) flexibility to integrate various AI algorithms, and (3) full-pipeline coverage of the entire quantitative investment process. Our empirical studies using QuantBench reveal some critical research directions, including the need for continual learning to address distribution shifts, improved methods for modeling relational financial data, and more robust approaches to mitigate overfitting in low signal-to-noise environments. By providing a common ground for evaluation and fostering collaboration between researchers and practitioners, QuantBench aims to accelerate progress in AI for quantitative investment, similar to the impact of benchmark platforms in computer vision and natural language processing.
2025-04-25 Discovering Governing Equations of Geomagnetic Storm Dynamics with Symbolic Regression Stefano Markidis, Jonah Ekelund, Luca Pennati et.al. 2504.18461 Accepted for publication in the 25th International Conference on Computational Science proceedings
Abstract (click to expand)Geomagnetic storms are large-scale disturbances of the Earth's magnetosphere driven by solar wind interactions, posing significant risks to space-based and ground-based infrastructure. The Disturbance Storm Time (Dst) index quantifies geomagnetic storm intensity by measuring global magnetic field variations. This study applies symbolic regression to derive data-driven equations describing the temporal evolution of the Dst index. We use historical data from the NASA OMNIweb database, including solar wind density, bulk velocity, convective electric field, dynamic pressure, and magnetic pressure. The PySR framework, an evolutionary algorithm-based symbolic regression library, is used to identify mathematical expressions linking dDst/dt to key solar wind. The resulting models include a hierarchy of complexity levels and enable a comparison with well-established empirical models such as the Burton-McPherron-Russell and O'Brien-McPherron models. The best-performing symbolic regression models demonstrate superior accuracy in most cases, particularly during moderate geomagnetic storms, while maintaining physical interpretability. Performance evaluation on historical storm events includes the 2003 Halloween Storm, the 2015 St. Patrick's Day Storm, and a 2017 moderate storm. The results provide interpretable, closed-form expressions that capture nonlinear dependencies and thresholding effects in Dst evolution.
2025-04-25 A Composable Game-Theoretic Framework for Blockchains Zeta Avarikioti, Georg Fuchsbauer, Pim Keer et.al. 2504.18214 19 pages (12 for main paper), 5 figures
Abstract (click to expand)Blockchains rely on economic incentives to ensure secure and decentralised operation, making incentive compatibility a core design concern. However, protocols are rarely deployed in isolation. Applications interact with the underlying consensus and network layers, and multiple protocols may run concurrently on the same chain. These interactions give rise to complex incentive dynamics that traditional, isolated analyses often fail to capture. We propose the first compositional game-theoretic framework for blockchain protocols. Our model represents blockchain protocols as interacting games across layers -- application, network, and consensus. It enables formal reasoning about incentive compatibility under composition by introducing two key abstractions: the cross-layer game, which models how strategies in one layer influence others, and cross-application composition, which captures how application protocols interact concurrently through shared infrastructure. We illustrate our framework through case studies on HTLCs, Layer-2 protocols, and MEV, showing how compositional analysis reveals subtle incentive vulnerabilities and supports modular security proofs.
2025-04-25 A Machine Learning Approach For Bitcoin Forecasting Stefano Sossi-Rojas, Gissel Velarde, Damian Zieba et.al. 2504.18206 15 pages
Abstract (click to expand)Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and demonstrate that a subset is necessary to improve directional accuracy based on a machine learning ensemble. In our experiments, we study which time series and machine learning algorithms deliver the best results. We found that the most relevant time series that contribute to improving directional accuracy are Open, High and Low, with the largest contribution of Low in combination with an ensemble of Gated Recurrent Unit network and a baseline forecast. The relevance of other Bitcoin-related features that are not price-related is negligible. The proposed method delivers similar performance to the state-of-the-art when observing directional accuracy.
2025-04-25 SMARTFinRAG: Interactive Modularized Financial RAG Benchmark Yiwei Zha et.al. 2504.18024 link For open source github repo, see https://github.com/JonathanZha47/SMARTFinRAG
Abstract (click to expand)Financial sectors are rapidly adopting language model technologies, yet evaluating specialized RAG systems in this domain remains challenging. This paper introduces SMARTFinRAG, addressing three critical gaps in financial RAG assessment: (1) a fully modular architecture where components can be dynamically interchanged during runtime; (2) a document-centric evaluation paradigm generating domain-specific QA pairs from newly ingested financial documents; and (3) an intuitive interface bridging research-implementation divides. Our evaluation quantifies both retrieval efficacy and response quality, revealing significant performance variations across configurations. The platform's open-source architecture supports transparent, reproducible research while addressing practical deployment challenges faced by financial institutions implementing RAG systems.
2025-04-24 EAQGA: A Quantum-Enhanced Genetic Algorithm with Novel Entanglement-Aware Crossovers Mohammad Kashfi Haghighi, Matthieu Fortin-Deschênes, Christophe Pere et.al. 2504.17923 This work has been submitted to the IEEE (QCE25) for possible publication
Abstract (click to expand)Genetic algorithms are highly effective optimization techniques for many computationally challenging problems, including combinatorial optimization tasks like portfolio optimization. Quantum computing has also shown potential in addressing these complex challenges. Combining these approaches, quantum genetic algorithms leverage the principles of superposition and entanglement to enhance the performance of classical genetic algorithms. In this work, we propose a novel quantum genetic algorithm introducing an innovative crossover strategy to generate quantum circuits from a binary solution. We incorporate a heuristic method to encode entanglement patterns from parent solutions into circuits for the next generation. Our algorithm advances quantum genetic algorithms by utilizing a limited number of entanglements, enabling efficient exploration of optimal solutions without significantly increasing circuit depth, making it suitable for near-term applications. We test this approach on a portfolio optimization problem using an IBM 127 qubits Eagle processor (ibm_quebec) and simulators. Compared to state-of-the-art algorithms, our results show that the proposed method improves fitness values by 33.6% over classical genetic algorithm and 37.2% over quantum-inspired genetic algorithm, using the same iteration counts and population sizes with real quantum hardware employing 100 qubits. These findings highlight the potential of current quantum computers to address real-world utility-scale combinatorial optimization problems.
2025-04-24 polyGen: A Learning Framework for Atomic-level Polymer Structure Generation Ayush Jain, Rampi Ramprasad et.al. 2504.17656
Abstract (click to expand)Synthetic polymeric materials underpin fundamental technologies in the energy, electronics, consumer goods, and medical sectors, yet their development still suffers from prolonged design timelines. Although polymer informatics tools have supported speedup, polymer simulation protocols continue to face significant challenges: on-demand generation of realistic 3D atomic structures that respect the conformational diversity of polymer structures. Generative algorithms for 3D structures of inorganic crystals, bio-polymers, and small molecules exist, but have not addressed synthetic polymers. In this work, we introduce polyGen, the first latent diffusion model designed specifically to generate realistic polymer structures from minimal inputs such as the repeat unit chemistry alone, leveraging a molecular encoding that captures polymer connectivity throughout the architecture. Due to a scarce dataset of only 3855 DFT-optimized polymer structures, we augment our training with DFT-optimized molecular structures, showing improvement in joint learning between similar chemical structures. We also establish structure matching criteria to benchmark our approach on this novel problem. polyGen effectively generates diverse conformations of both linear chains and complex branched structures, though its performance decreases when handling repeat units with a high atom count. Given these initial results, polyGen represents a paradigm shift in atomic-level structure generation for polymer science-the first proof-of-concept for predicting realistic atomic-level polymer conformations while accounting for their intrinsic structural flexibility.
2025-04-24 Towards Equitable Rail Service Allocation Through Fairness-Oriented Timetabling in Liberalized Markets David Muñoz-Valero, Juan Moreno-Garcia, Julio Alberto López-Gómez et.al. 2504.17489 30 pages, 7 figures
Abstract (click to expand)Over the last few decades, European rail transport has undergone major changes as part of the process of liberalization set out in European regulations. In this context of liberalization, railway undertakings compete with each other for the limited infrastructure capacity available to offer their rail services. The infrastructure manager is responsible for the equitable allocation of infrastructure between all companies in the market, which is essential to ensure the efficiency and sustainability of this competitive ecosystem. In this paper, a methodology based on Jain, Gini and Atkinson equity metrics is used to solve the rail service allocation problem in a liberalized railway market, analyzing the solutions obtained. The results show that the proposed methodology and the equity metrics used allow for equitable planning in different competitiveness scenarios. These results contrast with solutions where the objective of the infrastructure manager is to maximize its own profit, without regard for the equitable allocation of infrastructure. Therefore, the computational tests support the methodology and metrics used as a planning and decision support tool in a liberalized railway market.
2025-04-24 An approach based on metaheuristic algorithms to the timetabling problem in deregulated railway markets David Muñoz-Valero, Juan Moreno-Garcia, Julio Alberto López-Gómez et.al. 2504.17455 20 pages, 16 figures
Abstract (click to expand)The train timetabling problem in liberalized railway markets represents a challenge to the coordination between infrastructure managers and railway undertakings. Efficient scheduling is critical in maximizing infrastructure capacity and utilization while adhering as closely as possible to the requests of railway undertakings. These objectives ultimately contribute to maximizing the infrastructure manager's revenues. This paper sets out a modular simulation framework to reproduce the dynamics of deregulated railway systems. Ten metaheuristic algorithms using the MEALPY Python library are then evaluated in order to optimize train schedules in the liberalized Spanish railway market. The results show that the Genetic Algorithm outperforms others in revenue optimization, convergence speed, and schedule adherence. Alternatives, such as Particle Swarm Optimization and Ant Colony Optimization Continuous, show slower convergence and higher variability. The results emphasize the trade-off between scheduling more trains and adhering to requested times, providing insights into solving complex scheduling problems in deregulated railway systems.
2025-04-24 Detection, Classification and Prevalence of Self-Admitted Aging Debt Murali Sridharan, Mika Mäntylä, Leevi Rantala et.al. 2504.17428 Draft
Abstract (click to expand)Context: Previous research on software aging is limited with focus on dynamic runtime indicators like memory and performance, often neglecting evolutionary indicators like source code comments and narrowly examining legacy issues within the TD context. Objective: We introduce the concept of Aging Debt (AD), representing the increased maintenance efforts and costs needed to keep software updated. We study AD through Self-Admitted Aging Debt (SAAD) observed in source code comments left by software developers. Method: We employ a mixed-methods approach, combining qualitative and quantitative analyses to detect and measure AD in software. This includes framing SAAD patterns from the source code comments after analysing the source code context, then utilizing the SAAD patterns to detect SAAD comments. In the process, we develop a taxonomy for SAAD that reflects the temporal aging of software and its associated debt. Then we utilize the taxonomy to quantify the different types of AD prevalent in OSS repositories. Results: Our proposed taxonomy categorizes temporal software aging into Active and Dormant types. Our extensive analysis of over 9,000+ Open Source Software (OSS) repositories reveals that more than 21% repositories exhibit signs of SAAD as observed from our gold standard SAAD dataset. Notably, Dormant AD emerges as the predominant category, highlighting a critical but often overlooked aspect of software maintenance. Conclusion: As software volume grows annually, so do evolutionary aging and maintenance challenges; our proposed taxonomy can aid researchers in detailed software aging studies and help practitioners develop improved and proactive maintenance strategies.
2025-04-24 Data-Driven Surrogate Modeling Techniques to Predict the Effective Contact Area of Rough Surface Contact Problems Tarik Sahin, Jacopo Bonari, Sebastian Brandstaeter et.al. 2504.17354
Abstract (click to expand)The effective contact area in rough surface contact plays a critical role in multi-physics phenomena such as wear, sealing, and thermal or electrical conduction. Although accurate numerical methods, like the Boundary Element Method (BEM), are available to compute this quantity, their high computational cost limits their applicability in multi-query contexts, such as uncertainty quantification, parameter identification, and multi-scale algorithms, where many repeated evaluations are required. This study proposes a surrogate modeling framework for predicting the effective contact area using fast-to-evaluate data-driven techniques. Various machine learning algorithms are trained on a precomputed dataset, where the inputs are the imposed load and statistical roughness parameters, and the output is the corresponding effective contact area. All models undergo hyperparameter optimization to enable fair comparisons in terms of predictive accuracy and computational efficiency, evaluated using established quantitative metrics. Among the models, the Kernel Ridge Regressor demonstrates the best trade-off between accuracy and efficiency, achieving high predictive accuracy, low prediction time, and minimal training overhead-making it a strong candidate for general-purpose surrogate modeling. The Gaussian Process Regressor provides an attractive alternative when uncertainty quantification is required, although it incurs additional computational cost due to variance estimation. The generalization capability of the Kernel Ridge model is validated on an unseen simulation scenario, confirming its ability to transfer to new configurations. Database generation constitutes the dominant cost in the surrogate modeling process. Nevertheless, the approach proves practical and efficient for multi-query tasks, even when accounting for this initial expense.
2025-04-24 Tokenizing Stock Prices for Enhanced Multi-Step Forecast and Prediction Zhuohang Zhu, Haodong Chen, Qiang Qu et.al. 2504.17313
Abstract (click to expand)Effective stock price forecasting (estimating future prices) and prediction (estimating future price changes) are pivotal for investors, regulatory agencies, and policymakers. These tasks enable informed decision-making, risk management, strategic planning, and superior portfolio returns. Despite their importance, forecasting and prediction are challenging due to the dynamic nature of stock price data, which exhibit significant temporal variations in distribution and statistical properties. Additionally, while both forecasting and prediction targets are derived from the same dataset, their statistical characteristics differ significantly. Forecasting targets typically follow a log-normal distribution, characterized by significant shifts in mean and variance over time, whereas prediction targets adhere to a normal distribution. Furthermore, although multi-step forecasting and prediction offer a broader perspective and richer information compared to single-step approaches, it is much more challenging due to factors such as cumulative errors and long-term temporal variance. As a result, many previous works have tackled either single-step stock price forecasting or prediction instead. To address these issues, we introduce a novel model, termed Patched Channel Integration Encoder (PCIE), to tackle both stock price forecasting and prediction. In this model, we utilize multiple stock channels that cover both historical prices and price changes, and design a novel tokenization method to effectively embed these channels in a cross-channel and temporally efficient manner. Specifically, the tokenization process involves univariate patching and temporal learning with a channel-mixing encoder to reduce cumulative errors. Comprehensive experiments validate that PCIE outperforms current state-of-the-art models in forecast and prediction tasks.
2025-04-23 Reinforcement learning framework for the mechanical design of microelectronic components under multiphysics constraints Siddharth Nair, Timothy F. Walsh, Greg Pickrell et.al. 2504.17142 27 pages of main text, 15 figures
Abstract (click to expand)This study focuses on the development of reinforcement learning based techniques for the design of microelectronic components under multiphysics constraints. While traditional design approaches based on global optimization approaches are effective when dealing with a small number of design parameters, as the complexity of the solution space and of the constraints increases different techniques are needed. This is an important reason that makes the design and optimization of microelectronic components (characterized by large solution space and multiphysics constraints) very challenging for traditional methods. By taking as prototypical elements an application-specific integrated circuit (ASIC) and a heterogeneously integrated (HI) interposer, we develop and numerically test an optimization framework based on reinforcement learning (RL). More specifically, we consider the optimization of the bonded interconnect geometry for an ASIC chip as well as the placement of components on a HI interposer while satisfying thermoelastic and design constraints. This placement problem is particularly interesting because it features a high-dimensional solution space.
2025-04-23 Demonstration of an AI-driven workflow for dynamic x-ray spectroscopy Ming Du, Mark Wolfman, Chengjun Sun et.al. 2504.17124
Abstract (click to expand)X-ray absorption near edge structure (XANES) spectroscopy is a powerful technique for characterizing the chemical state and symmetry of individual elements within materials, but requires collecting data at many energy points which can be time-consuming. While adaptive sampling methods exist for efficiently collecting spectroscopic data, they often lack domain-specific knowledge about XANES spectra structure. Here we demonstrate a knowledge-injected Bayesian optimization approach for adaptive XANES data collection that incorporates understanding of spectral features like absorption edges and pre-edge peaks. We show this method accurately reconstructs the absorption edge of XANES spectra using only 15-20% of the measurement points typically needed for conventional sampling, while maintaining the ability to determine the x-ray energy of the sharp peak after absorption edge with errors less than 0.03 eV, the absorption edge with errors less than 0.1 eV; and overall root-mean-square errors less than 0.005 compared to compared to traditionally sampled spectra. Our experiments on battery materials and catalysts demonstrate the method's effectiveness for both static and dynamic XANES measurements, improving data collection efficiency and enabling better time resolution for tracking chemical changes. This approach advances the degree of automation in XANES experiments reducing the common errors of under- or over-sampling points in near the absorption edge and enabling dynamic experiments that require high temporal resolution or limited measurement time.
2025-04-23 An Entropy Stable Formulation of Two-equation Turbulence Models with Particular Reference to the k-epsilon Model Guillermo Hauke, Thomas J. R. Hughes et.al. 2504.17110 50 pages, 13 figures
Abstract (click to expand)Consistency and stability are two essential ingredients in the design of numerical algorithms for partial differential equations. Robust algorithms can be developed by incorporating nonlinear physical stability principles in their design, such as the entropy production inequality (i.e., the Clausius-Duhem inequality or second law of thermodynamics), rather than by simply adding artificial viscosity (a common approach). This idea is applied to the k-epsilon and two-equation turbulence models by introducing space-time averaging. Then, a set of entropy variables can be defined which leads to a symmetric system of advective-diffusive equations. Positivity and symmetry of the equations require certain constraints on the turbulence diffusivity coefficients and the turbulence source terms. With these, we are able to design entropy producing two-equation turbulence models and, in particular, the k-epsilon model.
2025-04-23 Mixing Data-Driven and Physics-Based Constitutive Models using Uncertainty-Driven Phase Fields J. Storm, W. Sun, I. B. C. M. Rocha et.al. 2504.16713
Abstract (click to expand)There is a high interest in accelerating multiscale models using data-driven surrogate modeling techniques. Creating a large training dataset encompassing all relevant load scenarios is essential for a good surrogate, yet the computational cost of producing this data quickly becomes a limiting factor. Commonly, a pre-trained surrogate is used throughout the computational domain. Here, we introduce an alternative adaptive mixture approach that uses a fast probabilistic surrogate model as constitutive model when possible, but resorts back to the true high-fidelity model when necessary. The surrogate is thus not required to be accurate for every possible load condition, enabling a significant reduction in the data collection time. We achieve this by creating phases in the computational domain corresponding to the different models. These phases evolve using a phase-field model driven by the surrogate uncertainty. When the surrogate uncertainty becomes large, the phase-field model causes a local transition from the surrogate to the high-fidelity model, maintaining a highly accurate simulation. We discuss the requirements of this approach to achieve accurate and numerically stable results and compare the phase-field model to a purely local approach that does not enforce spatial smoothness for the phase mixing. Using a Gaussian Process surrogate for an elasto-plastic material, we demonstrate the potential of this mixture of models to accelerate multiscale simulations.
2025-04-23 3D-1D modelling of cranial plate heating induced by low or medium frequency magnetic fields Alessandro Arduino, Oriano Bottauscio, Denise Grappein et.al. 2504.16600
Abstract (click to expand)Safety assessment of patients with one-dimensionally structured passive implants, like cranial plates or stents, exposed to low or medium frequency magnetic fields, like those generated in magnetic resonance imaging or magnetic hyperthermia, can be challenging, because of the different length scales of the implant and the human body. Most of the methods used to estimate the heating induced near such implants neglect the presence of the metallic materials within the body, modeling the metal as thermal seeds. To overcome this limitation, a novel numerical approach that solves three-dimensional and one-dimensional coupled problems is proposed. This method leads to improved results by modelling the thermal diffusion through the highly conductive metallic implants. A comparison of the proposed method predictions with measurements performed on a cranial plate exposed to the magnetic field generated by a gradient coil system for magnetic resonance imaging is presented, showing an improved accuracy up to 25 % with respect to the method based on thermal seeds. The proposed method is finally applied to a magnetic hyperthermia case study in which a patient with a cranial plate is exposed to the magnetic field generated by a collar-type magnetic hyperthermia applicator for neck tumour treatment, predicting a temperature increase in proximity of the implant that is 10 % lower than the one overestimated by relying on thermal seeds.
2025-04-23 Preconditioning Natural and Second Order Gradient Descent in Quantum Optimization: A Performance Benchmark Théo Lisart-Liebermann, Arcesio Castañeda Medina et.al. 2504.16518 17 pages, 36 figures, in review
Abstract (click to expand)The optimization of parametric quantum circuits is technically hindered by three major obstacles: the non-convex nature of the objective function, noisy gradient evaluations, and the presence of barren plateaus. As a result, the selection of classical optimizer becomes a critical factor in assessing and exploiting quantum-classical applications. One promising approach to tackle these challenges involves incorporating curvature information into the parameter update. The most prominent methods in this field are quasi-Newton and quantum natural gradient methods, which can facilitate faster convergence compared to first-order approaches. Second order methods however exhibit a significant trade-off between computational cost and accuracy, as well as heightened sensitivity to noise. This study evaluates the performance of three families of optimizers on synthetically generated MaxCut problems on a shallow QAOA algorithm. To address noise sensitivity and iteration cost, we demonstrate that incorporating secant-penalization in the BFGS update rule (SP-BFGS) yields improved outcomes for QAOA optimization problems, introducing a novel approach to stabilizing BFGS updates against gradient noise.
2025-04-23 Comparing Different Transformer Model Structures for Stock Prediction Qizhao Chen et.al. 2504.16361
Abstract (click to expand)This paper compares different Transformer model architectures for stock index prediction. While many studies have shown that Transformers perform well in stock price forecasting, few have explored how different structural designs impact performance. Most existing works treat the Transformer as a black box, overlooking how specific architectural choices may affect predictive accuracy. However, understanding these differences is critical for developing more effective forecasting models. This study aims to identify which Transformer variant is most suitable for stock forecasting. This study evaluates five Transformer structures: (1) encoder-only Transformer, (2) decoder-only Transformer, (3) Vanilla Transformer (encoder + decoder), (4) Vanilla Transformer without embedding layers, and (5) Vanilla Transformer with ProbSparse attention. Results show that Transformer-based models generally outperform traditional approaches. Transformer with decoder only structure outperforms all other models in all scenarios. Transformer with ProbSparse attention has the worst performance in almost all cases.
2025-04-22 Quantum Doubly Stochastic Transformers Jannis Born, Filip Skogh, Kahn Rhrissorrakrai et.al. 2504.16275 Under Review
Abstract (click to expand)At the core of the Transformer, the Softmax normalizes the attention matrix to be right stochastic. Previous research has shown that this often destabilizes training and that enforcing the attention matrix to be doubly stochastic (through Sinkhorn's algorithm) consistently improves performance across different tasks, domains and Transformer flavors. However, Sinkhorn's algorithm is iterative, approximative, non-parametric and thus inflexible w.r.t. the obtained doubly stochastic matrix (DSM). Recently, it has been proven that DSMs can be obtained with a parametric quantum circuit, yielding a novel quantum inductive bias for DSMs with no known classical analogue. Motivated by this, we demonstrate the feasibility of a hybrid classical-quantum doubly stochastic Transformer (QDSFormer) that replaces the Softmax in the self-attention layer with a variational quantum circuit. We study the expressive power of the circuit and find that it yields more diverse DSMs that better preserve information than classical operators. Across multiple small-scale object recognition tasks, we find that our QDSFormer consistently surpasses both a standard Vision Transformer and other doubly stochastic Transformers. Beyond the established Sinkformer, this comparison includes a novel quantum-inspired doubly stochastic Transformer (based on QR decomposition) that can be of independent interest. The QDSFormer also shows improved training stability and lower performance variation suggesting that it may mitigate the notoriously unstable training of ViTs on small-scale data.
2025-04-22 Accurate and generalizable protein-ligand binding affinity prediction with geometric deep learning Krinos Li, Xianglu Xiao, Zijun Zhong et.al. 2504.16261 6 pages, 5 figures
Abstract (click to expand)Protein-ligand binding complexes are ubiquitous and essential to life. Protein-ligand binding affinity prediction (PLA) quantifies the binding strength between ligands and proteins, providing crucial insights for discovering and designing potential candidate ligands. While recent advances have been made in predicting protein-ligand complex structures, existing algorithms for interaction and affinity prediction suffer from a sharp decline in performance when handling ligands bound with novel unseen proteins. We propose IPBind, a geometric deep learning-based computational method, enabling robust predictions by leveraging interatomic potential between complex's bound and unbound status. Experimental results on widely used binding affinity prediction benchmarks demonstrate the effectiveness and universality of IPBind. Meanwhile, it provides atom-level insights into prediction. This work highlights the advantage of leveraging machine learning interatomic potential for predicting protein-ligand binding affinity.
2025-04-22 A Systematic Literature Review of Software Engineering Research on Jupyter Notebook Md Saeed Siddik, Hao Li, Cor-Paul Bezemer et.al. 2504.16180
Abstract (click to expand)Context: Jupyter Notebook has emerged as a versatile tool that transforms how researchers, developers, and data scientists conduct and communicate their work. As the adoption of Jupyter notebooks continues to rise, so does the interest from the software engineering research community in improving the software engineering practices for Jupyter notebooks. Objective: The purpose of this study is to analyze trends, gaps, and methodologies used in software engineering research on Jupyter notebooks. Method: We selected 146 relevant publications from the DBLP Computer Science Bibliography up to the end of 2024, following established systematic literature review guidelines. We explored publication trends, categorized them based on software engineering topics, and reported findings based on those topics. Results: The most popular venues for publishing software engineering research on Jupyter notebooks are related to human-computer interaction instead of traditional software engineering venues. Researchers have addressed a wide range of software engineering topics on notebooks, such as code reuse, readability, and execution environment. Although reusability is one of the research topics for Jupyter notebooks, only 64 of the 146 studies can be reused based on their provided URLs. Additionally, most replication packages are not hosted on permanent repositories for long-term availability and adherence to open science principles. Conclusion: Solutions specific to notebooks for software engineering issues, including testing, refactoring, and documentation, are underexplored. Future research opportunities exist in automatic testing frameworks, refactoring clones between notebooks, and generating group documentation for coherent code cells.
2025-04-23 Fast Higher-Order Interpolation and Restriction in ExaHyPE Avoiding Non-physical Reflections Timothy Stokes, Tobias Weinzierl, Han Zhang et.al. 2504.15814
Abstract (click to expand)Wave equations help us to understand phenomena ranging from earthquakes to tsunamis. These phenomena materialise over very large scales. It would be computationally infeasible to track them over a regular mesh. Yet, since the phenomena are localised, adaptive mesh refinement (AMR) can be used to construct meshes with a higher resolution close to the regions of interest. ExaHyPE is a software engine created to solve wave problems using AMR, and we use it as baseline to construct our numerical relativity application called ExaGRyPE. To advance the mesh in time, we have to interpolate and restrict along resolution transitions in each and every time step. ExaHyPE's vanilla code version uses a d-linear tensor-product approach. In benchmarks of a stationary black hole this performs slowly and leads to errors in conserved quantities near AMR boundaries. We therefore introduce a set of higher-order interpolation schemes where the derivatives are calculated at each coarse grid cell to approximate the enclosed fine cells. The resulting methods run faster than the tensor-product approach. Most importantly, when running the stationary black hole simulation using the higher order methods the errors near the AMR boundaries are removed.
2025-04-21 A dual-stage constitutive modeling framework based on finite strain data-driven identification and physics-augmented neural networks Lennart Linden, Karl A. Kalina, Jörg Brummund et.al. 2504.15492
Abstract (click to expand)In this contribution, we present a novel consistent dual-stage approach for the automated generation of hyperelastic constitutive models which only requires experimentally measurable data. To generate input data for our approach, an experiment with full-field measurement has to be conducted to gather testing force and corresponding displacement field of the sample. Then, in the first step of the dual-stage framework, a new finite strain Data-Driven Identification (DDI) formulation is applied. This method enables to identify tuples consisting of stresses and strains by only prescribing the applied boundary conditions and the measured displacement field. In the second step, the data set is used to calibrate a Physics-Augmented Neural Network (PANN), which fulfills all common conditions of hyperelasticity by construction and is very flexible at the same time. We demonstrate the applicability of our approach by several descriptive examples. Two-dimensional synthetic data are exemplarily generated in virtual experiments by using a reference constitutive model. The calibrated PANN is then applied in 3D Finite Element simulations. In addition, a real experiment including noisy data is mimicked.
2025-04-21 Speaker Fuzzy Fingerprints: Benchmarking Text-Based Identification in Multiparty Dialogues Rui Ribeiro, Luísa Coheur, Joao P. Carvalho et.al. 2504.14963 Paper accepted at the FUZZY IEEE 2025 conference
Abstract (click to expand)Speaker identification using voice recordings leverages unique acoustic features, but this approach fails when only textual data is available. Few approaches have attempted to tackle the problem of identifying speakers solely from text, and the existing ones have primarily relied on traditional methods. In this work, we explore the use of fuzzy fingerprints from large pre-trained models to improve text-based speaker identification. We integrate speaker-specific tokens and context-aware modeling, demonstrating that conversational context significantly boosts accuracy, reaching 70.6% on the Friends dataset and 67.7% on the Big Bang Theory dataset. Additionally, we show that fuzzy fingerprints can approximate full fine-tuning performance with fewer hidden units, offering improved interpretability. Finally, we analyze ambiguous utterances and propose a mechanism to detect speaker-agnostic lines. Our findings highlight key challenges and provide insights for future improvements in text-based speaker identification.
2025-04-21 EducationQ: Evaluating LLMs' Teaching Capabilities Through Multi-Agent Dialogue Framework Yao Shi, Rongkeng Liang, Yong Xu et.al. 2504.14928
Abstract (click to expand)Large language models (LLMs) increasingly serve as educational tools, yet evaluating their teaching capabilities remains challenging due to the resource-intensive, context-dependent, and methodologically complex nature of teacher-student interactions. We introduce EducationQ, a multi-agent dialogue framework that efficiently assesses teaching capabilities through simulated dynamic educational scenarios, featuring specialized agents for teaching, learning, and evaluation. Testing 14 LLMs across major AI Organizations (OpenAI, Meta, Google, Anthropic, and others) on 1,498 questions spanning 13 disciplines and 10 difficulty levels reveals that teaching effectiveness does not correlate linearly with model scale or general reasoning capabilities - with some smaller open-source models outperforming larger commercial counterparts in teaching contexts. This finding highlights a critical gap in current evaluations that prioritize knowledge recall over interactive pedagogy. Our mixed-methods evaluation, combining quantitative metrics with qualitative analysis and expert case studies, identifies distinct pedagogical strengths employed by top-performing models (e.g., sophisticated questioning strategies, adaptive feedback mechanisms). Human expert evaluations show 78% agreement with our automated qualitative analysis of effective teaching behaviors, validating our methodology. EducationQ demonstrates that LLMs-as-teachers require specialized optimization beyond simple scaling, suggesting next-generation educational AI prioritize targeted enhancement of specific pedagogical effectiveness.
2025-04-23 Physics-Aware Compression of Plasma Distribution Functions with GPU-Accelerated Gaussian Mixture Models Andong Hu, Luca Pennati, Ivy Peng et.al. 2504.14897 15 pages, 8 figures
Abstract (click to expand)Data compression is a critical technology for large-scale plasma simulations. Storing complete particle information requires Terabyte-scale data storage, and analysis requires ad-hoc scalable post-processing tools. We propose a physics-aware in-situ compression method using Gaussian Mixture Models (GMMs) to approximate electron and ion velocity distribution functions with a number of Gaussian components. This GMM-based method allows us to capture plasma features such as mean velocity and temperature, and it enables us to identify heating processes and generate beams. We first construct a histogram to reduce computational overhead and apply GPU-accelerated, in-situ GMM fitting within iPIC3D, a large-scale implicit Particle-in-Cell simulator, ensuring real-time compression. The compressed representation is stored using the ADIOS 2 library, thus optimizing the I/O process. The GPU and histogramming implementation provides a significant speed-up with respect to GMM on particles (both in time and required memory at run-time), enabling real-time compression. Compared to algorithms like SZ, MGARD, and BLOSC2, our GMM-based method has a physics-based approach, retaining the physical interpretation of plasma phenomena such as beam formation, acceleration, and heating mechanisms. Our GMM algorithm achieves a compression ratio of up to \(10^4\) , requiring a processing time comparable to, or even lower than, standard compression engines.
2025-04-19 A parallel implementation of reduced-order modeling of large-scale systems Ionut-Gabriel Farcas, Rayomand P. Gundevia, Ramakanth Munipalli et.al. 2504.14338 link 19 pages, 4 figures; the corresponding code can be found at https://github.com/ionutfarcas/distributed_Operator_Inference
Abstract (click to expand)Motivated by the large-scale nature of modern aerospace engineering simulations, this paper presents a detailed description of distributed Operator Inference (dOpInf), a recently developed parallel algorithm designed to efficiently construct physics-based reduced-order models (ROMs) for problems with large state dimensions. One such example is the simulation of rotating detonation rocket engines, where snapshot data generated by high-fidelity large-eddy simulations have many millions of degrees of freedom. dOpInf enables, via distributed computing, the efficient processing of datasets with state dimensions that are too large to process on a single computer, and the learning of structured physics-based ROMs that approximate the dynamical systems underlying those datasets. All elements of dOpInf are scalable, leading to a fully parallelized reduced modeling approach that can scale to the thousands of processors available on leadership high-performance computing platforms. The resulting ROMs are computationally cheap, making them ideal for key engineering tasks such as design space exploration, risk assessment, and uncertainty quantification. To illustrate the practical application of dOpInf, we provide a step-by-step tutorial using a 2D Navier-Stokes flow over a step scenario as a case study. This tutorial guides users through the implementation process, making dOpInf accessible for integration into complex aerospace engineering simulations.
2025-04-18 Transformer Encoder and Multi-features Time2Vec for Financial Prediction Nguyen Kim Hai Bui, Nguyen Duy Chien, Péter Kovács et.al. 2504.13801 5 pages, currently under review at Eusipco 2025
Abstract (click to expand)Financial prediction is a complex and challenging task of time series analysis and signal processing, expected to model both short-term fluctuations and long-term temporal dependencies. Transformers have remarkable success mostly in natural language processing using attention mechanism, which also influenced the time series community. The ability to capture both short and long-range dependencies helps to understand the financial market and to recognize price patterns, leading to successful applications of Transformers in stock prediction. Although, the previous research predominantly focuses on individual features and singular predictions, that limits the model's ability to understand broader market trends. In reality, within sectors such as finance and technology, companies belonging to the same industry often exhibit correlated stock price movements. In this paper, we develop a novel neural network architecture by integrating Time2Vec with the Encoder of the Transformer model. Based on the study of different markets, we propose a novel correlation feature selection method. Through a comprehensive fine-tuning of multiple hyperparameters, we conduct a comparative analysis of our results against benchmark models. We conclude that our method outperforms other state-of-the-art encoding methods such as positional encoding, and we also conclude that selecting correlation features enhance the accuracy of predicting multiple stock prices.
2025-04-22 Equi-Euler GraphNet: An Equivariant, Temporal-Dynamics Informed Graph Neural Network for Dual Force and Trajectory Prediction in Multi-Body Systems Vinay Sharma, Rémi Tanguy Oddon, Pietro Tesini et.al. 2504.13768 permission not yet received for arXiv
Abstract (click to expand)Accurate real-time modeling of multi-body dynamical systems is essential for enabling digital twin applications across industries. While many data-driven approaches aim to learn system dynamics, jointly predicting internal loads and system trajectories remains a key challenge. This dual prediction is especially important for fault detection and predictive maintenance, where internal loads-such as contact forces-act as early indicators of faults, reflecting wear or misalignment before affecting motion. These forces also serve as inputs to degradation models (e.g., crack growth), enabling damage prediction and remaining useful life estimation. We propose Equi-Euler GraphNet, a physics-informed graph neural network (GNN) that simultaneously predicts internal forces and global trajectories in multi-body systems. In this mesh-free framework, nodes represent system components and edges encode interactions. Equi-Euler GraphNet introduces two inductive biases: (1) an equivariant message-passing scheme, interpreting edge messages as interaction forces consistent under Euclidean transformations; and (2) a temporal-aware iterative node update mechanism, based on Euler integration, to capture influence of distant interactions over time. Tailored for cylindrical roller bearings, it decouples ring dynamics from constrained motion of rolling elements. Trained on high-fidelity multiphysics simulations, Equi-Euler GraphNet generalizes beyond the training distribution, accurately predicting loads and trajectories under unseen speeds, loads, and configurations. It outperforms state-of-the-art GNNs focused on trajectory prediction, delivering stable rollouts over thousands of time steps with minimal error accumulation. Achieving up to a 200x speedup over conventional solvers while maintaining comparable accuracy, it serves as an efficient reduced-order model for digital twins, design, and maintenance.
2025-04-18 Bitcoin's Edge: Embedded Sentiment in Blockchain Transactional Data Charalampos Kleitsikas, Nikolaos Korfiatis, Stefanos Leonardos et.al. 2504.13598 Published in IEEE International Conference on Blockchain and Cryptocurrency 2025
Abstract (click to expand)Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact price movements by conveying private information, shaping sentiment, and influencing public opinion. However, current analyses of such data are limited in scope and scalability, primarily relying on manual classification or hand-crafted heuristics. In this work, we address these limitations by employing Natural Language Processing techniques to analyze, detect patterns, and extract public sentiment encoded within blockchain transactional data. Using a variety of Machine Learning techniques, we showcase for the first time the predictive power of blockchain-embedded sentiment in forecasting cryptocurrency price movements on the Bitcoin and Ethereum blockchains. Our findings shed light on a previously underexplored source of freely available, transparent, and immutable data and introduce blockchain sentiment analysis as a novel and robust framework for enhancing financial predictions in cryptocurrency markets. Incidentally, we discover an asymmetry between cryptocurrencies; Bitcoin has an informational advantage over Ethereum in that the sentiment embedded into transactional data is sufficient to predict its price movement.
2025-04-21 Deep Learning Models Meet Financial Data Modalities Kasymkhan Khubiev, Mikhail Semenov et.al. 2504.13521 15 pages, 14 images, 7 tables
Abstract (click to expand)Algorithmic trading relies on extracting meaningful signals from diverse financial data sources, including candlestick charts, order statistics on put and canceled orders, traded volume data, limit order books, and news flow. While deep learning has demonstrated remarkable success in processing unstructured data and has significantly advanced natural language processing, its application to structured financial data remains an ongoing challenge. This study investigates the integration of deep learning models with financial data modalities, aiming to enhance predictive performance in trading strategies and portfolio optimization. We present a novel approach to incorporating limit order book analysis into algorithmic trading by developing embedding techniques and treating sequential limit order book snapshots as distinct input channels in an image-based representation. Our methodology for processing limit order book data achieves state-of-the-art performance in high-frequency trading algorithms, underscoring the effectiveness of deep learning in financial applications.
2025-04-18 Ascribe New Dimensions to Scientific Data Visualization with VR Daniela Ushizima, Guilherme Melo dos Santos, Zineb Sordo et.al. 2504.13448
Abstract (click to expand)For over half a century, the computer mouse has been the primary tool for interacting with digital data, yet it remains a limiting factor in exploring complex, multi-scale scientific images. Traditional 2D visualization methods hinder intuitive analysis of inherently 3D structures. Virtual Reality (VR) offers a transformative alternative, providing immersive, interactive environments that enhance data comprehension. This article introduces ASCRIBE-VR, a VR platform of Autonomous Solutions for Computational Research with Immersive Browsing \& Exploration, which integrates AI-driven algorithms with scientific images. ASCRIBE-VR enables multimodal analysis, structural assessments, and immersive visualization, supporting scientific visualization of advanced datasets such as X-ray CT, Magnetic Resonance, and synthetic 3D imaging. Our VR tools, compatible with Meta Quest, can consume the output of our AI-based segmentation and iterative feedback processes to enable seamless exploration of large-scale 3D images. By merging AI-generated results with VR visualization, ASCRIBE-VR enhances scientific discovery, bridging the gap between computational analysis and human intuition in materials research, connecting human-in-the-loop with digital twins.
2025-04-17 CardioFit: A WebGL-Based Tool for Fast and Efficient Parameterization of Cardiac Action Potential Models to Fit User-Provided Data Darby I. Cairns, Maxfield R. Comstock, Flavio H. Fenton et.al. 2504.13274 Darby I. Cairns and Maxfield R. Comstock contributed equally to this work
Abstract (click to expand)Cardiac action potential models allow examination of a variety of cardiac dynamics, including how behavior may change under specific interventions. To study a specific scenario, including patient-specific cases, model parameter sets must be found that accurately reproduce the dynamics of interest. To facilitate this complex and time-consuming process, we present an interactive browser-based tool that uses the particle swarm optimization (PSO) algorithm implemented in JavaScript and taking advantage of the WebGL API for hardware acceleration. Our tool allows rapid customization and can find low-error fittings to user-provided voltage time series or action potential duration data from multiple cycle lengths in a few iterations (10-32), corresponding to a runtime of a few seconds on most machines. Additionally, our tool focuses on ease of use and flexibility, providing a webpage interface that allows users to select a subset of parameters to fit, set the range of values each parameter is allowed to assume, and control the PSO algorithm hyperparameters. We demonstrate our tool's utility by fitting a variety of models to different datasets, showing how convergence is affected by model choice, dataset properties, and PSO algorithmic settings, and explaining new insights gained about the physiological and dynamical roles of the model parameters.
2025-04-17 Fast and Accurate Prediction of Antenna Reflection Coefficients in Planar Layered Media Environment via Generalized Scattering Matrix Chenbo Shi, Shichen Liang, Xin Gu et.al. 2504.12613
Abstract (click to expand)The numerical algorithm for evaluating the reflection coefficient of an antenna in the presence of the planar layered medium is reformulated using the antenna's generalized scattering matrix (GSM). The interaction between the antenna and the layered medium is modeled through spherical-to-planar vector wave transformations, ensuring no approximations that could compromise computational accuracy. This theoretical framework significantly reduces algebraic complexity, resulting in a marked increase in the speed of antenna performance evaluation. Excluding the one-time preprocessing cost of obtaining the antenna's GSM in free space, the numerical evaluation speed of this method exceeds that of the commercial software FEKO by several orders of magnitude, while maintaining nearly identical accuracy.
2025-04-16 Continual Learning Strategies for 3D Engineering Regression Problems: A Benchmarking Study Kaira M. Samuel, Faez Ahmed et.al. 2504.12503 link
Abstract (click to expand)Engineering problems that apply machine learning often involve computationally intensive methods but rely on limited datasets. As engineering data evolves with new designs and constraints, models must incorporate new knowledge over time. However, high computational costs make retraining models from scratch infeasible. Continual learning (CL) offers a promising solution by enabling models to learn from sequential data while mitigating catastrophic forgetting, where a model forgets previously learned mappings. This work introduces CL to engineering design by benchmarking several CL methods on representative regression tasks. We apply these strategies to five engineering datasets and construct nine new engineering CL benchmarks to evaluate their ability to address forgetting and improve generalization. Preliminary results show that applying existing CL methods to these tasks improves performance over naive baselines. In particular, the Replay strategy achieved performance comparable to retraining in several benchmarks while reducing training time by nearly half, demonstrating its potential for real-world engineering workflows. The code and datasets used in this work will be available at: https://github.com/kmsamuel/cl-for-engineering-release.
2025-04-16 Deep Material Network: Overview, applications and current directions Ting-Ju Wei, Wen-Ning Wan, Chuin-Shan Chen et.al. 2504.12159
Abstract (click to expand)Deep Material Network (DMN) has emerged as a powerful framework for multiscale material modeling, enabling efficient and accurate predictions of material behavior across different length scales. Unlike traditional machine learning approaches, the trainable parameters in DMN have direct physical interpretations, capturing the geometric characteristics of the microstructure rather than serving as purely statistical fitting parameters. Its hierarchical tree structure effectively encodes microstructural interactions and deformation mechanisms, allowing DMN to achieve a balance between accuracy and computational efficiency. This physics-informed architecture significantly reduces computational costs compared to direct numerical simulations while preserving essential microstructural physics. Furthermore, DMN can be trained solely on a linear elastic dataset while effectively extrapolating nonlinear responses during online prediction, making it a highly efficient and scalable approach for multiscale material modeling. This article provides a comprehensive review of DMN, detailing its motivation, underlying methodology, and recent advancements. We discuss key modeling aspects, including its hierarchical structure, training process, and the role of physics-based constraints in enhancing predictive accuracy. Furthermore, we highlight its applications in component-scale multiscale analysis and inverse parameter identification, demonstrating its capability to bridge microscale material behavior with macroscale engineering predictions. Finally, we discuss challenges and future directions in improving DMN's generalization capabilities and its potential extensions for broader applications in multiscale modeling.
2025-04-16 A viscoplasticity model with an invariant-based non-Newtonian flow rule for unidirectional thermoplastic composites P. Hofman, D. Kovačević, F. P. van der Meer et.al. 2504.12069 40 pages, 20 figures, 3 tables
Abstract (click to expand)A three-dimensional mesoscopic viscoplasticity model for simulating rate-dependent plasticity and creep in unidirectional thermoplastic composites is presented. The constitutive model is a transversely isotropic extension of an isotropic finite strain viscoplasticity model for neat polymers. Rate-dependent plasticity and creep are described by a non-Newtonian flow rule where the viscosity of the material depends on an equivalent stress measure through an Eyring-type relation. In the present formulation, transverse isotropy is incorporated by defining the equivalent stress measure and flow rule as functions of transversely isotropic stress invariants. In addition, the Eyring-type viscosity function is extended with anisotropic pressure dependence. As a result of the formulation, plastic flow in fiber direction is effectively excluded and pressure dependence of the polymer matrix is accounted for. The re-orientation of the transversely isotropic plane during plastic deformations is incorporated in the constitutive equations, allowing for an accurate large deformation response. The formulation is fully implicit and a consistent linearization of the algorithmic constitutive equations is performed to derive the consistent tangent modulus. The performance of the mesoscopic constitutive model is assessed through a comparison with a micromechanical model for carbon/PEEK, with the original isotropic viscoplastic version for the polymer matrix and with hyperelastic fibers. The micromodel is first used to determine the material parameters of the mesoscale model with a few stress-strain curves. It is demonstrated that the mesoscale model gives a similar response to the micromodel under various loading conditions. Finally, the mesoscale model is validated against off-axis experiments on unidirectional thermoplastic composite plies.
2025-04-16 Topological Analysis of Mixer Activities in the Bitcoin Network Francesco Zola, Jon Ander Medina, Andrea Venturi et.al. 2504.11924 The paper is presented at the 3rd IEEE International Workshop on Cryptocurrency Exchanges (CryptoEx 2025)
Abstract (click to expand)Cryptocurrency users increasingly rely on obfuscation techniques such as mixers, swappers, and decentralised or no-KYC exchanges to protect their anonymity. However, at the same time, these services are exploited by criminals to conceal and launder illicit funds. Among obfuscation services, mixers remain one of the most challenging entities to tackle. This is because their owners are often unwilling to cooperate with Law Enforcement Agencies, and technically, they operate as 'black boxes'. To better understand their functionalities, this paper proposes an approach to analyse the operations of mixers by examining their address-transaction graphs and identifying topological similarities to uncover common patterns that can define the mixer's modus operandi. The approach utilises community detection algorithms to extract dense topological structures and clustering algorithms to group similar communities. The analysis is further enriched by incorporating data from external sources related to known Exchanges, in order to understand their role in mixer operations. The approach is applied to dissect the Blender.io mixer activities within the Bitcoin blockchain, revealing: i) consistent structural patterns across address-transaction graphs; ii) that Exchanges play a key role, following a well-established pattern, which raises several concerns about their AML/KYC policies. This paper represents an initial step toward dissecting and understanding the complex nature of mixer operations in cryptocurrency networks and extracting their modus operandi.
2025-04-15 Magnetic Field Conforming Formulations for Foil Windings Louis Denis, Elias Paakkunainen, Paavo Rasilo et.al. 2504.11191 This work has been submitted to the IEEE for possible publication
Abstract (click to expand)We extend the foil winding homogenization method to magnetic field conforming formulations. We first propose a full magnetic field foil winding formulation by analogy with magnetic flux density conforming formulations. We then introduce the magnetic scalar potential in non-conducting regions to improve the efficiency of the model. This leads to a significant reduction in the number of degrees of freedom, particularly in 3-D applications. The proposed models are verified on two frequency-domain benchmark problems: a 2-D axisymmetric problem and a 3-D problem. They reproduce results obtained with magnetic flux density conforming formulations and with resolved conductor models that explicitly discretize all turns. Moreover, the models are applied in the transient simulation of a high-temperature superconducting coil. In all investigated configurations, the proposed models provide reliable results while considerably reducing the size of the numerical problem to be solved.
2025-04-15 A study of troubled-cell indicators applied to finite volume methods using a novel monotonicity parameter R. Shivananda Rao, M. Ramakrishna et.al. 2504.11056
Abstract (click to expand)We adapt a troubled-cell indicator developed for discontinuous Galerkin (DG) methods to the finite volume method (FVM) framework for solving hyperbolic conservation laws. This indicator depends solely on the cell-average data of the target cell and its immediate neighbours. Once the troubled-cells are identified, we apply the limiter only in these cells instead of applying in all computational cells. We introduce a novel technique to quantify the quality of the solution in the neighbourhood of the shock by defining a monotonicity parameter \(\mu\) . Numerical results from various two-dimensional simulations on the hyperbolic systems of Euler equations using a finite volume solver employing MUSCL reconstruction validate the performance of the troubled-cell indicator and the approach of limiting only in the troubled-cells. These results show that limiting only in the troubled-cells is preferable to limiting everywhere as it improves convergence without compromising on the solution accuracy.
2025-04-15 Design and Verification of a Synchronus First In First Out (FIFO) Yatheeswar Penta, Riadul Islam et.al. 2504.10901
Abstract (click to expand)This project focuses on designing and verifying a synchronous FIFO First In First Out (FIFO) memory, a critical component in digital systems for temporary data storage and seamless data transfer. The FIFO operates under a single clock domain, ensuring synchronized read and write operations, making it suitable for systems requiring high-speed, reliable data buffering. This design includes FIFO's key features, such as read and write operations, full and empty flag generation, and pointer management for memory control. The FIFO was implemented using Verilog to define the Register Transfer Level (RTL) design, ensuring functionality and timing requirements were met. For verification, three approaches were employed: (1) UVM-based Verification: A Universal Verification Methodology (UVM) testbench was developed to test the FIFO design rigorously. The testbench includes components like interface, sequence item, driver, monitor, scoreboard, agent, and environment. Directed and random tests were performed to verify corner cases, such as simultaneous reads and writes, full and empty conditions, and overflow and underflow scenarios; (2) Traditional Verilog Testbench: A standalone Verilog testbench was also used to validate the functionality of the FIFO through directed test scenarios and waveform analysis; (3) FPGA implementation: Additionally, the design was implemented on an FPGA for real-time testing to verify its functionality and timing behavior in hardware. FPGA-based verification ensured the design performed as expected under practical conditions. The results confirmed the correct operation of the FIFO, including accurate data transfer, flag behavior, and timing synchronization. The project successfully demonstrated the robustness and reliability of the synchronous FIFO design, highlighting its importance in modern digital systems for efficient data handling and buffering.
2025-04-14 Finding Pathways in Reaction Networks guided by Energy Barriers using Integer Linear Programming Adittya Pal, Rolf Fagerberg, Jakob Lykke Andersen et.al. 2504.10609
Abstract (click to expand)Analyzing synthesis pathways for target molecules in a chemical reaction network annotated with information on the kinetics of individual reactions is an area of active study. This work presents a computational methodology for searching for pathways in reaction networks which is based on integer linear programming and the modeling of reaction networks by directed hypergraphs. Often multiple pathways fit the given search criteria. To rank them, we develop an objective function based on physical arguments maximizing the probability of the pathway. We furthermore develop an automated pipeline to estimate the energy barriers of individual reactions in reaction networks. Combined, the methodology facilitates flexible and kinetically informed pathway investigations on large reaction networks by computational means, even for networks coming without kinetic annotation, such as those created via generative approaches for expanding molecular spaces.
2025-04-09 Artificial Intelligence and the Dual Paradoxes: Examining the Interplay of Efficiency, Resource Consumption, and Labor Dynamics Mfon Akpan, Adeyemi Adebayo et.al. 2504.10503 27 pages
Abstract (click to expand)Artificial Intelligence's (AI) rapid development and growth not only transformed industries but also fired up important debates about its impacts on employment, resource allocation, and the ethics involved in decision-making. It serves to understand how changes within an industry will be able to influence society with that change. Advancing AI technologies will create a dual paradox of efficiency, greater resource consumption, and displacement of traditional labor. In this context, we explore the impact of AI on energy consumption, human labor roles, and hybrid roles widespread human labor replacement. We used mixed methods involving qualitative and quantitative analyses of data identified from various sources. Findings suggest that AI increases energy consumption and has impacted human labor roles to a minimal extent, considering that its applicability is limited to some tasks that require human judgment. In this context, the
2025-04-14 Unleashing Expert Opinion from Social Media for Stock Prediction Wanyun Zhou, Saizhuo Wang, Xiang Li et.al. 2504.10078 link
Abstract (click to expand)While stock prediction task traditionally relies on volume-price and fundamental data to predict the return ratio or price movement trend, sentiment factors derived from social media platforms such as StockTwits offer a complementary and useful source of real-time market information. However, we find that most social media posts, along with the public sentiment they reflect, provide limited value for trading predictions due to their noisy nature. To tackle this, we propose a novel dynamic expert tracing algorithm that filters out non-informative posts and identifies both true and inverse experts whose consistent predictions can serve as valuable trading signals. Our approach achieves significant improvements over existing expert identification methods in stock trend prediction. However, when using binary expert predictions to predict the return ratio, similar to all other expert identification methods, our approach faces a common challenge of signal sparsity with expert signals cover only about 4% of all stock-day combinations in our dataset. To address this challenge, we propose a dual graph attention neural network that effectively propagates expert signals across related stocks, enabling accurate prediction of return ratios and significantly increasing signal coverage. Empirical results show that our propagated expert-based signals not only exhibit strong predictive power independently but also work synergistically with traditional financial features. These combined signals significantly outperform representative baseline models in all quant-related metrics including predictive accuracy, return metrics, and correlation metrics, resulting in more robust investment strategies. We hope this work inspires further research into leveraging social media data for enhancing quantitative investment strategies. The code can be seen in https://github.com/wanyunzh/DualGAT.
2025-04-14 BO-SA-PINNs: Self-adaptive physics-informed neural networks based on Bayesian optimization for automatically designing PDE solvers Rui Zhang, Liang Li, Stéphane Lanteri et.al. 2504.09804 link 23 pages, 5 figure
Abstract (click to expand)Physics-informed neural networks (PINNs) is becoming a popular alternative method for solving partial differential equations (PDEs). However, they require dedicated manual modifications to the hyperparameters of the network, the sampling methods and loss function weights for different PDEs, which reduces the efficiency of the solvers. In this paper, we pro- pose a general multi-stage framework, i.e. BO-SA-PINNs to alleviate this issue. In the first stage, Bayesian optimization (BO) is used to select hyperparameters for the training process, and based on the results of the pre-training, the network architecture, learning rate, sampling points distribution and loss function weights suitable for the PDEs are automatically determined. The proposed hyperparameters search space based on experimental results can enhance the efficiency of BO in identifying optimal hyperparameters. After selecting the appropriate hyperparameters, we incorporate a global self-adaptive (SA) mechanism the second stage. Using the pre-trained model and loss information in the second-stage training, the exponential moving average (EMA) method is employed to optimize the loss function weights, and residual-based adaptive refinement with distribution (RAR-D) is used to optimize the sampling points distribution. In the third stage, L-BFGS is used for stable training. In addition, we introduce a new activation function that enables BO-SA-PINNs to achieve higher accuracy. In numerical experiments, we conduct comparative and ablation experiments to verify the performance of the model on Helmholtz, Maxwell, Burgers and high-dimensional Poisson equations. The comparative experiment results show that our model can achieve higher accuracy and fewer iterations in test cases, and the ablation experiments demonstrate the positive impact of every improvement.
2025-04-13 Earthquake Simulation Palak Chawla et.al. 2504.09673 4 pages
Abstract (click to expand)This paper presents a seismic activity simulator that models the effects of fault lines on surface pressure. This project uses C programming to create a fully interactive learning resource intended to educate users on the mechanics of earthquakes. The motivation behind this project is to make studying seismic activity more accessible, engaging and cost effective.
2025-04-16 Causal integration of chemical structures improves representations of microscopy images for morphological profiling Yemin Yu, Neil Tenenholtz, Lester Mackey et.al. 2504.09544 link 24 pages
Abstract (click to expand)Recent advances in self-supervised deep learning have improved our ability to quantify cellular morphological changes in high-throughput microscopy screens, a process known as morphological profiling. However, most current methods only learn from images, despite many screens being inherently multimodal, as they involve both a chemical or genetic perturbation as well as an image-based readout. We hypothesized that incorporating chemical compound structure during self-supervised pre-training could improve learned representations of images in high-throughput microscopy screens. We introduce a representation learning framework, MICON (Molecular-Image Contrastive Learning), that models chemical compounds as treatments that induce counterfactual transformations of cell phenotypes. MICON significantly outperforms classical hand-crafted features such as CellProfiler and existing deep-learning-based representation learning methods in challenging evaluation settings where models must identify reproducible effects of drugs across independent replicates and data-generating centers. We demonstrate that incorporating chemical compound information into the learning process provides consistent improvements in our evaluation setting and that modeling compounds specifically as treatments in a causal framework outperforms approaches that directly align images and compounds in a single representation space. Our findings point to a new direction for representation learning in morphological profiling, suggesting that methods should explicitly account for the multimodal nature of microscopy screening data.
2025-04-11 Exponential Shift: Humans Adapt to AI Economies Kevin J McNamara, Rhea Pritham Marpu et.al. 2504.08855
Abstract (click to expand)This paper explores how artificial intelligence (AI) and robotics are transforming the global labor market. Human workers, limited to a 33% duty cycle due to rest and holidays, cost $14 to $55 per hour. In contrast, digital labor operates nearly 24/7 at just \(0.10 to\) 0.50 per hour. We examine sectors like healthcare, education, manufacturing, and retail, finding that 40-70% of tasks could be automated. Yet, human skills like emotional intelligence and adaptability remain essential. Humans process 5,000-20,000 tokens (units of information) per hour, while AI far exceeds this, though its energy use-3.5 to 7 times higher than humans-could offset 20-40% of cost savings. Using real-world examples, such as AI in journalism and law, we illustrate these dynamics and propose six strategies-like a 4-day workweek and retraining-to ensure a fair transition to an AI-driven economy.
2025-04-11 Exploring Cognitive Attributes in Financial Decision-Making Mallika Mainali, Rosina O. Weber et.al. 2504.08849 7 pages, 2 figures. Presented in SIAM International Conference on Data Mining (SDM25) METACOG-25: 2nd Workshop on Metacognitive Prediction of AI Behavior
Abstract (click to expand)Cognitive attributes are fundamental to metacognition, shaping how individuals process information, evaluate choices, and make decisions. To develop metacognitive artificial intelligence (AI) models that reflect human reasoning, it is essential to account for the attributes that influence reasoning patterns and decision-maker behavior, often leading to different or even conflicting choices. This makes it crucial to incorporate cognitive attributes in designing AI models that align with human decision-making processes, especially in high-stakes domains such as finance, where decisions have significant real-world consequences. However, existing AI alignment research has primarily focused on value alignment, often overlooking the role of individual cognitive attributes that distinguish decision-makers. To address this issue, this paper (1) analyzes the literature on cognitive attributes, (2) establishes five criteria for defining them, and (3) categorizes 19 domain-specific cognitive attributes relevant to financial decision-making. These three components provide a strong basis for developing AI systems that accurately reflect and align with human decision-making processes in financial contexts.
2025-04-09 Analogical Learning for Cross-Scenario Generalization: Framework and Application to Intelligent Localization Zirui Chen, Zhaoyang Zhang, Ziqing Xing et.al. 2504.08811 link
Abstract (click to expand)Existing learning models often exhibit poor generalization when deployed across diverse scenarios. It is mainly due to that the underlying reference frame of the data varies with the deployment environment and settings. However, despite the data of each scenario has its distinct reference frame, its generation generally follows the same underlying physical rule. Based on these findings, this article proposes a brand-new universal deep learning framework named analogical learning (AL), which provides a highly efficient way to implicitly retrieve the reference frame information associated with a scenario and then to make accurate prediction by relative analogy across scenarios. Specifically, an elegant bipartite neural network architecture called Mateformer is designed, the first part of which calculates the relativity within multiple feature spaces between the input data and a small amount of embedded data from the current scenario, while the second part uses these relativity to guide the nonlinear analogy. We apply AL to the typical multi-scenario learning problem of intelligent wireless localization in cellular networks. Extensive experiments show that AL achieves state-of-the-art accuracy, stable transferability and robust adaptation to new scenarios without any tuning, and outperforming conventional methods with a precision improvement of nearly two orders of magnitude. All data and code are available at https://github.com/ziruichen-research/ALLoc.
2025-04-11 Control Co-Design Under Uncertainty for Offshore Wind Farms: Optimizing Grid Integration, Energy Storage, and Market Participation Himanshu Sharma, Wei Wang, Bowen Huang et.al. 2504.08555
Abstract (click to expand)Offshore wind farms (OWFs) are set to significantly contribute to global decarbonization efforts. Developers often use a sequential approach to optimize design variables and market participation for grid-integrated offshore wind farms. However, this method can lead to sub-optimal system performance, and uncertainties associated with renewable resources are often overlooked in decision-making. This paper proposes a control co-design approach, optimizing design and control decisions for integrating OWFs into the power grid while considering energy market and primary frequency market participation. Additionally, we introduce optimal sizing solutions for energy storage systems deployed onshore to enhance revenue for OWF developers over time. This framework addresses uncertainties related to wind resources and energy prices. We analyze five U.S. west-coast offshore wind farm locations and potential interconnection points, as identified by the Bureau of Ocean Energy Management (BOEM). Results show that optimized control co-design solutions can increase market revenue by 3.2\% and provide flexibility in managing wind resource uncertainties.
2025-04-11 Approximation Algorithms for the UAV Path Planning with Object Coverage Constraints Jiawei Wang, Vincent Chau, Weiwei Wu et.al. 2504.08405
Abstract (click to expand)We study the problem of the Unmanned Aerial Vehicle (UAV) such that a specific set of objects needs to be observed while ensuring a quality of observation. Our goal is to determine the shortest path for the UAV. This paper proposes an offline algorithm with an approximation of \((2+2n)(1+\epsilon)\) where \(\epsilon >0\) is a small constant, and \(n\) is the number of objects. We then propose several online algorithms in which objects are discovered during the process. To evaluate the performance of these algorithms, we conduct experimental comparisons. Our results show that the online algorithms perform similarly to the offline algorithm, but with significantly faster execution times ranging from 0.01 seconds to 200 seconds. We also show that our methods yield solutions with costs comparable to those obtained by the Gurobi optimizer that requires 30000 seconds of runtime.
2025-04-11 A 120 lines code for isogeometric topology optimization and its extension to 3D in MATLAB Xianda Xie, Zhihui Ou, Aodi Yang et.al. 2504.08233
Abstract (click to expand)In this paper, a compact and efficient code implementation is presented for isogeometric topology optimization (ITO) approach. With the aid of B.ezier extraction technique, a derived explicit stiffness matrix computation formula is applied to all B-spline IGA elements with rectangular shape under linear elasticity assumption. Using the aforementioned explicit formula, the stiffness matrix calculation and updating of IGA are significantly simplified, which leads to the current ITO code implemented only in one main function without calling subroutines, such as IGA mesh generation and Gaussian quadrature. Both two-dimensional (2D) and three-dimensional (3D) cases are taken into consideration, which result into iga_top120 and iga_top3D257 MATLAB codes for 2D and 3D design problems. Numerical examples validate the effectiveness of our open-source codes, with several user-defined input parameters basically identical to those used in top88 and top3D. Therefore, iga_top120 and iga_top3D257 provide an effective entry for the code transforming from FEM-based TO into ITO.
2025-04-17 Variational quantum and neural quantum states algorithms for the linear complementarity problem Saibal De, Oliver Knitter, Rohan Kodati et.al. 2504.08141 13 pages, 5 figures, to appear in Philosophical Transactions of the Royal Society A
Abstract (click to expand)Variational quantum algorithms (VQAs) are promising hybrid quantum-classical methods designed to leverage the computational advantages of quantum computing while mitigating the limitations of current noisy intermediate-scale quantum (NISQ) hardware. Although VQAs have been demonstrated as proofs of concept, their practical utility in solving real-world problems -- and whether quantum-inspired classical algorithms can match their performance -- remains an open question. We present a novel application of the variational quantum linear solver (VQLS) and its classical neural quantum states-based counterpart, the variational neural linear solver (VNLS), as key components within a minimum map Newton solver for a complementarity-based rigid body contact model. We demonstrate using the VNLS that our solver accurately simulates the dynamics of rigid spherical bodies during collision events. These results suggest that quantum and quantum-inspired linear algebra algorithms can serve as viable alternatives to standard linear algebra solvers for modeling certain physical systems.
2025-04-10 Dual Engines of Thoughts: A Depth-Breadth Integration Framework for Open-Ended Analysis Fei-Hsuan Yu, Yun-Cheng Chou, Teng-Ruei Chen et.al. 2504.07872
Abstract (click to expand)We propose the Dual Engines of Thoughts (DEoT), an analytical framework for comprehensive open-ended reasoning. While traditional reasoning frameworks primarily focus on finding "the best answer" or "the correct answer" for single-answer problems, DEoT is specifically designed for "open-ended questions," enabling both broader and deeper analytical exploration. The framework centers on three key components: a Base Prompter for refining user queries, a Solver Agent that orchestrates task decomposition, execution, and validation, and a Dual-Engine System consisting of a Breadth Engine (to explore diverse impact factors) and a Depth Engine (to perform deep investigations). This integrated design allows DEoT to balance wide-ranging coverage with in-depth analysis, and it is highly customizable, enabling users to adjust analytical parameters and tool configurations based on specific requirements. Experimental results show that DEoT excels in addressing complex, multi-faceted questions, achieving a total win rate of 77-86% compared to existing reasoning models, thus highlighting its effectiveness in real-world applications.
2025-04-10 A Review of HPC-Accelerated CFD in National Security and Defense James Afful et.al. 2504.07837
Abstract (click to expand)Using High-Performance Computing (HPC), Computational Fluid Dynamics (CFD) now serves as an essential component in defense-related national security applications including missile interception and hypersonic propulsion as well as naval stealth optimization and urban hazard dispersion. This review combines two decades of open-source and public-domain research on HPC-accelerated CFD in defense, addressing three key questions: Which security-sensitive simulations have utilized open-source CFD frameworks such as OpenFOAM, SU2 and ADflow? Which HPC techniques, such as MPI domain decomposition and GPU acceleration together with hybrid parallelism best enhance open-source frameworks to manage large defense CFD simulations? Which technological advancements and research voids currently drive the directional development of the field? Examining several research studies sourced from NASA, DoD HPC centers, and academic institutions, scientific contributions have been classified into air, maritime, and space domains. Modular frameworks like NavyFOAM and SU2 and ADflow's adjoint-based solvers show how custom open-source solutions support workflows with rapid completion of multi-million cell simulations. The conclusion highlights new trends that combine exascale readiness with machine learning surrogate models for real-time CFD applications and interdisciplinary HPC-driven multi-physics integration to deliver practical insights for improving CFD use in defense research and development.
2025-04-10 Benchmarking Image Embeddings for E-Commerce: Evaluating Off-the Shelf Foundation Models, Fine-Tuning Strategies and Practical Trade-offs Urszula Czerwinska, Cenk Bircanoglu, Jeremy Chamoux et.al. 2504.07567 accepted at Future Technologies Conference (FTC 2025)
Abstract (click to expand)We benchmark foundation models image embeddings for classification and retrieval in e-Commerce, evaluating their suitability for real-world applications. Our study spans embeddings from pre-trained convolutional and transformer models trained via supervised, self-supervised, and text-image contrastive learning. We assess full fine-tuning and transfer learning (top-tuning) on six diverse e-Commerce datasets: fashion, consumer goods, cars, food, and retail. Results show full fine-tuning consistently performs well, while text-image and self-supervised embeddings can match its performance with less training. While supervised embeddings remain stable across architectures, SSL and contrastive embeddings vary significantly, often benefiting from top-tuning. Top-tuning emerges as an efficient alternative to full fine-tuning, reducing computational costs. We also explore cross-tuning, noting its impact depends on dataset characteristics. Our findings offer practical guidelines for embedding selection and fine-tuning strategies, balancing efficiency and performance.
2025-04-06 SolRPDS: A Dataset for Analyzing Rug Pulls in Solana Decentralized Finance Abdulrahman Alhaidari, Bhavani Kalal, Balaji Palanisamy et.al. 2504.07132 link Accepted paper to appear in the 15th ACM Conference on Data and Application Security and Privacy (CODASPY 2025)
Abstract (click to expand)Rug pulls in Solana have caused significant damage to users interacting with Decentralized Finance (DeFi). A rug pull occurs when developers exploit users' trust and drain liquidity from token pools on Decentralized Exchanges (DEXs), leaving users with worthless tokens. Although rug pulls in Ethereum and Binance Smart Chain (BSC) have gained attention recently, analysis of rug pulls in Solana remains largely under-explored. In this paper, we introduce SolRPDS (Solana Rug Pull Dataset), the first public rug pull dataset derived from Solana's transactions. We examine approximately four years of DeFi data (2021-2024) that covers suspected and confirmed tokens exhibiting rug pull patterns. The dataset, derived from 3.69 billion transactions, consists of 62,895 suspicious liquidity pools. The data is annotated for inactivity states, which is a key indicator, and includes several detailed liquidity activities such as additions, removals, and last interaction as well as other attributes such as inactivity periods and withdrawn token amounts, to help identify suspicious behavior. Our preliminary analysis reveals clear distinctions between legitimate and fraudulent liquidity pools and we found that 22,195 tokens in the dataset exhibit rug pull patterns during the examined period. SolRPDS can support a wide range of future research on rug pulls including the development of data-driven and heuristic-based solutions for real-time rug pull detection and mitigation.
2025-04-09 Machine Learning (ML) based Reduced Order Modeling (ROM) for linear and non-linear solid and structural mechanics Mikhael Tannous, Chady Ghnatios, Eivind Fonn et.al. 2504.06860
Abstract (click to expand)Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because of the required high level knowledge involved in the construction and usage of these techniques. Moreover, the computation time benefit is compromised for highly nonlinear problems. On the other hand, non-intrusive methods often struggle with accuracy in nonlinear cases, typically requiring a large design of experiment and a large number of snapshots achieve a reliable performance. However, generating the stiffness matrix in a non-intrusive approach presents an optimal way to align accuracy with efficiency, allying the advantages of both intrusive and non-intrusive methods.This work introduces a lightly intrusive model order reduction technique that employs machine learning within a Proper Orthogonal Decomposition framework to achieve this alliance. By leveraging outputs from commercial full-order models, this method constructs a reduced-order model that operates effectively without requiring expert user intervention. The proposed technique has the possibility to approximate linear non affine as well as non linear terms. It is showcased for linear and nonlinear structural mechanics problems.
2025-04-08 Neural Network Enhanced Polyconvexification of Isotropic Energy Densities in Computational Mechanics Loïc Balazi, Timo Neumeier, Malte A. Peter et.al. 2504.06425 24 pages, 14 figures
Abstract (click to expand)We present a neural network approach for fast evaluation of parameter-dependent polyconvex envelopes, which are crucial in computational mechanics. Our method uses a neural network architecture that inherently encodes polyconvexity in the main variable by combining a feature extraction layer that computes the minors function on the signed singular value characterisation of isotropic energy densities with a partially input convex neural network (PICNN). Polyconvex underestimation is weakly enforced by penalisation during training, as are the symmetries of the function. As a guiding example, we focus on a well-known isotropic damage problem, reformulated in terms of signed singular values, and apply a splitting approach to reduce the dimensionality of the parameter space, thereby making training more tractable. Numerical experiments show that the networks achieve sufficient accuracy for engineering applications while providing high compression and significant speed-up over traditional polyconvexification schemes. Most importantly, the network adapts to varying physical or material parameters, enabling real-time polyconvexification in large-scale computational mechanics scenarios.
2025-04-08 Quantum Annealing for Combinatorial Optimization: A Benchmarking Study Seongmin Kim, Sang-Woo Ahn, In-Saeng Suh et.al. 2504.06201
Abstract (click to expand)Quantum annealing (QA) has the potential to significantly improve solution quality and reduce time complexity in solving combinatorial optimization problems compared to classical optimization methods. However, due to the limited number of qubits and their connectivity, the QA hardware did not show such an advantage over classical methods in past benchmarking studies. Recent advancements in QA with more than 5,000 qubits, enhanced qubit connectivity, and the hybrid architecture promise to realize the quantum advantage. Here, we use a quantum annealer with state-of-the-art techniques and benchmark its performance against classical solvers. To compare their performance, we solve over 50 optimization problem instances represented by large and dense Hamiltonian matrices using quantum and classical solvers. The results demonstrate that a state-of-the-art quantum solver has higher accuracy (~0.013%) and a significantly faster problem-solving time (~6,561x) than the best classical solver. Our results highlight the advantages of leveraging QA over classical counterparts, particularly in hybrid configurations, for achieving high accuracy and substantially reduced problem solving time in large-scale real-world optimization problems.
2025-04-08 Coupling approaches with non-matching grids for classical linear elasticity and bond-based peridynamic models in 1D Patrick Diehl, Emily Downing, Autumn Edwards et.al. 2504.06093
Abstract (click to expand)Local-nonlocal coupling approaches provide a means to combine the computational efficiency of local models and the accuracy of nonlocal models. To facilitate the coupling of the two models, non-matching grids are often desirable as nonlocal grids usually require a finer resolution than local grids. In that case, it is often convenient to resort to interpolation operators so that models can exchange information in the overlap regions when nodes from the two grids do not coincide. This paper studies three existing coupling approaches, namely 1) a method that enforces matching displacements in an overlap region, 2) a variant that enforces a constraint on the stresses instead, and 3) a method that considers a variable horizon in the vicinity of the interfaces. The effect of the interpolation order and of the grid ratio on the performance of the three coupling methods with non-matching grids is carefully studied on one-dimensional examples using polynomial manufactured solutions. The numerical results show that the degree of the interpolants should be chosen with care to avoid introducing additional modeling errors, or simply minimize these errors, in the coupling approach.
2025-04-08 MLPROP -- an open interactive web interface for thermophysical property prediction with machine learning Marco Hoffmann, Thomas Specht, Nicolas Hayer et.al. 2504.05970 6 pages, 2 figures
Abstract (click to expand)Machine learning (ML) enables the development of powerful methods for predicting thermophysical properties with unprecedented scope and accuracy. However, technical barriers like cumbersome implementation in established workflows hinder their application in practice. With MLPROP, we provide an interactive web interface for directly applying advanced ML methods to predict thermophysical properties without requiring ML expertise, thereby substantially increasing the accessibility of novel models. MLPROP currently includes models for predicting the vapor pressure of pure components (GRAPPA), activity coefficients and vapor-liquid equilibria in binary mixtures (UNIFAC 2.0, mod. UNIFAC 2.0, and HANNA), and a routine to fit NRTL parameters to the model predictions. MLPROP will be continuously updated and extended and is accessible free of charge via https://ml-prop.mv.rptu.de/. MLPROP removes the barrier to learning and experimenting with new ML-based methods for predicting thermophysical properties. The source code of all models is available as open source, which allows integration into existing workflows.
2025-04-08 Physics-aware generative models for turbulent fluid flows through energy-consistent stochastic interpolants Nikolaj T. Mücke, Benjamin Sanderse et.al. 2504.05852 link
Abstract (click to expand)Generative models have demonstrated remarkable success in domains such as text, image, and video synthesis. In this work, we explore the application of generative models to fluid dynamics, specifically for turbulence simulation, where classical numerical solvers are computationally expensive. We propose a novel stochastic generative model based on stochastic interpolants, which enables probabilistic forecasting while incorporating physical constraints such as energy stability and divergence-freeness. Unlike conventional stochastic generative models, which are often agnostic to underlying physical laws, our approach embeds energy consistency by making the parameters of the stochastic interpolant learnable coefficients. We evaluate our method on a benchmark turbulence problem - Kolmogorov flow - demonstrating superior accuracy and stability over state-of-the-art alternatives such as autoregressive conditional diffusion models (ACDMs) and PDE-Refiner. Furthermore, we achieve stable results for significantly longer roll-outs than standard stochastic interpolants. Our results highlight the potential of physics-aware generative models in accelerating and enhancing turbulence simulations while preserving fundamental conservation properties.
2025-04-07 Deep Reinforcement Learning Algorithms for Option Hedging Andrei Neagu, Frédéric Godin, Leila Kosseim et.al. 2504.05521 link
Abstract (click to expand)Dynamic hedging is a financial strategy that consists in periodically transacting one or multiple financial assets to offset the risk associated with a correlated liability. Deep Reinforcement Learning (DRL) algorithms have been used to find optimal solutions to dynamic hedging problems by framing them as sequential decision-making problems. However, most previous work assesses the performance of only one or two DRL algorithms, making an objective comparison across algorithms difficult. In this paper, we compare the performance of eight DRL algorithms in the context of dynamic hedging; Monte Carlo Policy Gradient (MCPG), Proximal Policy Optimization (PPO), along with four variants of Deep Q-Learning (DQL) and two variants of Deep Deterministic Policy Gradient (DDPG). Two of these variants represent a novel application to the task of dynamic hedging. In our experiments, we use the Black-Scholes delta hedge as a baseline and simulate the dataset using a GJR-GARCH(1,1) model. Results show that MCPG, followed by PPO, obtain the best performance in terms of the root semi-quadratic penalty. Moreover, MCPG is the only algorithm to outperform the Black-Scholes delta hedge baseline with the allotted computational budget, possibly due to the sparsity of rewards in our environment.
2025-04-07 GraphPINE: Graph Importance Propagation for Interpretable Drug Response Prediction Yoshitaka Inoue, Tianfan Fu, Augustin Luna et.al. 2504.05454
Abstract (click to expand)Explainability is necessary for many tasks in biomedical research. Recent explainability methods have focused on attention, gradient, and Shapley value. These do not handle data with strong associated prior knowledge and fail to constrain explainability results based on known relationships between predictive features. We propose GraphPINE, a graph neural network (GNN) architecture leveraging domain-specific prior knowledge to initialize node importance optimized during training for drug response prediction. Typically, a manual post-prediction step examines literature (i.e., prior knowledge) to understand returned predictive features. While node importance can be obtained for gradient and attention after prediction, node importance from these methods lacks complementary prior knowledge; GraphPINE seeks to overcome this limitation. GraphPINE differs from other GNN gating methods by utilizing an LSTM-like sequential format. We introduce an importance propagation layer that unifies 1) updates for feature matrix and node importance and 2) uses GNN-based graph propagation of feature values. This initialization and updating mechanism allows for informed feature learning and improved graph representation. We apply GraphPINE to cancer drug response prediction using drug screening and gene data collected for over 5,000 gene nodes included in a gene-gene graph with a drug-target interaction (DTI) graph for initial importance. The gene-gene graph and DTIs were obtained from curated sources and weighted by article count discussing relationships between drugs and genes. GraphPINE achieves a PR-AUC of 0.894 and ROC-AUC of 0.796 across 952 drugs. Code is available at https://anonymous.4open.science/r/GraphPINE-40DE.
2025-04-07 A hydro-geomechanical porous-media model to study effects of engineered carbonate precipitation in faults Yue Wang, Holger Class et.al. 2504.05171
Abstract (click to expand)Hydro-geomechanical models are required to predict or understand the impact of subsurface engineering applications as, for example, in gas storage in geological formations. This study puts a focus on engineered carbonate precipitation through biomineralization in a fault zone of a cap-rock to reduce gas leakage from a reservoir. Besides hydraulic properties like porosity and permeability, precipitated carbonates also change the mechanical properties of the rock. We present a conceptual modeling approach implemented into the open-source simulator Dumux and, after verification examples, at hand of a CO2-storage scenario, we discuss impacts of biomineralization on the stress distribution in the rock and potentially altered risks of fault reactivations and induced seismic events. The generic study shows the tendency towards increased stiffness due to precipitated carbonate, which may cause shear failure events to occur earlier than in an untreated setup, while the magnitude of the seismicity is smaller.
2025-04-07 Scaling Graph Neural Networks for Particle Track Reconstruction Alok Tripathy, Alina Lazar, Xiangyang Ju et.al. 2504.04670 link
Abstract (click to expand)Particle track reconstruction is an important problem in high-energy physics (HEP), necessary to study properties of subatomic particles. Traditional track reconstruction algorithms scale poorly with the number of particles within the accelerator. The Exa.TrkX project, to alleviate this computational burden, introduces a pipeline that reduces particle track reconstruction to edge classification on a graph, and uses graph neural networks (GNNs) to produce particle tracks. However, this GNN-based approach is memory-prohibitive and skips graphs that would exceed GPU memory. We introduce improvements to the Exa.TrkX pipeline to train on samples of input particle graphs, and show that these improvements generalize to higher precision and recall. In addition, we adapt performance optimizations, introduced for GNN training, to fit our augmented Exa.TrkX pipeline. These optimizations provide a \(2\times\) speedup over our baseline implementation in PyTorch Geometric.
2025-04-06 SECQUE: A Benchmark for Evaluating Real-World Financial Analysis Capabilities Noga Ben Yoash, Meni Brief, Oded Ovadia et.al. 2504.04596 Benchmark available at: https://huggingface.co/datasets/nogabenyoash/SecQue
Abstract (click to expand)We introduce SECQUE, a comprehensive benchmark for evaluating large language models (LLMs) in financial analysis tasks. SECQUE comprises 565 expert-written questions covering SEC filings analysis across four key categories: comparison analysis, ratio calculation, risk assessment, and financial insight generation. To assess model performance, we develop SECQUE-Judge, an evaluation mechanism leveraging multiple LLM-based judges, which demonstrates strong alignment with human evaluations. Additionally, we provide an extensive analysis of various models' performance on our benchmark. By making SECQUE publicly available, we aim to facilitate further research and advancements in financial AI.
2025-04-06 A model agnostic eXplainable AI based fuzzy framework for sensor constrained Aerospace maintenance applications Bharadwaj Dogga, Anoop Sathyan, Kelly Cohen et.al. 2504.04541
Abstract (click to expand)Machine Learning methods have extensively evolved to support industrial big data methods and their corresponding need in gas turbine maintenance and prognostics. However, most unsupervised methods need extensively labeled data to perform predictions across many dimensions. The cutting edge of small and medium applications do not necessarily maintain operational sensors and data acquisition with rising costs and diminishing profits. We propose a framework to make sensor maintenance priority decisions using a combination of SHAP, UMAP, Fuzzy C-means clustering. An aerospace jet engine dataset is used as a case study.
2025-04-06 Robust and scalable nonlinear solvers for finite element discretizations of biological transportation networks Jan Haskovec, Peter Markowich, Simone Portaro et.al. 2504.04447
Abstract (click to expand)We develop robust and scalable fully implicit nonlinear finite element solvers for the simulations of biological transportation networks driven by the gradient flow minimization of a non-convex energy cost functional. Our approach employs a discontinuous space for the conductivity tensor that allows us to guarantee the preservation of its positive semi-definiteness throughout the entire minimization procedure arising from the time integration of the gradient flow dynamics using a backward Euler scheme. Extensive tests in two and three dimensions demonstrate the robustness and performance of the solver, highlight the sensitivity of the emergent network structures to mesh resolution and topology, and validate the resilience of the linear preconditioner to the ill-conditioning of the model. The implementation achieves near-optimal parallel scaling on large-scale, high-performance computing platforms. To the best of our knowledge, the network formation system has never been simulated in three dimensions before. Consequently, our three-dimensional results are the first of their kind.
2025-04-06 From Coarse to Fine: A Physics-Informed Self-Guided Flow Diffusion Model Ruoyan Li, Zijie Huang, Yizhou Sun et.al. 2504.04375
Abstract (click to expand)Machine learning methods are widely explored as a promising way to reconstruct high-fidelity computational fluid dynamics (CFD) data from faster-to-compute low-fidelity input. Diffusion models have achieved great success as they can reconstruct high-fidelity data from low-fidelity inputs at arbitrary resolution without re-training. However, most existing approaches assume that low-fidelity data is generated artificially via downsampling high-fidelity data. In reality, low-fidelity data is produced by numerical solvers that use a coarser resolution from the start, leading to substantial differences compared to high-fidelity data, especially in the long-range. Solver-generated low-fidelity data usually sacrifices fine-grained details, such as small-scale vortices compared to high-fidelity ones. To bridge this gap, we propose \model, a novel diffusion model for reconstruction, where both low- and high-fidelity data are straight from numerical solvers. Our findings show that state-of-the-art models struggle to generate fine-scale details when faced with solver-generated low-fidelity inputs. To address this challenge, we propose an \textit{Importance Weight} strategy during training that serves as a form of self-guidance, along with a training-free \textit{Residual Correction} approach during inference that embeds physical insights into the model. Together, these techniques steer the diffusion model toward more accurate reconstructions. Experimental results on four 2D turbulent flow datasets demonstrate the efficacy of our proposed method.
2025-04-05 Dynamic Hedging Strategies in Derivatives Markets with LLM-Driven Sentiment and News Analytics Jie Yang, Yiqiu Tang, Yongjie Li et.al. 2504.04295 Accepted by IJCNN 2025
Abstract (click to expand)Dynamic hedging strategies are essential for effective risk management in derivatives markets, where volatility and market sentiment can greatly impact performance. This paper introduces a novel framework that leverages large language models (LLMs) for sentiment analysis and news analytics to inform hedging decisions. By analyzing textual data from diverse sources like news articles, social media, and financial reports, our approach captures critical sentiment indicators that reflect current market conditions. The framework allows for real-time adjustments to hedging strategies, adapting positions based on continuous sentiment signals. Backtesting results on historical derivatives data reveal that our dynamic hedging strategies achieve superior risk-adjusted returns compared to conventional static approaches. The incorporation of LLM-driven sentiment analysis into hedging practices presents a significant advancement in decision-making processes within derivatives trading. This research showcases how sentiment-informed dynamic hedging can enhance portfolio management and effectively mitigate associated risks.
2025-04-05 Cross-Asset Risk Management: Integrating LLMs for Real-Time Monitoring of Equity, Fixed Income, and Currency Markets Jie Yang, Yiqiu Tang, Yongjie Li et.al. 2504.04292 Accepted by IJCNN 2025
Abstract (click to expand)Large language models (LLMs) have emerged as powerful tools in the field of finance, particularly for risk management across different asset classes. In this work, we introduce a Cross-Asset Risk Management framework that utilizes LLMs to facilitate real-time monitoring of equity, fixed income, and currency markets. This innovative approach enables dynamic risk assessment by aggregating diverse data sources, ultimately enhancing decision-making processes. Our model effectively synthesizes and analyzes market signals to identify potential risks and opportunities while providing a holistic view of asset classes. By employing advanced analytics, we leverage LLMs to interpret financial texts, news articles, and market reports, ensuring that risks are contextualized within broader market narratives. Extensive backtesting and real-time simulations validate the framework, showing increased accuracy in predicting market shifts compared to conventional methods. The focus on real-time data integration enhances responsiveness, allowing financial institutions to manage risks adeptly under varying market conditions and promoting financial stability through the advanced application of LLMs in risk analysis.
2025-04-04 A Unit-Cell Shape Optimization Approach for Maximizing Heat Transfer in Periodic Fin Arrays at Constant Solid Temperature Maarten Blommaert, Arthur Vangeffelen, Mehmet Basaran et.al. 2504.03436 Submitted to Structural and Multidisciplinary Optimization
Abstract (click to expand)Periodic fin structures are often employed to enhance heat transfer in compact cooling solutions and heat exchangers. Adjoint-based optimization methods are able to further increase the heat transfer by optimizing the fin geometry. However, obtaining optimal geometries remains challenging in general because of the high computational cost of full array simulations. In this paper, a unit cell optimization approach is presented that starts from recently developed macro-scale models for isothermal solid structures. The models exploit the periodicity of the problem to reduce the computational cost of evaluating the array heat transfer to that of a single periodic unit cell. By combining these models with a geometrically-constrained free-shape optimization approach, optimal fin geometries are obtained for the periodic fin array that maintain a minimal fin distance. Moreover, using an augmented Lagrangian approach, also the average pressure gradient and barycenter of the fin can be fixed. On a fictitious use-case, heat transfer increases up to 104 \% are obtained. When also flow rate is constrained in addition to maintain a high effectiveness, only up to 8 \% heat transfer increase is observed. Finally, the errors of the unit-cell optimization approach are investigated, indicating that with a good choice of cost functional formulation, errors of the approach as low as 1-2 \% can be obtained for the periodically developed part of the array. Finally, the entrance effect to the heat transfer is found to be non-negligible with a contribution of 10-15 \% for the considered fin array. This advocates for further research to extend the unit-cell models towards improved modeling of entrance effects.
2025-04-04 Optimal Sizing and Material Choice for Additively Manufactured Compact Plate Heat Exchangers Mehmet Basaran, Frederik Rogiers, Martine Baelmans et.al. 2504.03372
Abstract (click to expand)With advancements in additive manufacturing (AM) capabilities, new opportunities arise to design compact heat exchangers (cHEXs) that leverage AM's degrees of freedom (DOFs) to enhance energy and material efficiency. However, excessive size reduction in counterflow cHEXs can compromise effectiveness due to axial heat conduction through the solid material, influenced by thermal conductivity and wall thickness. This study investigates how AM material selection and thin-wall production limitations might constrain the core size of counterflow plate heat exchangers when targeting maximum power density. An optimization framework evaluates power densities for six materials: plastic, austenitic steel, Al2O3, AlN, aluminum, and copper. Evaluations are conducted under constant effectiveness and pressure drop while accounting for AM-specific plate thickness limits and a lower bound on plate spacing to address fouling. Across all scenarios, copper cHEXs exhibit the lowest power density, despite high thermal conductivity. Without constraints on plate thickness and spacing, the optimal plastic cHEX achieves a power density 1800x greater than the steel baseline, while copper decreases by a factor of 0.98. With equal plate thickness of 0.5 mm for all materials, plastic retains the highest power density, 12.2x more than copper. Introducing a fouling constraint of 0.8 mm plate spacing shifts the optimal material to austenitic steel. When material-specific plate thicknesses are considered, the plastic cHEX achieves the highest power density, five times greater than copper, due to superior thin-wall resolution. This study highlights the impact of AM constraints on the energy and material efficiency of cHEXs, and shows that low-conductivity materials like plastic or austenitic steel can outperform high-conductivity materials like copper in compact designs.
2025-04-03 Adaptive Finite State Projection with Quantile-Based Pruning for Solving the Chemical Master Equation Aditya Dendukuri, Linda Petzold et.al. 2504.03070
Abstract (click to expand)We present an adaptive Finite State Projection (FSP) method for efficiently solving the Chemical Master Equation (CME) with rigorous error control. Our approach integrates time-stepping with dynamic state-space truncation, balancing accuracy and computational cost. Krylov subspace methods approximate the matrix exponential, while quantile-based pruning controls state-space growth by removing low-probability states. Theoretical error bounds ensure that the truncation error remains bounded by the pruned mass at each step, which is user-controlled, and does not propagate forward in time. Numerical experiments on biochemical systems, including the Lotka-Volterra and Michaelis-Menten and bi-stable toggle switch models.
2025-04-03 Atrial constitutive neural networks Mathias Peirlinck, Kevin Linka, Ellen Kuhl et.al. 2504.02748
Abstract (click to expand)This work presents a novel approach for characterizing the mechanical behavior of atrial tissue using constitutive neural networks. Based on experimental biaxial tensile test data of healthy human atria, we automatically discover the most appropriate constitutive material model, thereby overcoming the limitations of traditional, pre-defined models. This approach offers a new perspective on modeling atrial mechanics and is a significant step towards improved simulation and prediction of cardiac health.
2025-04-03 Grammar-based Ordinary Differential Equation Discovery Karin L. Yu, Eleni Chatzi, Georgios Kissas et.al. 2504.02630
Abstract (click to expand)The understanding and modeling of complex physical phenomena through dynamical systems has historically driven scientific progress, as it provides the tools for predicting the behavior of different systems under diverse conditions through time. The discovery of dynamical systems has been indispensable in engineering, as it allows for the analysis and prediction of complex behaviors for computational modeling, diagnostics, prognostics, and control of engineered systems. Joining recent efforts that harness the power of symbolic regression in this domain, we propose a novel framework for the end-to-end discovery of ordinary differential equations (ODEs), termed Grammar-based ODE Discovery Engine (GODE). The proposed methodology combines formal grammars with dimensionality reduction and stochastic search for efficiently navigating high-dimensional combinatorial spaces. Grammars allow us to seed domain knowledge and structure for both constraining, as well as, exploring the space of candidate expressions. GODE proves to be more sample- and parameter-efficient than state-of-the-art transformer-based models and to discover more accurate and parsimonious ODE expressions than both genetic programming- and other grammar-based methods for more complex inference tasks, such as the discovery of structural dynamics. Thus, we introduce a tool that could play a catalytic role in dynamics discovery tasks, including modeling, system identification, and monitoring tasks.
2025-04-03 A Multi-Level Sentiment Analysis Framework for Financial Texts Yiwei Liu, Junbo Wang, Lei Long et.al. 2504.02429 link 14pages, 11 figures, 8 tables
Abstract (click to expand)Existing financial sentiment analysis methods often fail to capture the multi-faceted nature of risk in bond markets due to their single-level approach and neglect of temporal dynamics. We propose Multi-Level Sentiment Analysis based on pre-trained language models (PLMs) and large language models (LLMs), a novel framework that systematically integrates firm-specific micro-level sentiment, industry-specific meso-level sentiment, and duration-aware smoothing to model the latency and persistence of textual impact. Applying our framework to the comprehensive Chinese bond market corpus constructed by us (2013-2023, 1.39M texts), we extracted a daily composite sentiment index. Empirical results show statistically measurable improvements in credit spread forecasting when incorporating sentiment (3.25% MAE and 10.96% MAPE reduction), with sentiment shifts closely correlating with major social risk events and firm-specific crises. This framework provides a more nuanced understanding of sentiment across different market levels while accounting for the temporal evolution of sentiment effects.
2025-04-03 Solving adhesive rough contact problems with Atomic Force Microscope data Maria Rosaria Marulli, Jacopo Bonari, Pasqualantonio Pingue et.al. 2504.02307
Abstract (click to expand)This study presents an advanced numerical framework that integrates experimentally acquired Atomic Force Microscope (AFM) data into high-fidelity simulations for adhesive rough contact problems, bridging the gap between experimental physics and computational mechanics. The proposed approach extends the eMbedded Profile for Joint Roughness (MPJR) interface finite element method to incorporate both surface topography and spatially varying adhesion properties, imported directly from AFM measurements. The adhesion behavior is modeled using a modified Lennard-Jones potential, which is locally parameterized based on the AFM-extracted adhesion peak force and energy dissipation data. The effectiveness of this method is demonstrated through 2D and 3D finite element simulations of a heterogeneous PS-LDPE (polystyrene matrix with low-density polyethylene inclusions) sample, where the bulk elastic properties are also experimentally characterized via AFM. The results highlight the significance of accounting for both surface adhesion variability and material bulk heterogeneity in accurately predicting contact responses.
2025-04-03 Parallel Market Environments for FinRL Contests Keyi Wang, Kairong Xiao, Xiao-Yang Liu Yanglet et.al. 2504.02281
Abstract (click to expand)Reinforcement learning has shown great potential in finance. We have organized the FinRL Contests 2023-2025 featuring different financial tasks. Large language models have a strong capability to process financial texts. Integrating LLM-generated signals into FinRL is a new task, enabling agents to use both structured market data and unstructured financial text. To address the sampling bottleneck during training, we introduce GPU-based parallel market environments to improve sampling speed. In this paper, we summarize the parallel market environments used in FinRL Contests 2023-2025. Two new environments incorporate LLM-generated signals and support massively parallel simulation. Contestants utilize these environments to train agents for stock and cryptocurrency trading tasks.
2025-04-04 Stock Price Prediction Using Triple Barrier Labeling and Raw OHLCV Data: Evidence from Korean Markets Sungwoo Kang et.al. 2504.02249 7 pages, 2 figures
Abstract (click to expand)This paper demonstrates that deep learning models trained on raw OHLCV (open-high-low-close-volume) data can achieve comparable performance to traditional machine learning (ML) models using technical indicators for stock price prediction in Korean markets. While previous studies have emphasized the importance of technical indicators and feature engineering, we show that a simple LSTM network trained on raw OHLCV data alone can match the performance of sophisticated ML models that incorporate technical indicators. Using a dataset of Korean stocks from 2006 to 2024, we optimize the triple barrier labeling parameters to achieve balanced label proportions with a 29-day window and 9\% barriers. Our experiments reveal that LSTM networks achieve similar performance to traditional machine learning models like XGBoost, despite using only raw OHLCV data without any technical indicators. Furthermore, we identify that the optimal window size varies with model hidden size, with a configuration of window size 100 and hidden size 8 yielding the best performance. Additionally, our results confirm that using full OHLCV data provides better predictive accuracy compared to using only close price or close price with volume. These findings challenge conventional approaches to feature engineering in financial forecasting and suggest that simpler approaches focusing on raw data and appropriate model selection may be more effective than complex feature engineering strategies.
2025-04-04 A User-Tunable Machine Learning Framework for Step-Wise Synthesis Planning Shivesh Prakash, Hans-Arno Jacobsen, Viki Kumar Prasad et.al. 2504.02191 link
Abstract (click to expand)We introduce MHNpath, a machine learning-driven retrosynthetic tool designed for computer-aided synthesis planning. Leveraging modern Hopfield networks and novel comparative metrics, MHNpath efficiently prioritizes reaction templates, improving the scalability and accuracy of retrosynthetic predictions. The tool incorporates a tunable scoring system that allows users to prioritize pathways based on cost, reaction temperature, and toxicity, thereby facilitating the design of greener and cost-effective reaction routes. We demonstrate its effectiveness through case studies involving complex molecules from ChemByDesign, showcasing its ability to predict novel synthetic and enzymatic pathways. Furthermore, we benchmark MHNpath against existing frameworks, replicating experimentally validated "gold-standard" pathways from PaRoutes. Our case studies reveal that the tool can generate shorter, cheaper, moderate-temperature routes employing green solvents, as exemplified by compounds such as dronabinol, arformoterol, and lupinine.
2025-04-02 A Quality Diversity Approach to Evolving Model Rockets Jacob Schrum, Cody Crosby et.al. 2504.02177 link In Genetic and Evolutionary Computation Conference (GECCO '25), July 14-18, 2025, Malaga, Spain. ACM, New York, NY, USA, 9 pages. https://doi.org/10.1145/3712256.3726338
Abstract (click to expand)Model rocketry presents a design task accessible to undergraduates while remaining an interesting challenge. Allowing for variation in fins, nose cones, and body tubes presents a rich design space containing numerous ways to achieve various altitudes. Therefore, when exploring possible designs computationally, it makes sense to apply a method that produces various possibilities for decision-makers to choose from: Quality Diversity (QD). The QD methods MAP-Elites, CMA-ME, and CMA-MAE are applied to model rocket design using the open-source OpenRocket software to characterize the behavior and determine the fitness of evolved designs. Selected rockets were manufactured and launched to evaluate them in the real world. Simulation results demonstrate that CMA-ME produces the widest variety of rocket designs, which is surprising given that CMA-MAE is a more recent method designed to overcome shortcomings with CMA-ME. Real-world testing demonstrates that a wide range of standard and unconventional designs are viable, though issues with the jump from simulation to reality cause some rockets to perform unexpectedly. This paper provides a case study on applying QD to a task accessible to a broader audience than industrial engineering tasks and uncovers unexpected results about the relative performance of different QD algorithms.
2025-04-02 Responsible Innovation: A Strategic Framework for Financial LLM Integration Ahmadreza Tavasoli, Maedeh Sharbaf, Seyed Mohamad Madani et.al. 2504.02165 27 pages, 3 figures
Abstract (click to expand)Financial institutions of all sizes are increasingly adopting Large Language Models (LLMs) to enhance credit assessments, deliver personalized client advisory services, and automate various language-intensive processes. However, effectively deploying LLMs requires careful management of stringent data governance requirements, heightened demands for interpretability, ethical responsibilities, and rapidly evolving regulatory landscapes. To address these challenges, we introduce a structured six-decision framework specifically designed for the financial sector, guiding organizations systematically from initial feasibility assessments to final deployment strategies. The framework encourages institutions to: (1) evaluate whether an advanced LLM is necessary at all, (2) formalize robust data governance and privacy safeguards, (3) establish targeted risk management mechanisms, (4) integrate ethical considerations early in the development process, (5) justify the initiative's return on investment (ROI) and strategic value, and only then (6) choose the optimal implementation pathway -- open-source versus proprietary, or in-house versus vendor-supported -- aligned with regulatory requirements and operational realities. By linking strategic considerations with practical steps such as pilot testing, maintaining comprehensive audit trails, and conducting ongoing compliance evaluations, this decision framework offers a structured roadmap for responsibly leveraging LLMs. Rather than acting as a rigid, one-size-fits-all solution, it shows how advanced language models can be thoughtfully integrated into existing workflows -- balancing innovation with accountability to uphold stakeholder trust and regulatory integrity.
2025-04-02 Vectorised Parallel in Time methods for low-order discretizations with application to Porous Media problems Christian Engwer, Alexander Schell, Nils-Arne Dreier et.al. 2504.02117
Abstract (click to expand)High order methods have shown great potential to overcome performance issues of simulations of partial differential equations (PDEs) on modern hardware, still many users stick to low-order, matrixbased simulations, in particular in porous media applications. Heterogeneous coefficients and low regularity of the solution are reasons not to employ high order discretizations. We present a new approach for the simulation of instationary PDEs that allows to partially mitigate the performance problems. By reformulating the original problem we derive a parallel in time time integrator that increases the arithmetic intensity and introduces additional structure into the problem. By this it helps accelerate matrix-based simulations on modern hardware architectures. Based on a system for multiple time steps we will formulate a matrix equation that can be solved using vectorised solvers like Block Krylov methods. The structure of this approach makes it applicable for a wide range of linear and nonlinear problems. In our numerical experiments we present some first results for three different PDEs, a linear convection-diffusion equation, a nonlinear diffusion-reaction equation and a realistic example based on the Richards' equation.
2025-04-02 Focal Mechanism Uncertainty Quantification In Ground Motion Simulations Of Le Teil Earthquake Valeria Soto, Fernando Lopez-Caballero et.al. 2504.01868
Abstract (click to expand)Ensuring the seismic safety of nuclear power plants (NPPs) is essential, especially for facilities that rely on base isolation to reduce earthquake impacts. For understanding the seismic response, accurate models are key to predict the ground motions, which are generally sensitive to various factors, including earthquake source parameters like the focal mechanism, i.e., strike, dip, and rake angles. This study examines how uncertainties in these parameters affect ground motion predictions. The analysis is based on the SMATCH benchmark, which provides a standardized approach for evaluating the seismic response of the Cruas-Meysse NPP in France during the Mw 4.9 Le-Teil earthquake of 2019. A set of 27 3D high-fidelity numerical simulations was performed using a spectral-element method, each incorporating different focal mechanism variations. These simulations provide an effective approach for investigating the factors behind the exceptional ground motion observed during this event. To quantify uncertainty, the simulated ground motions were compared to recorded data using two well-established goodness-of-fit criteria: one assessing time-frequency domain characteristics and another focusing on the characterization of the ground motion signals by intensity measures. Results highlight the significant influence of focal mechanism variability on ground motion predictions, especially on the rake angle, which showed the strongest correlation with wave and intensity measures.
2025-04-02 Design and Experimental Validation of an Urban Microclimate Tool Integrating Indoor-Outdoor Detailed Longwave Radiative Fluxes at District Scale Marie-Hélène Azam, Julien Berger, Edouard Walther et.al. 2504.01736
Abstract (click to expand)Numerical simulation is a powerful tool for assessing the causes of an Urban Heat Island (UHI) effect or quantifying the impact of mitigation solutions on outdoor and indoor thermal comfort. For that purpose, several models have been developed at the district scale. At this scale, the outside surface energy budget is detailed, however building models are very simplified and considered as a boundary condition of the district scale model. This shortcoming inhibits the opportunity to investigate the effect of urban microclimate on the inside building conditions. The aim of this work is to improve the representation of the physical phenomena involved in the building models of a district model. For that purpose, the model integrates inside and outside fully detailed long-wave radiative flux. The numerical model is based on finite differences to solve conduction through all the surfaces and the radiosity method to solve long-wave radiative heat fluxes inside and outside. Calculated temperatures and heat fluxes are evaluated with respect to \textit{in situ} measurements from an experimental demonstrator over 14 sensors and a 24-day period. Results are also compared to state-of-the-art models simulation tool show improvement of the RMSE of \(0.9 \ \mathsf{^{\,\circ}C}\) to \(2.1 \ \mathsf{^{\,\circ}C}\) on the surface temperature modeled.
2025-04-02 Anomaly Detection for Hybrid Butterfly Subspecies via Probability Filtering Bo-Kai Ruan, Yi-Zeng Fang, Hong-Han Shuai et.al. 2504.01671 link AAAI'25 Workshop in Anomaly Detection in Scientific Domains
Abstract (click to expand)Detecting butterfly hybrids requires knowledge of the parent subspecies, and the process can be tedious when encountering a new subspecies. This study focuses on a specific scenario where a model trained to recognize hybrid species A can generalize to species B when B biologically mimics A. Since species A and B share similar patterns, we leverage BioCLIP as our feature extractor to capture features based on their taxonomy. Consequently, the algorithm designed for species A can be transferred to B, as their hybrid and non-hybrid patterns exhibit similar relationships. To determine whether a butterfly is a hybrid, we adopt proposed probability filtering and color jittering to augment and simulate the mimicry. With these approaches, we achieve second place in the official development phase. Our code is publicly available at https://github.com/Justin900429/NSF-HDR-Challenge.
2025-04-02 A computational framework for evaluating tire-asphalt hysteretic friction including pavement roughness Ivana Ban, Jacopo Bonari, Marco Paggi et.al. 2504.01511
Abstract (click to expand)Pavement surface textures obtained by a photogrammetry-based method for data acquisition and analysis are employed to investigate if related roughness descriptors are comparable to the frictional performance evaluated by finite element analysis. Pavement surface profiles are obtained from 3D digital surface models created with Close-Range Orthogonal Photogrammetry. To characterize the roughness features of analyzed profiles, selected texture parameters were calculated from the profile's geometry. The parameters values were compared to the frictional performance obtained by numerical simulations. Contact simulations are performed according to a dedicated finite element scheme where surface roughness is directly embedded into a special class of interface finite elements. Simulations were performed for different case scenarios and the obtained results showed a notable trend between roughness descriptors and friction performance, indicating a promising potential for this numerical method to be consistently employed to predict the frictional properties of actual pavement surface profiles.
2025-04-02 Multi-convex Programming for Discrete Latent Factor Models Prototyping Hao Zhu, Shengchao Yan, Jasper Hoffmann et.al. 2504.01431 link
Abstract (click to expand)Discrete latent factor models (DLFMs) are widely used in various domains such as machine learning, economics, neuroscience, psychology, etc. Currently, fitting a DLFM to some dataset relies on a customized solver for individual models, which requires lots of effort to implement and is limited to the targeted specific instance of DLFMs. In this paper, we propose a generic framework based on CVXPY, which allows users to specify and solve the fitting problem of a wide range of DLFMs, including both regression and classification models, within a very short script. Our framework is flexible and inherently supports the integration of regularization terms and constraints on the DLFM parameters and latent factors, such that the users can easily prototype the DLFM structure according to their dataset and application scenario. We introduce our open-source Python implementation and illustrate the framework in several examples.
2025-04-02 Accelerating Blockchain Scalability: New Models for Parallel Transaction Execution in the EVM Souradeep Das, Konpat Preechakul, Jonas Bäumer et.al. 2504.01370
Abstract (click to expand)As the number of decentralized applications and users on Ethereum grows, the ability of the blockchain to efficiently handle a growing number of transactions becomes increasingly strained. Ethereums current execution model relies heavily on sequential processing, meaning that operations are processed one after the other, which creates significant bottlenecks to future scalability demands. While scalability solutions for Ethereum exist, they inherit the limitations of the EVM, restricting the extent to which they can scale. This paper proposes a novel solution to enable maximally parallelizable executions within Ethereum, built out of three self-sufficient approaches. These approaches include strategies in which Ethereum transaction state accesses could be strategically and efficiently predetermined, and further propose how the incorporation of gas based incentivization mechanisms could enforce a maximally parallelizable network.
2025-04-01 A batch production scheduling problem in a reconfigurable hybrid manufacturing-remanufacturing system Behdin Vahedi-Nouria, Mohammad Rohaninejad, Zdeněk Hanzálek et.al. 2504.00605
Abstract (click to expand)In recent years, remanufacturing of End-of-Life (EOL) products has been adopted by manufacturing sectors as a competent practice to enhance their sustainability, resiliency, and market share. Due to the mass customization of products and high volatility of market, processing of new products and remanufacturing of EOLs in a same shared facility, namely Hybrid Manufacturing-Remanufacturing System (HMRS), is a mean to keep such production efficient. Accordingly, customized production capabilities are required to increase flexibility, which can be suitably provided under the Reconfigurable Manufacturing System (RMS) paradigm. Despite the advantages of utilizing RMS technologies in HMRSs, production management of such systems suffers excessive complexity. Hence, this study concentrates on the production scheduling of an HMRS consisting of non-identical parallel reconfigurable machines where the orders can be grouped into batches. In this regard, Mixed-Integer Linear Programming (MILP) and Constraint Programming (CP) models are devised to formulate the problem. Furthermore, an efficient solution method is developed based on a Logic-based Benders Decomposition (LBBD) approach. The warm start technique is also implemented by providing a decent initial solution to the MILP model. Computational experiments attest to the LBBD method's superiority over the MILP, CP, and warm started MILP models by obtaining an average gap of about 2%, besides it provides valuable managerial insights.
2025-04-01 Towards Calibrating Financial Market Simulators with High-frequency Data Peng Yang, Junji Ren, Feng Wang et.al. 2504.00538
Abstract (click to expand)The fidelity of financial market simulation is restricted by the so-called "non-identifiability" difficulty when calibrating high-frequency data. This paper first analyzes the inherent loss of data information in this difficulty, and proposes to use the Kolmogorov-Smirnov test (K-S) as the objective function for high-frequency calibration. Empirical studies verify that K-S has better identifiability of calibrating high-frequency data, while also leads to a much harder multi-modal landscape in the calibration space. To this end, we propose the adaptive stochastic ranking based negatively correlated search algorithm for improving the balance between exploration and exploitation. Experimental results on both simulated data and real market data demonstrate that the proposed method can obtain up to 36.0% improvement in high-frequency data calibration problems over the compared methods.
2025-04-01 Carbon and Reliability-Aware Computing for Heterogeneous Data Centers Yichao Zhang, Yubo Song, Subham Sahoo et.al. 2504.00518 The manuscript has been submitted for review to IEEE Transactions on Smart Grid
Abstract (click to expand)The rapid expansion of data centers (DCs) has intensified energy and carbon footprint, incurring a massive environmental computing cost. While carbon-aware workload migration strategies have been examined, existing approaches often overlook reliability metrics such as server lifetime degradation, and quality-of-service (QoS) that substantially affects both carbon and operational efficiency of DCs. Hence, this paper proposes a comprehensive optimization framework for spatio-temporal workload migration across distributed DCs that jointly minimizes operational and embodied carbon emissions while complying with service-level agreements (SLA). A key contribution is the development of an embodied carbon emission model based on servers' expected lifetime analysis, which explicitly considers server heterogeneity resulting from aging and utilization conditions. These issues are accommodated using new server dispatch strategies, and backup resource allocation model, accounting hardware, software and workload-induced failure. The overall model is formulated as a mixed-integer optimization problem with multiple linearization techniques to ensure computational tractability. Numerical case studies demonstrate that the proposed method reduces total carbon emissions by up to 21%, offering a pragmatic approach to sustainable DC operations.
2025-04-01 Aggregate Flexibility of Thermostatically Controlled Loads using Generalized Polymatroids Karan Mukhi, Alessandro Abate et.al. 2504.00484
Abstract (click to expand)Leveraging populations of thermostatically controlled loads could provide vast storage capacity to the grid. To realize this potential, their flexibility must be accurately aggregated and represented to the system operator as a single, controllable virtual device. Mathematically this is computed by calculating the Minkowski sum of the individual flexibility of each of the devices. Previous work showed how to exactly characterize the flexibility of lossless storage devices as generalized polymatroids-a family of polytope that enable an efficient computation of the Minkowski sum. In this paper we build on these results to encompass devices with dissipative storage dynamics. In doing so we are able to provide tractable methods of accurately characterizing the flexibility in populations consisting of a variety of heterogeneous devices. Numerical results demonstrate that the proposed characterizations are tight.
2025-04-01 Anisotropic mesh spacing prediction using neural networks Callum Lock, Oubay Hassan, Ruben Sevilla et.al. 2504.00456 30 pages, 16 figures
Abstract (click to expand)This work presents a framework to predict near-optimal anisotropic spacing functions suitable to perform simulations with unseen operating conditions or geometric configurations. The strategy consists of utilising the vast amount of high fidelity data available in industry to compute a target anisotropic spacing and train an artificial neural network to predict the spacing for unseen scenarios. The trained neural network outputs the metric tensor at the nodes of a coarse background mesh that is then used to generate meshes for unseen cases. Examples are used to demonstrate the effect of the network hyperparameters and the training dataset on the accuracy of the predictions. The potential is demonstrated for examples involving up to 11 geometric parameters on CFD simulations involving a full aircraft configuration.
2025-04-01 Transfer Learning in Financial Time Series with Gramian Angular Field Hou-Wan Long, On-In Ho, Qi-Qiao He et.al. 2504.00378
Abstract (click to expand)In financial analysis, time series modeling is often hampered by data scarcity, limiting neural network models' ability to generalize. Transfer learning mitigates this by leveraging data from similar domains, but selecting appropriate source domains is crucial to avoid negative transfer. This study enhances source domain selection in transfer learning by introducing Gramian Angular Field (GAF) transformations to improve time series similarity functions. We evaluate a comprehensive range of baseline similarity functions, including both basic and state-of-the-art (SOTA) functions, and perform extensive experiments with Deep Neural Networks (DNN) and Long Short-Term Memory (LSTM) networks. The results demonstrate that GAF-based similarity functions significantly reduce prediction errors. Notably, Coral (GAF) for DNN and CMD (GAF) for LSTM consistently deliver superior performance, highlighting their effectiveness in complex financial environments.
2025-03-31 Graph Neural Network-Based Predictive Modeling for Robotic Plaster Printing Diego Machain Rivera, Selen Ercan Jenny, Ping Hsun Tsai et.al. 2503.24130
Abstract (click to expand)This work proposes a Graph Neural Network (GNN) modeling approach to predict the resulting surface from a particle based fabrication process. The latter consists of spray-based printing of cementitious plaster on a wall and is facilitated with the use of a robotic arm. The predictions are computed using the robotic arm trajectory features, such as position, velocity and direction, as well as the printing process parameters. The proposed approach, based on a particle representation of the wall domain and the end effector, allows for the adoption of a graph-based solution. The GNN model consists of an encoder-processor-decoder architecture and is trained using data from laboratory tests, while the hyperparameters are optimized by means of a Bayesian scheme. The aim of this model is to act as a simulator of the printing process, and ultimately used for the generation of the robotic arm trajectory and the optimization of the printing parameters, towards the materialization of an autonomous plastering process. The performance of the proposed model is assessed in terms of the prediction error against unseen ground truth data, which shows its generality in varied scenarios, as well as in comparison with the performance of an existing benchmark model. The results demonstrate a significant improvement over the benchmark model, with notably better performance and enhanced error scaling across prediction steps.
2025-03-31 Organizations, teams, and job mobility: A social microdynamics approach Bryan Adams, Valentín Vergara Hidd, Daniel Stimpson et.al. 2503.24117
Abstract (click to expand)The internal structures of large organizations determine much of what occurs inside including the way in which tasks are performed, the workers that perform them, and the mobility of those workers within the organization. However, regarding this latter process, most of the theoretical and modeling approaches used to understand organizational worker mobility are highly stylized, using idealizations such as structureless organizations, indistinguishable workers, and a lack of social bonding of the workers. In this article, aided by a decade of precise, temporally resolved data of a large US government organization, we introduce a new model to describe organizations as composites of teams within which individuals perform specific tasks and where social connections develop. By tracking the personnel composition of organizational teams, we find that workers that change jobs are highly influenced by preferring to reunite with past co-workers. In this organization, 34\% of all moves lead to worker reunions, a percentage well-above expectation. We find that the greater the time workers spend together or the smaller the team they share both increase their likelihood to reunite, supporting the notion of increased familiarity and trust behind such reunions and the dominant role of social capital in the evolution of large organizations.
2025-03-31 Estimation of thermal properties and boundary heat transfer coefficient of the ground with a Bayesian technique Zhanat Karashbayeva, Julien Berger, Helcio R. B. Orlande et.al. 2503.24072
Abstract (click to expand)Urbanization is the key contributor for climate change. Increasing urbanization rate causes an urban heat island (UHI) effect, which strongly depends on the short- and long-wave radiation balance heat flux between the surfaces. In order to calculate accurately this heat flux, it is required to assess the surface temperature which depends on the knowledge of the thermal properties and the surface heat transfer coefficients in the heat transfer problem. The aim of this paper is to estimate the thermal properties of the ground and the time varying surface heat transfer coefficient by solving an inverse problem. The Dufort--Frankel scheme is applied for solving the unsteady heat transfer problem. For the inverse problem, a Markov chain Monte Carlo method is used to estimate the posterior probability density function of unknown parameters within the Bayesian framework of statistics, by applying the Metropolis-Hastings algorithm for random sample generation. Actual temperature measurements available at different ground depths were used for the solution of the inverse problem. Different time discretizations were examined for the transient heat transfer coefficient at the ground surface, which then involved different prior distributions. Results of different case studies show that the estimated values of the unknown parameters were in accordance with literature values. Moreover, with the present solution of the inverse problem the temperature residuals were smaller than those obtained by using literature values for the unknowns.
2025-03-31 Evaluating Variational Quantum Eigensolver and Quantum Dynamics Algorithms on the Advection-Diffusion Equation A. Barış Özgüler et.al. 2503.24045 7 pages, 2 figures
Abstract (click to expand)We investigate the potential of near-term quantum algorithms for solving partial differential equations (PDEs), focusing on a linear one-dimensional advection-diffusion equation as a test case. This study benchmarks a ground-state algorithm, Variational Quantum Eigensolver (VQE), against three leading quantum dynamics algorithms, Trotterization, Variational Quantum Imaginary Time Evolution (VarQTE), and Adaptive Variational Quantum Dynamics Simulation (AVQDS), applied to the same PDE on small quantum hardware. While Trotterization is fully quantum, VarQTE and AVQDS are variational algorithms that reduce circuit depth for noisy intermediate-scale quantum (NISQ) devices. However, hardware results from these dynamics methods show sizable errors due to noise and limited shot statistics. To establish a noise-free performance baseline, we implement the VQE-based solver on a noiseless statevector simulator. Our results show VQE can reach final-time infidelities as low as \({O}(10^{-9})\) with \(N=4\) qubits and moderate circuit depths, outperforming hardware-deployed dynamics methods that show infidelities \(\gtrsim 10^{-2}\) . By comparing noiseless VQE to shot-based and hardware-run algorithms, we assess their accuracy and resource demands, providing a baseline for future quantum PDE solvers. We conclude with a discussion of limitations and potential extensions to higher-dimensional, nonlinear PDEs relevant to engineering and finance.
2025-03-30 Exact Characterization of Aggregate Flexibility via Generalized Polymatroids Karan Mukhi, Georg Loho, Alessandro Abate et.al. 2503.23458
Abstract (click to expand)There is growing interest in utilizing the flexibility in populations of distributed energy resources (DER) to mitigate the intermittency and uncertainty of renewable generation and provide additional grid services. To enable this, aggregators must effectively represent the flexibility in the populations they control to the market or system operator. A key challenge is accurately computing the aggregate flexibility of a population, which can be formally expressed as the Minkowski sum of a collection of polytopes - a problem that is generally computationally intractable. However, the flexibility polytopes of many DERs exhibit structural symmetries that can be exploited for computational efficiency. To this end, we introduce generalized polymatroids - a family of polytope - into the flexibility aggregation literature. We demonstrate that individual flexibility sets belong to this family, enabling efficient computation of their Minkowski sum. For homogeneous populations of DERs we further derive simplifications that yield more succinct representations of aggregate flexibility. Additionally, we develop an efficient optimization framework over these sets and propose a vertex-based disaggregation method, to allocate aggregate flexibility among individual DERs. Finally, we validate the optimality and computational efficiency of our approach through comparisons with existing methods.
2025-03-30 AI Agents in Engineering Design: A Multi-Agent Framework for Aesthetic and Aerodynamic Car Design Mohamed Elrefaie, Janet Qian, Raina Wu et.al. 2503.23315
Abstract (click to expand)We introduce the concept of "Design Agents" for engineering applications, particularly focusing on the automotive design process, while emphasizing that our approach can be readily extended to other engineering and design domains. Our framework integrates AI-driven design agents into the traditional engineering workflow, demonstrating how these specialized computational agents interact seamlessly with engineers and designers to augment creativity, enhance efficiency, and significantly accelerate the overall design cycle. By automating and streamlining tasks traditionally performed manually, such as conceptual sketching, styling enhancements, 3D shape retrieval and generative modeling, computational fluid dynamics (CFD) meshing, and aerodynamic simulations, our approach reduces certain aspects of the conventional workflow from weeks and days down to minutes. These agents leverage state-of-the-art vision-language models (VLMs), large language models (LLMs), and geometric deep learning techniques, providing rapid iteration and comprehensive design exploration capabilities. We ground our methodology in industry-standard benchmarks, encompassing a wide variety of conventional automotive designs, and utilize high-fidelity aerodynamic simulations to ensure practical and applicable outcomes. Furthermore, we present design agents that can swiftly and accurately predict simulation outcomes, empowering engineers and designers to engage in more informed design optimization and exploration. This research underscores the transformative potential of integrating advanced generative AI techniques into complex engineering tasks, paving the way for broader adoption and innovation across multiple engineering disciplines.
2025-03-29 Ethereum Price Prediction Employing Large Language Models for Short-term and Few-shot Forecasting Eftychia Makri, Georgios Palaiokrassas, Sarah Bouraga et.al. 2503.23190
Abstract (click to expand)Cryptocurrencies have transformed financial markets with their innovative blockchain technology and volatile price movements, presenting both challenges and opportunities for predictive analytics. Ethereum, being one of the leading cryptocurrencies, has experienced significant market fluctuations, making its price prediction an attractive yet complex problem. This paper presents a comprehensive study on the effectiveness of Large Language Models (LLMs) in predicting Ethereum prices for short-term and few-shot forecasting scenarios. The main challenge in training models for time series analysis is the lack of data. We address this by leveraging a novel approach that adapts existing pre-trained LLMs on natural language or images from billions of tokens to the unique characteristics of Ethereum price time series data. Through thorough experimentation and comparison with traditional and contemporary models, our results demonstrate that selectively freezing certain layers of pre-trained LLMs achieves state-of-the-art performance in this domain. This approach consistently surpasses benchmarks across multiple metrics, including Mean Squared Error (MSE), Mean Absolute Error (MAE), and Root Mean Squared Error (RMSE), demonstrating its effectiveness and robustness. Our research not only contributes to the existing body of knowledge on LLMs but also provides practical insights in the cryptocurrency prediction domain. The adaptability of pre-trained LLMs to handle the nature of Ethereum prices suggests a promising direction for future research, potentially including the integration of sentiment analysis to further refine forecasting accuracy.
2025-04-01 HRET: A Self-Evolving LLM Evaluation Toolkit for Korean Hanwool Lee, Soo Yong Kim, Dasol Choi et.al. 2503.22968
Abstract (click to expand)Recent advancements in Korean large language models (LLMs) have spurred numerous benchmarks and evaluation methodologies, yet the lack of a standardized evaluation framework has led to inconsistent results and limited comparability. To address this, we introduce HRET Haerae Evaluation Toolkit, an open-source, self-evolving evaluation framework tailored specifically for Korean LLMs. HRET unifies diverse evaluation methods, including logit-based scoring, exact-match, language-inconsistency penalization, and LLM-as-a-Judge assessments. Its modular, registry-based architecture integrates major benchmarks (HAE-RAE Bench, KMMLU, KUDGE, HRM8K) and multiple inference backends (vLLM, HuggingFace, OpenAI-compatible endpoints). With automated pipelines for continuous evolution, HRET provides a robust foundation for reproducible, fair, and transparent Korean NLP research.
2025-03-28 Co-design of materials, structures and stimuli for magnetic soft robots with large deformation and dynamic contacts Liwei Wang et.al. 2503.22767
Abstract (click to expand)Magnetic soft robots embedded with hard magnetic particles enable untethered actuation via external magnetic fields, offering remote, rapid, and precise control, which is highly promising for biomedical applications. However, designing such systems is challenging due to the complex interplay of magneto-elastic dynamics, large deformation, solid contacts, time-varying stimuli, and posture-dependent loading. As a result, most existing research relies on heuristics and trial-and-error methods or focuses on the independent design of stimuli or structures under static conditions. We propose a topology optimization framework for magnetic soft robots that simultaneously designs structures, location-specific material magnetization and time-varying magnetic stimuli, accounting for large deformations, dynamic motion, and solid contacts. This is achieved by integrating generalized topology optimization with the magneto-elastic material point method, which supports GPU-accelerated parallel simulations and auto-differentiation for sensitivity analysis. We applied this framework to design magnetic robots for various tasks, including multi-task shape morphing and locomotion, in both 2D and 3D. The method autonomously generates optimized robotic systems to achieve target behaviors without requiring human intervention. Despite the nonlinear physics and large design space, it demonstrates exceptional efficiency, completing all cases within minutes. This proposed framework represents a significant step toward the automatic co-design of magnetic soft robots for applications such as metasurfaces, drug delivery, and minimally invasive procedures.
2025-03-28 A high order multigrid-preconditioned immersed interface solver for the Poisson equation with boundary and interface conditions James Gabbard, Andrea Paris, Wim M. van Rees et.al. 2503.22455
Abstract (click to expand)This work presents a multigrid preconditioned high order immersed finite difference solver to accurately and efficiently solve the Poisson equation on complex 2D and 3D domains. The solver employs a low order Shortley-Weller multigrid method to precondition a high order matrix-free Krylov subspace solver. The matrix-free approach enables full compatibility with high order IIM discretizations of boundary and interface conditions, as well as high order wavelet-adapted multiresolution grids. Through verification and analysis on 2D domains, we demonstrate the ability of the algorithm to provide high order accurate results to Laplace and Poisson problems with Dirichlet, Neumann, and/or interface jump boundary conditions, all effectively preconditioned using the multigrid method. We further show that the proposed method is able to efficiently solve high order discretizations of Laplace and Poisson problems on complex 3D domains using thousands of compute cores and on multiresolution grids. To our knowledge, this work presents the largest problem sizes tackled with high order immersed methods applied to elliptic partial differential equations, and the first high order results on 3D multiresolution adaptive grids. Together, this work paves the way for employing high order immersed methods to a variety of 3D partial differential equations with boundary or inter-face conditions, including linear and non-linear elasticity problems, the incompressible Navier-Stokes equations, and fluid-structure interactions.
2025-03-28 Numerical optimization of aviation decarbonization scenarios: balancing traffic and emissions with maturing energy carriers and aircraft technology Ian Costa-Alves, Nicolas Gourdain, François Gallard et.al. 2503.22435 link
Abstract (click to expand)Despite being considered a hard-to-abate sector, aviation's emissions will play an important role in long-term climate mitigation of transportation. The introduction of low-carbon energy carriers and the deployment of new aircraft in the current fleet are modeled as a technology-centered decarbonization policy, and supply constraints in targeted market segments are modeled as demand-side policy. Shared socioeconomic pathways (SSP) are used to estimate the trend traffic demand and limit the sectoral consumption of electricity and biomass. Mitigation scenarios are formulated as optimization problems and three applications are demonstrated: single-policy optimization, scenario-robust policy, and multiobjective policy trade-off. Overall, we find that the choice of energy carrier to embark is highly dependent on assumptions regarding aircraft technology and background energy system, and that aligning trend scenarios with the Paris Agreement market-targeted traffic constraints are required to align trend scenarios with the Paris Agreement. The usual burdens associated with nonlinear optimization with high-dimensional variables are dealt with by jointly using libraries for Multidisciplinary Optimization (GEMSEO) and Automatic Differentiation (JAX), which resulted in speedups of two orders of magnitude at the optimization level, while reducing associated implementation efforts.
2025-03-28 Inverse design of dual-band valley-Hall topological photonic crystals with arbitrary pseudospin states Yuki Sato, Shrinathan Esaki Muthu Pandara Kone, Junpei Oba et.al. 2503.22206 13 pages, 9 figures
Abstract (click to expand)Valley photonic crystals (VPCs) offer topological kink states that ensure robust, unidirectional, and backscattering-immune light propagation. The design of VPCs is typically based on analogies with condensed-matter topological insulators that exhibit the quantum valley Hall effect; trial-and-error approaches are often used to tailor the photonic band structures and their topological properties, which are characterized by the local Berry curvatures. In this paper, we present an inverse design framework based on frequency-domain analysis for VPCs with arbitrary pseudospin states. Specifically, we utilize the transverse spin angular momentum (TSAM) at the band edge to formulate the objective function for engineering the desired topological properties. Numerical experiments demonstrate that our proposed design approach can successfully produce photonic crystal waveguides exhibiting dual-band operation, enabling frequency-dependent light routing. Our pseudospin-engineering method thus provides a cost-effective alternative for designing topological photonic waveguides, offering novel functionalities.
2025-03-28 Convolutional optimization with convex kernel and power lift Zhipeng Lu et.al. 2503.22135
Abstract (click to expand)We focus on establishing the foundational paradigm of a novel optimization theory based on convolution with convex kernels. Our goal is to devise a morally deterministic model of locating the global optima of an arbitrary function, which is distinguished from most commonly used statistical models. Limited preliminary numerical results are provided to test the efficiency of some specific algorithms derived from our paradigm, which we hope to stimulate further practical interest.
2025-03-28 A production planning benchmark for real-world refinery-petrochemical complexes Wenli Du, Chuan Wang, Chen Fan et.al. 2503.22057 link
Abstract (click to expand)To achieve digital intelligence transformation and carbon neutrality, effective production planning is crucial for integrated refinery-petrochemical complexes. Modern refinery planning relies on advanced optimization techniques, whose development requires reproducible benchmark problems. However, existing benchmarks lack practical context or impose oversimplified assumptions, limiting their applicability to enterprise-wide optimization. To bridge the substantial gap between theoretical research and industrial applications, this paper introduces the first open-source, demand-driven benchmark for industrial-scale refinery-petrochemical complexes with transparent model formulations and comprehensive input parameters. The benchmark incorporates a novel port-stream hybrid superstructure for modular modeling and broad generalizability. Key secondary processing units are represented using the delta-base approach grounded in historical data. Three real-world cases have been constructed to encompass distinct scenario characteristics, respectively addressing (1) a stand-alone refinery without integer variables, (2) chemical site integration with inventory-related integer variables, and (3) multi-period planning. All model parameters are fully accessible. Additionally, this paper provides an analysis of computational performance, ablation experiments on delta-base modeling, and application scenarios for the proposed benchmark.
2025-03-27 Multimodal Data Integration for Sustainable Indoor Gardening: Tracking Anyplant with Time Series Foundation Model Seyed Hamidreza Nabaei, Zeyang Zheng, Dong Chen et.al. 2503.21932 Accepted at ASCE International Conference on Computing in Civil Engineering (i3ce)
Abstract (click to expand)Indoor gardening within sustainable buildings offers a transformative solution to urban food security and environmental sustainability. By 2030, urban farming, including Controlled Environment Agriculture (CEA) and vertical farming, is expected to grow at a compound annual growth rate (CAGR) of 13.2% from 2024 to 2030, according to market reports. This growth is fueled by advancements in Internet of Things (IoT) technologies, sustainable innovations such as smart growing systems, and the rising interest in green interior design. This paper presents a novel framework that integrates computer vision, machine learning (ML), and environmental sensing for the automated monitoring of plant health and growth. Unlike previous approaches, this framework combines RGB imagery, plant phenotyping data, and environmental factors such as temperature and humidity, to predict plant water stress in a controlled growth environment. The system utilizes high-resolution cameras to extract phenotypic features, such as RGB, plant area, height, and width while employing the Lag-Llama time series model to analyze and predict water stress. Experimental results demonstrate that integrating RGB, size ratios, and environmental data significantly enhances predictive accuracy, with the Fine-tuned model achieving the lowest errors (MSE = 0.420777, MAE = 0.595428) and reduced uncertainty. These findings highlight the potential of multimodal data and intelligent systems to automate plant care, optimize resource consumption, and align indoor gardening with sustainable building management practices, paving the way for resilient, green urban spaces.
2025-03-27 Data-Driven Nonlinear Model Reduction to Spectral Submanifolds via Oblique Projection Leonardo Bettini, Bálint Kaszás, Bernhard Zybach et.al. 2503.21895
Abstract (click to expand)The dynamics in a primary Spectral Submanifold (SSM) constructed over the slowest modes of a dynamical system provide an ideal reduced-order model for nearby trajectories. Modeling the dynamics of trajectories further away from the primary SSM, however, is difficult if the linear part of the system exhibits strong non-normal behavior. Such non-normality implies that simply projecting trajectories onto SSMs along directions normal to the slow linear modes will not pair those trajectories correctly with their reduced counterparts on the SSMs. In principle, a well-defined nonlinear projection along a stable invariant foliation exists and would exactly match the full dynamics to the SSM-reduced dynamics. This foliation, however, cannot realistically be constructed from practically feasible amounts and distributions of experimental data. Here we develop an oblique projection technique that is able to approximate this foliation efficiently, even from a single experimental trajectory of a significantly non-normal and nonlinear beam.
2025-03-27 CMADiff: Cross-Modal Aligned Diffusion for Controllable Protein Generation Changjian Zhou, Yuexi Qiu, Tongtong Ling et.al. 2503.21450
Abstract (click to expand)AI-assisted protein design has emerged as a critical tool for advancing biotechnology, as deep generative models have demonstrated their reliability in this domain. However, most existing models primarily utilize protein sequence or structural data for training, neglecting the physicochemical properties of proteins.Moreover, they are deficient to control the generation of proteins in intuitive conditions. To address these limitations,we propose CMADiff here, a novel framework that enables controllable protein generation by aligning the physicochemical properties of protein sequences with text-based descriptions through a latent diffusion process. Specifically, CMADiff employs a Conditional Variational Autoencoder (CVAE) to integrate physicochemical features as conditional input, forming a robust latent space that captures biological traits. In this latent space, we apply a conditional diffusion process, which is guided by BioAligner, a contrastive learning-based module that aligns text descriptions with protein features, enabling text-driven control over protein sequence generation. Validated by a series of evaluations including AlphaFold3, the experimental results indicate that CMADiff outperforms protein sequence generation benchmarks and holds strong potential for future applications. The implementation and code are available at https://github.com/HPC-NEAU/PhysChemDiff.
2025-03-27 Large Language Models for Traffic and Transportation Research: Methodologies, State of the Art, and Future Opportunities Yimo Yan, Yejia Liao, Guanhao Xu et.al. 2503.21330
Abstract (click to expand)The rapid rise of Large Language Models (LLMs) is transforming traffic and transportation research, with significant advancements emerging between the years 2023 and 2025 -- a period marked by the inception and swift growth of adopting and adapting LLMs for various traffic and transportation applications. However, despite these significant advancements, a systematic review and synthesis of the existing studies remain lacking. To address this gap, this paper provides a comprehensive review of the methodologies and applications of LLMs in traffic and transportation, highlighting their ability to process unstructured textual data to advance transportation research. We explore key applications, including autonomous driving, travel behavior prediction, and general transportation-related queries, alongside methodologies such as zero- or few-shot learning, prompt engineering, and fine-tuning. Our analysis identifies critical research gaps. From the methodological perspective, many research gaps can be addressed by integrating LLMs with existing tools and refining LLM architectures. From the application perspective, we identify numerous opportunities for LLMs to tackle a variety of traffic and transportation challenges, building upon existing research. By synthesizing these findings, this review not only clarifies the current state of LLM adoption and adaptation in traffic and transportation but also proposes future research directions, paving the way for smarter and more sustainable transportation systems.
2025-03-27 ResearchBench: Benchmarking LLMs in Scientific Discovery via Inspiration-Based Task Decomposition Yujie Liu, Zonglin Yang, Tong Xie et.al. 2503.21248
Abstract (click to expand)Large language models (LLMs) have demonstrated potential in assisting scientific research, yet their ability to discover high-quality research hypotheses remains unexamined due to the lack of a dedicated benchmark. To address this gap, we introduce the first large-scale benchmark for evaluating LLMs with a near-sufficient set of sub-tasks of scientific discovery: inspiration retrieval, hypothesis composition, and hypothesis ranking. We develop an automated framework that extracts critical components - research questions, background surveys, inspirations, and hypotheses - from scientific papers across 12 disciplines, with expert validation confirming its accuracy. To prevent data contamination, we focus exclusively on papers published in 2024, ensuring minimal overlap with LLM pretraining data. Our evaluation reveals that LLMs perform well in retrieving inspirations, an out-of-distribution task, suggesting their ability to surface novel knowledge associations. This positions LLMs as "research hypothesis mines", capable of facilitating automated scientific discovery by generating innovative hypotheses at scale with minimal human intervention.
2025-03-27 GPU-Accelerated Charge-Equilibration for Shadow Molecular Dynamics in Python Mehmet Cagri Kaymak, Nicholas Lubbers, Christian F. A. Negre et.al. 2503.21176 link
Abstract (click to expand)With recent advancements in machine learning for interatomic potentials, Python has become the go-to programming language for exploring new ideas. While machine-learning potentials are often developed in Python-based frameworks, existing molecular dynamics software is predominantly written in lower-level languages. This disparity complicates the integration of machine learning potentials into these molecular dynamics libraries. Additionally, machine learning potentials typically focus on local features, often neglecting long-range electrostatics due to computational complexities. This is a key limitation as applications can require long-range electrostatics and even flexible charges to achieve the desired accuracy. Recent charge equilibration models can address these issues, but they require iterative solvers to assign relaxed flexible charges to the atoms. Conventional implementations also demand very tight convergence to achieve long-term stability, further increasing computational cost. In this work, we present a scalable Python implementation of a recently proposed shadow molecular dynamics scheme based on a charge equilibration model, which avoids the convergence problem while maintaining long-term energy stability and accuracy of observable properties. To deliver a functional and user-friendly Python-based library, we implemented an efficient neighbor list algorithm, Particle Mesh Ewald, and traditional Ewald summation techniques, leveraging the GPU-accelerated power of Triton and PyTorch. We integrated these approaches with the Python-based shadow molecular dynamics scheme, enabling fast charge equilibration for scalable machine learning potentials involving systems with hundreds of thousands of atoms.
2025-03-26 FinAudio: A Benchmark for Audio Large Language Models in Financial Applications Yupeng Cao, Haohang Li, Yangyang Yu et.al. 2503.20990
Abstract (click to expand)Audio Large Language Models (AudioLLMs) have received widespread attention and have significantly improved performance on audio tasks such as conversation, audio understanding, and automatic speech recognition (ASR). Despite these advancements, there is an absence of a benchmark for assessing AudioLLMs in financial scenarios, where audio data, such as earnings conference calls and CEO speeches, are crucial resources for financial analysis and investment decisions. In this paper, we introduce \textsc{FinAudio}, the first benchmark designed to evaluate the capacity of AudioLLMs in the financial domain. We first define three tasks based on the unique characteristics of the financial domain: 1) ASR for short financial audio, 2) ASR for long financial audio, and 3) summarization of long financial audio. Then, we curate two short and two long audio datasets, respectively, and develop a novel dataset for financial audio summarization, comprising the \textsc{FinAudio} benchmark. Then, we evaluate seven prevalent AudioLLMs on \textsc{FinAudio}. Our evaluation reveals the limitations of existing AudioLLMs in the financial domain and offers insights for improving AudioLLMs. All datasets and codes will be released.
2025-03-26 TransDiffSBDD: Causality-Aware Multi-Modal Structure-Based Drug Design Xiuyuan Hu, Guoqing Liu, Can Chen et.al. 2503.20913
Abstract (click to expand)Structure-based drug design (SBDD) is a critical task in drug discovery, requiring the generation of molecular information across two distinct modalities: discrete molecular graphs and continuous 3D coordinates. However, existing SBDD methods often overlook two key challenges: (1) the multi-modal nature of this task and (2) the causal relationship between these modalities, limiting their plausibility and performance. To address both challenges, we propose TransDiffSBDD, an integrated framework combining autoregressive transformers and diffusion models for SBDD. Specifically, the autoregressive transformer models discrete molecular information, while the diffusion model samples continuous distributions, effectively resolving the first challenge. To address the second challenge, we design a hybrid-modal sequence for protein-ligand complexes that explicitly respects the causality between modalities. Experiments on the CrossDocked2020 benchmark demonstrate that TransDiffSBDD outperforms existing baselines.
2025-03-26 Technical Note: Continuum Theory of Mixture for Three-phase Thermomechanical Model of Fiber-reinforced Aerogel Composites Pratyush Kumar Singh, Danial Faghihi et.al. 2503.20713
Abstract (click to expand)We present a thermodynamically consistent three-phase model for the coupled thermal transport and mechanical deformation of ceramic aerogel porous composite materials, which is formulated via continuum mixture theory. The composite comprises a solid silica skeleton, a gaseous fluid phase, and dispersed solid fibers. The thermal transport model incorporates the effects of meso- and macro-pore size variations due to the Knudsen effect, achieved by upscaling phonon transport relations to derive constitutive equations for the fluid thermal conductivity. The mechanical model captures solid-solid and solid-fluid interactions through momentum exchange between phases. A mixed finite element formulation is employed to solve the multiphase model, and numerical studies are conducted to analyze key features of the computational model.
2025-03-26 General Method for Conversion Between Multimode Network Parameters Alexander Zhuravlev, Juan D. Baena et.al. 2503.20298
Abstract (click to expand)Different types of network parameters have been used in electronics since long ago. The most typical network parameters, but not the only ones, are \(S\), \(T\), \(ABCD\), \(Z\), \(Y\) , and \(h\) that relate input and output signals in different ways. There exist practical formulas for conversion between them. Due to the development of powerful software tools that can deal efficiently and accurately with higher-order modes in each port, researchers need conversion rules between multimode network parameters. However, the usual way to get each conversion rule is just developing cumbersome algebraic manipulations which, at the end, are useful only for some specific conversion. Here, we propose a general algebraic method to obtain any conversion rule between different multimode network parameters. It is based on the assumption of a state vector space and each conversion rule between network parameters can be interpreted as a simple change of basis. This procedure explains any conversion between multimode network parameters under the same algebraic steps.
2025-03-26 Dynamic Learning and Productivity for Data Analysts: A Bayesian Hidden Markov Model Perspective Yue Yin et.al. 2503.20233 29 pages; a shorter 11-page version is accepted by HCI International (HCII) 2025;
Abstract (click to expand)Data analysts are essential in organizations, transforming raw data into insights that drive decision-making and strategy. This study explores how analysts' productivity evolves on a collaborative platform, focusing on two key learning activities: writing queries and viewing peer queries. While traditional research often assumes static models, where performance improves steadily with cumulative learning, such models fail to capture the dynamic nature of real-world learning. To address this, we propose a Hidden Markov Model (HMM) that tracks how analysts transition between distinct learning states based on their participation in these activities. Using an industry dataset with 2,001 analysts and 79,797 queries, this study identifies three learning states: novice, intermediate, and advanced. Productivity increases as analysts advance to higher states, reflecting the cumulative benefits of learning. Writing queries benefits analysts across all states, with the largest gains observed for novices. Viewing peer queries supports novices but may hinder analysts in higher states due to cognitive overload or inefficiencies. Transitions between states are also uneven, with progression from intermediate to advanced being particularly challenging. This study advances understanding of into dynamic learning behavior of knowledge worker and offers practical implications for designing systems, optimizing training, enabling personalized learning, and fostering effective knowledge sharing.
2025-03-26 Solving 2-D Helmholtz equation in the rectangular, circular, and elliptical domains using neural networks D. Veerababu, Prasanta K. Ghosh et.al. 2503.20222 59 pages
Abstract (click to expand)Physics-informed neural networks offered an alternate way to solve several differential equations that govern complicated physics. However, their success in predicting the acoustic field is limited by the vanishing-gradient problem that occurs when solving the Helmholtz equation. In this paper, a formulation is presented that addresses this difficulty. The problem of solving the two-dimensional Helmholtz equation with the prescribed boundary conditions is posed as an unconstrained optimization problem using trial solution method. According to this method, a trial neural network that satisfies the given boundary conditions prior to the training process is constructed using the technique of transfinite interpolation and the theory of R-functions. This ansatz is initially applied to the rectangular domain and later extended to the circular and elliptical domains. The acoustic field predicted from the proposed formulation is compared with that obtained from the two-dimensional finite element methods. Good agreement is observed in all three domains considered. Minor limitations associated with the proposed formulation and their remedies are also discussed.
2025-03-25 Lossy Compression of Scientific Data: Applications Constrains and Requirements Franck Cappello, Allison Baker, Ebru Bozda et.al. 2503.20031 33 pages
Abstract (click to expand)Increasing data volumes from scientific simulations and instruments (supercomputers, accelerators, telescopes) often exceed network, storage, and analysis capabilities. The scientific community's response to this challenge is scientific data reduction. Reduction can take many forms, such as triggering, sampling, filtering, quantization, and dimensionality reduction. This report focuses on a specific technique: lossy compression. Lossy compression retains all data points, leveraging correlations and controlled reduced accuracy. Quality constraints, especially for quantities of interest, are crucial for preserving scientific discoveries. User requirements also include compression ratio and speed. While many papers have been published on lossy compression techniques and reference datasets are shared by the community, there is a lack of detailed specifications of application needs that can guide lossy compression researchers and developers. This report fills this gap by reporting on the requirements and constraints of nine scientific applications covering a large spectrum of domains (climate, combustion, cosmology, fusion, light sources, molecular dynamics, quantum circuit simulation, seismology, and system logs). The report also details key lossy compression technologies (SZ, ZFP, MGARD, LC, SPERR, DCTZ, TEZip, LibPressio), discussing their history, principles, error control, hardware support, features, and impact. By presenting both application needs and compression technologies, the report aims to inspire new research to fill existing gaps.
2025-03-25 A comparative study of calibration techniques for finite strain elastoplasticity: Numerically-exact sensitivities for FEMU and VFM Sanjeev Kumar, D. Thomas Seidl, Brian N. Granzow et.al. 2503.19782 44 pages, 15 figures
Abstract (click to expand)Accurate identification of material parameters is crucial for predictive modeling in computational mechanics. The two primary approaches in the experimental mechanics' community for calibration from full-field digital image correlation data are known as finite element model updating (FEMU) and the virtual fields method (VFM). In VFM, the objective function is a squared mismatch between internal and external virtual work or power. In FEMU, the objective function quantifies the weighted mismatch between model predictions and corresponding experimentally measured quantities of interest. It is minimized by iteratively updating the parameters of an FE model. While FEMU is seen as more flexible, VFM is commonly used instead of FEMU due to its considerably greater computational expense. However, comparisons between the two methods usually involve approximations of gradients or sensitivities with finite difference schemes, thereby making direct assessments difficult. Hence, in this study, we rigorously compare VFM and FEMU in the context of numerically-exact sensitivities obtained through local sensitivity analyses and the application of automatic differentiation software. To this end, both methods are tested on a finite strain elastoplasticity model. We conduct a series of test cases to assess both methods' robustness under practical challenges.
2025-03-25 Decoupled Dynamics Framework with Neural Fields for 3D Spatio-temporal Prediction of Vehicle Collisions Sanghyuk Kim, Minsik Seo, Namwoo Kang et.al. 2503.19712 24 pages, 13 figures
Abstract (click to expand)This study proposes a neural framework that predicts 3D vehicle collision dynamics by independently modeling global rigid-body motion and local structural deformation. Unlike approaches directly predicting absolute displacement, this method explicitly separates the vehicle's overall translation and rotation from its structural deformation. Two specialized networks form the core of the framework: a quaternion-based Rigid Net for rigid motion and a coordinate-based Deformation Net for local deformation. By independently handling fundamentally distinct physical phenomena, the proposed architecture achieves accurate predictions without requiring separate supervision for each component. The model, trained on only 10% of available simulation data, significantly outperforms baseline models, including single multi-layer perceptron (MLP) and deep operator networks (DeepONet), with prediction errors reduced by up to 83%. Extensive validation demonstrates strong generalization to collision conditions outside the training range, accurately predicting responses even under severe impacts involving extreme velocities and large impact angles. Furthermore, the framework successfully reconstructs high-resolution deformation details from low-resolution inputs without increased computational effort. Consequently, the proposed approach provides an effective, computationally efficient method for rapid and reliable assessment of vehicle safety across complex collision scenarios, substantially reducing the required simulation data and time while preserving prediction fidelity.
2025-03-25 Characteristic boundary conditions for Hybridizable Discontinuous Galerkin methods Jan Ellmenreich, Matteo Giacomini, Antonio Huerta et.al. 2503.19684
Abstract (click to expand)In this work we introduce the concept of characteristic boundary conditions (CBCs) within the framework of Hybridizable Discontinuous Galerkin (HDG) methods, including both the Navier-Stokes characteristic boundary conditions (NSCBCs) and a novel approach to generalized characteristic relaxation boundary conditions (GRCBCs). CBCs are based on the characteristic decomposition of the compressible Euler equations and are designed to prevent the reflection of waves at the domain boundaries. We show the effectiveness of the proposed method for weakly compressible flows through a series of numerical experiments by comparing the results with common boundary conditions in the HDG setting and reference solutions available in the literature. In particular, HDG with CBCs show superior performance minimizing the reflection of vortices at artificial boundaries, for both inviscid and viscous flows.
2025-03-25 Estimation of the Acoustic Field in a Uniform Duct with Mean Flow using Neural Networks D. Veerababu, Prasanta K. Ghosh et.al. 2503.19412 23 pages
Abstract (click to expand)The study of sound propagation in a uniform duct having a mean flow has many applications, such as in the design of gas turbines, heating, ventilation and air conditioning ducts, automotive intake and exhaust systems, and in the modeling of speech. In this paper, the convective effects of the mean flow on the plane wave acoustic field inside a uniform duct were studied using artificial neural networks. The governing differential equation and the associated boundary conditions form a constrained optimization problem. It is converted to an unconstrained optimization problem and solved by approximating the acoustic field variable to a neural network. The complex-valued acoustic pressure and particle velocity were predicted at different frequencies, and validated against the analytical solution and the finite element models. The effect of the mean flow is studied in terms of the acoustic impedance. A closed-form expression that describes the influence of various factors on the acoustic field is derived.
2025-03-24 Multi-Physics Inverse Design of Varifocal Optical Devices using Data-Driven Surrogates and Differential Modeling Zeqing Jin, Zhaocheng Liu, Nagi Elabbasi et.al. 2503.18911 15 pages, 4 figures
Abstract (click to expand)Designing a new varifocal architecture in AR glasses poses significant challenges due to the complex interplay of multiple physics disciplines, including innovated piezo-electric material, solid mechanics, electrostatics, and optics. Traditional design methods, which treat each physics separately, are insufficient for this problem as they fail to establish the intricate relationships among design parameters in such a large and sensitive space, leading to suboptimal solutions. To address this challenge, we propose a novel design pipeline, mPhDBBs (multi-Physics Differential Building Blocks), that integrates these diverse physics through a graph neural network-based surrogate model and a differentiable ray tracing model. A hybrid optimization method combining evolutionary and gradient approaches is employed to efficiently determine superior design variables that achieve desired optical objectives, such as focal length and focusing quality. Our results demonstrate the effectiveness of mPhDBBs, achieving high accuracy with minimal training data and computational resources, resulting in a speedup of at least 1000 times compared to non-gradient-based methods. This work offers a promising paradigm shift in product design, enabling rapid and accurate optimization of complex multi-physics systems, and demonstrates its adaptability to other inverse design problems.
2025-03-24 Differentiable Simulator for Electrically Reconfigurable Electromagnetic Structures Johannes Müller, Dennis Philipp, Matthias Günther et.al. 2503.18479
Abstract (click to expand)This paper introduces a novel CUDA-enabled PyTorch-based framework designed for the gradient-based optimization of such reconfigurable electromagnetic structures with electrically tunable parameters. Traditional optimization techniques for these structures often rely on non-gradient-based methods, limiting efficiency and flexibility. Our framework leverages automatic differentiation, facilitating the application of gradient-based optimization methods. This approach is particularly advantageous for embedding within deep learning frameworks, enabling sophisticated optimization strategies. We demonstrate the framework's effectiveness through comprehensive simulations involving resonant structures with tunable parameters. Key contributions include the efficient solution of the inverse problem. The framework's performance is validated using three different resonant structures: a single-loop copper wire (Unit-Cell) as well as an 8x1 and an 8x8 array of resonant unit cells with multiple inductively coupled unit cells (1d and 2d Metasurfaces). Results show precise in-silico control over the magnetic field's component normal to the surface of each resonant structure, achieving desired field strengths with minimal error. The proposed framework is compatible with existing simulation software. This PyTorch-based framework sets the stage for advanced electromagnetic control strategies for resonant structures with application in e.g. MRI, providing a robust platform for further exploration and innovation in the design and optimization of resonant electromagnetic structures.
2025-03-24 DeepFund: Will LLM be Professional at Fund Investment? A Live Arena Perspective Changlun Li, Yao Shi, Yuyu Luo et.al. 2503.18313 Work in progress
Abstract (click to expand)Large Language Models (LLMs) have demonstrated impressive capabilities across various domains, but their effectiveness in financial decision making, particularly in fund investment, remains inadequately evaluated. Current benchmarks primarily assess LLMs understanding of financial documents rather than their ability to manage assets or analyze trading opportunities in dynamic market conditions. A critical limitation in existing evaluation methodologies is the backtesting approach, which suffers from information leakage when LLMs are evaluated on historical data they may have encountered during pretraining. This paper introduces DeepFund, a comprehensive platform for evaluating LLM based trading strategies in a simulated live environment. Our approach implements a multi agent framework where LLMs serve as both analysts and managers, creating a realistic simulation of investment decision making. The platform employs a forward testing methodology that mitigates information leakage by evaluating models on market data released after their training cutoff dates. We provide a web interface that visualizes model performance across different market conditions and investment parameters, enabling detailed comparative analysis. Through DeepFund, we aim to provide a more accurate and fair assessment of LLMs capabilities in fund investment, offering insights into their potential real world applications in financial markets.
2025-03-23 The Power of Small LLMs in Geometry Generation for Physical Simulations Ossama Shafiq, Bahman Ghiassi, Alessio Alexiadis et.al. 2503.18178 24 pages, 17 figures
Abstract (click to expand)Engineers widely rely on simulation platforms like COMSOL or ANSYS to model and optimise processes. However, setting up such simulations requires expertise in defining geometry, generating meshes, establishing boundary conditions, and configuring solvers. This research aims to simplify this process by enabling engineers to describe their setup in plain language, allowing a Large Language Model (LLM) to generate the necessary input files for their specific application. This novel approach allows establishing a direct link between natural language and complex engineering tasks. Building on previous work that evaluated various LLMs for generating input files across simple and complex geometries, this study demonstrates that small LLMs - specifically, Phi-3 Mini and Qwen-2.5 1.5B - can be fine-tuned to generate precise engineering geometries in GMSH format. Through Low-Rank Adaptation (LoRA), we curated a dataset of 480 instruction-output pairs encompassing simple shapes (squares, rectangles, circles, and half circles) and more complex structures (I-beams, cylindrical pipes, and bent pipes). The fine-tuned models produced high-fidelity outputs, handling routine geometry generation with minimal intervention. While challenges remain with geometries involving combinations of multiple bodies, this study demonstrates that fine-tuned small models can outperform larger models like GPT-4o in specialised tasks, offering a precise and resource-efficient alternative for engineering applications.
2025-03-23 Strategic Prompt Pricing for AIGC Services: A User-Centric Approach Xiang Li, Bing Luo, Jianwei Huang et.al. 2503.18168 accepted in WiOpt 2025
Abstract (click to expand)The rapid growth of AI-generated content (AIGC) services has created an urgent need for effective prompt pricing strategies, yet current approaches overlook users' strategic two-step decision-making process in selecting and utilizing generative AI models. This oversight creates two key technical challenges: quantifying the relationship between user prompt capabilities and generation outcomes, and optimizing platform payoff while accounting for heterogeneous user behaviors. We address these challenges by introducing prompt ambiguity, a theoretical framework that captures users' varying abilities in prompt engineering, and developing an Optimal Prompt Pricing (OPP) algorithm. Our analysis reveals a counterintuitive insight: users with higher prompt ambiguity (i.e., lower capability) exhibit non-monotonic prompt usage patterns, first increasing then decreasing with ambiguity levels, reflecting complex changes in marginal utility. Experimental evaluation using a character-level GPT-like model demonstrates that our OPP algorithm achieves up to 31.72% improvement in platform payoff compared to existing pricing mechanisms, validating the importance of user-centric prompt pricing in AIGC services.
2025-03-23 (G)I-DLE: Generative Inference via Distribution-preserving Logit Exclusion with KL Divergence Minimization for Constrained Decoding Hanwool Lee et.al. 2503.18050 preprint
Abstract (click to expand)We propose (G)I-DLE, a new approach to constrained decoding that leverages KL divergence minimization to preserve the intrinsic conditional probability distribution of autoregressive language models while excluding undesirable tokens. Unlike conventional methods that naively set banned tokens' logits to \(-\infty\) , which can distort the conversion from raw logits to posterior probabilities and increase output variance, (G)I-DLE re-normalizes the allowed token probabilities to minimize such distortion. We validate our method on the K2-Eval dataset, specifically designed to assess Korean language fluency, logical reasoning, and cultural appropriateness. Experimental results on Qwen2.5 models (ranging from 1.5B to 14B) demonstrate that G-IDLE not only boosts mean evaluation scores but also substantially reduces the variance of output quality.
2025-03-23 Financial Wind Tunnel: A Retrieval-Augmented Market Simulator Bokai Cao, Xueyuan Lin, Yiyan Qi et.al. 2503.17909
Abstract (click to expand)Market simulator tries to create high-quality synthetic financial data that mimics real-world market dynamics, which is crucial for model development and robust assessment. Despite continuous advancements in simulation methodologies, market fluctuations vary in terms of scale and sources, but existing frameworks often excel in only specific tasks. To address this challenge, we propose Financial Wind Tunnel (FWT), a retrieval-augmented market simulator designed to generate controllable, reasonable, and adaptable market dynamics for model testing. FWT offers a more comprehensive and systematic generative capability across different data frequencies. By leveraging a retrieval method to discover cross-sectional information as the augmented condition, our diffusion-based simulator seamlessly integrates both macro- and micro-level market patterns. Furthermore, our framework allows the simulation to be controlled with wide applicability, including causal generation through "what-if" prompts or unprecedented cross-market trend synthesis. Additionally, we develop an automated optimizer for downstream quantitative models, using stress testing of simulated scenarios via FWT to enhance returns while controlling risks. Experimental results demonstrate that our approach enables the generalizable and reliable market simulation, significantly improve the performance and adaptability of downstream models, particularly in highly complex and volatile market conditions. Our code and data sample is available at https://anonymous.4open.science/r/fwt_-E852
2025-03-22 Accelerating and enhancing thermodynamic simulations of electrochemical interfaces Xiaochen Du, Mengren Liu, Jiayu Peng et.al. 2503.17870 link 19 pages main text, 5 figures, supplementary information (SI) in ancillary files
Abstract (click to expand)Electrochemical interfaces are crucial in catalysis, energy storage, and corrosion, where their stability and reactivity depend on complex interactions between the electrode, adsorbates, and electrolyte. Predicting stable surface structures remains challenging, as traditional surface Pourbaix diagrams tend to either rely on expert knowledge or costly \(\textit{ab initio}\) sampling, and neglect thermodynamic equilibration with the environment. Machine learning (ML) potentials can accelerate static modeling but often overlook dynamic surface transformations. Here, we extend the Virtual Surface Site Relaxation-Monte Carlo (VSSR-MC) method to autonomously sample surface reconstructions modeled under aqueous electrochemical conditions. Through fine-tuning foundational ML force fields, we accurately and efficiently predict surface energetics, recovering known Pt(111) phases and revealing new LaMnO\(_\mathrm{3}\) (001) surface reconstructions. By explicitly accounting for bulk-electrolyte equilibria, our framework enhances electrochemical stability predictions, offering a scalable approach to understanding and designing materials for electrochemical applications.
2025-03-22 Generalized Scattering Matrix Synthesis for Hybrid Systems with Multiple Scatterers and Antennas Using Independent Structure Simulations Chenbo Shi, Shichen Liang, Jin Pan et.al. 2503.17616
Abstract (click to expand)This paper presents a unified formulation for calculating the generalized scattering matrix (GS-matrix) of hybrid systems involving multiple scatterers and antennas. The GS-matrix of the entire system is synthesized through the scattering matrices and GS-matrices of each independent component, using the addition theorem of vector spherical wavefunctions and fully matrix-based operations. Since our formulation is applicable to general antenna-scatterer hybrid systems, previous formulas for multiple scattering and antenna arrays become special cases of our approach. This also establishes our formulation as a universal domain decomposition method for analyzing the electromagnetic performance of hybrid systems. We provide numerous numerical examples to comprehensively demonstrate the capabilities and compatibility of the proposed formulation, including its potential application in studying the effects of structural rotation.
2025-03-21 Adjoint Sensitivities for the Optimization of Nonlinear Structural Dynamics via Spectral Submanifolds Matteo Pozzi, Jacopo Marconi, Shobhit Jain et.al. 2503.17431
Abstract (click to expand)This work presents an optimization framework for tailoring the nonlinear dynamic response of lightly damped mechanical systems using Spectral Submanifold (SSM) reduction. We derive the SSM-based backbone curve and its sensitivity with respect to parameters up to arbitrary polynomial orders, enabling efficient and accurate optimization of the nonlinear frequency-amplitude relation. We use the adjoint method to derive sensitivity expressions, which drastically reduces the computational cost compared to direct differentiation as the number of parameters increases. An important feature of this framework is the automatic adjustment of the expansion order of SSM-based ROMs using user-defined error tolerances during the optimization process. We demonstrate the effectiveness of the approach in optimizing the nonlinear response over several numerical examples of mechanical systems. Hence, the proposed framework extends the applicability of SSM-based optimization methods to practical engineering problems, offering a robust tool for the design and optimization of nonlinear mechanical structures.
2025-03-20 Accelerated Medicines Development using a Digital Formulator and a Self-Driving Tableting DataFactory Faisal Abbas, Mohammad Salehian, Peter Hou et.al. 2503.17411 link
Abstract (click to expand)Pharmaceutical tablet formulation and process development, traditionally a complex and multi-dimensional decision-making process, necessitates extensive experimentation and resources, often resulting in suboptimal solutions. This study presents an integrated platform for tablet formulation and manufacturing, built around a Digital Formulator and a Self-Driving Tableting DataFactory. By combining predictive modelling, optimisation algorithms, and automation, this system offers a material-to-product approach to predict and optimise critical quality attributes for different formulations, linking raw material attributes to key blend and tablet properties, such as flowability, porosity, and tensile strength. The platform leverages the Digital Formulator, an in-silico optimisation framework that employs a hybrid system of models - melding data-driven and mechanistic models - to identify optimal formulation settings for manufacturability. Optimised formulations then proceed through the self-driving Tableting DataFactory, which includes automated powder dosing, tablet compression and performance testing, followed by iterative refinement of process parameters through Bayesian optimisation methods. This approach accelerates the timeline from material characterisation to development of an in-specification tablet within 6 hours, utilising less than 5 grams of API, and manufacturing small batch sizes of up to 1,440 tablets with augmented and mixed reality enabled real-time quality control within 24 hours. Validation across multiple APIs and drug loadings underscores the platform's capacity to reliably meet target quality attributes, positioning it as a transformative solution for accelerated and resource-efficient pharmaceutical development.
2025-03-21 ML-Based Bidding Price Prediction for Pay-As-Bid Ancillary Services Markets: A Use Case in the German Control Reserve Market Vincent Bezold, Lukas Baur, Alexander Sauer et.al. 2503.17214
Abstract (click to expand)The increasing integration of renewable energy sources has led to greater volatility and unpredictability in electricity generation, posing challenges to grid stability. Ancillary service markets, such as the German control reserve market, allow industrial consumers and producers to offer flexibility in their power consumption or generation, contributing to grid stability while earning additional income. However, many participants use simple bidding strategies that may not maximize their revenues. This paper presents a methodology for forecasting bidding prices in pay-as-bid ancillary service markets, focusing on the German control reserve market. We evaluate various machine learning models, including Support Vector Regression, Decision Trees, and k-Nearest Neighbors, and compare their performance against benchmark models. To address the asymmetry in the revenue function of pay-as-bid markets, we introduce an offset adjustment technique that enhances the practical applicability of the forecasting models. Our analysis demonstrates that the proposed approach improves potential revenues by 27.43 % to 37.31 % compared to baseline models. When analyzing the relationship between the model forecasting errors and the revenue, a negative correlation is measured for three markets; according to the results, a reduction of 1 EUR/MW model price forecasting error (MAE) statistically leads to a yearly revenue increase between 483 EUR/MW and 3,631 EUR/MW. The proposed methodology enables industrial participants to optimize their bidding strategies, leading to increased earnings and contributing to the efficiency and stability of the electrical grid.
2025-03-21 A Comprehensive Framework for Predictive Computational Modeling of Growth and Remodeling in Tissue-Engineered Cardiovascular Implants Mahmoud Sesa, Hagen Holthusen, Christian Böhm et.al. 2503.17151 Preprint submitted to Springer Nature
Abstract (click to expand)Developing clinically viable tissue-engineered cardiovascular implants remains a formidable challenge. Achieving reliable and durable outcomes requires a deeper understanding of the fundamental mechanisms driving tissue evolution during in vitro maturation. Although considerable progress has been made in modeling soft tissue growth and remodeling, studies focused on the early stages of tissue engineering remain limited. Here, we present a general, thermodynamically consistent model to predict tissue evolution and mechanical response throughout maturation. The formulation utilizes a stress-driven homeostatic surface to capture volumetric growth, coupled with an energy-based approach to describe collagen densification via the strain energy of the fibers. We further employ a co-rotated intermediate configuration to ensure the model's consistency and generality. The framework is demonstrated with two numerical examples: a uniaxially constrained tissue strip validated against experimental data, and a biaxially constrained specimen subjected to a perturbation load. These results highlight the potential of the proposed model to advance the design and optimization of tissue-engineered implants with clinically relevant performance.
2025-03-26 Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks Julian Junyan Wang, Victor Xiaoqi Wang et.al. 2503.16974 97 pages, 20 tables, 15 figures
Abstract (click to expand)This study provides the first comprehensive assessment of consistency and reproducibility in Large Language Model (LLM) outputs in finance and accounting research. We evaluate how consistently LLMs produce outputs given identical inputs through extensive experimentation with 50 independent runs across five common tasks: classification, sentiment analysis, summarization, text generation, and prediction. Using three OpenAI models (GPT-3.5-turbo, GPT-4o-mini, and GPT-4o), we generate over 3.4 million outputs from diverse financial source texts and data, covering MD&As, FOMC statements, finance news articles, earnings call transcripts, and financial statements. Our findings reveal substantial but task-dependent consistency, with binary classification and sentiment analysis achieving near-perfect reproducibility, while complex tasks show greater variability. More advanced models do not consistently demonstrate better consistency and reproducibility, with task-specific patterns emerging. LLMs significantly outperform expert human annotators in consistency and maintain high agreement even where human experts significantly disagree. We further find that simple aggregation strategies across 3-5 runs dramatically improve consistency. We also find that aggregation may come with an additional benefit of improved accuracy for sentiment analysis when using newer models. Simulation analysis reveals that despite measurable inconsistency in LLM outputs, downstream statistical inferences remain remarkably robust. These findings address concerns about what we term "G-hacking," the selective reporting of favorable outcomes from multiple Generative AI runs, by demonstrating that such risks are relatively low for finance and accounting tasks.
2025-03-19 Reliable Radiologic Skeletal Muscle Area Assessment -- A Biomarker for Cancer Cachexia Diagnosis Sabeen Ahmed, Nathan Parker, Margaret Park et.al. 2503.16556 47 pages, 19 figures, 9 Tables
Abstract (click to expand)Cancer cachexia is a common metabolic disorder characterized by severe muscle atrophy which is associated with poor prognosis and quality of life. Monitoring skeletal muscle area (SMA) longitudinally through computed tomography (CT) scans, an imaging modality routinely acquired in cancer care, is an effective way to identify and track this condition. However, existing tools often lack full automation and exhibit inconsistent accuracy, limiting their potential for integration into clinical workflows. To address these challenges, we developed SMAART-AI (Skeletal Muscle Assessment-Automated and Reliable Tool-based on AI), an end-to-end automated pipeline powered by deep learning models (nnU-Net 2D) trained on mid-third lumbar level CT images with 5-fold cross-validation, ensuring generalizability and robustness. SMAART-AI incorporates an uncertainty-based mechanism to flag high-error SMA predictions for expert review, enhancing reliability. We combined the SMA, skeletal muscle index, BMI, and clinical data to train a multi-layer perceptron (MLP) model designed to predict cachexia at the time of cancer diagnosis. Tested on the gastroesophageal cancer dataset, SMAART-AI achieved a Dice score of 97.80% +/- 0.93%, with SMA estimated across all four datasets in this study at a median absolute error of 2.48% compared to manual annotations with SliceOmatic. Uncertainty metrics-variance, entropy, and coefficient of variation-strongly correlated with SMA prediction errors (0.83, 0.76, and 0.73 respectively). The MLP model predicts cachexia with 79% precision, providing clinicians with a reliable tool for early diagnosis and intervention. By combining automation, accuracy, and uncertainty awareness, SMAART-AI bridges the gap between research and clinical application, offering a transformative approach to managing cancer cachexia.
2025-03-20 Deep Feynman-Kac Methods for High-dimensional Semilinear Parabolic Equations: Revisit Xiaotao Zheng, Xingye Yue, Jiyang Shi et.al. 2503.16407
Abstract (click to expand)Deep Feynman-Kac method was first introduced to solve parabolic partial differential equations(PDE) by Beck et al. (SISC, V.43, 2021), named Deep Splitting method since they trained the Neural Networks step by step in the time direction. In this paper, we propose a new training approach with two different features. Firstly, neural networks are trained at all time steps globally, instead of step by step. Secondly, the training data are generated in a new way, in which the method is consistent with a direct Monte Carlo scheme when dealing with a linear parabolic PDE. Numerical examples show that our method has significant improvement both in efficiency and accuracy.
2025-03-20 Filters reveal emergent structure in computational morphogenesis Hazhir Aliahmadi, Aidan Sheedy, Greg van Anders et.al. 2503.16211 17 pages, 9 figures
Abstract (click to expand)Revolutionary advances in both manufacturing and computational morphogenesis raise critical questions about design sensitivity. Sensitivity questions are especially critical in contexts, such as topology optimization, that yield structures with emergent morphology. However, analyzing emergent structures via conventional, perturbative techniques can mask larger-scale vulnerabilities that could manifest in essential components. Risks that fail to appear in perturbative sensitivity analyses will only continue to proliferate as topology optimization-driven manufacturing penetrates more deeply into engineering design and consumer products. Here, we introduce Laplace-transform based computational filters that supplement computational morphogenesis with a set of nonperturbative sensitivity analyses. We demonstrate how this approach identifies important elements of a structure even in the absence of knowledge of the ultimate, optimal structure itself. We leverage techniques from molecular dynamics and implement these methods in open-source codes, demonstrating their application to compliance minimization problems in both 2D and 3D. Our implementation extends straightforwardly to topology optimization for other problems and benefits from the strong scaling properties observed in conventional molecular simulation.
2025-03-20 Sustainable Open-Data Management for Field Research: A Cloud-Based Approach in the Underlandscape Project Augusto Ciuffoletti, Letizia Chiti et.al. 2503.16042 8 pages, 4 figures
Abstract (click to expand)Field-based research projects require a robust suite of ICT services to support data acquisition, documentation, storage, and dissemination. A key challenge lies in ensuring the sustainability of data management - not only during the project's funded period but also beyond its conclusion, when maintenance and support often depend on voluntary efforts. In the Underlandscape project, we tackled this challenge by extensively leveraging public cloud services while minimizing reliance on complex custom infrastructure. This paper provides a comprehensive overview of the project's final infrastructure, detailing the adopted data formats, the cloud-based solutions enabling data management, and the custom applications developed for system integration.
2025-03-20 Practical Portfolio Optimization with Metaheuristics:Pre-assignment Constraint and Margin Trading Hang Kin Poon et.al. 2503.15965
Abstract (click to expand)Portfolio optimization is a critical area in finance, aiming to maximize returns while minimizing risk. Metaheuristic algorithms were shown to solve complex optimization problems efficiently, with Genetic Algorithms and Particle Swarm Optimization being among the most popular methods. This paper introduces an innovative approach to portfolio optimization that incorporates pre-assignment to limit the search space for investor preferences and better results. Additionally, taking margin trading strategies in account and using a rare performance ratio to evaluate portfolio efficiency. Through an illustrative example, this paper demonstrates that the metaheuristic-based methodology yields superior risk-adjusted returns compared to traditional benchmarks. The results highlight the potential of metaheuristics with help of assets filtering in enhancing portfolio performance in terms of risk adjusted return.
2025-03-20 WeirdFlows: Anomaly Detection in Financial Transaction Flows Arthur Capozzi, Salvatore Vilella, Dario Moncalvo et.al. 2503.15896 12 pages, 6 figures, ITADATA2024
Abstract (click to expand)In recent years, the digitization and automation of anti-financial crime (AFC) investigative processes have faced significant challenges, particularly the need for interpretability of AI model results and the lack of labeled data for training. Network analysis has emerged as a valuable approach in this context. In this paper, we present WeirdFlows, a top-down search pipeline for detecting potentially fraudulent transactions and non-compliant agents. In a transaction network, fraud attempts are often based on complex transaction patterns that change over time to avoid detection. The WeirdFlows pipeline requires neither an a priori set of patterns nor a training set. In addition, by providing elements to explain the anomalies found, it facilitates and supports the work of an AFC analyst. We evaluate WeirdFlows on a dataset from Intesa Sanpaolo (ISP) bank, comprising 80 million cross-country transactions over 15 months, benchmarking our implementation of the algorithm. The results, corroborated by ISP AFC experts, highlight its effectiveness in identifying suspicious transactions and actors, particularly in the context of the economic sanctions imposed in the EU after February 2022. This demonstrates \textit{WeirdFlows}' capability to handle large datasets, detect complex transaction patterns, and provide the necessary interpretability for formal AFC investigations.
2025-03-19 Impact of pH and chloride content on the biodegradation of magnesium alloys for medical implants: An in vitro and phase-field study S. Kovacevic, W. Ali, T. K. Mandal et.al. 2503.15700
Abstract (click to expand)The individual contributions of pH and chloride concentration to the corrosion kinetics of bioabsorbable magnesium (Mg) alloys remain unresolved despite their significant roles as driving factors in Mg corrosion. This study demonstrates and quantifies hitherto unknown separate effects of pH and chloride content on the corrosion of Mg alloys pertinent to biomedical implant applications. The experimental setup designed for this purpose enables the quantification of the dependence of corrosion on pH and chloride concentration. The in vitro tests conclusively demonstrate that variations in chloride concentration, relevant to biomedical applications, have a negligible effect on corrosion kinetics. The findings identify pH as a critical factor in the corrosion of bioabsorbable Mg alloys. A variationally consistent phase-field model is developed for assessing the degradation of Mg alloys in biological fluids. The model accurately predicts the corrosion performance of Mg alloys observed during the experiments, including their dependence on pH and chloride concentration. The capability of the framework to account for mechano-chemical effects during corrosion is demonstrated in practical orthopaedic applications considering bioabsorbable Mg alloy implants for bone fracture fixation and porous scaffolds for bone tissue engineering. The strategy has the potential to assess the in vitro and in vivo service life of bioabsorbable Mg-based biomedical devices.
2025-03-19 Shap-MeD Nicolás Laverde, Melissa Robles, Johan Rodríguez et.al. 2503.15562
Abstract (click to expand)We present Shap-MeD, a text-to-3D object generative model specialized in the biomedical domain. The objective of this study is to develop an assistant that facilitates the 3D modeling of medical objects, thereby reducing development time. 3D modeling in medicine has various applications, including surgical procedure simulation and planning, the design of personalized prosthetic implants, medical education, the creation of anatomical models, and the development of research prototypes. To achieve this, we leverage Shap-e, an open-source text-to-3D generative model developed by OpenAI, and fine-tune it using a dataset of biomedical objects. Our model achieved a mean squared error (MSE) of 0.089 in latent generation on the evaluation set, compared to Shap-e's MSE of 0.147. Additionally, we conducted a qualitative evaluation, comparing our model with others in the generation of biomedical objects. Our results indicate that Shap-MeD demonstrates higher structural accuracy in biomedical object generation.
2025-03-19 Design for Sensing and Digitalisation (DSD): A Modern Approach to Engineering Design Daniel N. Wilke et.al. 2503.14851 4 pages, conference, SACAM 2025
Abstract (click to expand)This paper introduces Design for Sensing and Digitalisation (DSD), a new engineering design paradigm that integrates sensor technology for digitisation and digitalisation from the earliest stages of the design process. Unlike traditional methodologies that treat sensing as an afterthought, DSD emphasises sensor integration, signal path optimisation, and real-time data utilisation as core design principles. The paper outlines DSD's key principles, discusses its role in enabling digital twin technology, and argues for its importance in modern engineering education. By adopting DSD, engineers can create more intelligent and adaptable systems that leverage real-time data for continuous design iteration, operational optimisation and data-driven predictive maintenance.
2025-03-18 Teaching Artificial Intelligence to Perform Rapid, Resolution-Invariant Grain Growth Modeling via Fourier Neural Operator Iman Peivaste, Ahmed Makradi, Salim Belouettar et.al. 2503.14568 link
Abstract (click to expand)Microstructural evolution, particularly grain growth, plays a critical role in shaping the physical, optical, and electronic properties of materials. Traditional phase-field modeling accurately simulates these phenomena but is computationally intensive, especially for large systems and fine spatial resolutions. While machine learning approaches have been employed to accelerate simulations, they often struggle with resolution dependence and generalization across different grain scales. This study introduces a novel approach utilizing Fourier Neural Operator (FNO) to achieve resolution-invariant modeling of microstructure evolution in multi-grain systems. FNO operates in the Fourier space and can inherently handle varying resolutions by learning mappings between function spaces. By integrating FNO with the phase field method, we developed a surrogate model that significantly reduces computational costs while maintaining high accuracy across different spatial scales. We generated a comprehensive dataset from phase-field simulations using the Fan Chen model, capturing grain evolution over time. Data preparation involved creating input-output pairs with a time shift, allowing the model to predict future microstructures based on current and past states. The FNO-based neural network was trained using sequences of microstructures and demonstrated remarkable accuracy in predicting long-term evolution, even for unseen configurations and higher-resolution grids not encountered during training.
2025-03-17 AI-Driven Rapid Identification of Bacterial and Fungal Pathogens in Blood Smears of Septic Patients Agnieszka Sroka-Oleksiak, Adam Pardyl, Dawid Rymarczyk et.al. 2503.14542
Abstract (click to expand)Sepsis is a life-threatening condition which requires rapid diagnosis and treatment. Traditional microbiological methods are time-consuming and expensive. In response to these challenges, deep learning algorithms were developed to identify 14 bacteria species and 3 yeast-like fungi from microscopic images of Gram-stained smears of positive blood samples from sepsis patients. A total of 16,637 Gram-stained microscopic images were used in the study. The analysis used the Cellpose 3 model for segmentation and Attention-based Deep Multiple Instance Learning for classification. Our model achieved an accuracy of 77.15% for bacteria and 71.39% for fungi, with ROC AUC of 0.97 and 0.88, respectively. The highest values, reaching up to 96.2%, were obtained for Cutibacterium acnes, Enterococcus faecium, Stenotrophomonas maltophilia and Nakaseomyces glabratus. Classification difficulties were observed in closely related species, such as Staphylococcus hominis and Staphylococcus haemolyticus, due to morphological similarity, and within Candida albicans due to high morphotic diversity. The study confirms the potential of our model for microbial classification, but it also indicates the need for further optimisation and expansion of the training data set. In the future, this technology could support microbial diagnosis, reducing diagnostic time and improving the effectiveness of sepsis treatment due to its simplicity and accessibility. Part of the results presented in this publication was covered by a patent application at the European Patent Office EP24461637.1 "A computer implemented method for identifying a microorganism in a blood and a data processing system therefor".
2025-03-18 Tensor-decomposition-based A Priori Surrogate (TAPS) modeling for ultra large-scale simulations Jiachen Guo, Gino Domel, Chanwook Park et.al. 2503.13933
Abstract (click to expand)A data-free, predictive scientific AI model, Tensor-decomposition-based A Priori Surrogate (TAPS), is proposed for tackling ultra large-scale engineering simulations with significant speedup, memory savings, and storage gain. TAPS can effectively obtain surrogate models for high-dimensional parametric problems with equivalent zetta-scale ( \(10^{21}\)) degrees of freedom (DoFs). TAPS achieves this by directly obtaining reduced-order models through solving governing equations with multiple independent variables such as spatial coordinates, parameters, and time. The paper first introduces an AI-enhanced finite element-type interpolation function called convolution hierarchical deep-learning neural network (C-HiDeNN) with tensor decomposition (TD). Subsequently, the generalized space-parameter-time Galerkin weak form and the corresponding matrix form are derived. Through the choice of TAPS hyperparameters, an arbitrary convergence rate can be achieved. To show the capabilities of this framework, TAPS is then used to simulate a large-scale additive manufacturing process as an example and achieves around 1,370x speedup, 14.8x memory savings, and 955x storage gain compared to the finite difference method with \(3.46\) billion spatial degrees of freedom (DoFs). As a result, the TAPS framework opens a new avenue for many challenging ultra large-scale engineering problems, such as additive manufacturing and integrated circuit design, among others.
2025-03-17 Quantum Dynamics Simulation of the Advection-Diffusion Equation Hirad Alipanah, Feng Zhang, Yongxin Yao et.al. 2503.13729
Abstract (click to expand)The advection-diffusion equation is simulated on a superconducting quantum computer via several quantum algorithms. Three formulations are considered: (1) Trotterization, (2) variational quantum time evolution (VarQTE), and (3) adaptive variational quantum dynamics simulation (AVQDS). These schemes were originally developed for the Hamiltonian simulation of many-body quantum systems. The finite-difference discretized operator of the transport equation is formulated as a Hamiltonian and solved without the need for ancillary qubits. Computations are conducted on a quantum simulator (IBM Qiskit Aer) and an actual quantum hardware (IBM Fez). The former emulates the latter without the noise. The predicted results are compared with direct numerical simulation (DNS) data with infidelities of the order \(10^{-5}\) . In the quantum simulator, Trotterization is observed to have the lowest infidelity and is suitable for fault-tolerant computation. The AVQDS algorithm requires the lowest gate count and the lowest circuit depth. The VarQTE algorithm is the next best in terms of gate counts, but the number of its optimization variables is directly proportional to the number of qubits. Due to current hardware limitations, Trotterization cannot be implemented, as it has an overwhelming large number of operations. Meanwhile, AVQDS and VarQTE can be executed, but suffer from large errors due to significant hardware noise. These algorithms present a new paradigm for computational transport phenomena on quantum computers.
2025-03-17 Competitive algorithms for calculating the ground state properties of Bose-Fermi mixtures Tomasz Świsłocki, Krzysztof Gawryluk, Mirosław Brewczyk et.al. 2503.13717
Abstract (click to expand)In this work we define, analyze, and compare different numerical schemes that can be used to study the ground state properties of Bose-Fermi systems, such as mixtures of different atomic species under external forces or self-bound quantum droplets. The bosonic atoms are assumed to be condensed and are described by the generalized Gross-Pitaevskii equation. The fermionic atoms, on the other hand, are treated individually, and each atom is associated with a wave function whose evolution follows the Hartree-Fock equation. We solve such a formulated set of equations using a variety of methods, including those based on adiabatic switching of interactions and the imaginary time propagation technique combined with the Gram-Schmidt orthonormalization or the diagonalization of the Hamiltonian matrix. We show how different algorithms compete at the numerical level by studying the mixture in the range of parameters covering the formation of self-bound quantum Bose-Fermi droplets.
2025-03-17 PERC: a suite of software tools for the curation of cryoEM data with application to simulation, modelling and machine learning Beatriz Costa-Gomes, Joel Greer, Nikolai Juraschko et.al. 2503.13329 22 pages, 4 figures
Abstract (click to expand)Ease of access to data, tools and models expedites scientific research. In structural biology there are now numerous open repositories of experimental and simulated datasets. Being able to easily access and utilise these is crucial for allowing researchers to make optimal use of their research effort. The tools presented here are useful for collating existing public cryoEM datasets and/or creating new synthetic cryoEM datasets to aid the development of novel data processing and interpretation algorithms. In recent years, structural biology has seen the development of a multitude of machine-learning based algorithms for aiding numerous steps in the processing and reconstruction of experimental datasets and the use of these approaches has become widespread. Developing such techniques in structural biology requires access to large datasets which can be cumbersome to curate and unwieldy to make use of. In this paper we present a suite of Python software packages which we collectively refer to as PERC (profet, EMPIARreader and CAKED). These are designed to reduce the burden which data curation places upon structural biology research. The protein structure fetcher (profet) package allows users to conveniently download and cleave sequences or structures from the Protein Data Bank or Alphafold databases. EMPIARreader allows lazy loading of Electron Microscopy Public Image Archive datasets in a machine-learning compatible structure. The Class Aggregator for Key Electron-microscopy Data (CAKED) package is designed to seamlessly facilitate the training of machine learning models on electron microscopy data, including electron-cryo-microscopy-specific data augmentation and labelling. These packages may be utilised independently or as building blocks in workflows. All are available in open source repositories and designed to be easily extensible to facilitate more advanced workflows if required.
2025-03-17 Magneto-thermally Coupled Field Simulation of Homogenized Foil Winding Models Silas Weinert, Jonas Bundschuh, Yvonne Späck-Leigsnering et.al. 2503.13010 6 pages, 8 figures
Abstract (click to expand)Foil windings have, due to their layered structure, different properties than conventional wire windings, which make them advantageous for high frequency applications. Both electromagnetic and thermal analyses are relevant for foil windings. These two physical areas are coupled through Joule losses and temperature dependent material properties. For an efficient simulation of foil windings, homogenization techniques are used to avoid resolving the single turns. Therefore, this paper comprises a coupled magneto-thermal simulation that uses a homogenization method in the electromagnetic and thermal part. A weak coupling with different time step sizes for both parts is presented. The method is validated on a simple geometry and showcased for a pot transformer that uses a foil and a wire winding.
2025-03-17 AUTV: Creating Underwater Video Datasets with Pixel-wise Annotations Quang Trung Truong, Wong Yuk Kwan, Duc Thanh Nguyen et.al. 2503.12828 under review
Abstract (click to expand)Underwater video analysis, hampered by the dynamic marine environment and camera motion, remains a challenging task in computer vision. Existing training-free video generation techniques, learning motion dynamics on the frame-by-frame basis, often produce poor results with noticeable motion interruptions and misaligments. To address these issues, we propose AUTV, a framework for synthesizing marine video data with pixel-wise annotations. We demonstrate the effectiveness of this framework by constructing two video datasets, namely UTV, a real-world dataset comprising 2,000 video-text pairs, and SUTV, a synthetic video dataset including 10,000 videos with segmentation masks for marine objects. UTV provides diverse underwater videos with comprehensive annotations including appearance, texture, camera intrinsics, lighting, and animal behavior. SUTV can be used to improve underwater downstream tasks, which are demonstrated in video inpainting and video object segmentation.
2025-03-17 Cohort-attention Evaluation Metric against Tied Data: Studying Performance of Classification Models in Cancer Detection Longfei Wei, Fang Sheng, Jianfei Zhang et.al. 2503.12755
Abstract (click to expand)Artificial intelligence (AI) has significantly improved medical screening accuracy, particularly in cancer detection and risk assessment. However, traditional classification metrics often fail to account for imbalanced data, varying performance across cohorts, and patient-level inconsistencies, leading to biased evaluations. We propose the Cohort-Attention Evaluation Metrics (CAT) framework to address these challenges. CAT introduces patient-level assessment, entropy-based distribution weighting, and cohort-weighted sensitivity and specificity. Key metrics like CATSensitivity (CATSen), CATSpecificity (CATSpe), and CATMean ensure balanced and fair evaluation across diverse populations. This approach enhances predictive reliability, fairness, and interpretability, providing a robust evaluation method for AI-driven medical screening models.
2025-03-16 Discovering uncertainty: Gaussian constitutive neural networks with correlated weights Jeremy A. McCulloch, Ellen Kuhl et.al. 2503.12679 link 10 pages, 5 figures, 1 table
Abstract (click to expand)When characterizing materials, it can be important to not only predict their mechanical properties, but also to estimate the probability distribution of these properties across a set of samples. Constitutive neural networks allow for the automated discovery of constitutive models that exactly satisfy physical laws given experimental testing data, but are only capable of predicting the mean stress response. Stochastic methods treat each weight as a random variable and are capable of learning their probability distributions. Bayesian constitutive neural networks combine both methods, but their weights lack physical interpretability and we must sample each weight from a probability distribution to train or evaluate the model. Here we introduce a more interpretable network with fewer parameters, simpler training, and the potential to discover correlated weights: Gaussian constitutive neural networks. We demonstrate the performance of our new Gaussian network on biaxial testing data, and discover a sparse and interpretable four-term model with correlated weights. Importantly, the discovered distributions of material parameters across a set of samples can serve as priors to discover better constitutive models for new samples with limited data. We anticipate that Gaussian constitutive neural networks are a natural first step towards generative constitutive models informed by physical laws and parameter uncertainty.
2025-03-16 Modeling ice cliff stability using a new Mohr-Coulomb-based phase field fracture model T. Clayton, R. Duddu, T. Hageman et.al. 2503.12481
Abstract (click to expand)Iceberg calving at glacier termini results in mass loss from ice sheets, but the associated fracture mechanics is often poorly represented using simplistic (empirical or elementary mechanics-based) failure criteria. Here, we propose an advanced Mohr-Coulomb failure criterion that drives cracking based on the visco-elastic stress state in ice. This criterion is implemented in a phase field fracture framework, and finite element simulations are conducted to determine the critical conditions that can trigger ice cliff collapse. Results demonstrate that fast-moving glaciers with negligible basal friction are prone to tensile failure causing crevasse propagation far away from the ice front; whilst slow-moving glaciers with significant basal friction are likely to exhibit shear failure near the ice front. Results also indicate that seawater pressure plays a major role in modulating cliff failure. For land terminating glaciers, full thickness cliff failure is observed if the glacier exceeds a critical height, dependent on cohesive strength \(\tau_\mathrm{c}\) (\(H \approx 120\;\text{m}\) for \(\tau_\mathrm{c}=0.5\;\text{MPa}\)). For marine-terminating glaciers, ice cliff failure occurs if a critical glacier free-board (\(H-h_\mathrm{w}\)) is exceeded, with ice slumping only observed above the ocean-water height; for \(\tau_\mathrm{c} = 0.5\;\text{MPa}\), the model-predicted critical free-board is \(H-h_\mathrm{w} \approx 215\;\text{m}\) , which is in good agreement with field observations. While the critical free-board height is larger than that predicted by some previous models, we cannot conclude that marine ice cliff instability is less likely because we do not include other failure processes such as hydrofracture of basal crevasses and plastic necking.
2025-03-16 Development of a Cost-Effective Simulation Tool for Loss of Flow Accident Transients in High-Temperature Gas-cooled Reactors Bo Liu, Wei Wang, Charles Moulinec et.al. 2503.12467
Abstract (click to expand)The aim of this work is to further expand the capability of the coarse-grid Computational Fluid Dynamics (CFD) approach, SubChCFD, to effectively simulate transient and buoyancy-influenced flows, which are critical in accident analyses of High-Temperature Gas-cooled Reactors (HTGRs). It has been demonstrated in our previous work that SubChCFD is highly adaptable to HTGR fuel designs and performs exceptionally well in modelling steady-state processes. In this study, the approach is extended to simulate a Loss of Flow Accident (LOFA) transient, where coolant circulation is disrupted, causing the transition from forced convection to buoyancy-driven natural circulation within the reactor core. To enable SubChCFD to capture the complex physics involved, corrections were introduced to the empirical correlations to account for the effects of flow unsteadiness, property variation and buoyancy. A 1/12th sector of the reactor core, representing the smallest symmetric unit, was modelled using a coarse mesh of approximately 60 million cells. This mesh size is about 6% of that required for a Reynolds Averaged Navier Stokes (RANS) model, where mesh sizes can typically reach the order of 1 billion cells for such configurations. Simulation results show that SubChCFD effectively captures the thermal hydraulic behaviours of the reactor during a LOFA transient, producing predictions in good agreement with RANS simulations while significantly reducing computational cost.
2025-03-14 Adiabatic Flame Temperatures for Oxy-Methane, Oxy-Hydrogen, Air-Methane, and Air-Hydrogen Stoichiometric Combustion using the NASA CEARUN Tool, GRI-Mech 3.0 Reaction Mechanism, and Cantera Python Package Osama A. Marzouk et.al. 2503.11826 8 pages, 8 figures, 8 tables, peer-reviewed journal paper, open access
Abstract (click to expand)The Adiabatic Flame Temperature (AFT) in combustion represents the maximum attainable temperature at which the chemical energy in the reactant fuel is converted into sensible heat in combustion products without heat loss. AFT depends on the fuel, oxidizer, and chemical composition of the products. Computing AFT requires solving either a nonlinear equation or a larger minimization problem. This study obtained the AFTs for oxy-methane (methane and oxygen), oxy-hydrogen (hydrogen and oxygen), air-methane (methane and air), and air-hydrogen (hydrogen and air) for stoichiometric conditions. The reactant temperature was 298.15 K (25{\deg}C), and the pressure was kept constant at 1 atm. Two reaction mechanisms were attempted: a global single-step irreversible reaction for complete combustion and the GRI-Mech 3.0 elementary mechanism (53 species, 325 steps) for chemical equilibrium with its associated thermodynamic data. NASA CEARUN was the main modeling tool used. Two other tools were used for benchmarking: an Excel and a Cantera-Python implementation of GRI-Mech 3.0. The results showed that the AFTs for oxy-methane were 5,166.47 K (complete combustion) and 3,050.12 K (chemical equilibrium), and dropped to 2,326.35 K and 2,224.25 K for air-methane, respectively. The AFTs for oxy-hydrogen were 4,930.56 K (complete combustion) and 3,074.51 K (chemical equilibrium), and dropped to 2,520.33 K and 2,378.62 K for air-hydrogen, respectively. For eight combustion modeling cases, the relative deviation between the AFTs predicted by CEARUN and GRI-Mech 3.0 ranged from 0.064% to 3.503%.
2025-03-14 Unfitted hybrid high-order methods stabilized by polynomial extension for elliptic interface problems Erik Burman, Alexandre Ern, Romain Mottier et.al. 2503.11397
Abstract (click to expand)In this work, we propose the design and the analysis of a novel hybrid high-order (HHO) method on unfitted meshes. HHO methods rely on a pair of unknowns, combining polynomials attached to the mesh faces and the mesh cells. In the unfitted framework, the interface can cut through the mesh cells in a very general fashion, and the polynomial unknowns are doubled in the cut cells and the cut faces. In order to avoid the ill-conditioning issues caused by the presence of small cut cells, the novel approach introduced herein is to use polynomial extensions in the definition of the gradient reconstruction operator. Stability and consistency results are established, leading to optimally decaying error estimates. The theory is illustrated by numerical experiments.
2025-03-14 Corrected Riemann smoothed particle hydrodynamics method for multi-resolution fluid-structure interaction Bo Zhang, Jianfeng Zhu, Xiangyu Hu et.al. 2503.11292 link 47 pages 19 figues
Abstract (click to expand)As a mesh-free method, smoothed particle hydrodynamics (SPH) has been widely used for modeling and simulating fluid-structure interaction (FSI) problems. While the kernel gradient correction (KGC) method is commonly applied in structural domains to enhance numerical consistency, high-order consistency corrections that preserve conservation remain underutilized in fluid domains despite their critical role in FSI analysis, especially for the multi-resolution scheme where fluid domains generally have a low resolution. In this study, we incorporate the reverse kernel gradient correction (RKGC) formulation, a conservative high-order consistency approximation, into the fluid discretization for solving FSI problems. RKGC has been proven to achieve exact second-order convergence with relaxed particles and improve numerical accuracy while particularly enhancing energy conservation in free-surface flow simulations. By integrating this correction into the Riemann SPH method to solve different typical FSI problems with a multi-resolution scheme, numerical results consistently show improvements in accuracy and convergence compared to uncorrected fluid discretization. Despite these advances, further refinement of correction techniques for solid domains and fluid-structure interfaces remains significant for enhancing the overall accuracy of SPH-based FSI modeling and simulation.
2025-03-13 Predicting Stock Movement with BERTweet and Transformers Michael Charles Albada, Mojolaoluwa Joshua Sonola et.al. 2503.10957 9 pages, 4 figures, 2 tables
Abstract (click to expand)Applying deep learning and computational intelligence to finance has been a popular area of applied research, both within academia and industry, and continues to attract active attention. The inherently high volatility and non-stationary of the data pose substantial challenges to machine learning models, especially so for today's expressive and highly-parameterized deep learning models. Recent work has combined natural language processing on data from social media to augment models based purely on historic price data to improve performance has received particular attention. Previous work has achieved state-of-the-art performance on this task by combining techniques such as bidirectional GRUs, variational autoencoders, word and document embeddings, self-attention, graph attention, and adversarial training. In this paper, we demonstrated the efficacy of BERTweet, a variant of BERT pre-trained specifically on a Twitter corpus, and the transformer architecture by achieving competitive performance with the existing literature and setting a new baseline for Matthews Correlation Coefficient on the Stocknet dataset without auxiliary data sources.
2025-03-13 Design and Analysis of an Extreme-Scale, High-Performance, and Modular Agent-Based Simulation Platform Lukas Johannes Breitwieser et.al. 2503.10796 PhD Thesis submitted to ETH Zurich
Abstract (click to expand)Agent-based modeling is indispensable for studying complex systems across many domains. However, existing simulation platforms exhibit two major issues: performance and modularity. Low performance prevents simulations with a large number of agents, increases development time, limits parameter exploration, and raises computing costs. Inflexible software designs motivate modelers to create their own tools, diverting valuable resources. This dissertation introduces a novel simulation platform called BioDynaMo and its significant improvement, TeraAgent, to alleviate these challenges via three major works. First, we lay the platform's foundation by defining abstractions, establishing software infrastructure, and implementing a multitude of features for agent-based modeling. We demonstrate BioDynaMo's modularity through use cases in neuroscience, epidemiology, and oncology. We validate these models and show the simplicity of adding new functionality with few lines of code. Second, we perform a rigorous performance analysis and identify challenges for shared-memory parallelism. Provided solutions include an optimized grid for neighbor searching, mechanisms to reduce the memory access latency, and exploiting domain knowledge to omit unnecessary work. These improvements yield up to three orders of magnitude speedups, enabling simulations of 1.7 billion agents on a single server. Third, we present TeraAgent, a distributed simulation engine that allows scaling out the computation of one simulation to multiple servers. We identify and address server communication bottlenecks and implement solutions for serialization and delta encoding to accelerate and reduce data transfer. TeraAgent can simulate 500 billion agents and scales to 84096 CPU cores. BioDynaMo has been widely adopted, including a prize-winning radiotherapy simulation recognized as a top 10 breakthrough in physics in 2024.
2025-03-13 Unifying monitoring and modelling of water concentration levels in surface waters Peter B Sorensen, Anders Nielsen, Peter E Holm et.al. 2503.10285 41 pages, 11 figures, Developed to support the Danish EPA
Abstract (click to expand)Accurate prediction of expected concentrations is essential for effective catchment management, requiring both extensive monitoring and advanced modeling techniques. However, due to limitations in the equation solving capacity, the integration of monitoring and modeling has been suffering suboptimal statistical approaches. This limitation results in models that can only partially leverage monitoring data, thus being an obstacle for realistic uncertainty assessments by overlooking critical correlations between both measurements and model parameters. This study presents a novel solution that integrates catchment monitoring and a unified hieratical statistical catchment modeling that employs a log-normal distribution for residuals within a left-censored likelihood function to address measurements below detection limits. This enables the estimation of concentrations within sub-catchments in conjunction with a source/fate sub-catchment model and monitoring data. This approach is possible due to a model builder R package denoted RTMB. The proposed approach introduces a statistical paradigm based on a hierarchical structure, capable of accommodating heterogeneous sampling across various sampling locations and the authors suggest that this also will encourage further refinement of other existing modeling platforms within the scientific community to improve synergy with monitoring programs. The application of the method is demonstrated through an analysis of nickel concentrations in Danish surface waters.
2025-03-13 A Neumann-Neumann Acceleration with Coarse Space for Domain Decomposition of Extreme Learning Machines Chang-Ock Lee, Byungeun Ryoo et.al. 2503.10032 21 pages, 6 figures, 6 tables
Abstract (click to expand)Extreme learning machines (ELMs), which preset hidden layer parameters and solve for last layer coefficients via a least squares method, can typically solve partial differential equations faster and more accurately than Physics Informed Neural Networks. However, they remain computationally expensive when high accuracy requires large least squares problems to be solved. Domain decomposition methods (DDMs) for ELMs have allowed parallel computation to reduce training times of large systems. This paper constructs a coarse space for ELMs, which enables further acceleration of their training. By partitioning interface variables into coarse and non-coarse variables, selective elimination introduces a Schur complement system on the non-coarse variables with the coarse problem embedded. Key to the performance of the proposed method is a Neumann-Neumann acceleration that utilizes the coarse space. Numerical experiments demonstrate significant speedup compared to a previous DDM method for ELMs.
2025-03-12 A Deep Reinforcement Learning Approach to Automated Stock Trading, using xLSTM Networks Faezeh Sarlakifar, Mohammadreza Mohammadzadeh Asl, Sajjad Rezvani Khaledi et.al. 2503.09655
Abstract (click to expand)Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic and risky environments like stock trading. To address these limitations, this study explores the usage of the newly introduced Extended Long Short Term Memory (xLSTM) network in combination with a deep reinforcement learning (DRL) approach for automated stock trading. Our proposed method utilizes xLSTM networks in both actor and critic components, enabling effective handling of time series data and dynamic market environments. Proximal Policy Optimization (PPO), with its ability to balance exploration and exploitation, is employed to optimize the trading strategy. Experiments were conducted using financial data from major tech companies over a comprehensive timeline, demonstrating that the xLSTM-based model outperforms LSTM-based methods in key trading evaluation metrics, including cumulative return, average profitability per trade, maximum earning rate, maximum pullback, and Sharpe ratio. These findings mark the potential of xLSTM for enhancing DRL-based stock trading systems.
2025-03-18 Leveraging LLMS for Top-Down Sector Allocation In Automated Trading Ryan Quek Wei Heng, Edoardo Vittori, Keane Ong et.al. 2503.09647
Abstract (click to expand)This paper introduces a methodology leveraging Large Language Models (LLMs) for sector-level portfolio allocation through systematic analysis of macroeconomic conditions and market sentiment. Our framework emphasizes top-down sector allocation by processing multiple data streams simultaneously, including policy documents, economic indicators, and sentiment patterns. Empirical results demonstrate superior risk-adjusted returns compared to traditional cross momentum strategies, achieving a Sharpe ratio of 2.51 and portfolio return of 8.79% versus -0.61 and -1.39% respectively. These results suggest that LLM-based systematic macro analysis presents a viable approach for enhancing automated portfolio allocation decisions at the sector level.
2025-03-12 AI-based Framework for Robust Model-Based Connector Mating in Robotic Wire Harness Installation Claudius Kienle, Benjamin Alt, Finn Schneider et.al. 2503.09409 6 pages, 6 figures, 4 tables, submitted to the 2025 IEEE 21st International Conference on Automation Science and Engineering
Abstract (click to expand)Despite the widespread adoption of industrial robots in automotive assembly, wire harness installation remains a largely manual process, as it requires precise and flexible manipulation. To address this challenge, we design a novel AI-based framework that automates cable connector mating by integrating force control with deep visuotactile learning. Our system optimizes search-and-insertion strategies using first-order optimization over a multimodal transformer architecture trained on visual, tactile, and proprioceptive data. Additionally, we design a novel automated data collection and optimization pipeline that minimizes the need for machine learning expertise. The framework optimizes robot programs that run natively on standard industrial controllers, permitting human experts to audit and certify them. Experimental validations on a center console assembly task demonstrate significant improvements in cycle times and robustness compared to conventional robot programming approaches. Videos are available under https://claudius-kienle.github.io/AppMuTT.
2025-03-12 Large-scale Thermo-Mechanical Simulation of Laser Beam Welding Using High-Performance Computing: A Qualitative Reproduction of Experimental Results Tommaso Bevilacqua, Andrey Gumenyuk, Niloufar Habibi et.al. 2503.09345
Abstract (click to expand)Laser beam welding is a non-contact joining technique that has gained significant importance in the course of the increasing degree of automation in industrial manufacturing. This process has established itself as a suitable joining tool for metallic materials due to its non-contact processing, short cycle times, and small heat-affected zones. One potential problem, however, is the formation of solidification cracks, which particularly affects alloys with a pronounced melting range. Since solidification cracking is influenced by both temperature and strain rate, precise measurement technologies are of crucial importance. For this purpose, as an experimental setup, a Controlled Tensile Weldability (CTW) test combined with a local deformation measurement technique is used. The aim of the present work is the development of computational methods and software tools to numerically simulate the CTW. The numerical results are compared with those obtained from the experimental CTW. In this study, an austenitic stainless steel sheet is selected. A thermo-elastoplastic material behavior with temperature-dependent material parameters is assumed. The time-dependent problem is first discretized in time and then the resulting nonlinear problem is linearized with Newton's method. For the discretization in space, finite elements are used. In order to obtain a sufficiently accurate solution, a large number of finite elements has to be used. In each Newton step, this yields a large linear system of equations that has to be solved. Therefore, a highly parallel scalable solver framework, based on the software library PETSc, was used to solve this computationally challenging problem on a high-performance computing architecture. Finally, the experimental results and the numerical simulations are compared, showing to be qualitatively in good agreement.
2025-03-12 A 3d particle visualization system for temperature management Benoit Lange, Nancy Rodriguez, William Puech et.al. 2503.09198
Abstract (click to expand)This paper deals with a 3D visualization technique proposed to analyze and manage energy efficiency from a data center. Data are extracted from sensors located in the IBM Green Data Center in Montpellier France. These sensors measure different information such as hygrometry, pressure and temperature. We want to visualize in real-time the large among of data produced by these sensors. A visualization engine has been designed, based on particles system and a client server paradigm. In order to solve performance problems, a Level Of Detail solution has been developed. These methods are based on the earlier work introduced by J. Clark in 1976. In this paper we introduce a particle method used for this work and subsequently we explain different simplification methods we have applied to improve our solution.
2025-03-11 Capturing Lifecycle System Degradation in Digital Twin Model Updating Yifan Tang, Mostafa Rahmani Dehaghani, G. Gary Wang et.al. 2503.08953 32 pages, 25 figures
Abstract (click to expand)Digital twin (DT) has emerged as a powerful tool to facilitate monitoring, control, and other decision-making tasks in real-world engineering systems. Online update methods have been proposed to update DT models. Considering the degradation behavior in the system lifecycle, these methods fail to enable DT models to predict the system responses affected by the system degradation over time. To alleviate this problem, degradation models of measurable parameters have been integrated into DT construction. However, identifying the degradation parameters relies on prior knowledge of the system and expensive experiments. To mitigate those limitations, this paper proposes a lifelong update method for DT models to capture the effects of system degradation on system responses without any prior knowledge and expensive offline experiments on the system. The core idea in the work is to represent the system degradation during the lifecycle as the dynamic changes of DT configurations (i.e., model parameters with a fixed model structure) at all degradation stages. During the lifelong update process, an Autoencoder is adopted to reconstruct the model parameters of all hidden layers simultaneously, so that the latent features taking into account the dependencies among hidden layers are obtained for each degradation stage. The dynamic behavior of latent features among successive degradation stages is then captured by a long short-term memory model, which enables prediction of the latent feature at any unseen stage. Based on the predicted latent features, the model configuration at future degradation stage is reconstructed to determine the new DT model, which predicts the system responses affected by the degradation at the same stage. The test results on two engineering datasets demonstrate that the proposed update method could capture effects of system degradation on system responses during the lifecycle.
2025-03-11 Towards Efficient Parametric State Estimation in Circulating Fuel Reactors with Shallow Recurrent Decoder Networks Stefano Riva, Carolina Introini, J. Nathan Kutz et.al. 2503.08904 link arXiv admin note: text overlap with arXiv:2409.12550
Abstract (click to expand)The recent developments in data-driven methods have paved the way to new methodologies to provide accurate state reconstruction of engineering systems; nuclear reactors represent particularly challenging applications for this task due to the complexity of the strongly coupled physics involved and the extremely harsh and hostile environments, especially for new technologies such as Generation-IV reactors. Data-driven techniques can combine different sources of information, including computational proxy models and local noisy measurements on the system, to robustly estimate the state. This work leverages the novel Shallow Recurrent Decoder architecture to infer the entire state vector (including neutron fluxes, precursors concentrations, temperature, pressure and velocity) of a reactor from three out-of-core time-series neutron flux measurements alone. In particular, this work extends the standard architecture to treat parametric time-series data, ensuring the possibility of investigating different accidental scenarios and showing the capabilities of this approach to provide an accurate state estimation in various operating conditions. This paper considers as a test case the Molten Salt Fast Reactor (MSFR), a Generation-IV reactor concept, characterised by strong coupling between the neutronics and the thermal hydraulics due to the liquid nature of the fuel. The promising results of this work are further strengthened by the possibility of quantifying the uncertainty associated with the state estimation, due to the considerably low training cost. The accurate reconstruction of every characteristic field in real-time makes this approach suitable for monitoring and control purposes in the framework of a reactor digital twin.
2025-03-11 Nonlinear optimals and their role in sustaining turbulence in channel flow Dario Klingenberg, Rich R. Kerswell et.al. 2503.08283 link
Abstract (click to expand)We investigate the energy transfer from the mean profile to velocity fluctuations in channel flow by calculating nonlinear optimal disturbances,i.e. the initial condition of a given finite energy that achieves the highest possible energy growth during a given fixed time horizon. It is found that for a large range of time horizons and initial disturbance energies, the nonlinear optimal exhibits streak spacing and amplitude consistent with DNS at least at Re_tau = 180, which suggests that they isolate the relevant physical mechanisms that sustain turbulence. Moreover, the time horizon necessary for a nonlinear disturbance to outperform a linear optimal is consistent with previous DNS-based estimates using eddy turnover time, which offers a new perspective on how some turbulent time scales are determined.
2025-03-11 XAI4Extremes: An interpretable machine learning framework for understanding extreme-weather precursors under climate change Jiawen Wei, Aniruddha Bora, Vivek Oommen et.al. 2503.08163
Abstract (click to expand)Extreme weather events are increasing in frequency and intensity due to climate change. This, in turn, is exacting a significant toll in communities worldwide. While prediction skills are increasing with advances in numerical weather prediction and artificial intelligence tools, extreme weather still present challenges. More specifically, identifying the precursors of such extreme weather events and how these precursors may evolve under climate change remain unclear. In this paper, we propose to use post-hoc interpretability methods to construct relevance weather maps that show the key extreme-weather precursors identified by deep learning models. We then compare this machine view with existing domain knowledge to understand whether deep learning models identified patterns in data that may enrich our understanding of extreme-weather precursors. We finally bin these relevant maps into different multi-year time periods to understand the role that climate change is having on these precursors. The experiments are carried out on Indochina heatwaves, but the methodology can be readily extended to other extreme weather events worldwide.
2025-03-10 Network Analysis of Uniswap: Centralization and Fragility in the Decentralized Exchange Market Tao Yan, Claudio J. Tessone et.al. 2503.07834
Abstract (click to expand)The Uniswap is a Decentralized Exchange (DEX) protocol that facilitates automatic token exchange without the need for traditional order books. Every pair of tokens forms a liquidity pool on Uniswap, and each token can be paired with any other token to create liquidity pools. This characteristic motivates us to employ a complex network approach to analyze the features of the Uniswap market. This research presents a comprehensive analysis of the Uniswap network using complex network methods. The network on October 31, 2023, is built to observe its recent features, showcasing both scale-free and core-periphery properties. By employing node and edge-betweenness metrics, we detect the most important tokens and liquidity pools. Additionally, we construct daily networks spanning from the beginning of Uniswap V2 on May 5, 2020, until October 31, 2023, and our findings demonstrate that the network becomes increasingly fragile over time. Furthermore, we conduct a robustness analysis by simulating the deletion of nodes to estimate the impact of some extreme events such as the Terra collapse. The results indicate that the Uniswap network exhibits robustness, yet it is notably fragile when deleting tokens with high betweenness centrality. This finding highlights that, despite being a decentralized exchange, Uniswap exhibits significant centralization tendencies in terms of token network connectivity and the distribution of TVL across nodes (tokens) and edges (liquidity pools).
2025-03-10 What is missing from existing Lithium-Sulfur models to capture coin-cell behaviour? Miss. Elizabeth Olisa Monica Marinescu et.al. 2503.07684 27 pages, 7 figures, conferences presented: ModVal 2025, ECS 2025
Abstract (click to expand)Lithium-sulfur (Li-S) batteries offer a promising alternative to current lithium-ion (Li-ion) batteries, with a high theoretical energy density, improved safety and high abundance, low cost of materials. For Li-S to reach commercial application, it is essential to understand how the behaviour scales between cell formats; new material development is predominately completed at coin-cell level, whilst pouch-cells will be used for commercial applications. Differences such as reduced electrolyte-to-sulfur (E/S) ratios and increased geometric size at larger cell formats contribute to the behavioural differences, in terms of achievable capacity, cyclability and potential degradation mechanisms. This work focuses on the steps required to capture and test coin-cell behaviour, building upon the existing models within the literature, which predominately focus on pouch-cells. The areas investigated throughout this study, to improve the capability of the model in terms of scaling ability and causality of predictions, include the cathode surface area, precipitation dynamics and C-rate dependence.
2025-03-10 Simultaneous Energy Harvesting and Bearing Fault Detection using Piezoelectric Cantilevers P. Peralta-Braz, M. M. Alamdari, C. T. Chou et.al. 2503.07462
Abstract (click to expand)Bearings are critical components in industrial machinery, yet their vulnerability to faults often leads to costly breakdowns. Conventional fault detection methods depend on continuous, high-frequency vibration sensing, digitising, and wireless transmission to the cloud-an approach that significantly drains the limited energy reserves of battery-powered sensors, accelerating their depletion and increasing maintenance costs. This work proposes a fundamentally different approach: rather than using instantaneous vibration data, we employ piezoelectric energy harvesters (PEHs) tuned to specific frequencies and leverage the cumulative harvested energy over time as the key diagnostic feature. By directly utilising the energy generated from the machinery's vibrations, we eliminate the need for frequent analog-to-digital conversions and data transmission, thereby reducing energy consumption at the sensor node and extending its operational lifetime. To validate this approach, we use a numerical PEH model and publicly available acceleration datasets, examining various PEH designs with different natural frequencies. We also consider the influence of the classification algorithm, the number of devices, and the observation window duration. The results demonstrate that the harvested energy reliably indicates bearing faults across a range of conditions and severities. By converting vibration energy into both a power source and a diagnostic feature, our solution offers a more sustainable, low-maintenance strategy for fault detection in smart machinery.
2025-03-10 Early signs of stuck pipe detection based on Crossformer Bo Cao, Yu Song, Jin Yang et.al. 2503.07440 33 pages,9 figure
Abstract (click to expand)Stuck pipe incidents are one of the major challenges in drilling engineering,leading to massive time loss and additional costs.To address the limitations of insufficient long sequence modeling capability,the difficulty in accurately establishing warning threshold,and the lack of model interpretability in existing methods,we utilize Crossformer for early signs of detection indicating potential stuck events in order to provide guidance for on-site drilling engineers and prevent stuck pipe incidents.The sliding window technique is integrated into Crossformer to allow it to output and display longer outputs,the improved Crossformer model is trained using normal time series drilling data to generate predictions for various parameters at each time step.The relative reconstruction error of model is regard as the risk of stuck pipe,thereby considering data that the model can't predict as anomalies,which represent the early signs of stuck pipe incidents.The multi-step prediction capability of Crossformer and relative reconstruction error are combined to assess stuck pipe risk at each time step in advance.We partition the reconstruction error into modeling error and error due to anomalous data fluctuations,furthermore,the dynamic warning threshold and warning time for stuck pipe incidents are determined using the probability density function of reconstruction errors from normal drilling data.The results indicate that our method can effectively detect early signs of stuck pipe incidents during the drilling process.Crossformer exhibits superior modeling and predictive capabilities compared with other deep learning models.Transformer-based models with multi-step prediction capability are more suitable for stuck pipe prediction compared to the current single-step prediction models.
2025-03-10 An Analytics-Driven Approach to Enhancing Supply Chain Visibility with Graph Neural Networks and Federated Learning Ge Zheng, Alexandra Brintrup et.al. 2503.07231 15 pages, 5 figures, 5 tables, submitted to a journal
Abstract (click to expand)In today's globalised trade, supply chains form complex networks spanning multiple organisations and even countries, making them highly vulnerable to disruptions. These vulnerabilities, highlighted by recent global crises, underscore the urgent need for improved visibility and resilience of the supply chain. However, data-sharing limitations often hinder the achievement of comprehensive visibility between organisations or countries due to privacy, security, and regulatory concerns. Moreover, most existing research studies focused on individual firm- or product-level networks, overlooking the multifaceted interactions among diverse entities that characterise real-world supply chains, thus limiting a holistic understanding of supply chain dynamics. To address these challenges, we propose a novel approach that integrates Federated Learning (FL) and Graph Convolutional Neural Networks (GCNs) to enhance supply chain visibility through relationship prediction in supply chain knowledge graphs. FL enables collaborative model training across countries by facilitating information sharing without requiring raw data exchange, ensuring compliance with privacy regulations and maintaining data security. GCNs empower the framework to capture intricate relational patterns within knowledge graphs, enabling accurate link prediction to uncover hidden connections and provide comprehensive insights into supply chain networks. Experimental results validate the effectiveness of the proposed approach, demonstrating its ability to accurately predict relationships within country-level supply chain knowledge graphs. This enhanced visibility supports actionable insights, facilitates proactive risk management, and contributes to the development of resilient and adaptive supply chain strategies, ensuring that supply chains are better equipped to navigate the complexities of the global economy.
2025-03-10 Simulating programmable morphing of shape memory polymer beam systems with complex geometry and topology Giulio Ferri, Enzo Marino et.al. 2503.07150
Abstract (click to expand)We propose a novel approach to the analysis of programmable geometrically exact shear deformable beam systems made of shape memory polymers. The proposed method combines the viscoelastic Generalized Maxwell model with the Williams, Landel and Ferry relaxation principle, enabling the reproduction of the shape memory effect of structural systems featuring complex geometry and topology. Very high efficiency is pursued by discretizing the differential problem in space through the isogeometric collocation (IGA-C) method. The method, in addition to the desirable attributes of isogeometric analysis (IGA), such as exactness of the geometric reconstruction of complex shapes and high-order accuracy, circumvents the need for numerical integration since it discretizes the problem in the strong form. Other distinguishing features of the proposed formulation are: i) \({\rm SO}(3)\) -consistency for the linearization of the problem and for the time stepping; ii) minimal (finite) rotation parametrization, that means only three rotational unknowns are used; iii) no additional unknowns are needed to account for the rate-dependent material compared to the purely elastic case. Through different numerical applications involving challenging initial geometries, we show that the proposed formulation possesses all the sought attributes in terms of programmability of complex systems, geometric flexibility, and high order accuracy.
2025-03-10 Effect of Selection Format on LLM Performance Yuchen Han, Yucheng Wu, Jeffrey Willard et.al. 2503.06926
Abstract (click to expand)This paper investigates a critical aspect of large language model (LLM) performance: the optimal formatting of classification task options in prompts. Through an extensive experimental study, we compared two selection formats -- bullet points and plain English -- to determine their impact on model performance. Our findings suggest that presenting options via bullet points generally yields better results, although there are some exceptions. Furthermore, our research highlights the need for continued exploration of option formatting to drive further improvements in model performance.
2025-03-09 Modular Photobioreactor Façade Systems for Sustainable Architecture: Design, Fabrication, and Real-Time Monitoring Xiujin Liu et.al. 2503.06769 21 pages, 22 figures, 3 tables
Abstract (click to expand)This paper proposes an innovative solution to the growing issue of greenhouse gas emissions: a closed photobioreactor (PBR) fa\c{c}ade system to mitigate greenhouse gas (GHG) concentrations. With digital fabrication technology, this study explores the transition from traditional, single function building facades to multifunctional, integrated building systems. It introduces a photobioreactor (PBR) fa\c{c}ade system to mitigate greenhouse gas (GHG) concentrations while addressing the challenge of large-scale prefabricated components transportation. This research introduces a novel approach by designing the fa\c{c}ade system as modular, user-friendly and transportation-friendly bricks, enabling the creation of a user-customized and self-assembled photobioreactor (PBR) system. The single module in the system is proposed to be "neutralization bricks", which embedded with algae and equipped with an air circulation system, facilitating the photobioreactor (PBR)'s functionality. A connection system between modules allows for easy assembly by users, while a limited variety of brick styles ensures modularity in manufacturing without sacrificing customization and diversity. The system is also equipped with an advanced microalgae status detection algorithm, which allows users to monitor the condition of the microalgae using monocular camera. This functionality ensures timely alerts and notifications for users to replace the algae, thereby optimizing the operational efficiency and sustainability of the algae cultivation process.
2025-03-09 Energy-Adaptive Checkpoint-Free Intermittent Inference for Low Power Energy Harvesting Systems Sahidul Islam, Wei Wei, Jishnu Banarjee et.al. 2503.06663
Abstract (click to expand)Deep neural network (DNN) inference in energy harvesting (EH) devices poses significant challenges due to resource constraints and frequent power interruptions. These power losses not only increase end-to-end latency, but also compromise inference consistency and accuracy, as existing checkpointing and restore mechanisms are prone to errors. Consequently, the quality of service (QoS) for DNN inference on EH devices is severely impacted. In this paper, we propose an energy-adaptive DNN inference mechanism capable of dynamically transitioning the model into a low-power mode by reducing computational complexity when harvested energy is limited. This approach ensures that end-to-end latency requirements are met. Additionally, to address the limitations of error-prone checkpoint-and-restore mechanisms, we introduce a checkpoint-free intermittent inference framework that ensures consistent, progress-preserving DNN inference during power failures in energy-harvesting systems.

(back to top)

📌 Reinforcement Learning in Finance

📅 Publish Date 📖 Title 👨‍💻 Authors 🔗 PDF 💻 Code 💬 Comment 📜 Abstract
2023-04-29 Systematic Review on Reinforcement Learning in the Field of Fintech Nadeem Malibari, Iyad Katib, Rashid Mehmood et.al. 2305.07466 31 pages, 15 figures, 7 tables
Abstract (click to expand)Applications of Reinforcement Learning in the Finance Technology (Fintech) have acquired a lot of admiration lately. Undoubtedly Reinforcement Learning, through its vast competence and proficiency, has aided remarkable results in the field of Fintech. The objective of this systematic survey is to perform an exploratory study on a correlation between reinforcement learning and Fintech to highlight the prediction accuracy, complexity, scalability, risks, profitability and performance. Major uses of reinforcement learning in finance or Fintech include portfolio optimization, credit risk reduction, investment capital management, profit maximization, effective recommendation systems, and better price setting strategies. Several studies have addressed the actual contribution of reinforcement learning to the performance of financial institutions. The latest studies included in this survey are publications from 2018 onward. The survey is conducted using PRISMA technique which focuses on the reporting of reviews and is based on a checklist and four-phase flow diagram. The conducted survey indicates that the performance of RL-based strategies in Fintech fields proves to perform considerably better than other state-of-the-art algorithms. The present work discusses the use of reinforcement learning algorithms in diverse decision-making challenges in Fintech and concludes that the organizations dealing with finance can benefit greatly from Robo-advising, smart order channelling, market making, hedging and options pricing, portfolio optimization, and optimal execution.
2022-06-28 Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network Frensi Zejnullahu, Maurice Moser, Joerg Osterrieder et.al. 2206.14267
Abstract (click to expand)This paper presents a Double Deep Q-Network algorithm for trading single assets, namely the E-mini S&P 500 continuous futures contract. We use a proven setup as the foundation for our environment with multiple extensions. The features of our trading agent are constantly being expanded to include additional assets such as commodities, resulting in four models. We also respond to environmental conditions, including costs and crises. Our trading agent is first trained for a specific time period and tested on new data and compared with the long-and-hold strategy as a benchmark (market). We analyze the differences between the various models and the in-sample/out-of-sample performance with respect to the environment. The experimental results show that the trading agent follows an appropriate behavior. It can adjust its policy to different circumstances, such as more extensive use of the neutral position when trading costs are present. Furthermore, the net asset value exceeded that of the benchmark, and the agent outperformed the market in the test set. We provide initial insights into the behavior of an agent in a financial domain using a DDQN algorithm. The results of this study can be used for further development.
2023-02-28 Recent Advances in Reinforcement Learning in Finance Ben Hambly, Renyuan Xu, Huining Yang et.al. 2112.04553 60 pages, 1 figure
Abstract (click to expand)The rapid changes in the finance industry due to the increasing amount of data have revolutionized the techniques on data processing and data analysis and brought new theoretical and computational challenges. In contrast to classical stochastic control theory and other analytical approaches for solving financial decision-making problems that heavily reply on model assumptions, new developments from reinforcement learning (RL) are able to make full use of the large amount of financial data with fewer model assumptions and to improve decisions in complex financial environments. This survey paper aims to review the recent developments and use of RL approaches in finance. We give an introduction to Markov decision processes, which is the setting for many of the commonly used RL approaches. Various algorithms are then introduced with a focus on value and policy based methods that do not require any model assumptions. Connections are made with neural networks to extend the framework to encompass deep RL algorithms. Our survey concludes by discussing the application of these RL algorithms in a variety of decision-making problems in finance, including optimal execution, portfolio optimization, option pricing and hedging, market making, smart order routing, and robo-advising.

(back to top)

📌 Time Series Forecasting

📅 Publish Date 📖 Title 👨‍💻 Authors 🔗 PDF 💻 Code 💬 Comment 📜 Abstract
2025-07-10 A Novel Hybrid Approach for Time Series Forecasting: Period Estimation and Climate Data Analysis Using Unsupervised Learning and Spline Interpolation Tanmay Kayal, Abhishek Das, U Saranya et.al. 2507.07652 17 Pages, 13 figures
Abstract (click to expand)This article explores a novel approach to time series forecasting applied to the context of Chennai's climate data. Our methodology comprises two distinct established time series models, leveraging their strengths in handling seasonality and periods. Notably, a new algorithm is developed to compute the period of the time series using unsupervised machine learning and spline interpolation techniques. Through a meticulous ensembling process that combines these two models, we achieve optimized forecasts. This research contributes to advancing forecasting techniques and offers valuable insights into climate data analysis.
2025-07-10 Functional Time Series Forecasting of Distributions: A Koopman-Wasserstein Approach Ziyue Wang, Yuko Araki et.al. 2507.07570 Under review for Behaviormetrika
Abstract (click to expand)We propose a novel method for forecasting the temporal evolution of probability distributions observed at discrete time points. Extending the Dynamic Probability Density Decomposition (DPDD), we embed distributional dynamics into Wasserstein geometry via a Koopman operator framework. Our approach introduces an importance-weighted variant of Extended Dynamic Mode Decomposition (EDMD), enabling accurate, closed-form forecasts in 2-Wasserstein space. Theoretical guarantees are established: our estimator achieves spectral convergence and optimal finite-sample Wasserstein error. Simulation studies and a real-world application to U.S. housing price distributions show substantial improvements over existing methods such as Wasserstein Autoregression. By integrating optimal transport, functional time series modeling, and spectral operator theory, DPDD offers a scalable and interpretable solution for distributional forecasting. This work has broad implications for behavioral science, public health, finance, and neuroimaging--domains where evolving distributions arise naturally. Our framework contributes to functional data analysis on non-Euclidean spaces and provides a general tool for modeling and forecasting distributional time series.
2025-07-09 Time Series Foundation Models for Multivariate Financial Time Series Forecasting Ben A. Marconi et.al. 2507.07296 66 pages
Abstract (click to expand)Financial time series forecasting presents significant challenges due to complex nonlinear relationships, temporal dependencies, variable interdependencies and limited data availability, particularly for tasks involving low-frequency data, newly listed instruments, or emerging market assets. Time Series Foundation Models (TSFMs) offer a promising solution through pretraining on diverse time series corpora followed by task-specific adaptation. This study evaluates two TSFMs (Tiny Time Mixers (TTM) and Chronos) across three financial forecasting tasks: US 10-year Treasury yield changes, EUR/USD volatility, and equity spread prediction. Results demonstrate that TTM exhibits strong transferability. When fine-tuning both the pretrained version of TTM and an untrained model with the same architecture, the pretrained version achieved 25-50% better performance when fine-tuned on limited data and 15-30% improvements even when fine-tuned on lengthier datasets. Notably, TTM's zero-shot performance outperformed naive benchmarks in volatility forecasting and equity spread prediction, with the latter demonstrating that TSFMs can surpass traditional benchmark models without fine-tuning. The pretrained model consistently required 3-10 fewer years of data to achieve comparable performance levels compared to the untrained model, demonstrating significant sample-efficiency gains. However, while TTM outperformed naive baselines, traditional specialised models matched or exceeded its performance in two of three tasks, suggesting TSFMs prioritise breadth over task-specific optimisation. These findings indicate that TSFMs, though still nascent, offer substantial promise for financial forecasting-particularly in noisy, data-constrained tasks-but achieving competitive performance likely requires domain-specific pretraining and architectural refinements tailored to financial time series characteristics.
2025-07-09 Bridging the Last Mile of Prediction: Enhancing Time Series Forecasting with Conditional Guided Flow Matching Huibo Xu, Runlong Yu, Likang Wu et.al. 2507.07192
Abstract (click to expand)Diffusion models, a type of generative model, have shown promise in time series forecasting. But they face limitations like rigid source distributions and limited sampling paths, which hinder their performance. Flow matching offers faster generation, higher-quality outputs, and greater flexibility, while also possessing the ability to utilize valuable information from the prediction errors of prior models, which were previously inaccessible yet critically important. To address these challenges and fully unlock the untapped potential of flow matching, we propose Conditional Guided Flow Matching (CGFM). CGFM extends flow matching by incorporating the outputs of an auxiliary model, enabling a previously unattainable capability in the field: learning from the errors of the auxiliary model. For time series forecasting tasks, it integrates historical data as conditions and guidance, constructs two-sided conditional probability paths, and uses a general affine path to expand the space of probability paths, ultimately leading to improved predictions. Extensive experiments show that CGFM consistently enhances and outperforms state-of-the-art models, highlighting its effectiveness in advancing forecasting methods.
2025-07-09 MoFE-Time: Mixture of Frequency Domain Experts for Time-Series Forecasting Models Yiwen Liu, Chenyu Zhang, Junjie Song et.al. 2507.06502
Abstract (click to expand)As a prominent data modality task, time series forecasting plays a pivotal role in diverse applications. With the remarkable advancements in Large Language Models (LLMs), the adoption of LLMs as the foundational architecture for time series modeling has gained significant attention. Although existing models achieve some success, they rarely both model time and frequency characteristics in a pretraining-finetuning paradigm leading to suboptimal performance in predictions of complex time series, which requires both modeling periodicity and prior pattern knowledge of signals. We propose MoFE-Time, an innovative time series forecasting model that integrates time and frequency domain features within a Mixture of Experts (MoE) network. Moreover, we use the pretraining-finetuning paradigm as our training framework to effectively transfer prior pattern knowledge across pretraining and finetuning datasets with different periodicity distributions. Our method introduces both frequency and time cells as experts after attention modules and leverages the MoE routing mechanism to construct multidimensional sparse representations of input signals. In experiments on six public benchmarks, MoFE-Time has achieved new state-of-the-art performance, reducing MSE and MAE by 6.95% and 6.02% compared to the representative methods Time-MoE. Beyond the existing evaluation benchmarks, we have developed a proprietary dataset, NEV-sales, derived from real-world business scenarios. Our method achieves outstanding results on this dataset, underscoring the effectiveness of the MoFE-Time model in practical commercial applications.
2025-07-08 AI-Based Demand Forecasting and Load Balancing for Optimising Energy use in Healthcare Systems: A real case study Iman Rahimi, Isha Patel et.al. 2507.06077
Abstract (click to expand)This paper tackles the urgent need for efficient energy management in healthcare facilities, where fluctuating demands challenge operational efficiency and sustainability. Traditional methods often prove inadequate, causing inefficiencies and higher costs. To address this, the study presents an AI-based framework combining Long Short-Term Memory (LSTM), genetic algorithm (GA), and SHAP (Shapley Additive Explanations), specifically designed for healthcare energy management. Although LSTM is widely used for time-series forecasting, its application in healthcare energy prediction remains underexplored. The results reveal that LSTM significantly outperforms ARIMA and Prophet models in forecasting complex, non-linear demand patterns. LSTM achieves a Mean Absolute Error (MAE) of 21.69 and Root Mean Square Error (RMSE) of 29.96, far better than Prophet (MAE: 59.78, RMSE: 81.22) and ARIMA (MAE: 87.73, RMSE: 125.22), demonstrating superior performance. The genetic algorithm is applied to optimize model parameters and improve load balancing strategies, enabling adaptive responses to real-time energy fluctuations. SHAP analysis further enhances model transparency by explaining the influence of different features on predictions, fostering trust in decision-making processes. This integrated LSTM-GA-SHAP approach offers a robust solution for improving forecasting accuracy, boosting energy efficiency, and advancing sustainability in healthcare facilities. Future research may explore real-time deployment and hybridization with reinforcement learning for continuous optimization. Overall, the study establishes a solid foundation for using AI in healthcare energy management, highlighting its scalability, efficiency, and resilience potential.
2025-07-08 Decomposing the Time Series Forecasting Pipeline: A Modular Approach for Time Series Representation, Information Extraction, and Projection Robert Leppich, Michael Stenger, André Bauer et.al. 2507.05891
Abstract (click to expand)With the advent of Transformers, time series forecasting has seen significant advances, yet it remains challenging due to the need for effective sequence representation, memory construction, and accurate target projection. Time series forecasting remains a challenging task, demanding effective sequence representation, meaningful information extraction, and precise future projection. Each dataset and forecasting configuration constitutes a distinct task, each posing unique challenges the model must overcome to produce accurate predictions. To systematically address these task-specific difficulties, this work decomposes the time series forecasting pipeline into three core stages: input sequence representation, information extraction and memory construction, and final target projection. Within each stage, we investigate a range of architectural configurations to assess the effectiveness of various modules, such as convolutional layers for feature extraction and self-attention mechanisms for information extraction, across diverse forecasting tasks, including evaluations on seven benchmark datasets. Our models achieve state-of-the-art forecasting accuracy while greatly enhancing computational efficiency, with reduced training and inference times and a lower parameter count. The source code is available at https://github.com/RobertLeppich/REP-Net.
2025-07-04 Temporal Window Smoothing of Exogenous Variables for Improved Time Series Prediction Mustafa Kamal, Niyaz Bin Hashem, Robin Krambroeckers et.al. 2507.05284 Accepted at IJCNN 2025
Abstract (click to expand)Although most transformer-based time series forecasting models primarily depend on endogenous inputs, recent state-of-the-art approaches have significantly improved performance by incorporating external information through exogenous inputs. However, these methods face challenges, such as redundancy when endogenous and exogenous inputs originate from the same source and limited ability to capture long-term dependencies due to fixed look-back windows. In this paper, we propose a method that whitens the exogenous input to reduce redundancy that may persist within the data based on global statistics. Additionally, our approach helps the exogenous input to be more aware of patterns and trends over extended periods. By introducing this refined, globally context-aware exogenous input to the endogenous input without increasing the lookback window length, our approach guides the model towards improved forecasting. Our approach achieves state-of-the-art performance in four benchmark datasets, consistently outperforming 11 baseline models. These results establish our method as a robust and effective alternative for using exogenous inputs in time series forecasting.
2025-07-06 DC-Mamber: A Dual Channel Prediction Model based on Mamba and Linear Transformer for Multivariate Time Series Forecasting Bing Fan, Shusen Ma, Yun-Bo Zhao et.al. 2507.04381
Abstract (click to expand)In multivariate time series forecasting (MTSF), existing strategies for processing sequences are typically categorized as channel-independent and channel-mixing. The former treats all temporal information of each variable as a token, focusing on capturing local temporal features of individual variables, while the latter constructs a token from the multivariate information at each time step, emphasizing the modeling of global temporal dependencies. Current mainstream models are mostly based on Transformer and the emerging Mamba. Transformers excel at modeling global dependencies through self-attention mechanisms but exhibit limited sensitivity to local temporal patterns and suffer from quadratic computational complexity, restricting their efficiency in long-sequence processing. In contrast, Mamba, based on state space models (SSMs), achieves linear complexity and efficient long-range modeling but struggles to aggregate global contextual information in parallel. To overcome the limitations of both models, we propose DC-Mamber, a dual-channel forecasting model based on Mamba and linear Transformer for time series forecasting. Specifically, the Mamba-based channel employs a channel-independent strategy to extract intra-variable features, while the Transformer-based channel adopts a channel-mixing strategy to model cross-timestep global dependencies. DC-Mamber first maps the raw input into two distinct feature representations via separate embedding layers. These representations are then processed by a variable encoder (built on Mamba) and a temporal encoder (built on linear Transformer), respectively. Finally, a fusion layer integrates the dual-channel features for prediction. Extensive experiments on eight public datasets confirm DC-Mamber's superior accuracy over existing models.
2025-07-05 Generative Regression with IQ-BART Sean O'Hagan, Veronika Ročková et.al. 2507.04168 48 pages, 7 figures
Abstract (click to expand)Implicit Quantile BART (IQ-BART) posits a non-parametric Bayesian model on the conditional quantile function, acting as a model over a conditional model for \(Y\) given \(X\). One of the key ingredients is augmenting the observed data \(\{(Y_i,X_i)\}_{i=1}^n\) with uniformly sampled values \(\tau_i\) for \(1\leq i\leq n\) which serve as training data for quantile function estimation. Using the fact that the location parameter \(\mu\) in a \(\tau\)-tilted asymmetric Laplace distribution corresponds to the \(\tau^{th}\) quantile, we build a check-loss likelihood targeting \(\mu\) as the parameter of interest. We equip the check-loss likelihood parametrized by \(\mu=f(X,\tau)\) with a BART prior on \(f(\cdot)\), allowing the conditional quantile function to vary both in \(X\) and \(\tau\). The posterior distribution over \(\mu(\tau,X)\) can be then distilled for estimation of the {\em entire quantile function} as well as for assessing uncertainty through the variation of posterior draws. Simulation-based predictive inference is immediately available through inverse transform sampling using the learned quantile function. The sum-of-trees structure over the conditional quantile function enables flexible distribution-free regression with theoretical guarantees. As a byproduct, we investigate posterior mean quantile estimator as an alternative to the routine sample (posterior mode) quantile estimator. We demonstrate the power of IQ-BART on time series forecasting datasets where IQ-BART can capture multimodality in predictive distributions that might be otherwise missed using traditional parametric approaches.
2025-06-24 Scaling Transformers for Time Series Forecasting: Do Pretrained Large Models Outperform Small-Scale Alternatives? Sanjay Chakraborty, Ibrahim Delibasoglu, Fredrik Heintz et.al. 2507.02907
Abstract (click to expand)Large pre-trained models have demonstrated remarkable capabilities across domains, but their effectiveness in time series forecasting remains understudied. This work empirically examines whether pre-trained large-scale time series models (LSTSMs) trained on diverse datasets can outperform traditional non-pretrained small-scale transformers in forecasting tasks. We analyze state-of-the-art (SOTA) pre-trained universal time series models (e.g., Moirai, TimeGPT) alongside conventional transformers, evaluating accuracy, computational efficiency, and interpretability across multiple benchmarks. Our findings reveal the strengths and limitations of pre-trained LSTSMs, providing insights into their suitability for time series tasks compared to task-specific small-scale architectures. The results highlight scenarios where pretraining offers advantages and where simpler models remain competitive.
2025-06-30 Evaluation of a Foundational Model and Stochastic Models for Forecasting Sporadic or Spiky Production Outages of High-Performance Machine Learning Services Keun Soo Yim et.al. 2507.01067
Abstract (click to expand)Time series forecasting models have diverse real world applications (e.g., from electricity metrics to software workload). Latest foundational models trained for time series forecasting show strengths (e.g., for long sequences and in zero-shot settings). However, foundational model was not yet used for forecasting rare, spiky events, i.e., a challenging target because those are a corner case of extreme events. In this paper, we optimize a state-of-the-art foundational model to forecast sporadic or spiky production outages of high-performance machine learning services powering billions of client devices. We evaluate the forecasting errors of the foundational model compared with classical stochastic forecasting models (e.g., moving average and autoregressive). The analysis helps us understand how each of the evaluated models performs for the sporadic or spiky events. For example, it identifies the key patterns in the target data that are well tracked by the foundational model vs. each of the stochastic models. We use the models with optimal parameters to estimate a year-long outage statistics of a particular root cause with less than 6% value errors.
2025-06-30 MamNet: A Novel Hybrid Model for Time-Series Forecasting and Frequency Pattern Analysis in Network Traffic Yujun Zhang, Runlong Li, Xiaoxiang Liang et.al. 2507.00304 16 pages
Abstract (click to expand)The abnormal fluctuations in network traffic may indicate potential security threats or system failures. Therefore, efficient network traffic prediction and anomaly detection methods are crucial for network security and traffic management. This paper proposes a novel network traffic prediction and anomaly detection model, MamNet, which integrates time-domain modeling and frequency-domain feature extraction. The model first captures the long-term dependencies of network traffic through the Mamba module (time-domain modeling), and then identifies periodic fluctuations in the traffic using Fourier Transform (frequency-domain feature extraction). In the feature fusion layer, multi-scale information is integrated to enhance the model's ability to detect network traffic anomalies. Experiments conducted on the UNSW-NB15 and CAIDA datasets demonstrate that MamNet outperforms several recent mainstream models in terms of accuracy, recall, and F1-Score. Specifically, it achieves an improvement of approximately 2% to 4% in detection performance for complex traffic patterns and long-term trend detection. The results indicate that MamNet effectively captures anomalies in network traffic across different time scales and is suitable for anomaly detection tasks in network security and traffic management. Future work could further optimize the model structure by incorporating external network event information, thereby improving the model's adaptability and stability in complex network environments.
2025-07-01 Teaching Time Series to See and Speak: Forecasting with Aligned Visual and Textual Perspectives Sixun Dong, Wei Fan, Teresa Wu et.al. 2506.24124 Code: https://github.com/Ironieser/TimesCLIP
Abstract (click to expand)Time series forecasting traditionally relies on unimodal numerical inputs, which often struggle to capture high-level semantic patterns due to their dense and unstructured nature. While recent approaches have explored representing time series as text using large language models (LLMs), these methods remain limited by the discrete nature of token sequences and lack the perceptual intuition humans typically apply, such as interpreting visual patterns. In this paper, we propose a multimodal contrastive learning framework that transforms raw time series into structured visual and textual perspectives. Rather than using natural language or real-world images, we construct both modalities directly from numerical sequences. We then align these views in a shared semantic space via contrastive learning, enabling the model to capture richer and more complementary representations. Furthermore, we introduce a variate selection module that leverages the aligned representations to identify the most informative variables for multivariate forecasting. Extensive experiments on fifteen short-term and six long-term forecasting benchmarks demonstrate that our approach consistently outperforms strong unimodal and cross-modal baselines, highlighting the effectiveness of multimodal alignment in enhancing time series forecasting. Code is available at: https://github.com/Ironieser/TimesCLIP.
2025-06-29 Accurate Parameter-Efficient Test-Time Adaptation for Time Series Forecasting Heitor R. Medeiros, Hossein Sharifi-Noghabi, Gabriel L. Oliveira et.al. 2506.23424 Second Workshop on Test-Time Adaptation: Putting Updates to the Test! at ICML 2025, Vancouver, Canada. 2025
Abstract (click to expand)Real-world time series often exhibit a non-stationary nature, degrading the performance of pre-trained forecasting models. Test-Time Adaptation (TTA) addresses this by adjusting models during inference, but existing methods typically update the full model, increasing memory and compute costs. We propose PETSA, a parameter-efficient method that adapts forecasters at test time by only updating small calibration modules on the input and output. PETSA uses low-rank adapters and dynamic gating to adjust representations without retraining. To maintain accuracy despite limited adaptation capacity, we introduce a specialized loss combining three components: (1) a robust term, (2) a frequency-domain term to preserve periodicity, and (3) a patch-wise structural term for structural alignment. PETSA improves the adaptability of various forecasting backbones while requiring fewer parameters than baselines. Experimental results on benchmark datasets show that PETSA achieves competitive or better performance across all horizons. Our code is available at: https://github.com/BorealisAI/PETSA
2025-06-28 Quantum Neural Networks for Wind Energy Forecasting: A Comparative Study of Performance and Scalability with Classical Models Batuhan Hangun, Oguz Altun, Onder Eyecioglu et.al. 2506.22845
Abstract (click to expand)Quantum Neural Networks (QNNs), a prominent approach in Quantum Machine Learning (QML), are emerging as a powerful alternative to classical machine learning methods. Recent studies have focused on the applicability of QNNs to various tasks, such as time-series forecasting, prediction, and classification, across a wide range of applications, including cybersecurity and medical imaging. With the increased use of smart grids driven by the integration of renewable energy systems, machine learning plays an important role in predicting power demand and detecting system disturbances. This study provides an in-depth investigation of QNNs for predicting the power output of a wind turbine. We assess the predictive performance and simulation time of six QNN configurations that are based on the Z Feature Map for data encoding and varying ansatz structures. Through detailed cross-validation experiments and tests on an unseen hold-out dataset, we experimentally demonstrate that QNNs can achieve predictive performance that is competitive with, and in some cases marginally better than, the benchmarked classical approaches. Our results also reveal the effects of dataset size and circuit complexity on predictive performance and simulation time. We believe our findings will offer valuable insights for researchers in the energy domain who wish to incorporate quantum machine learning into their work.
2025-06-28 xLSTMAD: A Powerful xLSTM-based Method for Anomaly Detection Kamil Faber, Marcin Pietroń, Dominik Żurek et.al. 2506.22837
Abstract (click to expand)The recently proposed xLSTM is a powerful model that leverages expressive multiplicative gating and residual connections, providing the temporal capacity needed for long-horizon forecasting and representation learning. This architecture has demonstrated success in time series forecasting, lossless compression, and even large-scale language modeling tasks, where its linear memory footprint and fast inference make it a viable alternative to Transformers. Despite its growing popularity, no prior work has explored xLSTM for anomaly detection. In this work, we fill this gap by proposing xLSTMAD, the first anomaly detection method that integrates a full encoder-decoder xLSTM architecture, purpose-built for multivariate time series data. Our encoder processes input sequences to capture historical context, while the decoder is devised in two separate variants of the method. In the forecasting approach, the decoder iteratively generates forecasted future values xLSTMAD-F, while the reconstruction approach reconstructs the input time series from its encoded counterpart xLSTMAD-R. We investigate the performance of two loss functions: Mean Squared Error (MSE), and Soft Dynamic Time Warping (SoftDTW) to consider local reconstruction fidelity and global sequence alignment, respectively. We evaluate our method on the comprehensive TSB-AD-M benchmark, which spans 17 real-world datasets, using state-of-the-art challenging metrics such as VUS-PR. In our results, xLSTM showcases state-of-the-art accuracy, outperforming 23 popular anomaly detection baselines. Our paper is the first work revealing the powerful modeling capabilities of xLSTM for anomaly detection, paving the way for exciting new developments on this subject. Our code is available at: https://github.com/Nyderx/xlstmad
2025-06-27 Robust quantum reservoir computers for forecasting chaotic dynamics: generalized synchronization and stability Osama Ahmed, Felix Tennie, Luca Magri et.al. 2506.22335 28 pages, 12 figures
Abstract (click to expand)We show that recurrent quantum reservoir computers (QRCs) and their recurrence-free architectures (RF-QRCs) are robust tools for learning and forecasting chaotic dynamics from time-series data. First, we formulate and interpret quantum reservoir computers as coupled dynamical systems, where the reservoir acts as a response system driven by training data; in other words, quantum reservoir computers are generalized-synchronization (GS) systems. Second, we show that quantum reservoir computers can learn chaotic dynamics and their invariant properties, such as Lyapunov spectra, attractor dimensions, and geometric properties such as the covariant Lyapunov vectors. This analysis is enabled by deriving the Jacobian of the quantum reservoir update. Third, by leveraging tools from generalized synchronization, we provide a method for designing robust quantum reservoir computers. We propose the criterion \(GS=ESP\): GS implies the echo state property (ESP), and vice versa. We analytically show that RF-QRCs, by design, fulfill \(GS=ESP\) . Finally, we analyze the effect of simulated noise. We find that dissipation from noise enhances the robustness of quantum reservoir computers. Numerical verifications on systems of different dimensions support our conclusions. This work opens opportunities for designing robust quantum machines for chaotic time series forecasting on near-term quantum hardware.
2025-06-20 Does Multimodality Lead to Better Time Series Forecasting? Xiyuan Zhang, Boran Han, Haoyang Fang et.al. 2506.21611
Abstract (click to expand)Recently, there has been growing interest in incorporating textual information into foundation models for time series forecasting. However, it remains unclear whether and under what conditions such multimodal integration consistently yields gains. We systematically investigate these questions across a diverse benchmark of 14 forecasting tasks spanning 7 domains, including health, environment, and economics. We evaluate two popular multimodal forecasting paradigms: aligning-based methods, which align time series and text representations; and prompting-based methods, which directly prompt large language models for forecasting. Although prior works report gains from multimodal input, we find these effects are not universal across datasets and models, and multimodal methods sometimes do not outperform the strongest unimodal baselines. To understand when textual information helps, we disentangle the effects of model architectural properties and data characteristics. Our findings highlight that on the modeling side, incorporating text information is most helpful given (1) high-capacity text models, (2) comparatively weaker time series models, and (3) appropriate aligning strategies. On the data side, performance gains are more likely when (4) sufficient training data is available and (5) the text offers complementary predictive signal beyond what is already captured from the time series alone. Our empirical findings offer practical guidelines for when multimodality can be expected to aid forecasting tasks, and when it does not.
2025-06-25 A foundation model with multi-variate parallel attention to generate neuronal activity Francesco Carzaniga, Michael Hersche, Abu Sebastian et.al. 2506.20354 The code is available at https://github.com/IBM/multi-variate-parallel-transformer. The SWEC iEEG dataset is available at https://mb-neuro.medical-blocks.ch/public_access/databases/ieeg/swec_ieeg
Abstract (click to expand)Learning from multi-variate time-series with heterogeneous channel configurations remains a fundamental challenge for deep neural networks (DNNs), particularly in clinical domains such as intracranial electroencephalography (iEEG), where channel setups vary widely across subjects. In this work, we introduce multi-variate parallel attention (MVPA), a novel self-attention mechanism that disentangles content, temporal, and spatial attention, enabling flexible, generalizable, and efficient modeling of time-series data with varying channel counts and configurations. We use MVPA to build MVPFormer, a generative foundation model for human electrophysiology, trained to predict the evolution of iEEG signals across diverse subjects. To support this and future effort by the community, we release the SWEC iEEG dataset, the largest publicly available iEEG dataset to date, comprising nearly 10,000 hours of recordings from heterogeneous clinical sources. MVPFormer leverages MVPA to achieve strong generalization across subjects, demonstrating expert-level performance in seizure detection and outperforming state-of-the-art Transformer baselines on our SWEC, the MAYO, and the FNUSA dataset. We further validate MVPA on standard time-series forecasting and classification tasks, where it matches or exceeds existing attention-based models. Together, our contributions establish MVPA as a general-purpose attention mechanism for heterogeneous time-series and MVPFormer as the first open-source, open-weights, and open-data iEEG foundation model with state-of-the-art clinical performance. The code is available at https://github.com/IBM/multi-variate-parallel-transformer. The SWEC iEEG dataset is available at https://mb-neuro.medical-blocks.ch/public_access/databases/ieeg/swec_ieeg.
2025-06-25 SEED: A Structural Encoder for Embedding-Driven Decoding in Time Series Prediction with LLMs Fengze Li, Yue Wang, Yangle Liu et.al. 2506.20167
Abstract (click to expand)Multivariate time series forecasting requires models to simultaneously capture variable-wise structural dependencies and generalize across diverse tasks. While structural encoders are effective in modeling feature interactions, they lack the capacity to support semantic-level reasoning or task adaptation. Conversely, large language models (LLMs) possess strong generalization capabilities but remain incompatible with raw time series inputs. This gap limits the development of unified, transferable prediction systems. Therefore, we introduce SEED, a structural encoder for embedding-driven decoding, which integrates four stages: a token-aware encoder for patch extraction, a projection module that aligns patches with language model embeddings, a semantic reprogramming mechanism that maps patches to task-aware prototypes, and a frozen language model for prediction. This modular architecture decouples representation learning from inference, enabling efficient alignment between numerical patterns and semantic reasoning. Empirical results demonstrate that the proposed method achieves consistent improvements over strong baselines, and comparative studies on various datasets confirm SEED's role in addressing the structural-semantic modeling gap.
2025-06-24 FlightKooba: A Fast Interpretable FTP Model Jing Lu, Xuan Wu, Yizhun Tian et.al. 2506.19885 7 figures
Abstract (click to expand)The Koopman theory is a powerful and effective modeling tool for converting nonlinear systems into linear representations, and flight trajectory prediction (FTP) is a complex nonlinear system. However, current models applying the Koopman theory to FTP tasks are not very effective, model interpretability is indeed an issue, and the Koopman operators are computationally intensive, resulting in long training times. To address this issue, this paper proposes a new modeling and control framework based on the HIPPO method, the Koopman theory, and state space equations from cybernetics: FlightKooba. Inspired by the idea of structural state space equations, FlightKooba directly constructs the Koopman operators from data. This makes the framework highly interpretable and significantly reduces the number of trainable parameters in the module, thereby greatly reducing training time. Experiments have demonstrated the superiority of the FlightKooba modeling method in terms of time and memory consumption (training time comparable to the Mamba module without using CUDA-level acceleration; memory reduced by more than 50% on most datasets, with a tenfold reduction in the number of parameters), essentially completing the FTP task. It provides a new method for the fast computation of the Koopman operators, opening up new possibilities for the combination of time series forecasting and control.
2025-06-24 Hierarchical Time Series Forecasting Via Latent Mean Encoding Alessandro Salatiello, Stefan Birr, Manuel Kunz et.al. 2506.19633
Abstract (click to expand)Coherently forecasting the behaviour of a target variable across both coarse and fine temporal scales is crucial for profit-optimized decision-making in several business applications, and remains an open research problem in temporal hierarchical forecasting. Here, we propose a new hierarchical architecture that tackles this problem by leveraging modules that specialize in forecasting the different temporal aggregation levels of interest. The architecture, which learns to encode the average behaviour of the target variable within its hidden layers, makes accurate and coherent forecasts across the target temporal hierarchies. We validate our architecture on the challenging, real-world M5 dataset and show that it outperforms established methods, such as the TSMixer model.
2025-06-24 FAF: A Feature-Adaptive Framework for Few-Shot Time Series Forecasting Pengpeng Ouyang, Dong Chen, Tong Yang et.al. 2506.19567 12 pages,4 figures, 8 tables
Abstract (click to expand)Multi-task and few-shot time series forecasting tasks are commonly encountered in scenarios such as the launch of new products in different cities. However, traditional time series forecasting methods suffer from insufficient historical data, which stems from a disregard for the generalized and specific features among different tasks. For the aforementioned challenges, we propose the Feature-Adaptive Time Series Forecasting Framework (FAF), which consists of three key components: the Generalized Knowledge Module (GKM), the Task-Specific Module (TSM), and the Rank Module (RM). During training phase, the GKM is updated through a meta-learning mechanism that enables the model to extract generalized features across related tasks. Meanwhile, the TSM is trained to capture diverse local dynamics through multiple functional regions, each of which learns specific features from individual tasks. During testing phase, the RM dynamically selects the most relevant functional region from the TSM based on input sequence features, which is then combined with the generalized knowledge learned by the GKM to generate accurate forecasts. This design enables FAF to achieve robust and personalized forecasting even with sparse historical observations We evaluate FAF on five diverse real-world datasets under few-shot time series forecasting settings. Experimental results demonstrate that FAF consistently outperforms baselines that include three categories of time series forecasting methods. In particular, FAF achieves a 41.81\% improvement over the best baseline, iTransformer, on the CO \(_2\) emissions dataset.
2025-06-24 Scalable Machine Learning Algorithms using Path Signatures Csaba Tóth et.al. 2506.17634 PhD thesis
Abstract (click to expand)The interface between stochastic analysis and machine learning is a rapidly evolving field, with path signatures - iterated integrals that provide faithful, hierarchical representations of paths - offering a principled and universal feature map for sequential and structured data. Rooted in rough path theory, path signatures are invariant to reparameterization and well-suited for modelling evolving dynamics, long-range dependencies, and irregular sampling - common challenges in real-world time series and graph data. This thesis investigates how to harness the expressive power of path signatures within scalable machine learning pipelines. It introduces a suite of models that combine theoretical robustness with computational efficiency, bridging rough path theory with probabilistic modelling, deep learning, and kernel methods. Key contributions include: Gaussian processes with signature kernel-based covariance functions for uncertainty-aware time series modelling; the Seq2Tens framework, which employs low-rank tensor structure in the weight space for scalable deep modelling of long-range dependencies; and graph-based models where expected signatures over graphs induce hypo-elliptic diffusion processes, offering expressive yet tractable alternatives to standard graph neural networks. Further developments include Random Fourier Signature Features, a scalable kernel approximation with theoretical guarantees, and Recurrent Sparse Spectrum Signature Gaussian Processes, which combine Gaussian processes, signature kernels, and random features with a principled forgetting mechanism for multi-horizon time series forecasting with adaptive context length. We hope this thesis serves as both a methodological toolkit and a conceptual bridge, and provides a useful reference for the current state of the art in scalable, signature-based learning for sequential and structured data.
2025-06-21 LLM-Prompt: Integrated Heterogeneous Prompts for Unlocking LLMs in Time Series Forecasting Zesen Wang, Yonggang Li, Lijuan Lan et.al. 2506.17631
Abstract (click to expand)Time series forecasting aims to model temporal dependencies among variables for future state inference, holding significant importance and widespread applications in real-world scenarios. Although deep learning-based methods have achieved remarkable progress, they still exhibit suboptimal performance in long-term forecasting and data-scarce scenarios. Recent research demonstrates that large language models (LLMs) achieve promising performance in time series forecasting. However, we find existing LLM-based methods still have shortcomings: (1) the absence of a unified paradigm for textual prompt formulation and (2) the neglect of modality discrepancies between textual prompts and time series. To address this, we propose LLM-Prompt, an LLM-based time series forecasting framework integrating multi-prompt information and cross-modal semantic alignment. Specifically, we first construct a unified textual prompt paradigm containing learnable soft prompts and textualized hard prompts. Second, to enhance LLMs' comprehensive understanding of the forecasting task, we design a semantic space embedding and cross-modal alignment module to achieve cross-modal fusion of temporal and textual information. Finally, the transformed time series from the LLMs are projected to obtain the forecasts. Comprehensive evaluations on 6 public datasets and 3 carbon emission datasets demonstrate that LLM-Prompt is a powerful framework for time series forecasting.
2025-06-19 Automated Energy Billing with Blockchain and the Prophet Forecasting Model: A Holistic Approach Ajesh Thangaraj Nadar, Soham Chandane, Gabriel Nixon Raj et.al. 2506.16649 10 pages, 5 figures. Presented at IEEE International Conference on Multidisciplinary Research in Technology and Management MRTM 2023 held on 22 to 23 September 2023 at New Horizon College of Engineering India
Abstract (click to expand)This paper presents a comprehensive approach to automated energy billing that leverages IoT-based smart meters, blockchain technology, and the Prophet time series forecasting model. The proposed system facilitates real-time power consumption monitoring via Wi-Fi-enabled ESP32 modules and a mobile application interface. It integrates Firebase and blockchain for secure, transparent billing processes and employs smart contracts for automated payments. The Prophet model is used for energy demand forecasting, with careful data preprocessing, transformation, and parameter tuning to improve prediction accuracy. This holistic solution aims to reduce manual errors, enhance user awareness, and promote sustainable energy use.
2025-06-19 AutoHFormer: Efficient Hierarchical Autoregressive Transformer for Time Series Prediction Qianru Zhang, Honggang Wen, Ming Li et.al. 2506.16001 link 14 pages
Abstract (click to expand)Time series forecasting requires architectures that simultaneously achieve three competing objectives: (1) strict temporal causality for reliable predictions, (2) sub-quadratic complexity for practical scalability, and (3) multi-scale pattern recognition for accurate long-horizon forecasting. We introduce AutoHFormer, a hierarchical autoregressive transformer that addresses these challenges through three key innovations: 1) Hierarchical Temporal Modeling: Our architecture decomposes predictions into segment-level blocks processed in parallel, followed by intra-segment sequential refinement. This dual-scale approach maintains temporal coherence while enabling efficient computation. 2) Dynamic Windowed Attention: The attention mechanism employs learnable causal windows with exponential decay, reducing complexity while preserving precise temporal relationships. This design avoids both the anti-causal violations of standard transformers and the sequential bottlenecks of RNN hybrids. 3) Adaptive Temporal Encoding: a novel position encoding system is adopted to capture time patterns at multiple scales. It combines fixed oscillating patterns for short-term variations with learnable decay rates for long-term trends. Comprehensive experiments demonstrate that AutoHFormer 10.76X faster training and 6.06X memory reduction compared to PatchTST on PEMS08, while maintaining consistent accuracy across 96-720 step horizons in most of cases. These breakthroughs establish new benchmarks for efficient and precise time series modeling. Implementations of our method and all baselines in hierarchical autoregressive mechanism are available at https://github.com/lizzyhku/Autotime.
2025-06-17 Leveraging External Factors in Household-Level Electrical Consumption Forecasting using Hypernetworks Fabien Bernier, Maxime Cordy, Yves Le Traon et.al. 2506.14472 link ECML PKDD 2025
Abstract (click to expand)Accurate electrical consumption forecasting is crucial for efficient energy management and resource allocation. While traditional time series forecasting relies on historical patterns and temporal dependencies, incorporating external factors -- such as weather indicators -- has shown significant potential for improving prediction accuracy in complex real-world applications. However, the inclusion of these additional features often degrades the performance of global predictive models trained on entire populations, despite improving individual household-level models. To address this challenge, we found that a hypernetwork architecture can effectively leverage external factors to enhance the accuracy of global electrical consumption forecasting models, by specifically adjusting the model weights to each consumer. We collected a comprehensive dataset spanning two years, comprising consumption data from over 6000 luxembourgish households and corresponding external factors such as weather indicators, holidays, and major local events. By comparing various forecasting models, we demonstrate that a hypernetwork approach outperforms existing methods when associated to external factors, reducing forecasting errors and achieving the best accuracy while maintaining the benefits of a global model.
2025-06-17 Enhancing Forecasting Accuracy in Dynamic Environments via PELT-Driven Drift Detection and Model Adaptation Nikhil Pawar, Guilherme Vieira Hollweg, Akhtar Hussain et.al. 2506.14133 18 pages
Abstract (click to expand)Accurate time series forecasting models are often compromised by data drift, where underlying data distributions change over time, leading to significant declines in prediction performance. To address this challenge, this study proposes an adaptive forecasting framework that integrates drift detection with targeted model retraining to compensate for drift effects. The framework utilizes the Pruned Exact Linear Time (PELT) algorithm to identify drift points within the feature space of time series data. Once drift intervals are detected, selective retraining is applied to prediction models using Multilayer Perceptron (MLP) and Lasso Regressor architectures, allowing the models to adjust to changing data patterns. The effectiveness of the proposed approach is demonstrated on two datasets: a real-world dataset containing electricity consumption and HVAC system data, and a synthetic financial dataset designed to test cross-domain applicability. Initial baseline models were developed without drift detection using extensive feature engineering. After integrating drift-aware retraining, the MLP model achieved a 44% reduction in mean absolute error (MAE) and a 39% increase in R^2 on the real-world dataset, while even greater improvements were observed on the synthetic financial dataset. Similar enhancements were achieved with the Lasso Regressor. These results highlight the robustness and generalizability of incorporating drift detection and adaptive retraining to sustain forecasting accuracy across diverse domains.
2025-06-17 SKOLR: Structured Koopman Operator Linear RNN for Time-Series Forecasting Yitian Zhang, Liheng Ma, Antonios Valkanas et.al. 2506.14113
Abstract (click to expand)Koopman operator theory provides a framework for nonlinear dynamical system analysis and time-series forecasting by mapping dynamics to a space of real-valued measurement functions, enabling a linear operator representation. Despite the advantage of linearity, the operator is generally infinite-dimensional. Therefore, the objective is to learn measurement functions that yield a tractable finite-dimensional Koopman operator approximation. In this work, we establish a connection between Koopman operator approximation and linear Recurrent Neural Networks (RNNs), which have recently demonstrated remarkable success in sequence modeling. We show that by considering an extended state consisting of lagged observations, we can establish an equivalence between a structured Koopman operator and linear RNN updates. Building on this connection, we present SKOLR, which integrates a learnable spectral decomposition of the input signal with a multilayer perceptron (MLP) as the measurement functions and implements a structured Koopman operator via a highly parallel linear RNN stack. Numerical experiments on various forecasting benchmarks and dynamical systems show that this streamlined, Koopman-theory-based design delivers exceptional performance.
2025-06-17 Multi-Scale Finetuning for Encoder-based Time Series Foundation Models Zhongzheng Qiao, Chenghao Liu, Yiming Zhang et.al. 2506.14087
Abstract (click to expand)Time series foundation models (TSFMs) demonstrate impressive zero-shot performance for time series forecasting. However, an important yet underexplored challenge is how to effectively finetune TSFMs on specific downstream tasks. While naive finetuning can yield performance gains, we argue that it falls short of fully leveraging TSFMs' capabilities, often resulting in overfitting and suboptimal performance. Given the diverse temporal patterns across sampling scales and the inherent multi-scale forecasting capabilities of TSFMs, we adopt a causal perspective to analyze finetuning process, through which we highlight the critical importance of explicitly modeling multiple scales and reveal the shortcomings of naive approaches. Focusing on \textit{encoder-based} TSFMs, we propose \textbf{M}ulti\textbf{\textsc{s}}cale \textbf{\textsc{f}}ine\textbf{\textsc{t}}uning (\textbf{MSFT}), a simple yet general framework that explicitly integrates multi-scale modeling into the finetuning process. Experimental results on three different backbones (\moirai, \moment\ and \units) demonstrate that TSFMs finetuned with MSFT not only outperform naive and typical parameter efficient finetuning methods but also surpass state-of-the-art deep learning methods.
2025-06-11 Enhancing Bagging Ensemble Regression with Data Integration for Time Series-Based Diabetes Prediction Vuong M. Ngo, Tran Quang Vinh, Patricia Kearney et.al. 2506.13786 17th International Conference on Computational Collective Intelligence, LNAI, Springer, 11 pages
Abstract (click to expand)Diabetes is a chronic metabolic disease characterized by elevated blood glucose levels, leading to complications like heart disease, kidney failure, and nerve damage. Accurate state-level predictions are vital for effective healthcare planning and targeted interventions, but in many cases, data for necessary analyses are incomplete. This study begins with a data engineering process to integrate diabetes-related datasets from 2011 to 2021 to create a comprehensive feature set. We then introduce an enhanced bagging ensemble regression model (EBMBag+) for time series forecasting to predict diabetes prevalence across U.S. cities. Several baseline models, including SVMReg, BDTree, LSBoost, NN, LSTM, and ERMBag, were evaluated for comparison with our EBMBag+ algorithm. The experimental results demonstrate that EBMBag+ achieved the best performance, with an MAE of 0.41, RMSE of 0.53, MAPE of 4.01, and an R2 of 0.9.
2025-06-16 PeakWeather: MeteoSwiss Weather Station Measurements for Spatiotemporal Deep Learning Daniele Zambon, Michele Cattaneo, Ivan Marisca et.al. 2506.13652 link
Abstract (click to expand)Accurate weather forecasts are essential for supporting a wide range of activities and decision-making processes, as well as mitigating the impacts of adverse weather events. While traditional numerical weather prediction (NWP) remains the cornerstone of operational forecasting, machine learning is emerging as a powerful alternative for fast, flexible, and scalable predictions. We introduce PeakWeather, a high-quality dataset of surface weather observations collected every 10 minutes over more than 8 years from the ground stations of the Federal Office of Meteorology and Climatology MeteoSwiss's measurement network. The dataset includes a diverse set of meteorological variables from 302 station locations distributed across Switzerland's complex topography and is complemented with topographical indices derived from digital height models for context. Ensemble forecasts from the currently operational high-resolution NWP model are provided as a baseline forecast against which to evaluate new approaches. The dataset's richness supports a broad spectrum of spatiotemporal tasks, including time series forecasting at various scales, graph structure learning, imputation, and virtual sensing. As such, PeakWeather serves as a real-world benchmark to advance both foundational machine learning research, meteorology, and sensor-based applications.
2025-06-20 CoIFNet: A Unified Framework for Multivariate Time Series Forecasting with Missing Values Kai Tang, Ji Zhang, Hua Meng et.al. 2506.13064 link
Abstract (click to expand)Multivariate time series forecasting (MTSF) is a critical task with broad applications in domains such as meteorology, transportation, and economics. Nevertheless, pervasive missing values caused by sensor failures or human errors significantly degrade forecasting accuracy. Prior efforts usually employ an impute-then-forecast paradigm, leading to suboptimal predictions due to error accumulation and misaligned objectives between the two stages. To address this challenge, we propose the Collaborative Imputation-Forecasting Network (CoIFNet), a novel framework that unifies imputation and forecasting to achieve robust MTSF in the presence of missing values. Specifically, CoIFNet takes the observed values, mask matrix and timestamp embeddings as input, processing them sequentially through the Cross-Timestep Fusion (CTF) and Cross-Variate Fusion (CVF) modules to capture temporal dependencies that are robust to missing values. We provide theoretical justifications on how our CoIFNet learning objective improves the performance bound of MTSF with missing values. Through extensive experiments on challenging MSTF benchmarks, we demonstrate the effectiveness and computational efficiency of our proposed approach across diverse missing-data scenarios, e.g., CoIFNet outperforms the state-of-the-art method by \(\underline{\textbf{24.40}}\)% (\(\underline{\textbf{23.81}}\)%) at a point (block) missing rate of 0.6, while improving memory and time efficiency by \(\underline{\boldsymbol{4.3\times}}\) and \(\underline{\boldsymbol{2.1\times}}\) , respectively. Our code is available at: https://github.com/KaiTang-eng/CoIFNet.
2025-06-16 Forecast-Then-Optimize Deep Learning Methods Jinhang Jiang, Nan Wu, Ben Liu et.al. 2506.13036 44 pages, 2 figures
Abstract (click to expand)Time series forecasting underpins vital decision-making across various sectors, yet raw predictions from sophisticated models often harbor systematic errors and biases. We examine the Forecast-Then-Optimize (FTO) framework, pioneering its systematic synopsis. Unlike conventional Predict-Then-Optimize (PTO) methods, FTO explicitly refines forecasts through optimization techniques such as ensemble methods, meta-learners, and uncertainty adjustments. Furthermore, deep learning and large language models have established superiority over traditional parametric forecasting models for most enterprise applications. This paper surveys significant advancements from 2016 to 2025, analyzing mainstream deep learning FTO architectures. Focusing on real-world applications in operations management, we demonstrate FTO's crucial role in enhancing predictive accuracy, robustness, and decision efficacy. Our study establishes foundational guidelines for future forecasting methodologies, bridging theory and operational practicality.
2025-06-15 Forecasting Time Series with LLMs via Patch-Based Prompting and Decomposition Mayank Bumb, Anshul Vemulapalli, Sri Harsha Vardhan Prasad Jella et.al. 2506.12953
Abstract (click to expand)Recent advances in Large Language Models (LLMs) have demonstrated new possibilities for accurate and efficient time series analysis, but prior work often required heavy fine-tuning and/or ignored inter-series correlations. In this work, we explore simple and flexible prompt-based strategies that enable LLMs to perform time series forecasting without extensive retraining or the use of a complex external architecture. Through the exploration of specialized prompting methods that leverage time series decomposition, patch-based tokenization, and similarity-based neighbor augmentation, we find that it is possible to enhance LLM forecasting quality while maintaining simplicity and requiring minimal preprocessing of data. To this end, we propose our own method, PatchInstruct, which enables LLMs to make precise and effective predictions.
2025-06-15 MetaEformer: Unveiling and Leveraging Meta-patterns for Complex and Dynamic Systems Load Forecasting Shaoyuan Huang, Tiancheng Zhang, Zhongtian Zhang et.al. 2506.12800
Abstract (click to expand)Time series forecasting is a critical and practical problem in many real-world applications, especially for industrial scenarios, where load forecasting underpins the intelligent operation of modern systems like clouds, power grids and traffic networks.However, the inherent complexity and dynamics of these systems present significant challenges. Despite advances in methods such as pattern recognition and anti-non-stationarity have led to performance gains, current methods fail to consistently ensure effectiveness across various system scenarios due to the intertwined issues of complex patterns, concept-drift, and few-shot problems. To address these challenges simultaneously, we introduce a novel scheme centered on fundamental waveform, a.k.a., meta-pattern. Specifically, we develop a unique Meta-pattern Pooling mechanism to purify and maintain meta-patterns, capturing the nuanced nature of system loads. Complementing this, the proposed Echo mechanism adaptively leverages the meta-patterns, enabling a flexible and precise pattern reconstruction. Our Meta-pattern Echo transformer (MetaEformer) seamlessly incorporates these mechanisms with the transformer-based predictor, offering end-to-end efficiency and interpretability of core processes. Demonstrating superior performance across eight benchmarks under three system scenarios, MetaEformer marks a significant advantage in accuracy, with a 37% relative improvement on fifteen state-of-the-art baselines.
2025-06-15 TFKAN: Time-Frequency KAN for Long-Term Time Series Forecasting Xiaoyan Kui, Canwei Liu, Qinsong Li et.al. 2506.12696 11 pages,5 figures
Abstract (click to expand)Kolmogorov-Arnold Networks (KANs) are highly effective in long-term time series forecasting due to their ability to efficiently represent nonlinear relationships and exhibit local plasticity. However, prior research on KANs has predominantly focused on the time domain, neglecting the potential of the frequency domain. The frequency domain of time series data reveals recurring patterns and periodic behaviors, which complement the temporal information captured in the time domain. To address this gap, we explore the application of KANs in the frequency domain for long-term time series forecasting. By leveraging KANs' adaptive activation functions and their comprehensive representation of signals in the frequency domain, we can more effectively learn global dependencies and periodic patterns. To integrate information from both time and frequency domains, we propose the \(\textbf{T}\)ime-\(\textbf{F}\) requency KAN (TFKAN). TFKAN employs a dual-branch architecture that independently processes features from each domain, ensuring that the distinct characteristics of each domain are fully utilized without interference. Additionally, to account for the heterogeneity between domains, we introduce a dimension-adjustment strategy that selectively upscales only in the frequency domain, enhancing efficiency while capturing richer frequency information. Experimental results demonstrate that TFKAN consistently outperforms state-of-the-art (SOTA) methods across multiple datasets. The code is available at https://github.com/LcWave/TFKAN.
2025-06-14 Merlin: Multi-View Representation Learning for Robust Multivariate Time Series Forecasting with Unfixed Missing Rates Chengqing Yu, Fei Wang, Chuanguang Yang et.al. 2506.12459 Accepted by SIGKDD 2025 (Research Track)
Abstract (click to expand)Multivariate Time Series Forecasting (MTSF) involves predicting future values of multiple interrelated time series. Recently, deep learning-based MTSF models have gained significant attention for their promising ability to mine semantics (global and local information) within MTS data. However, these models are pervasively susceptible to missing values caused by malfunctioning data collectors. These missing values not only disrupt the semantics of MTS, but their distribution also changes over time. Nevertheless, existing models lack robustness to such issues, leading to suboptimal forecasting performance. To this end, in this paper, we propose Multi-View Representation Learning (Merlin), which can help existing models achieve semantic alignment between incomplete observations with different missing rates and complete observations in MTS. Specifically, Merlin consists of two key modules: offline knowledge distillation and multi-view contrastive learning. The former utilizes a teacher model to guide a student model in mining semantics from incomplete observations, similar to those obtainable from complete observations. The latter improves the student model's robustness by learning from positive/negative data pairs constructed from incomplete observations with different missing rates, ensuring semantic alignment across different missing rates. Therefore, Merlin is capable of effectively enhancing the robustness of existing models against unfixed missing rates while preserving forecasting accuracy. Experiments on four real-world datasets demonstrate the superiority of Merlin.
2025-06-12 Time Series Forecasting as Reasoning: A Slow-Thinking Approach with Reinforced LLMs Yucong Luo, Yitong Zhou, Mingyue Cheng et.al. 2506.10630 link
Abstract (click to expand)To advance time series forecasting (TSF), various methods have been proposed to improve prediction accuracy, evolving from statistical techniques to data-driven deep learning architectures. Despite their effectiveness, most existing methods still adhere to a fast thinking paradigm-relying on extracting historical patterns and mapping them to future values as their core modeling philosophy, lacking an explicit thinking process that incorporates intermediate time series reasoning. Meanwhile, emerging slow-thinking LLMs (e.g., OpenAI-o1) have shown remarkable multi-step reasoning capabilities, offering an alternative way to overcome these issues. However, prompt engineering alone presents several limitations - including high computational cost, privacy risks, and limited capacity for in-depth domain-specific time series reasoning. To address these limitations, a more promising approach is to train LLMs to develop slow thinking capabilities and acquire strong time series reasoning skills. For this purpose, we propose Time-R1, a two-stage reinforcement fine-tuning framework designed to enhance multi-step reasoning ability of LLMs for time series forecasting. Specifically, the first stage conducts supervised fine-tuning for warmup adaptation, while the second stage employs reinforcement learning to improve the model's generalization ability. Particularly, we design a fine-grained multi-objective reward specifically for time series forecasting, and then introduce GRIP (group-based relative importance for policy optimization), which leverages non-uniform sampling to further encourage and optimize the model's exploration of effective reasoning paths. Experiments demonstrate that Time-R1 significantly improves forecast performance across diverse datasets.
2025-06-10 Multivariate Long-term Time Series Forecasting with Fourier Neural Filter Chenheng Xu, Dan Wu, Yixin Zhu et.al. 2506.09174
Abstract (click to expand)Multivariate long-term time series forecasting has been suffering from the challenge of capturing both temporal dependencies within variables and spatial correlations across variables simultaneously. Current approaches predominantly repurpose backbones from natural language processing or computer vision (e.g., Transformers), which fail to adequately address the unique properties of time series (e.g., periodicity). The research community lacks a dedicated backbone with temporal-specific inductive biases, instead relying on domain-agnostic backbones supplemented with auxiliary techniques (e.g., signal decomposition). We introduce FNF as the backbone and DBD as the architecture to provide excellent learning capabilities and optimal learning pathways for spatio-temporal modeling, respectively. Our theoretical analysis proves that FNF unifies local time-domain and global frequency-domain information processing within a single backbone that extends naturally to spatial modeling, while information bottleneck theory demonstrates that DBD provides superior gradient flow and representation capacity compared to existing unified or sequential architectures. Our empirical evaluation across 11 public benchmark datasets spanning five domains (energy, meteorology, transportation, environment, and nature) confirms state-of-the-art performance with consistent hyperparameter settings. Notably, our approach achieves these results without any auxiliary techniques, suggesting that properly designed neural architectures can capture the inherent properties of time series, potentially transforming time series modeling in scientific and industrial applications.
2025-06-10 Tailored Architectures for Time Series Forecasting: Evaluating Deep Learning Models on Gaussian Process-Generated Data Victoria Hankemeier, Malte Schilling et.al. 2506.08977 link Accepted at IJCNN25, Code: https://github.com/vicky-hnk/time-flex
Abstract (click to expand)Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on limited sets of specific real-world data. Although this allows for comparative analysis, it still does not demonstrate how specific data characteristics align with the architectural strengths of individual models. Our research aims at uncovering clear connections between time series characteristics and particular models. We introduce a novel dataset generated using Gaussian Processes, specifically designed to display distinct, known characteristics for targeted evaluations of model adaptability to them. Furthermore, we present TimeFlex, a new model that incorporates a modular architecture tailored to handle diverse temporal dynamics, including trends and periodic patterns. This model is compared to current state-of-the-art models, offering a deeper understanding of how models perform under varied time series conditions.
2025-06-10 KARMA: A Multilevel Decomposition Hybrid Mamba Framework for Multivariate Long-Term Time Series Forecasting Hang Ye, Gaoxiang Duan, Haoran Zeng et.al. 2506.08939 link 10 pages,3 figures, published to WASA2025
Abstract (click to expand)Multivariate long-term and efficient time series forecasting is a key requirement for a variety of practical applications, and there are complex interleaving time dynamics in time series data that require decomposition modeling. Traditional time series decomposition methods are single and rely on fixed rules, which are insufficient for mining the potential information of the series and adapting to the dynamic characteristics of complex series. On the other hand, the Transformer-based models for time series forecasting struggle to effectively model long sequences and intricate dynamic relationships due to their high computational complexity. To overcome these limitations, we introduce KARMA, with an Adaptive Time Channel Decomposition module (ATCD) to dynamically extract trend and seasonal components. It further integrates a Hybrid Frequency-Time Decomposition module (HFTD) to further decompose Series into frequency-domain and time-domain. These components are coupled with multi-scale Mamba-based KarmaBlock to efficiently process global and local information in a coordinated manner. Experiments on eight real-world datasets from diverse domains well demonstrated that KARMA significantly outperforms mainstream baseline methods in both predictive accuracy and computational efficiency. Code and full results are available at this repository: https://github.com/yedadasd/KARMA
2025-06-10 Towards Robust Real-World Multivariate Time Series Forecasting: A Unified Framework for Dependency, Asynchrony, and Missingness Jinkwan Jang, Hyungjin Park, Jinmyeong Choi et.al. 2506.08660
Abstract (click to expand)Real-world time series data are inherently multivariate, often exhibiting complex inter-channel dependencies. Each channel is typically sampled at its own period and is prone to missing values due to various practical and operational constraints. These characteristics pose fundamental challenges related to channel dependency, sampling asynchrony, and missingness, all of which must be addressed to enable robust and reliable forecasting in practical settings. However, most existing architectures are built on oversimplified assumptions, such as identical sampling periods across channels and fully observed inputs at test time, which often do not hold in real-world scenarios. To bridge this gap, we propose ChannelTokenFormer, a Transformer-based forecasting model with a flexible architecture designed to explicitly capture cross-channel interactions, accommodate channel-wise asynchronous sampling, and effectively handle missing values. Extensive experiments on three benchmark datasets modified to reflect practical settings, along with one real-world industrial dataset, demonstrate the superior robustness and accuracy of ChannelTokenFormer under challenging real-world conditions.
2025-06-10 Diffusion-based Time Series Forecasting for Sewerage Systems Nicholas A. Pearson, Francesca Cairoli, Luca Bortolussi et.al. 2506.08577 Accepted for presentation at the 13th Urban Drainage Modelling Conference, Innsbruck (Austria), September 2025
Abstract (click to expand)We introduce a novel deep learning approach that harnesses the power of generative artificial intelligence to enhance the accuracy of contextual forecasting in sewerage systems. By developing a diffusion-based model that processes multivariate time series data, our system excels at capturing complex correlations across diverse environmental signals, enabling robust predictions even during extreme weather events. To strengthen the model's reliability, we further calibrate its predictions with a conformal inference technique, tailored for probabilistic time series data, ensuring that the resulting prediction intervals are statistically reliable and cover the true target values with a desired confidence level. Our empirical tests on real sewerage system data confirm the model's exceptional capability to deliver reliable contextual predictions, maintaining accuracy even under severe weather conditions.
2025-06-09 Benchmarking Pre-Trained Time Series Models for Electricity Price Forecasting Timothée Hornek Amir Sartipi, Igor Tchappi, Gilbert Fridgen et.al. 2506.08113
Abstract (click to expand)Accurate electricity price forecasting (EPF) is crucial for effective decision-making in power trading on the spot market. While recent advances in generative artificial intelligence (GenAI) and pre-trained large language models (LLMs) have inspired the development of numerous time series foundation models (TSFMs) for time series forecasting, their effectiveness in EPF remains uncertain. To address this gap, we benchmark several state-of-the-art pretrained models--Chronos-Bolt, Chronos-T5, TimesFM, Moirai, Time-MoE, and TimeGPT--against established statistical and machine learning (ML) methods for EPF. Using 2024 day-ahead auction (DAA) electricity prices from Germany, France, the Netherlands, Austria, and Belgium, we generate daily forecasts with a one-day horizon. Chronos-Bolt and Time-MoE emerge as the strongest among the TSFMs, performing on par with traditional models. However, the biseasonal MSTL model, which captures daily and weekly seasonality, stands out for its consistent performance across countries and evaluation metrics, with no TSFM statistically outperforming it.
2025-06-09 Uncovering the Functional Roles of Nonlinearity in Memory Manuel Brenner, Georgia Koppe et.al. 2506.07919 Preprint under review
Abstract (click to expand)Memory and long-range temporal processing are core requirements for sequence modeling tasks across natural language processing, time-series forecasting, speech recognition, and control. While nonlinear recurrence has long been viewed as essential for enabling such mechanisms, recent work suggests that linear dynamics may often suffice. In this study, we go beyond performance comparisons to systematically dissect the functional role of nonlinearity in recurrent networks--identifying both when it is computationally necessary, and what mechanisms it enables. We use Almost Linear Recurrent Neural Networks (AL-RNNs), which allow fine-grained control over nonlinearity, as both a flexible modeling tool and a probe into the internal mechanisms of memory. Across a range of classic sequence modeling tasks and a real-world stimulus selection task, we find that minimal nonlinearity is not only sufficient but often optimal, yielding models that are simpler, more robust, and more interpretable than their fully nonlinear or linear counterparts. Our results provide a principled framework for selectively introducing nonlinearity, bridging dynamical systems theory with the functional demands of long-range memory and structured computation in recurrent neural networks, with implications for both artificial and biological neural systems.
2025-06-11 MIRA: Medical Time Series Foundation Model for Real-World Health Data Hao Li, Bowen Deng, Chang Xu et.al. 2506.07584
Abstract (click to expand)A unified foundation model for medical time series -- pretrained on open access and ethics board-approved medical corpora -- offers the potential to reduce annotation burdens, minimize model customization, and enable robust transfer across clinical institutions, modalities, and tasks, particularly in data-scarce or privacy-constrained environments. However, existing generalist time series foundation models struggle to handle medical time series data due to their inherent challenges, including irregular intervals, heterogeneous sampling rates, and frequent missing values. To address these challenges, we introduce MIRA, a unified foundation model specifically designed for medical time series forecasting. MIRA incorporates a Continuous-Time Rotary Positional Encoding that enables fine-grained modeling of variable time intervals, a frequency-specific mixture-of-experts layer that routes computation across latent frequency regimes to further promote temporal specialization, and a Continuous Dynamics Extrapolation Block based on Neural ODE that models the continuous trajectory of latent states, enabling accurate forecasting at arbitrary target timestamps. Pretrained on a large-scale and diverse medical corpus comprising over 454 billion time points collect from publicly available datasets, MIRA achieves reductions in forecasting errors by an average of 10% and 7% in out-of-distribution and in-distribution scenarios, respectively, when compared to other zero-shot and fine-tuned baselines. We also introduce a comprehensive benchmark spanning multiple downstream clinical tasks, establishing a foundation for future research in medical time series modeling.
2025-06-08 End-to-End Probabilistic Framework for Learning with Hard Constraints Utkarsh Utkarsh, Danielle C. Maddix, Ruijun Ma et.al. 2506.07003 46 pages, 5 figures, 10 tables
Abstract (click to expand)We present a general purpose probabilistic forecasting framework, ProbHardE2E, to learn systems that can incorporate operational/physical constraints as hard requirements. ProbHardE2E enforces hard constraints by exploiting variance information in a novel way; and thus it is also capable of performing uncertainty quantification (UQ) on the model. Our methodology uses a novel differentiable probabilistic projection layer (DPPL) that can be combined with a wide range of neural network architectures. This DPPL allows the model to learn the system in an end-to-end manner, compared to other approaches where the constraints are satisfied either through a post-processing step or at inference. In addition, ProbHardE2E can optimize a strictly proper scoring rule, without making any distributional assumptions on the target, which enables it to obtain robust distributional estimates (in contrast to existing approaches that generally optimize likelihood-based objectives, which are heavily biased by their distributional assumptions and model choices); and it can incorporate a range of non-linear constraints (increasing the power of modeling and flexibility). We apply ProbHardE2E to problems in learning partial differential equations with uncertainty estimates and to probabilistic time-series forecasting, showcasing it as a broadly applicable general setup that connects these seemingly disparate domains.
2025-06-07 A Statistical Framework for Model Selection in LSTM Networks Fahad Mostafa et.al. 2506.06840
Abstract (click to expand)Long Short-Term Memory (LSTM) neural network models have become the cornerstone for sequential data modeling in numerous applications, ranging from natural language processing to time series forecasting. Despite their success, the problem of model selection, including hyperparameter tuning, architecture specification, and regularization choice remains largely heuristic and computationally expensive. In this paper, we propose a unified statistical framework for systematic model selection in LSTM networks. Our framework extends classical model selection ideas, such as information criteria and shrinkage estimation, to sequential neural networks. We define penalized likelihoods adapted to temporal structures, propose a generalized threshold approach for hidden state dynamics, and provide efficient estimation strategies using variational Bayes and approximate marginal likelihood methods. Several biomedical data centric examples demonstrate the flexibility and improved performance of the proposed framework.
2025-06-06 TimeRecipe: A Time-Series Forecasting Recipe via Benchmarking Module Level Effectiveness Zhiyuan Zhao, Juntong Ni, Shangqing Xu et.al. 2506.06482 46 pages, 1 figure, 28 tables
Abstract (click to expand)Time-series forecasting is an essential task with wide real-world applications across domains. While recent advances in deep learning have enabled time-series forecasting models with accurate predictions, there remains considerable debate over which architectures and design components, such as series decomposition or normalization, are most effective under varying conditions. Existing benchmarks primarily evaluate models at a high level, offering limited insight into why certain designs work better. To mitigate this gap, we propose TimeRecipe, a unified benchmarking framework that systematically evaluates time-series forecasting methods at the module level. TimeRecipe conducts over 10,000 experiments to assess the effectiveness of individual components across a diverse range of datasets, forecasting horizons, and task settings. Our results reveal that exhaustive exploration of the design space can yield models that outperform existing state-of-the-art methods and uncover meaningful intuitions linking specific design choices to forecasting scenarios. Furthermore, we release a practical toolkit within TimeRecipe that recommends suitable model architectures based on these empirical insights. The benchmark is available at: https://github.com/AdityaLab/TimeRecipe.
2025-06-06 LETS Forecast: Learning Embedology for Time Series Forecasting Abrar Majeedi, Viswanatha Reddy Gajjala, Satya Sai Srinath Namburi GNVV et.al. 2506.06454 Accepted at International Conference on Machine Learning (ICML) 2025
Abstract (click to expand)Real-world time series are often governed by complex nonlinear dynamics. Understanding these underlying dynamics is crucial for precise future prediction. While deep learning has achieved major success in time series forecasting, many existing approaches do not explicitly model the dynamics. To bridge this gap, we introduce DeepEDM, a framework that integrates nonlinear dynamical systems modeling with deep neural networks. Inspired by empirical dynamic modeling (EDM) and rooted in Takens' theorem, DeepEDM presents a novel deep model that learns a latent space from time-delayed embeddings, and employs kernel regression to approximate the underlying dynamics, while leveraging efficient implementation of softmax attention and allowing for accurate prediction of future time steps. To evaluate our method, we conduct comprehensive experiments on synthetic data of nonlinear dynamical systems as well as real-world time series across domains. Our results show that DeepEDM is robust to input noise, and outperforms state-of-the-art methods in forecasting accuracy. Our code is available at: https://abrarmajeedi.github.io/deep_edm.
2025-06-06 LightGTS: A Lightweight General Time Series Forecasting Model Yihang Wang, Yuying Qiu, Peng Chen et.al. 2506.06005 Accepted by the 42th International Conference on Machine Learning (ICML 2025)
Abstract (click to expand)Existing works on general time series forecasting build foundation models with heavy model parameters through large-scale multi-source pre-training. These models achieve superior generalization ability across various datasets at the cost of significant computational burdens and limitations in resource-constrained scenarios. This paper introduces LightGTS, a lightweight general time series forecasting model designed from the perspective of consistent periodical modeling. To handle diverse scales and intrinsic periods in multi-source pre-training, we introduce Periodical Tokenization, which extracts consistent periodic patterns across different datasets with varying scales. To better utilize the periodicity in the decoding process, we further introduce Periodical Parallel Decoding, which leverages historical tokens to improve forecasting. Based on the two techniques above which fully leverage the inductive bias of periods inherent in time series, LightGTS uses a lightweight model to achieve outstanding performance on general time series forecasting. It achieves state-of-the-art forecasting performance on 9 real-world benchmarks in both zero-shot and full-shot settings with much better efficiency compared with existing time series foundation models.
2025-06-06 Wavelet-based Disentangled Adaptive Normalization for Non-stationary Times Series Forecasting Junpeng Lin, Tian Lan, Bo Zhang et.al. 2506.05857
Abstract (click to expand)Forecasting non-stationary time series is a challenging task because their statistical properties often change over time, making it hard for deep models to generalize well. Instance-level normalization techniques can help address shifts in temporal distribution. However, most existing methods overlook the multi-component nature of time series, where different components exhibit distinct non-stationary behaviors. In this paper, we propose Wavelet-based Disentangled Adaptive Normalization (WDAN), a model-agnostic framework designed to address non-stationarity in time series forecasting. WDAN uses discrete wavelet transforms to break down the input into low-frequency trends and high-frequency fluctuations. It then applies tailored normalization strategies to each part. For trend components that exhibit strong non-stationarity, we apply first-order differencing to extract stable features used for predicting normalization parameters. Extensive experiments on multiple benchmarks demonstrate that WDAN consistently improves forecasting accuracy across various backbone model. Code is available at this repository: https://github.com/MonBG/WDAN.
2025-06-05 FaCTR: Factorized Channel-Temporal Representation Transformers for Efficient Time Series Forecasting Yash Vijay, Harini Subramanyan et.al. 2506.05597
Abstract (click to expand)While Transformers excel in language and vision-where inputs are semantically rich and exhibit univariate dependency structures-their architectural complexity leads to diminishing returns in time series forecasting. Time series data is characterized by low per-timestep information density and complex dependencies across channels and covariates, requiring conditioning on structured variable interactions. To address this mismatch and overparameterization, we propose FaCTR, a lightweight spatiotemporal Transformer with an explicitly structural design. FaCTR injects dynamic, symmetric cross-channel interactions-modeled via a low-rank Factorization Machine into temporally contextualized patch embeddings through a learnable gating mechanism. It further encodes static and dynamic covariates for multivariate conditioning. Despite its compact design, FaCTR achieves state-of-the-art performance on eleven public forecasting benchmarks spanning both short-term and long-term horizons, with its largest variant using close to only 400K parameters-on average 50x smaller than competitive spatiotemporal transformer baselines. In addition, its structured design enables interpretability through cross-channel influence scores-an essential requirement for real-world decision-making. Finally, FaCTR supports self-supervised pretraining, positioning it as a compact yet versatile foundation for downstream time series tasks.
2025-06-05 Winner-takes-all for Multivariate Probabilistic Time Series Forecasting Adrien Cortés, Rémi Rehm, Victor Letzelter et.al. 2506.05515 ICML 2025
Abstract (click to expand)We introduce TimeMCL, a method leveraging the Multiple Choice Learning (MCL) paradigm to forecast multiple plausible time series futures. Our approach employs a neural network with multiple heads and utilizes the Winner-Takes-All (WTA) loss to promote diversity among predictions. MCL has recently gained attention due to its simplicity and ability to address ill-posed and ambiguous tasks. We propose an adaptation of this framework for time-series forecasting, presenting it as an efficient method to predict diverse futures, which we relate to its implicit quantization objective. We provide insights into our approach using synthetic data and evaluate it on real-world time series, demonstrating its promising performance at a light computational cost.
2025-06-05 FinMultiTime: A Four-Modal Bilingual Dataset for Financial Time-Series Analysis Wenyan Xu, Dawei Xiang, Yue Liu et.al. 2506.05019 link Under review
Abstract (click to expand)Pure time series forecasting tasks typically focus exclusively on numerical features; however, real-world financial decision-making demands the comparison and analysis of heterogeneous sources of information. Recent advances in deep learning and large scale language models (LLMs) have made significant strides in capturing sentiment and other qualitative signals, thereby enhancing the accuracy of financial time series predictions. Despite these advances, most existing datasets consist solely of price series and news text, are confined to a single market, and remain limited in scale. In this paper, we introduce FinMultiTime, the first large scale, multimodal financial time series dataset. FinMultiTime temporally aligns four distinct modalities financial news, structured financial tables, K-line technical charts, and stock price time series across both the S&P 500 and HS 300 universes. Covering 5,105 stocks from 2009 to 2025 in the United States and China, the dataset totals 112.6 GB and provides minute-level, daily, and quarterly resolutions, thus capturing short, medium, and long term market signals with high fidelity. Our experiments demonstrate that (1) scale and data quality markedly boost prediction accuracy; (2) multimodal fusion yields moderate gains in Transformer models; and (3) a fully reproducible pipeline enables seamless dataset updates.
2025-06-05 The cost of ensembling: is it always worth combining? Marco Zanotti et.al. 2506.04677
Abstract (click to expand)Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely relevant topic, especially in the context of ensemble learning for time series forecasting. To asses it, we evaluated ten base models and eight ensemble configurations across two large-scale retail datasets (M5 and VN1), considering both point and probabilistic accuracy under varying retraining frequencies. We showed that ensembles consistently improve forecasting performance, particularly in probabilistic settings. However, these gains come at a substantial computational cost, especially for larger, accuracy-driven ensembles. We found that reducing retraining frequency significantly lowers costs, with minimal impact on accuracy, particularly for point forecasts. Moreover, efficiency-driven ensembles offer a strong balance, achieving competitive accuracy with considerably lower costs compared to accuracy-optimized combinations. Most importantly, small ensembles of two or three models are often sufficient to achieve near-optimal results. These findings provide practical guidelines for deploying scalable and cost-efficient forecasting systems, supporting the broader goals of sustainable AI in forecasting. Overall, this work shows that careful ensemble design and retraining strategy selection can yield accurate, robust, and cost-effective forecasts suitable for real-world applications.
2025-05-29 Non-collective Calibrating Strategy for Time Series Forecasting Bin Wang, Yongqi Han, Minbo Ma et.al. 2506.03176 Accepted by IJCAI 2025
Abstract (click to expand)Deep learning-based approaches have demonstrated significant advancements in time series forecasting. Despite these ongoing developments, the complex dynamics of time series make it challenging to establish the rule of thumb for designing the golden model architecture. In this study, we argue that refining existing advanced models through a universal calibrating strategy can deliver substantial benefits with minimal resource costs, as opposed to elaborating and training a new model from scratch. We first identify a multi-target learning conflict in the calibrating process, which arises when optimizing variables across time steps, leading to the underutilization of the model's learning capabilities. To address this issue, we propose an innovative calibrating strategy called Socket+Plug (SoP). This approach retains an exclusive optimizer and early-stopping monitor for each predicted target within each Plug while keeping the fully trained Socket backbone frozen. The model-agnostic nature of SoP allows it to directly calibrate the performance of any trained deep forecasting models, regardless of their specific architectures. Extensive experiments on various time series benchmarks and a spatio-temporal meteorological ERA5 dataset demonstrate the effectiveness of SoP, achieving up to a 22% improvement even when employing a simple MLP as the Plug (highlighted in Figure 1)
2025-06-03 Zero-Shot Time Series Forecasting with Covariates via In-Context Learning Andreas Auer, Raghul Parthipan, Pedro Mercado et.al. 2506.03128 The paper was written at the end of 2024
Abstract (click to expand)Pretrained time series models, capable of zero-shot forecasting, have demonstrated significant potential in enhancing both the performance and accessibility of time series forecasting. However, existing pretrained models either do not support covariates or fail to incorporate them effectively. We introduce COSMIC, a zero-shot forecasting model that utilizes covariates via in-context learning. To address the challenge of data scarcity, we propose Informative Covariate Augmentation, which enables the training of COSMIC without requiring any datasets that include covariates. COSMIC achieves state-of-the-art performance in zero-shot forecasting, both with and without covariates. Our quantitative and qualitative analysis demonstrates that COSMIC effectively leverages covariates in zero-shot forecasting.
2025-06-03 XicorAttention: Time Series Transformer Using Attention with Nonlinear Correlation Daichi Kimura, Tomonori Izumitani, Hisashi Kashima et.al. 2506.02694
Abstract (click to expand)Various Transformer-based models have been proposed for time series forecasting. These models leverage the self-attention mechanism to capture long-term temporal or variate dependencies in sequences. Existing methods can be divided into two approaches: (1) reducing computational cost of attention by making the calculations sparse, and (2) reshaping the input data to aggregate temporal features. However, existing attention mechanisms may not adequately capture inherent nonlinear dependencies present in time series data, leaving room for improvement. In this study, we propose a novel attention mechanism based on Chatterjee's rank correlation coefficient, which measures nonlinear dependencies between variables. Specifically, we replace the matrix multiplication in standard attention mechanisms with this rank coefficient to measure the query-key relationship. Since computing Chatterjee's correlation coefficient involves sorting and ranking operations, we introduce a differentiable approximation employing SoftSort and SoftRank. Our proposed mechanism, ``XicorAttention,'' integrates it into several state-of-the-art Transformer models. Experimental results on real-world datasets demonstrate that incorporating nonlinear correlation into the attention improves forecasting accuracy by up to approximately 9.1\% compared to existing models.
2025-06-03 Univariate to Multivariate: LLMs as Zero-Shot Predictors for Time-Series Forecasting Chamara Madarasingha, Nasrin Sohrabi, Zahir Tari et.al. 2506.02389
Abstract (click to expand)Time-series prediction or forecasting is critical across many real-world dynamic systems, and recent studies have proposed using Large Language Models (LLMs) for this task due to their strong generalization capabilities and ability to perform well without extensive pre-training. However, their effectiveness in handling complex, noisy, and multivariate time-series data remains underexplored. To address this, we propose LLMPred which enhances LLM-based time-series prediction by converting time-series sequences into text and feeding them to LLMs for zero shot prediction along with two main data pre-processing techniques. First, we apply time-series sequence decomposition to facilitate accurate prediction on complex and noisy univariate sequences. Second, we extend this univariate prediction capability to multivariate data using a lightweight prompt-processing strategy. Extensive experiments with smaller LLMs such as Llama 2 7B, Llama 3.2 3B, GPT-4o-mini, and DeepSeek 7B demonstrate that LLMPred achieves competitive or superior performance compared to state-of-the-art baselines. Additionally, a thorough ablation study highlights the importance of the key components proposed in LLMPred.
2025-06-02 Stock Market Telepathy: Graph Neural Networks Predicting the Secret Conversations between MINT and G7 Countries Nurbanu Bursa et.al. 2506.01945
Abstract (click to expand)Emerging economies, particularly the MINT countries (Mexico, Indonesia, Nigeria, and T\"urkiye), are gaining influence in global stock markets, although they remain susceptible to the economic conditions of developed countries like the G7 (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States). This interconnectedness and sensitivity of financial markets make understanding these relationships crucial for investors and policymakers to predict stock price movements accurately. To this end, we examined the main stock market indices of G7 and MINT countries from 2012 to 2024, using a recent graph neural network (GNN) algorithm called multivariate time series forecasting with graph neural network (MTGNN). This method allows for considering complex spatio-temporal connections in multivariate time series. In the implementations, MTGNN revealed that the US and Canada are the most influential G7 countries regarding stock indices in the forecasting process, and Indonesia and T\"urkiye are the most influential MINT countries. Additionally, our results showed that MTGNN outperformed traditional methods in forecasting the prices of stock market indices for MINT and G7 countries. Consequently, the study offers valuable insights into economic blocks' markets and presents a compelling empirical approach to analyzing global stock market dynamics using MTGNN.
2025-06-02 Trojan Horse Hunt in Time Series Forecasting for Space Operations Krzysztof Kotowski, Ramez Shendy, Jakub Nalepa et.al. 2506.01849
Abstract (click to expand)This competition hosted on Kaggle (https://www.kaggle.com/competitions/trojan-horse-hunt-in-space) is the first part of a series of follow-up competitions and hackathons related to the "Assurance for Space Domain AI Applications" project funded by the European Space Agency (https://assurance-ai.space-codev.org/). The competition idea is based on one of the real-life AI security threats identified within the project -- the adversarial poisoning of continuously fine-tuned satellite telemetry forecasting models. The task is to develop methods for finding and reconstructing triggers (trojans) in advanced models for satellite telemetry forecasting used in safety-critical space operations. Participants are provided with 1) a large public dataset of real-life multivariate satellite telemetry (without triggers), 2) a reference model trained on the clean data, 3) a set of poisoned neural hierarchical interpolation (N-HiTS) models for time series forecasting trained on the dataset with injected triggers, and 4) Jupyter notebook with the training pipeline and baseline algorithm (the latter will be published in the last month of the competition). The main task of the competition is to reconstruct a set of 45 triggers (i.e., short multivariate time series segments) injected into the training data of the corresponding set of 45 poisoned models. The exact characteristics (i.e., shape, amplitude, and duration) of these triggers must be identified by participants. The popular Neural Cleanse method is adopted as a baseline, but it is not designed for time series analysis and new approaches are necessary for the task. The impact of the competition is not limited to the space domain, but also to many other safety-critical applications of advanced time series analysis where model poisoning may lead to serious consequences.
2025-06-01 Weight-Space Linear Recurrent Neural Networks Roussel Desmond Nzoyem, Nawid Keshtmand, Idriss Tsayem et.al. 2506.01153 33 pages, 21 figures, 11 tables
Abstract (click to expand)We introduce WARP (Weight-space Adaptive Recurrent Prediction), a simple yet powerful framework that unifies weight-space learning with linear recurrence to redefine sequence modeling. Unlike conventional recurrent neural networks (RNNs) which collapse temporal dynamics into fixed-dimensional hidden states, WARP explicitly parametrizes the hidden state as the weights of a distinct root neural network. This formulation promotes higher-resolution memory, gradient-free adaptation at test-time, and seamless integration of domain-specific physical priors. Empirical validation shows that WARP matches or surpasses state-of-the-art baselines on diverse classification tasks, spanning synthetic benchmarks to real-world datasets. Furthermore, extensive experiments across sequential image completion, dynamical system reconstruction, and multivariate time series forecasting demonstrate its expressiveness and generalization capabilities. Critically, WARP's weight trajectories offer valuable insights into the model's inner workings. Ablation studies confirm the architectural necessity of key components, solidifying weight-space linear RNNs as a transformative paradigm for adaptive machine intelligence.
2025-06-01 A Dynamic Stiefel Graph Neural Network for Efficient Spatio-Temporal Time Series Forecasting Jiankai Zheng, Liang Xie et.al. 2506.00798 Accepted at IJCAI 2025
Abstract (click to expand)Spatio-temporal time series (STTS) have been widely used in many applications. However, accurately forecasting STTS is challenging due to complex dynamic correlations in both time and space dimensions. Existing graph neural networks struggle to balance effectiveness and efficiency in modeling dynamic spatio-temporal relations. To address this problem, we propose the Dynamic Spatio-Temporal Stiefel Graph Neural Network (DST-SGNN) to efficiently process STTS. For DST-SGNN, we first introduce the novel Stiefel Graph Spectral Convolution (SGSC) and Stiefel Graph Fourier Transform (SGFT). The SGFT matrix in SGSC is constrained to lie on the Stiefel manifold, and SGSC can be regarded as a filtered graph spectral convolution. We also propose the Linear Dynamic Graph Optimization on Stiefel Manifold (LDGOSM), which can efficiently learn the SGFT matrix from the dynamic graph and significantly reduce the computational complexity. Finally, we propose a multi-layer SGSC (MSGSC) that efficiently captures complex spatio-temporal correlations. Extensive experiments on seven spatio-temporal datasets show that DST-SGNN outperforms state-of-the-art methods while maintaining relatively low computational costs.
2025-05-31 Model Reprogramming Demystified: A Neural Tangent Kernel Perspective Ming-Yu Chung, Jiashuo Fan, Hancheng Ye et.al. 2506.00620 24 pages, 8 figures, 4 tables
Abstract (click to expand)Model Reprogramming (MR) is a resource-efficient framework that adapts large pre-trained models to new tasks with minimal additional parameters and data, offering a promising solution to the challenges of training large models for diverse tasks. Despite its empirical success across various domains such as computer vision and time-series forecasting, the theoretical foundations of MR remain underexplored. In this paper, we present a comprehensive theoretical analysis of MR through the lens of the Neural Tangent Kernel (NTK) framework. We demonstrate that the success of MR is governed by the eigenvalue spectrum of the NTK matrix on the target dataset and establish the critical role of the source model's effectiveness in determining reprogramming outcomes. Our contributions include a novel theoretical framework for MR, insights into the relationship between source and target models, and extensive experiments validating our findings.
2025-05-31 Revisiting LLMs as Zero-Shot Time-Series Forecasters: Small Noise Can Break Large Models Junwoo Park, Hyuck Lee, Dohyun Lee et.al. 2506.00457 Annual Meeting of the Association for Computational Linguistics (ACL), 2025, Accepted as Short Paper
Abstract (click to expand)Large Language Models (LLMs) have shown remarkable performance across diverse tasks without domain-specific training, fueling interest in their potential for time-series forecasting. While LLMs have shown potential in zero-shot forecasting through prompting alone, recent studies suggest that LLMs lack inherent effectiveness in forecasting. Given these conflicting findings, a rigorous validation is essential for drawing reliable conclusions. In this paper, we evaluate the effectiveness of LLMs as zero-shot forecasters compared to state-of-the-art domain-specific models. Our experiments show that LLM-based zero-shot forecasters often struggle to achieve high accuracy due to their sensitivity to noise, underperforming even simple domain-specific models. We have explored solutions to reduce LLMs' sensitivity to noise in the zero-shot setting, but improving their robustness remains a significant challenge. Our findings suggest that rather than emphasizing zero-shot forecasting, a more promising direction would be to focus on fine-tuning LLMs to better process numerical sequences. Our experimental code is available at https://github.com/junwoopark92/revisiting-LLMs-zeroshot-forecaster.
2025-05-30 Entanglement for Pattern Learning in Temporal Data with Logarithmic Complexity: Benchmarking on IBM Quantum Hardware Mostafizur Rahaman Laskar, Richa Goel et.al. 2506.00097
Abstract (click to expand)Time series forecasting is foundational in scientific and technological domains, from climate modelling to molecular dynamics. Classical approaches have significantly advanced sequential prediction, including autoregressive models and deep learning architectures such as temporal convolutional networks (TCNs) and Transformers. Yet, they remain resource-intensive and often scale poorly in data-limited or hardware-constrained settings. We propose a quantum-native time series forecasting framework that harnesses entanglement-based parameterized quantum circuits to learn temporal dependencies. Our Quantum Time Series (QTS) model encodes normalized sequential data into single-qubit rotations and embeds temporal structure through structured entanglement patterns. This design considers predictive performance with logarithmic complexity in training data and parameter count. We benchmark QTS against classical models on synthetic and real-world datasets, including geopotential height fields used in numerical weather prediction. Experiments on the noisy backend and real IBM quantum hardware demonstrate that QTS can capture temporal patterns using fewer data points. Hardware benchmarking results establish quantum entanglement as a practical computational resource for temporal modelling, with potential near-term applications in nano-scale systems, quantum sensor networks, and other forecasting scenarios.
2025-06-05 Timing is Important: Risk-aware Fund Allocation based on Time-Series Forecasting Fuyuan Lyu, Linfeng Du, Yunpeng Weng et.al. 2505.24835 link Accepted by KDD 2025 ADS Track
Abstract (click to expand)Fund allocation has been an increasingly important problem in the financial domain. In reality, we aim to allocate the funds to buy certain assets within a certain future period. Naive solutions such as prediction-only or Predict-then-Optimize approaches suffer from goal mismatch. Additionally, the introduction of the SOTA time series forecasting model inevitably introduces additional uncertainty in the predicted result. To solve both problems mentioned above, we introduce a Risk-aware Time-Series Predict-and-Allocate (RTS-PnO) framework, which holds no prior assumption on the forecasting models. Such a framework contains three features: (i) end-to-end training with objective alignment measurement, (ii) adaptive forecasting uncertainty calibration, and (iii) agnostic towards forecasting models. The evaluation of RTS-PnO is conducted over both online and offline experiments. For offline experiments, eight datasets from three categories of financial applications are used: Currency, Stock, and Cryptos. RTS-PnO consistently outperforms other competitive baselines. The online experiment is conducted on the Cross-Border Payment business at FiT, Tencent, and an 8.4\% decrease in regret is witnessed when compared with the product-line approach. The code for the offline experiment is available at https://github.com/fuyuanlyu/RTS-PnO.
2025-06-03 Binary Cumulative Encoding meets Time Series Forecasting Andrei Chernov, Vitaliy Pozdnyakov, Ilya Makarov et.al. 2505.24595
Abstract (click to expand)Recent studies in time series forecasting have explored formulating regression via classification task. By discretizing the continuous target space into bins and predicting over a fixed set of classes, these approaches benefit from stable training, robust uncertainty modeling, and compatibility with modern deep learning architectures. However, most existing methods rely on one-hot encoding that ignores the inherent ordinal structure of the underlying values. As a result, they fail to provide information about the relative distance between predicted and true values during training. In this paper, we propose to address this limitation by introducing binary cumulative encoding (BCE), that represents scalar targets into monotonic binary vectors. This encoding implicitly preserves order and magnitude information, allowing the model to learn distance-aware representations while still operating within a classification framework. We propose a convolutional neural network architecture specifically designed for BCE, incorporating residual and dilated convolutions to enable fast and expressive temporal modeling. Through extensive experiments on benchmark forecasting datasets, we show that our approach outperforms widely used methods in both point and probabilistic forecasting, while requiring fewer parameters and enabling faster training.
2025-05-30 Can Slow-thinking LLMs Reason Over Time? Empirical Studies in Time Series Forecasting Jiahao Wang, Mingyue Cheng, Qi Liu et.al. 2505.24511 link
Abstract (click to expand)Time series forecasting (TSF) is a fundamental and widely studied task, spanning methods from classical statistical approaches to modern deep learning and multimodal language modeling. Despite their effectiveness, these methods often follow a fast thinking paradigm emphasizing pattern extraction and direct value mapping, while overlooking explicit reasoning over temporal dynamics and contextual dependencies. Meanwhile, emerging slow-thinking LLMs (e.g., ChatGPT-o1, DeepSeek-R1) have demonstrated impressive multi-step reasoning capabilities across diverse domains, suggesting a new opportunity for reframing TSF as a structured reasoning task. This motivates a key question: can slow-thinking LLMs effectively reason over temporal patterns to support time series forecasting, even in zero-shot manner? To investigate this, in this paper, we propose TimeReasoner, an extensive empirical study that formulates TSF as a conditional reasoning task. We design a series of prompting strategies to elicit inference-time reasoning from pretrained slow-thinking LLMs and evaluate their performance across diverse TSF benchmarks. Our findings reveal that slow-thinking LLMs exhibit non-trivial zero-shot forecasting capabilities, especially in capturing high-level trends and contextual shifts. While preliminary, our study surfaces important insights into the reasoning behaviors of LLMs in temporal domains highlighting both their potential and limitations. We hope this work catalyzes further research into reasoning-based forecasting paradigms and paves the way toward more interpretable and generalizable TSF frameworks.
2025-05-29 Multi-Modal View Enhanced Large Vision Models for Long-Term Time Series Forecasting ChengAo Shen, Wenchao Yu, Ziming Zhao et.al. 2505.24003
Abstract (click to expand)Time series, typically represented as numerical sequences, can also be transformed into images and texts, offering multi-modal views (MMVs) of the same underlying signal. These MMVs can reveal complementary patterns and enable the use of powerful pre-trained large models, such as large vision models (LVMs), for long-term time series forecasting (LTSF). However, as we identified in this work, applying LVMs to LTSF poses an inductive bias towards "forecasting periods". To harness this bias, we propose DMMV, a novel decomposition-based multi-modal view framework that leverages trend-seasonal decomposition and a novel backcast residual based adaptive decomposition to integrate MMVs for LTSF. Comparative evaluations against 14 state-of-the-art (SOTA) models across diverse datasets show that DMMV outperforms single-view and existing multi-modal baselines, achieving the best mean squared error (MSE) on 6 out of 8 benchmark datasets.
2025-05-29 TiRex: Zero-Shot Forecasting Across Long and Short Horizons with Enhanced In-Context Learning Andreas Auer, Patrick Podest, Daniel Klotz et.al. 2505.23719 link
Abstract (click to expand)In-context learning, the ability of large language models to perform tasks using only examples provided in the prompt, has recently been adapted for time series forecasting. This paradigm enables zero-shot prediction, where past values serve as context for forecasting future values, making powerful forecasting tools accessible to non-experts and increasing the performance when training data are scarce. Most existing zero-shot forecasting approaches rely on transformer architectures, which, despite their success in language, often fall short of expectations in time series forecasting, where recurrent models like LSTMs frequently have the edge. Conversely, while LSTMs are well-suited for time series modeling due to their state-tracking capabilities, they lack strong in-context learning abilities. We introduce TiRex that closes this gap by leveraging xLSTM, an enhanced LSTM with competitive in-context learning skills. Unlike transformers, state-space models, or parallelizable RNNs such as RWKV, TiRex retains state-tracking, a critical property for long-horizon forecasting. To further facilitate its state-tracking ability, we propose a training-time masking strategy called CPM. TiRex sets a new state of the art in zero-shot time series forecasting on the HuggingFace benchmarks GiftEval and Chronos-ZS, outperforming significantly larger models including TabPFN-TS (Prior Labs), Chronos Bolt (Amazon), TimesFM (Google), and Moirai (Salesforce) across both short- and long-term forecasts.
2025-05-29 Improving Time Series Forecasting via Instance-aware Post-hoc Revision Zhiding Liu, Mingyue Cheng, Guanhao Zhao et.al. 2505.23583
Abstract (click to expand)Time series forecasting plays a vital role in various real-world applications and has attracted significant attention in recent decades. While recent methods have achieved remarkable accuracy by incorporating advanced inductive biases and training strategies, we observe that instance-level variations remain a significant challenge. These variations--stemming from distribution shifts, missing data, and long-tail patterns--often lead to suboptimal forecasts for specific instances, even when overall performance appears strong. To address this issue, we propose a model-agnostic framework, PIR, designed to enhance forecasting performance through Post-forecasting Identification and Revision. Specifically, PIR first identifies biased forecasting instances by estimating their accuracy. Based on this, the framework revises the forecasts using contextual information, including covariates and historical time series, from both local and global perspectives in a post-processing fashion. Extensive experiments on real-world datasets with mainstream forecasting models demonstrate that PIR effectively mitigates instance-level errors and significantly improves forecasting reliability.
2025-05-29 CrossLinear: Plug-and-Play Cross-Correlation Embedding for Time Series Forecasting with Exogenous Variables Pengfei Zhou, Yunlong Liu, Junli Liang et.al. 2505.23116 link
Abstract (click to expand)Time series forecasting with exogenous variables is a critical emerging paradigm that presents unique challenges in modeling dependencies between variables. Traditional models often struggle to differentiate between endogenous and exogenous variables, leading to inefficiencies and overfitting. In this paper, we introduce CrossLinear, a novel Linear-based forecasting model that addresses these challenges by incorporating a plug-and-play cross-correlation embedding module. This lightweight module captures the dependencies between variables with minimal computational cost and seamlessly integrates into existing neural networks. Specifically, it captures time-invariant and direct variable dependencies while disregarding time-varying or indirect dependencies, thereby mitigating the risk of overfitting in dependency modeling and contributing to consistent performance improvements. Furthermore, CrossLinear employs patch-wise processing and a global linear head to effectively capture both short-term and long-term temporal dependencies, further improving its forecasting precision. Extensive experiments on 12 real-world datasets demonstrate that CrossLinear achieves superior performance in both short-term and long-term forecasting tasks. The ablation study underscores the effectiveness of the cross-correlation embedding module. Additionally, the generalizability of this module makes it a valuable plug-in for various forecasting tasks across different domains. Codes are available at https://github.com/mumiao2000/CrossLinear.
2025-05-30 \(K^2\)VAE: A Koopman-Kalman Enhanced Variational AutoEncoder for Probabilistic Time Series Forecasting Xingjian Wu, Xiangfei Qiu, Hongfan Gao et.al. 2505.23017 link
Abstract (click to expand)Probabilistic Time Series Forecasting (PTSF) plays a crucial role in decision-making across various fields, including economics, energy, and transportation. Most existing methods excell at short-term forecasting, while overlooking the hurdles of Long-term Probabilistic Time Series Forecasting (LPTSF). As the forecast horizon extends, the inherent nonlinear dynamics have a significant adverse effect on prediction accuracy, and make generative models inefficient by increasing the cost of each iteration. To overcome these limitations, we introduce \(K^2\)VAE, an efficient VAE-based generative model that leverages a KoopmanNet to transform nonlinear time series into a linear dynamical system, and devises a KalmanNet to refine predictions and model uncertainty in such linear system, which reduces error accumulation in long-term forecasting. Extensive experiments demonstrate that \(K^2\) VAE outperforms state-of-the-art methods in both short- and long-term PTSF, providing a more efficient and accurate solution.
2025-05-28 Multivariate de Bruijn Graphs: A Symbolic Graph Framework for Time Series Forecasting Mert Onur Cakiroglu, Idil Bilge Altun, Hasan Kurban et.al. 2505.22768 link
Abstract (click to expand)Time series forecasting remains a challenging task for foundation models due to temporal heterogeneity, high dimensionality, and the lack of inherent symbolic structure. In this work, we propose DRAGON (Discrete Representation and Augmented Graph encoding Over deBruijN Graphs), a novel encoder that introduces Multivariate de Bruijn Graphs (MdBGs) to bridge the gap between symbolic representations and neural modeling. DRAGON discretizes continuous input sequences and maps them onto a fixed graph structure, enabling dynamic context recovery via graph-based attention. Integrated as an auxiliary module within a dual-branch architecture, DRAGON augments conventional CNN-based encoders with symbolic, structure-aware representations. All code developed for this study is available at: https://github.com/KurbanIntelligenceLab/MultdBG-Time-Series-Library
2025-05-28 Forecasting Multivariate Urban Data via Decomposition and Spatio-Temporal Graph Analysis Amirhossein Sohrabbeig, Omid Ardakanian, Petr Musilek et.al. 2505.22474
Abstract (click to expand)The forecasting of multivariate urban data presents a complex challenge due to the intricate dependencies between various urban metrics such as weather, air pollution, carbon intensity, and energy demand. This paper introduces a novel multivariate time-series forecasting model that utilizes advanced Graph Neural Networks (GNNs) to capture spatial dependencies among different time-series variables. The proposed model incorporates a decomposition-based preprocessing step, isolating trend, seasonal, and residual components to enhance the accuracy and interpretability of forecasts. By leveraging the dynamic capabilities of GNNs, the model effectively captures interdependencies and improves the forecasting performance. Extensive experiments on real-world datasets, including electricity usage, weather metrics, carbon intensity, and air pollution data, demonstrate the effectiveness of the proposed approach across various forecasting scenarios. The results highlight the potential of the model to optimize smart infrastructure systems, contributing to energy-efficient urban development and enhanced public well-being.
2025-05-28 UDuo: Universal Dual Optimization Framework for Online Matching Bin Li, Diwei Liu, Zehong Hu et.al. 2505.22243
Abstract (click to expand)Online resource allocation under budget constraints critically depends on proper modeling of user arrival dynamics. Classical approaches employ stochastic user arrival models to derive near-optimal solutions through fractional matching formulations of exposed users for downstream allocation tasks. However, this is no longer a reasonable assumption when the environment changes dynamically. In this work, We propose the Universal Dual optimization framework UDuo, a novel paradigm that fundamentally rethinks online allocation through three key innovations: (i) a temporal user arrival representation vector that explicitly captures distribution shifts in user arrival patterns and resource consumption dynamics, (ii) a resource pacing learner with adaptive allocation policies that generalize to heterogeneous constraint scenarios, and (iii) an online time-series forecasting approach for future user arrival distributions that achieves asymptotically optimal solutions with constraint feasibility guarantees in dynamic environments. Experimental results show that UDuo achieves higher efficiency and faster convergence than the traditional stochastic arrival model in real-world pricing while maintaining rigorous theoretical validity for general online allocation problems.
2025-05-27 TimePro: Efficient Multivariate Long-term Time Series Forecasting with Variable- and Time-Aware Hyper-state Xiaowen Ma, Zhenliang Ni, Shuai Xiao et.al. 2505.20774 ICML 2025
Abstract (click to expand)In long-term time series forecasting, different variables often influence the target variable over distinct time intervals, a challenge known as the multi-delay issue. Traditional models typically process all variables or time points uniformly, which limits their ability to capture complex variable relationships and obtain non-trivial time representations. To address this issue, we propose TimePro, an innovative Mamba-based model that constructs variate- and time-aware hyper-states. Unlike conventional approaches that merely transfer plain states across variable or time dimensions, TimePro preserves the fine-grained temporal features of each variate token and adaptively selects the focused time points to tune the plain state. The reconstructed hyper-state can perceive both variable relationships and salient temporal information, which helps the model make accurate forecasting. In experiments, TimePro performs competitively on eight real-world long-term forecasting benchmarks with satisfactory linear complexity. Code is available at https://github.com/xwmaxwma/TimePro.
2025-05-27 Are Data Embeddings effective in time series forecasting? Reza Nematirad, Anil Pahwa, Balasubramaniam Natarajan et.al. 2505.20716 Code is available at: https://github.com/neuripsdataembedidng/DataEmbedding
Abstract (click to expand)Time series forecasting plays a crucial role in many real-world applications, and numerous complex forecasting models have been proposed in recent years. Despite their architectural innovations, most state-of-the-art models report only marginal improvements -- typically just a few thousandths in standard error metrics. These models often incorporate complex data embedding layers to transform raw inputs into higher-dimensional representations to enhance accuracy. But are data embedding techniques actually effective in time series forecasting? Through extensive ablation studies across fifteen state-of-the-art models and four benchmark datasets, we find that removing data embedding layers from many state-of-the-art models does not degrade forecasting performance. In many cases, it improves both accuracy and computational efficiency. The gains from removing embedding layers often exceed the performance differences typically reported between competing models. Code available at: https://github.com/neuripsdataembedidng/DataEmbedding
2025-05-26 Synthetic Time Series Forecasting with Transformer Architectures: Extensive Simulation Benchmarks Ali Forootani, Mohammad Khosravi et.al. 2505.20048 link
Abstract (click to expand)Time series forecasting plays a critical role in domains such as energy, finance, and healthcare, where accurate predictions inform decision-making under uncertainty. Although Transformer-based models have demonstrated success in sequential modeling, their adoption for time series remains limited by challenges such as noise sensitivity, long-range dependencies, and a lack of inductive bias for temporal structure. In this work, we present a unified and principled framework for benchmarking three prominent Transformer forecasting architectures-Autoformer, Informer, and Patchtst-each evaluated through three architectural variants: Minimal, Standard, and Full, representing increasing levels of complexity and modeling capacity. We conduct over 1500 controlled experiments on a suite of ten synthetic signals, spanning five patch lengths and five forecast horizons under both clean and noisy conditions. Our analysis reveals consistent patterns across model families. To advance this landscape further, we introduce the Koopman-enhanced Transformer framework, Deep Koopformer, which integrates operator-theoretic latent state modeling to improve stability and interpretability. We demonstrate its efficacy on nonlinear and chaotic dynamical systems. Our results highlight Koopman based Transformer as a promising hybrid approach for robust, interpretable, and theoretically grounded time series forecasting in noisy and complex real-world conditions.
2025-05-25 Comparative analysis of financial data differentiation techniques using LSTM neural network Dominik Stempień, Janusz Gajda et.al. 2505.19243 71 pages, 21 figures, 14 tables
Abstract (click to expand)We compare traditional approach of computing logarithmic returns with the fractional differencing method and its tempered extension as methods of data preparation before their usage in advanced machine learning models. Differencing parameters are estimated using multiple techniques. The empirical investigation is conducted on data from four major stock indices covering the most recent 10-year period. The set of explanatory variables is additionally extended with technical indicators. The effectiveness of the differencing methods is evaluated using both forecast error metrics and risk-adjusted return trading performance metrics. The findings suggest that fractional differentiation methods provide a suitable data transformation technique, improving the predictive model forecasting performance. Furthermore, the generated predictions appeared to be effective in constructing profitable trading strategies for both individual assets and a portfolio of stock indices. These results underline the importance of appropriate data transformation techniques in financial time series forecasting, supporting the application of memory-preserving techniques.
2025-05-25 CMoS: Rethinking Time Series Prediction Through the Lens of Chunk-wise Spatial Correlations Haotian Si, Changhua Pei, Jianhui Li et.al. 2505.19090 link Accepted by Forty-second International Conference on Machine Learning (ICML'25)
Abstract (click to expand)Recent advances in lightweight time series forecasting models suggest the inherent simplicity of time series forecasting tasks. In this paper, we present CMoS, a super-lightweight time series forecasting model. Instead of learning the embedding of the shapes, CMoS directly models the spatial correlations between different time series chunks. Additionally, we introduce a Correlation Mixing technique that enables the model to capture diverse spatial correlations with minimal parameters, and an optional Periodicity Injection technique to ensure faster convergence. Despite utilizing as low as 1% of the lightweight model DLinear's parameters count, experimental results demonstrate that CMoS outperforms existing state-of-the-art models across multiple datasets. Furthermore, the learned weights of CMoS exhibit great interpretability, providing practitioners with valuable insights into temporal structures within specific application scenarios.
2025-05-24 Breaking Silos: Adaptive Model Fusion Unlocks Better Time Series Forecasting Zhining Liu, Ze Yang, Xiao Lin et.al. 2505.18442 link Accepted by ICML 2025. 22 pages, 6 Figures, 12 tables
Abstract (click to expand)Time-series forecasting plays a critical role in many real-world applications. Although increasingly powerful models have been developed and achieved superior results on benchmark datasets, through a fine-grained sample-level inspection, we find that (i) no single model consistently outperforms others across different test samples, but instead (ii) each model excels in specific cases. These findings prompt us to explore how to adaptively leverage the distinct strengths of various forecasting models for different samples. We introduce TimeFuse, a framework for collective time-series forecasting with sample-level adaptive fusion of heterogeneous models. TimeFuse utilizes meta-features to characterize input time series and trains a learnable fusor to predict optimal model fusion weights for any given input. The fusor can leverage samples from diverse datasets for joint training, allowing it to adapt to a wide variety of temporal patterns and thus generalize to new inputs, even from unseen datasets. Extensive experiments demonstrate the effectiveness of TimeFuse in various long-/short-term forecasting tasks, achieving near-universal improvement over the state-of-the-art individual models. Code is available at https://github.com/ZhiningLiu1998/TimeFuse.
2025-05-27 Mixture of Low Rank Adaptation with Partial Parameter Sharing for Time Series Forecasting Licheng Pan, Zhichao Chen, Haoxuan Li et.al. 2505.17872
Abstract (click to expand)Multi-task forecasting has become the standard approach for time-series forecasting (TSF). However, we show that it suffers from an Expressiveness Bottleneck, where predictions at different time steps share the same representation, leading to unavoidable errors even with optimal representations. To address this issue, we propose a two-stage framework: first, pre-train a foundation model for one-step-ahead prediction; then, adapt it using step-specific LoRA modules.This design enables the foundation model to handle any number of forecast steps while avoiding the expressiveness bottleneck. We further introduce the Mixture-of-LoRA (MoLA) model, which employs adaptively weighted LoRA experts to achieve partial parameter sharing across steps. This approach enhances both efficiency and forecasting performance by exploiting interdependencies between forecast steps. Experiments show that MoLA significantly improves model expressiveness and outperforms state-of-the-art time-series forecasting methods. Code is available at https://anonymous.4open.science/r/MoLA-BC92.
2025-05-27 BLAST: Balanced Sampling Time Series Corpus for Universal Forecasting Models Zezhi Shao, Yujie Li, Fei Wang et.al. 2505.17871 link Accepted by SIGKDD 2025 (Research Track)
Abstract (click to expand)The advent of universal time series forecasting models has revolutionized zero-shot forecasting across diverse domains, yet the critical role of data diversity in training these models remains underexplored. Existing large-scale time series datasets often suffer from inherent biases and imbalanced distributions, leading to suboptimal model performance and generalization. To address this gap, we introduce BLAST, a novel pre-training corpus designed to enhance data diversity through a balanced sampling strategy. First, BLAST incorporates 321 billion observations from publicly available datasets and employs a comprehensive suite of statistical metrics to characterize time series patterns. Then, to facilitate pattern-oriented sampling, the data is implicitly clustered using grid-based partitioning. Furthermore, by integrating grid sampling and grid mixup techniques, BLAST ensures a balanced and representative coverage of diverse patterns. Experimental results demonstrate that models pre-trained on BLAST achieve state-of-the-art performance with a fraction of the computational resources and training tokens required by existing methods. Our findings highlight the pivotal role of data diversity in improving both training efficiency and model performance for the universal forecasting task.
2025-05-23 TransDF: Time-Series Forecasting Needs Transformed Label Alignment Hao Wang, Licheng Pan, Zhichao Chen et.al. 2505.17847
Abstract (click to expand)Training time-series forecasting models presents unique challenges in designing effective learning objectives. Existing methods predominantly utilize the temporal mean squared error, which faces two critical challenges: (1) label autocorrelation, which leads to bias from the label sequence likelihood; (2) excessive amount of tasks, which increases with the forecast horizon and complicates optimization. To address these challenges, we propose Transform-enhanced Direct Forecast (TransDF), which transforms the label sequence into decorrelated components with discriminated significance. Models are trained to align the most significant components, thereby effectively mitigating label autocorrelation and reducing task amount. Extensive experiments demonstrate that TransDF achieves state-of-the-art performance and is compatible with various forecasting models. Code is available at https://anonymous.4open.science/r/TransDF-88CF.
2025-05-23 TimeCF: A TimeMixer-Based Model with adaptive Convolution and Sharpness-Aware Minimization Frequency Domain Loss for long-term time seris forecasting Bin Wang, Heming Yang, Jinfang Sheng et.al. 2505.17532
Abstract (click to expand)Recent studies have shown that by introducing prior knowledge, multi-scale analysis of complex and non-stationary time series in real environments can achieve good results in the field of long-term forecasting. However, affected by channel-independent methods, models based on multi-scale analysis may produce suboptimal prediction results due to the autocorrelation between time series labels, which in turn affects the generalization ability of the model. To address this challenge, we are inspired by the idea of sharpness-aware minimization and the recently proposed FreDF method and design a deep learning model TimeCF for long-term time series forecasting based on the TimeMixer, combined with our designed adaptive convolution information aggregation module and Sharpness-Aware Minimization Frequency Domain Loss (SAMFre). Specifically, TimeCF first decomposes the original time series into sequences of different scales. Next, the same-sized convolution modules are used to adaptively aggregate information of different scales on sequences of different scales. Then, decomposing each sequence into season and trend parts and the two parts are mixed at different scales through bottom-up and top-down methods respectively. Finally, different scales are aggregated through a Feed-Forward Network. What's more, extensive experimental results on different real-world datasets show that our proposed TimeCF has excellent performance in the field of long-term forecasting.
2025-05-23 HyperIMTS: Hypergraph Neural Network for Irregular Multivariate Time Series Forecasting Boyuan Li, Yicheng Luo, Zhen Liu et.al. 2505.17431 Accepted in ICML 2025
Abstract (click to expand)Irregular multivariate time series (IMTS) are characterized by irregular time intervals within variables and unaligned observations across variables, posing challenges in learning temporal and variable dependencies. Many existing IMTS models either require padded samples to learn separately from temporal and variable dimensions, or represent original samples via bipartite graphs or sets. However, the former approaches often need to handle extra padding values affecting efficiency and disrupting original sampling patterns, while the latter ones have limitations in capturing dependencies among unaligned observations. To represent and learn both dependencies from original observations in a unified form, we propose HyperIMTS, a Hypergraph neural network for Irregular Multivariate Time Series forecasting. Observed values are converted as nodes in the hypergraph, interconnected by temporal and variable hyperedges to enable message passing among all observations. Through irregularity-aware message passing, HyperIMTS captures variable dependencies in a time-adaptive way to achieve accurate forecasting. Experiments demonstrate HyperIMTS's competitive performance among state-of-the-art models in IMTS forecasting with low computational cost.
2025-05-27 FRIREN: Beyond Trajectories -- A Spectral Lens on Time Qilin Wang et.al. 2505.17370 37 pages, 4 figures. Submitted to NeurIPS 2025. Public code at https://anonymous.4open.science/r/LTSF_model-C6B8/
Abstract (click to expand)Long-term time-series forecasting (LTSF) models are often presented as general-purpose solutions that can be applied across domains, implicitly assuming that all data is pointwise predictable. Using chaotic systems such as Lorenz-63 as a case study, we argue that geometric structure - not pointwise prediction - is the right abstraction for a dynamic-agnostic foundational model. Minimizing the Wasserstein-2 distance (W2), which captures geometric changes, and providing a spectral view of dynamics are essential for long-horizon forecasting. Our model, FRIREN (Flow-inspired Representations via Interpretable Eigen-networks), implements an augmented normalizing-flow block that embeds data into a normally distributed latent representation. It then generates a W2-efficient optimal path that can be decomposed into rotation, scaling, inverse rotation, and translation. This architecture yields locally generated, geometry-preserving predictions that are independent of the underlying dynamics, and a global spectral representation that functions as a finite Koopman operator with a small modification. This enables practitioners to identify which modes grow, decay, or oscillate, both locally and system-wide. FRIREN achieves an MSE of 11.4, MAE of 1.6, and SWD of 0.96 on Lorenz-63 in a 336-in, 336-out, dt=0.01 setting, surpassing TimeMixer (MSE 27.3, MAE 2.8, SWD 2.1). The model maintains effective prediction for 274 out of 336 steps, approximately 2.5 Lyapunov times. On Rossler (96-in, 336-out), FRIREN achieves an MSE of 0.0349, MAE of 0.0953, and SWD of 0.0170, outperforming TimeMixer's MSE of 4.3988, MAE of 0.886, and SWD of 3.2065. FRIREN is also competitive on standard LTSF datasets such as ETT and Weather. By connecting modern generative flows with classical spectral analysis, FRIREN makes long-term forecasting both accurate and interpretable, setting a new benchmark for LTSF model design.
2025-05-22 CAIFormer: A Causal Informed Transformer for Multivariate Time Series Forecasting Xingyu Zhang, Wenwen Qiang, Siyu Zhao et.al. 2505.16308
Abstract (click to expand)Most existing multivariate time series forecasting methods adopt an all-to-all paradigm that feeds all variable histories into a unified model to predict their future values without distinguishing their individual roles. However, this undifferentiated paradigm makes it difficult to identify variable-specific causal influences and often entangles causally relevant information with spurious correlations. To address this limitation, we propose an all-to-one forecasting paradigm that predicts each target variable separately. Specifically, we first construct a Structural Causal Model from observational data and then, for each target variable, we partition the historical sequence into four sub-segments according to the inferred causal structure: endogenous, direct causal, collider causal, and spurious correlation. The prediction relies solely on the first three causally relevant sub-segments, while the spurious correlation sub-segment is excluded. Furthermore, we propose Causal Informed Transformer (CAIFormer), a novel forecasting model comprising three components: Endogenous Sub-segment Prediction Block, Direct Causal Sub-segment Prediction Block, and Collider Causal Sub-segment Prediction Block, which process the endogenous, direct causal, and collider causal sub-segments, respectively. Their outputs are then combined to produce the final prediction. Extensive experiments on multiple benchmark datasets demonstrate the effectiveness of the CAIFormer.
2025-05-21 Human Workload Prediction: Lag Horizon Selection Mark-Robin Giolando, Julie A. Adams et.al. 2505.15939 4 pages, 1 figures, Submitted to the IEEE for possible publication
Abstract (click to expand)Human-robot teams must be aware of human workload when operating in uncertain, dynamic environments. Prior work employed physiological response metrics from wearable sensors to estimate the current human workload; however, these estimates only enable robots to respond to under- or overload conditions reactively. Current human workload prediction approaches are limited to short prediction horizons and fail to investigate variable lag horizons' impact on predictions. This letter investigates the impact of lag horizons on both univariate and multivariate time series forecasting models for human workload prediction. A key finding is that univariate predictions required longer lag horizons of 240 seconds (s), whereas multivariate workload predictions sufficed with shorter lag horizons with diminishing returns around 120s.
2025-05-22 EPBench: A Benchmark for Short-term Earthquake Prediction with Neural Networks Zhiyu Xu, Qingliang Chen et.al. 2505.15588 link
Abstract (click to expand)Since the beginning of this century, the significant advancements in artificial intelligence and neural networks have offered the potential to bring new transformations to short-term earthquake prediction research. However, currently, there is no widely used benchmark for this task. To address this, we have built a new benchmark (EPBench), which is, to our knowledge, the first global regional-scale short-term earthquake prediction benchmark. Our benchmark comprises 924,472 earthquake records and 2959 multimodal earthquake records collected from seismic networks around the world. Each record includes basic information such as time, longitude and latitude, magnitude, while each multimodal record includes waveform and moment tensor information additionally, covering a time span from 1970 to 2021. To evaluate performance of models on this task, we have established a series of data partitions and evaluation methods tailored to the short-term earthquake prediction task. We also provide a variety of tools to assist future researchers in partitioning the data according to their geographical understanding. Our benchmark includes a variety of neural network models widely used for time series forecasting, as well as a statistical-based model currently employed by seismological bureaus in several countries. We hope this benchmark will serve as a guide to attract more researchers to explore new methods for addressing this task, which holds great significance for human existence.
2025-05-21 Human in the Loop Adaptive Optimization for Improved Time Series Forecasting Malik Tiomoko, Hamza Cherkaoui, Giuseppe Paolo et.al. 2505.15354 link
Abstract (click to expand)Time series forecasting models often produce systematic, predictable errors even in critical domains such as energy, finance, and healthcare. We introduce a novel post training adaptive optimization framework that improves forecast accuracy without retraining or architectural changes. Our method automatically applies expressive transformations optimized via reinforcement learning, contextual bandits, or genetic algorithms to correct model outputs in a lightweight and model agnostic way. Theoretically, we prove that affine corrections always reduce the mean squared error; practically, we extend this idea with dynamic action based optimization. The framework also supports an optional human in the loop component: domain experts can guide corrections using natural language, which is parsed into actions by a language model. Across multiple benchmarks (e.g., electricity, weather, traffic), we observe consistent accuracy gains with minimal computational overhead. Our interactive demo shows the framework's real time usability. By combining automated post hoc refinement with interpretable and extensible mechanisms, our approach offers a powerful new direction for practical forecasting systems.
2025-05-21 Sonnet: Spectral Operator Neural Network for Multivariable Time Series Forecasting Yuxuan Shu, Vasileios Lampos et.al. 2505.15312 link The code is available at https://github.com/ClaudiaShu/Sonnet
Abstract (click to expand)Multivariable time series forecasting methods can integrate information from exogenous variables, leading to significant prediction accuracy gains. Transformer architecture has been widely applied in various time series forecasting models due to its ability to capture long-range sequential dependencies. However, a na\"ive application of transformers often struggles to effectively model complex relationships among variables over time. To mitigate against this, we propose a novel architecture, namely the Spectral Operator Neural Network (Sonnet). Sonnet applies learnable wavelet transformations to the input and incorporates spectral analysis using the Koopman operator. Its predictive skill relies on the Multivariable Coherence Attention (MVCA), an operation that leverages spectral coherence to model variable dependencies. Our empirical analysis shows that Sonnet yields the best performance on \(34\) out of \(47\) forecasting tasks with an average mean absolute error (MAE) reduction of \(1.1\%\) against the most competitive baseline (different per task). We further show that MVCA -- when put in place of the na\"ive attention used in various deep learning models -- can remedy its deficiencies, reducing MAE by \(10.7\%\) on average in the most challenging forecasting tasks.
2025-05-21 Time Tracker: Mixture-of-Experts-Enhanced Foundation Time Series Forecasting Model with Decoupled Training Pipelines Xiaohou Shi, Ke Li, Aobo Liang et.al. 2505.15151
Abstract (click to expand)In the past few years, time series foundation models have achieved superior predicting accuracy. However, real-world time series often exhibit significant diversity in their temporal patterns across different time spans and domains, making it challenging for a single model architecture to fit all complex scenarios. In addition, time series data may have multiple variables exhibiting complex correlations between each other. Recent mainstream works have focused on modeling times series in a channel-independent manner in both pretraining and finetuning stages, overlooking the valuable inter-series dependencies. To this end, we propose \textbf{Time Tracker} for better predictions on multivariate time series data. Firstly, we leverage sparse mixture of experts (MoE) within Transformers to handle the modeling of diverse time series patterns, thereby alleviating the learning difficulties of a single model while improving its generalization. Besides, we propose Any-variate Attention, enabling a unified model structure to seamlessly handle both univariate and multivariate time series, thereby supporting channel-independent modeling during pretraining and channel-mixed modeling for finetuning. Furthermore, we design a graph learning module that constructs relations among sequences from frequency-domain features, providing more precise guidance to capture inter-series dependencies in channel-mixed modeling. Based on these advancements, Time Tracker achieves state-of-the-art performance in predicting accuracy, model generalization and adaptability.
2025-05-21 Robust Multi-Modal Forecasting: Integrating Static and Dynamic Features Jeremy Qin et.al. 2505.15083 link
Abstract (click to expand)Time series forecasting plays a crucial role in various applications, particularly in healthcare, where accurate predictions of future health trajectories can significantly impact clinical decision-making. Ensuring transparency and explainability of the models responsible for these tasks is essential for their adoption in critical settings. Recent work has explored a top-down approach to bi-level transparency, focusing on understanding trends and properties of predicted time series using static features. In this work, we extend this framework by incorporating exogenous time series features alongside static features in a structured manner, while maintaining cohesive interpretation. Our approach leverages the insights of trajectory comprehension to introduce an encoding mechanism for exogenous time series, where they are decomposed into meaningful trends and properties, enabling the extraction of interpretable patterns. Through experiments on several synthetic datasets, we demonstrate that our approach remains predictive while preserving interpretability and robustness. This work represents a step towards developing robust, and generalized time series forecasting models. The code is available at https://github.com/jeremy-qin/TIMEVIEW
2025-05-21 MoTime: A Dataset Suite for Multimodal Time Series Forecasting Xin Zhou, Weiqing Wang, Francisco J. Baldán et.al. 2505.15072
Abstract (click to expand)While multimodal data sources are increasingly available from real-world forecasting, most existing research remains on unimodal time series. In this work, we present MoTime, a suite of multimodal time series forecasting datasets that pair temporal signals with external modalities such as text, metadata, and images. Covering diverse domains, MoTime supports structured evaluation of modality utility under two scenarios: 1) the common forecasting task, where varying-length history is available, and 2) cold-start forecasting, where no historical data is available. Experiments show that external modalities can improve forecasting performance in both scenarios, with particularly strong benefits for short series in some datasets, though the impact varies depending on data characteristics. By making datasets and findings publicly available, we aim to support more comprehensive and realistic benchmarks in future multimodal time series forecasting research.
2025-05-20 This Time is Different: An Observability Perspective on Time Series Foundation Models Ben Cohen, Emaad Khwaja, Youssef Doubli et.al. 2505.14766 link
Abstract (click to expand)We introduce Toto, a time series forecasting foundation model with 151 million parameters. Toto uses a modern decoder-only architecture coupled with architectural innovations designed to account for specific challenges found in multivariate observability time series data. Toto's pre-training corpus is a mixture of observability data, open datasets, and synthetic data, and is 4-10 \(\times\) larger than those of leading time series foundation models. Additionally, we introduce BOOM, a large-scale benchmark consisting of 350 million observations across 2,807 real-world time series. For both Toto and BOOM, we source observability data exclusively from Datadog's own telemetry and internal observability metrics. Extensive evaluations demonstrate that Toto achieves state-of-the-art performance on both BOOM and on established general purpose time series forecasting benchmarks. Toto's model weights, inference code, and evaluation scripts, as well as BOOM's data and evaluation code, are all available as open source under the Apache 2.0 License available at https://huggingface.co/Datadog/Toto-Open-Base-1.0 and https://github.com/DataDog/toto.
2025-05-20 Leveraging Multivariate Long-Term History Representation for Time Series Forecasting Huiliang Zhang, Di Wu, Arnaud Zinflou et.al. 2505.14737
Abstract (click to expand)Multivariate Time Series (MTS) forecasting has a wide range of applications in both industry and academia. Recent advances in Spatial-Temporal Graph Neural Network (STGNN) have achieved great progress in modelling spatial-temporal correlations. Limited by computational complexity, most STGNNs for MTS forecasting focus primarily on short-term and local spatial-temporal dependencies. Although some recent methods attempt to incorporate univariate history into modeling, they still overlook crucial long-term spatial-temporal similarities and correlations across MTS, which are essential for accurate forecasting. To fill this gap, we propose a framework called the Long-term Multivariate History Representation (LMHR) Enhanced STGNN for MTS forecasting. Specifically, a Long-term History Encoder (LHEncoder) is adopted to effectively encode the long-term history into segment-level contextual representations and reduce point-level noise. A non-parametric Hierarchical Representation Retriever (HRetriever) is designed to include the spatial information in the long-term spatial-temporal dependency modelling and pick out the most valuable representations with no additional training. A Transformer-based Aggregator (TAggregator) selectively fuses the sparsely retrieved contextual representations based on the ranking positional embedding efficiently. Experimental results demonstrate that LMHR outperforms typical STGNNs by 10.72% on the average prediction horizons and state-of-the-art methods by 4.12% on several real-world datasets. Additionally, it consistently improves prediction accuracy by 9.8% on the top 10% of rapidly changing patterns across the datasets.
2025-05-17 Stochastic Processes with Modified Lognormal Distribution Featuring Flexible Upper Tail Dionissios T. Hristopulos, Anastassia Baxevani, Giorgio Kaniadakis et.al. 2505.14713 44 pages (36 in Main and 8 in Supplement), 27 figures (20 in Main and 7 in Supplement), 13 tables (9 in Main and 4 in Supplement)
Abstract (click to expand)Asymmetric, non-Gaussian probability distributions are often observed in the analysis of natural and engineering datasets. The lognormal distribution is a standard model for data with skewed frequency histograms and fat tails. However, the lognormal law severely restricts the asymptotic dependence of the probability density and the hazard function for high values. Herein we present a family of three-parameter non-Gaussian probability density functions that are based on generalized kappa-exponential and kappa-logarithm functions and investigate its mathematical properties. These kappa-lognormal densities represent continuous deformations of the lognormal with lighter right tails, controlled by the parameter kappa. In addition, bimodal distributions are obtained for certain parameter combinations. We derive closed-form analytic expressions for the main statistical functions of the kappa-lognormal distribution. For the moments, we derive bounds that are based on hypergeometric functions as well as series expansions. Explicit expressions for the gradient and Hessian of the negative log-likelihood are obtained to facilitate numerical maximum-likelihood estimates of the kappa-lognormal parameters from data. We also formulate a joint probability density function for kappa-lognormal stochastic processes by applying Jacobi's multivariate theorem to a latent Gaussian process. Estimation of the kappa-lognormal distribution based on synthetic and real data is explored. Furthermore, we investigate applications of kappa-lognormal processes with different covariance kernels in time series forecasting and spatial interpolation using warped Gaussian process regression. Our results are of practical interest for modeling skewed distributions in various scientific and engineering fields.
2025-05-20 Byte Pair Encoding for Efficient Time Series Forecasting Leon Götz, Marcel Kollovieh, Stephan Günnemann et.al. 2505.14411 24 pages in total, 17 figures
Abstract (click to expand)Existing time series tokenization methods predominantly encode a constant number of samples into individual tokens. This inflexible approach can generate excessive tokens for even simple patterns like extended constant values, resulting in substantial computational overhead. Inspired by the success of byte pair encoding, we propose the first pattern-centric tokenization scheme for time series analysis. Based on a discrete vocabulary of frequent motifs, our method merges samples with underlying patterns into tokens, compressing time series adaptively. Exploiting our finite set of motifs and the continuous properties of time series, we further introduce conditional decoding as a lightweight yet powerful post-hoc optimization method, which requires no gradient computation and adds no computational overhead. On recent time series foundation models, our motif-based tokenization improves forecasting performance by 36% and boosts efficiency by 1990% on average. Conditional decoding further reduces MSE by up to 44%. In an extensive analysis, we demonstrate the adaptiveness of our tokenization to diverse temporal patterns, its generalization to unseen data, and its meaningful token representations capturing distinct time series properties, including statistical moments and trends.
2025-05-20 CRAFT: Time Series Forecasting with Cross-Future Behavior Awareness Yingwei Zhang, Ke Bu, Zhuoran Zhuang et.al. 2505.13896 link
Abstract (click to expand)The past decades witness the significant advancements in time series forecasting (TSF) across various real-world domains, including e-commerce and disease spread prediction. However, TSF is usually constrained by the uncertainty dilemma of predicting future data with limited past observations. To settle this question, we explore the use of Cross-Future Behavior (CFB) in TSF, which occurs before the current time but takes effect in the future. We leverage CFB features and propose the CRoss-Future Behavior Awareness based Time Series Forecasting method (CRAFT). The core idea of CRAFT is to utilize the trend of cross-future behavior to mine the trend of time series data to be predicted. Specifically, to settle the sparse and partial flaws of cross-future behavior, CRAFT employs the Koopman Predictor Module to extract the key trend and the Internal Trend Mining Module to supplement the unknown area of the cross-future behavior matrix. Then, we introduce the External Trend Guide Module with a hierarchical structure to acquire more representative trends from higher levels. Finally, we apply the demand-constrained loss to calibrate the distribution deviation of prediction results. We conduct experiments on real-world dataset. Experiments on both offline large-scale dataset and online A/B test demonstrate the effectiveness of CRAFT. Our dataset and code is available at https://github.com/CRAFTinTSF/CRAFT.
2025-05-19 CATS: Clustering-Aggregated and Time Series for Business Customer Purchase Intention Prediction Yingjie Kuang, Tianchen Zhang, Zhen-Wei Huang et.al. 2505.13558
Abstract (click to expand)Accurately predicting customers' purchase intentions is critical to the success of a business strategy. Current researches mainly focus on analyzing the specific types of products that customers are likely to purchase in the future, little attention has been paid to the critical factor of whether customers will engage in repurchase behavior. Predicting whether a customer will make the next purchase is a classic time series forecasting task. However, in real-world purchasing behavior, customer groups typically exhibit imbalance - i.e., there are a large number of occasional buyers and a small number of loyal customers. This head-to-tail distribution makes traditional time series forecasting methods face certain limitations when dealing with such problems. To address the above challenges, this paper proposes a unified Clustering and Attention mechanism GRU model (CAGRU) that leverages multi-modal data for customer purchase intention prediction. The framework first performs customer profiling with respect to the customer characteristics and clusters the customers to delineate the different customer clusters that contain similar features. Then, the time series features of different customer clusters are extracted by GRU neural network and an attention mechanism is introduced to capture the significance of sequence locations. Furthermore, to mitigate the head-to-tail distribution of customer segments, we train the model separately for each customer segment, to adapt and capture more accurately the differences in behavioral characteristics between different customer segments, as well as the similar characteristics of the customers within the same customer segment. We constructed four datasets and conducted extensive experiments to demonstrate the superiority of the proposed CAGRU approach.
2025-05-18 Quantum-Enhanced Channel Mixing in RWKV Models for Time Series Forecasting Chi-Sheng Chen, En-Jui Kuo et.al. 2505.13524 link
Abstract (click to expand)Recent advancements in neural sequence modeling have led to architectures such as RWKV, which combine recurrent-style time mixing with feedforward channel mixing to enable efficient long-context processing. In this work, we propose QuantumRWKV, a hybrid quantum-classical extension of the RWKV model, where the standard feedforward network (FFN) is partially replaced by a variational quantum circuit (VQC). The quantum component is designed to enhance nonlinear representational capacity while preserving end-to-end differentiability via the PennyLane framework. To assess the impact of quantum enhancements, we conduct a comparative evaluation of QuantumRWKV and its purely classical counterpart across a suite of synthetic time-series forecasting tasks, including linear (ARMA), chaotic (Logistic Map), oscillatory (Damped Oscillation), and piecewise-regime signals. Our results reveal that the quantum-enhanced model achieves superior performance in several tasks characterized by nonlinear or chaotic dynamics-such as Chaotic Logistic, Noisy Damped Oscillator, and Sine Wave-while exhibiting limitations in tasks with sharp discontinuities or simple autoregressive structures. This study provides one of the first systematic comparisons between hybrid quantum-classical and classical recurrent models in temporal domains, highlighting when and how quantum circuits can offer tangible benefits in time-series learning. We conclude with a discussion on architectural trade-offs and potential future directions for expanding quantum integration into large-scale temporal learning systems.
2025-05-17 Zero-Shot Forecasting Mortality Rates: A Global Study Gabor Petnehazi, Laith Al Shaggah, Jozsef Gall et.al. 2505.13521
Abstract (click to expand)This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-specific fine-tuning. We evaluate two state-of-the-art foundation models, TimesFM and CHRONOS, alongside traditional and machine learning-based methods across three forecasting horizons (5, 10, and 20 years) using data from 50 countries and 111 age groups. In our investigations, zero-shot models showed varying results: while CHRONOS delivered competitive shorter-term forecasts, outperforming traditional methods like ARIMA and the Lee-Carter model, TimesFM consistently underperformed. Fine-tuning CHRONOS on mortality data significantly improved long-term accuracy. A Random Forest model, trained on mortality data, achieved the best overall performance. These findings underscore the potential of zero-shot forecasting while highlighting the need for careful model selection and domain-specific adaptation.
2025-05-19 Enhancing LLMs for Time Series Forecasting via Structure-Guided Cross-Modal Alignment Siming Sun, Kai Zhang, Xuejun Jiang et.al. 2505.13175
Abstract (click to expand)The emerging paradigm of leveraging pretrained large language models (LLMs) for time series forecasting has predominantly employed linguistic-temporal modality alignment strategies through token-level or layer-wise feature mapping. However, these approaches fundamentally neglect a critical insight: the core competency of LLMs resides not merely in processing localized token features but in their inherent capacity to model holistic sequence structures. This paper posits that effective cross-modal alignment necessitates structural consistency at the sequence level. We propose the Structure-Guided Cross-Modal Alignment (SGCMA), a framework that fully exploits and aligns the state-transition graph structures shared by time-series and linguistic data as sequential modalities, thereby endowing time series with language-like properties and delivering stronger generalization after modality alignment. SGCMA consists of two key components, namely Structure Alignment and Semantic Alignment. In Structure Alignment, a state transition matrix is learned from text data through Hidden Markov Models (HMMs), and a shallow transformer-based Maximum Entropy Markov Model (MEMM) receives the hot-start transition matrix and annotates each temporal patch into state probability, ensuring that the temporal representation sequence inherits language-like sequential dynamics. In Semantic Alignment, cross-attention is applied between temporal patches and the top-k tokens within each state, and the ultimate temporal embeddings are derived by the expected value of these embeddings using a weighted average based on state probabilities. Experiments on multiple benchmarks demonstrate that SGCMA achieves state-of-the-art performance, offering a novel approach to cross-modal alignment in time series forecasting.
2025-05-19 RIFLES: Resource-effIcient Federated LEarning via Scheduling Sara Alosaime, Arshad Jhumka et.al. 2505.13169
Abstract (click to expand)Federated Learning (FL) is a privacy-preserving machine learning technique that allows decentralized collaborative model training across a set of distributed clients, by avoiding raw data exchange. A fundamental component of FL is the selection of a subset of clients in each round for model training by a central server. Current selection strategies are myopic in nature in that they are based on past or current interactions, often leading to inefficiency issues such as straggling clients. In this paper, we address this serious shortcoming by proposing the RIFLES approach that builds a novel availability forecasting layer to support the client selection process. We make the following contributions: (i) we formalise the sequential selection problem and reduce it to a scheduling problem and show that the problem is NP-complete, (ii) leveraging heartbeat messages from clients, RIFLES build an availability prediction layer to support (long term) selection decisions, (iii) we propose a novel adaptive selection strategy to support efficient learning and resource usage. To circumvent the inherent exponential complexity, we present RIFLES, a heuristic that leverages clients' historical availability data by using a CNN-LSTM time series forecasting model, allowing the server to predict the optimal participation times of clients, thereby enabling informed selection decisions. By comparing against other FL techniques, we show that RIFLES provide significant improvement by between 10%-50% on a variety of metrics such as accuracy and test loss. To the best of our knowledge, it is the first work to investigate FL as a scheduling problem.
2025-05-19 Time series saliency maps: explaining models across multiple domains Christodoulos Kechris, Jonathan Dan, David Atienza et.al. 2505.13100 link
Abstract (click to expand)Traditional saliency map methods, popularized in computer vision, highlight individual points (pixels) of the input that contribute the most to the model's output. However, in time-series they offer limited insights as semantically meaningful features are often found in other domains. We introduce Cross-domain Integrated Gradients, a generalization of Integrated Gradients. Our method enables feature attributions on any domain that can be formulated as an invertible, differentiable transformation of the time domain. Crucially, our derivation extends the original Integrated Gradients into the complex domain, enabling frequency-based attributions. We provide the necessary theoretical guarantees, namely, path independence and completeness. Our approach reveals interpretable, problem-specific attributions that time-domain methods cannot capture, on three real-world tasks: wearable sensor heart rate extraction, electroencephalography-based seizure detection, and zero-shot time-series forecasting. We release an open-source Tensorflow/PyTorch library to enable plug-and-play cross-domain explainability for time-series models. These results demonstrate the ability of cross-domain integrated gradients to provide semantically meaningful insights in time-series models that are impossible with traditional time-domain saliency.
2025-05-19 Temporal Query Network for Efficient Multivariate Time Series Forecasting Shengsheng Lin, Haojun Chen, Haijie Wu et.al. 2505.12917 link ICML 2025
Abstract (click to expand)Sufficiently modeling the correlations among variables (aka channels) is crucial for achieving accurate multivariate time series forecasting (MTSF). In this paper, we propose a novel technique called Temporal Query (TQ) to more effectively capture multivariate correlations, thereby improving model performance in MTSF tasks. Technically, the TQ technique employs periodically shifted learnable vectors as queries in the attention mechanism to capture global inter-variable patterns, while the keys and values are derived from the raw input data to encode local, sample-level correlations. Building upon the TQ technique, we develop a simple yet efficient model named Temporal Query Network (TQNet), which employs only a single-layer attention mechanism and a lightweight multi-layer perceptron (MLP). Extensive experiments demonstrate that TQNet learns more robust multivariate correlations, achieving state-of-the-art forecasting accuracy across 12 challenging real-world datasets. Furthermore, TQNet achieves high efficiency comparable to linear-based methods even on high-dimensional datasets, balancing performance and computational cost. The code is available at: https://github.com/ACAT-SCUT/TQNet.
2025-05-22 Enhancing Channel-Independent Time Series Forecasting via Cross-Variate Patch Embedding Donghwa Shin, Edwin Zhang et.al. 2505.12761 Added link to code implementation in PDF abstract
Abstract (click to expand)Transformers have recently gained popularity in time series forecasting due to their ability to capture long-term dependencies. However, many existing models focus only on capturing temporal dependencies while omitting intricate relationships between variables. Recent models have tried tackling this by explicitly modeling both cross-time and cross-variate dependencies through a sequential or unified attention mechanism, but they are entirely channel dependent (CD) across all layers, making them potentially susceptible to overfitting. To address this, we propose Cross-Variate Patch Embeddings (CVPE), a lightweight CD module that injects cross-variate context into channel-independent (CI) models by simply modifying the patch embedding process. We achieve this by adding a learnable positional encoding and a lightweight router-attention block to the vanilla patch embedding layer. We then integrate CVPE into Time-LLM, a multimodal CI forecasting model, to demonstrate its effectiveness in capturing cross-variate dependencies and enhance the CI model's performance. Extensive experimental results on seven real-world datasets show that our enhanced Time-LLM outperforms the original baseline model simply by incorporating the CVPE module, with no other changes.
2025-05-17 Multi-Order Wavelet Derivative Transform for Deep Time Series Forecasting Ziyu Zhou, Jiaxi Hu, Qingsong Wen et.al. 2505.11781 Preprint. Work in progress
Abstract (click to expand)In deep time series forecasting, the Fourier Transform (FT) is extensively employed for frequency representation learning. However, it often struggles in capturing multi-scale, time-sensitive patterns. Although the Wavelet Transform (WT) can capture these patterns through frequency decomposition, its coefficients are insensitive to change points in time series, leading to suboptimal modeling. To mitigate these limitations, we introduce the multi-order Wavelet Derivative Transform (WDT) grounded in the WT, enabling the extraction of time-aware patterns spanning both the overall trend and subtle fluctuations. Compared with the standard FT and WT, which model the raw series, the WDT operates on the derivative of the series, selectively magnifying rate-of-change cues and exposing abrupt regime shifts that are particularly informative for time series modeling. Practically, we embed the WDT into a multi-branch framework named WaveTS, which decomposes the input series into multi-scale time-frequency coefficients, refines them via linear layers, and reconstructs them into the time domain via the inverse WDT. Extensive experiments on ten benchmark datasets demonstrate that WaveTS achieves state-of-the-art forecasting accuracy while retaining high computational efficiency.
2025-05-16 Nearest Neighbor Multivariate Time Series Forecasting Huiliang Zhang, Ping Nie, Lijun Sun et.al. 2505.11625
Abstract (click to expand)Multivariate time series (MTS) forecasting has a wide range of applications in both industry and academia. Recently, spatial-temporal graph neural networks (STGNNs) have gained popularity as MTS forecasting methods. However, current STGNNs can only use the finite length of MTS input data due to the computational complexity. Moreover, they lack the ability to identify similar patterns throughout the entire dataset and struggle with data that exhibit sparsely and discontinuously distributed correlations among variables over an extensive historical period, resulting in only marginal improvements. In this article, we introduce a simple yet effective k-nearest neighbor MTS forecasting ( kNN-MTS) framework, which forecasts with a nearest neighbor retrieval mechanism over a large datastore of cached series, using representations from the MTS model for similarity search. This approach requires no additional training and scales to give the MTS model direct access to the whole dataset at test time, resulting in a highly expressive model that consistently improves performance, and has the ability to extract sparse distributed but similar patterns spanning over multivariables from the entire dataset. Furthermore, a hybrid spatial-temporal encoder (HSTEncoder) is designed for kNN-MTS which can capture both long-term temporal and short-term spatial-temporal dependencies and is shown to provide accurate representation for kNN-MTSfor better forecasting. Experimental results on several real-world datasets show a significant improvement in the forecasting performance of kNN-MTS. The quantitative analysis also illustrates the interpretability and efficiency of kNN-MTS, showing better application prospects and opening up a new path for efficiently using the large dataset in MTS models.
2025-05-16 Beyond Time: Cross-Dimensional Frequency Supervision for Time Series Forecasting Tianyi Shi, Zhu Meng, Yue Chen et.al. 2505.11567
Abstract (click to expand)Time series forecasting plays a crucial role in various fields, and the methods based on frequency domain analysis have become an important branch. However, most existing studies focus on the design of elaborate model architectures and are often tailored for limited datasets, still lacking universality. Besides, the assumption of independent and identically distributed (IID) data also contradicts the strong correlation of the time domain labels. To address these issues, abandoning time domain supervision, we propose a purely frequency domain supervision approach named cross-dimensional frequency (X-Freq) loss. Specifically, based on a statistical phenomenon, we first prove that the information entropy of the time series is higher than its spectral entropy, which implies higher certainty in frequency domain and thus can provide better supervision. Secondly, the Fourier Transform and the Wavelet Transform are applied to the time dimension and the channel dimension of the time series respectively, to capture the long-term and short-term frequency variations as well as the spatial configuration features. Thirdly, the loss between predictions and targets is uniformly computed in the frequency domain. Moreover, we plug-and-play incorporate X-Freq into multiple advanced forecasting models and compare on 14 real-world datasets. The experimental results demonstrate that, without making any modification to the original architectures or hyperparameters, X-Freq can improve the forecasting performance by an average of 3.3% on long-term forecasting datasets and 27.7% on short-term ones, showcasing superior generality and practicality. The code will be released publicly.
2025-05-16 IISE PG&E Energy Analytics Challenge 2025: Hourly-Binned Regression Models Beat Transformers in Load Forecasting Millend Roy, Vladimir Pyltsov, Yinbo Hu et.al. 2505.11390
Abstract (click to expand)Accurate electricity load forecasting is essential for grid stability, resource optimization, and renewable energy integration. While transformer-based deep learning models like TimeGPT have gained traction in time-series forecasting, their effectiveness in long-term electricity load prediction remains uncertain. This study evaluates forecasting models ranging from classical regression techniques to advanced deep learning architectures using data from the ESD 2025 competition. The dataset includes two years of historical electricity load data, alongside temperature and global horizontal irradiance (GHI) across five sites, with a one-day-ahead forecasting horizon. Since actual test set load values remain undisclosed, leveraging predicted values would accumulate errors, making this a long-term forecasting challenge. We employ (i) Principal Component Analysis (PCA) for dimensionality reduction and (ii) frame the task as a regression problem, using temperature and GHI as covariates to predict load for each hour, (iii) ultimately stacking 24 models to generate yearly forecasts. Our results reveal that deep learning models, including TimeGPT, fail to consistently outperform simpler statistical and machine learning approaches due to the limited availability of training data and exogenous variables. In contrast, XGBoost, with minimal feature engineering, delivers the lowest error rates across all test cases while maintaining computational efficiency. This highlights the limitations of deep learning in long-term electricity forecasting and reinforces the importance of model selection based on dataset characteristics rather than complexity. Our study provides insights into practical forecasting applications and contributes to the ongoing discussion on the trade-offs between traditional and modern forecasting methods.
2025-05-16 Context parroting: A simple but tough-to-beat baseline for foundation models in scientific machine learning Yuanzhao Zhang, William Gilpin et.al. 2505.11349
Abstract (click to expand)Recently-developed time series foundation models for scientific machine learning exhibit emergent abilities to predict physical systems. These abilities include zero-shot forecasting, in which a model forecasts future states of a system given only a short trajectory as context. Here, we show that foundation models applied to physical systems can give accurate predictions, but that they fail to develop meaningful representations of the underlying physics. Instead, foundation models often forecast by context parroting, a simple zero-shot forecasting strategy that copies directly from the context. As a result, a naive direct context parroting model scores higher than state-of-the-art time-series foundation models on predicting a diverse range of dynamical systems, at a tiny fraction of the computational cost. We draw a parallel between context parroting and induction heads, which explains why large language models trained on text can be repurposed for time series forecasting. Our dynamical systems perspective also ties the scaling between forecast accuracy and context length to the fractal dimension of the attractor, providing insight into the previously observed in-context neural scaling laws. Context parroting thus serves as a simple but tough-to-beat baseline for future time-series foundation models and can help identify in-context learning strategies beyond parroting.
2025-05-16 Effective Probabilistic Time Series Forecasting with Fourier Adaptive Noise-Separated Diffusion Xinyan Wang, Rui Dai, Kaikui Liu et.al. 2505.11306
Abstract (click to expand)We propose the Fourier Adaptive Lite Diffusion Architecture (FALDA), a novel probabilistic framework for time series forecasting. First, we introduce the Diffusion Model for Residual Regression (DMRR) framework, which unifies diffusion-based probabilistic regression methods. Within this framework, FALDA leverages Fourier-based decomposition to incorporate a component-specific architecture, enabling tailored modeling of individual temporal components. A conditional diffusion model is utilized to estimate the future noise term, while our proposed lightweight denoiser, DEMA (Decomposition MLP with AdaLN), conditions on the historical noise term to enhance denoising performance. Through mathematical analysis and empirical validation, we demonstrate that FALDA effectively reduces epistemic uncertainty, allowing probabilistic learning to primarily focus on aleatoric uncertainty. Experiments on six real-world benchmarks demonstrate that FALDA consistently outperforms existing probabilistic forecasting approaches across most datasets for long-term time series forecasting while achieving enhanced computational efficiency without compromising accuracy. Notably, FALDA also achieves superior overall performance compared to state-of-the-art (SOTA) point forecasting approaches, with improvements of up to 9%.
2025-05-16 Rethinking Irregular Time Series Forecasting: A Simple yet Effective Baseline Xvyuan Liu, Xiangfei Qiu, Xingjian Wu et.al. 2505.11250
Abstract (click to expand)The forecasting of irregular multivariate time series (IMTS) is crucial in key areas such as healthcare, biomechanics, climate science, and astronomy. However, achieving accurate and practical predictions is challenging due to two main factors. First, the inherent irregularity and data missingness in irregular time series make modeling difficult. Second, most existing methods are typically complex and resource-intensive. In this study, we propose a general framework called APN to address these challenges. Specifically, we design a novel Time-Aware Patch Aggregation (TAPA) module that achieves adaptive patching. By learning dynamically adjustable patch boundaries and a time-aware weighted averaging strategy, TAPA transforms the original irregular sequences into high-quality, regularized representations in a channel-independent manner. Additionally, we use a simple query module to effectively integrate historical information while maintaining the model's efficiency. Finally, predictions are made by a shallow MLP. Experimental results on multiple real-world datasets show that APN outperforms existing state-of-the-art methods in both efficiency and accuracy.
2025-05-16 Logo-LLM: Local and Global Modeling with Large Language Models for Time Series Forecasting Wenjie Ou, Zhishuo Zhao, Dongyue Guo et.al. 2505.11017 link
Abstract (click to expand)Time series forecasting is critical across multiple domains, where time series data exhibits both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term local variations in time series. Recent methods that adapt large language models (LLMs) into time series forecasting inherit this limitation by treating LLMs as black-box encoders, relying solely on the final-layer output and underutilizing hierarchical representations. To address this limitation, we propose Logo-LLM, a novel LLM-based framework that explicitly extracts and models multi-scale temporal features from different layers of a pre-trained LLM. Through empirical analysis, we show that shallow layers of LLMs capture local dynamics in time series, while deeper layers encode global trends. Moreover, Logo-LLM introduces lightweight Local-Mixer and Global-Mixer modules to align and integrate features with the temporal input across layers. Extensive experiments demonstrate that Logo-LLM achieves superior performance across diverse benchmarks, with strong generalization in few-shot and zero-shot settings while maintaining low computational overhead.
2025-05-16 Context-Aware Probabilistic Modeling with LLM for Multimodal Time Series Forecasting Yueyang Yao, Jiajun Li, Xingyuan Dai et.al. 2505.10774 13 pages, 2 figures
Abstract (click to expand)Time series forecasting is important for applications spanning energy markets, climate analysis, and traffic management. However, existing methods struggle to effectively integrate exogenous texts and align them with the probabilistic nature of large language models (LLMs). Current approaches either employ shallow text-time series fusion via basic prompts or rely on deterministic numerical decoding that conflict with LLMs' token-generation paradigm, which limits contextual awareness and distribution modeling. To address these limitations, we propose CAPTime, a context-aware probabilistic multimodal time series forecasting method that leverages text-informed abstraction and autoregressive LLM decoding. Our method first encodes temporal patterns using a pretrained time series encoder, then aligns them with textual contexts via learnable interactions to produce joint multimodal representations. By combining a mixture of distribution experts with frozen LLMs, we enable context-aware probabilistic forecasting while preserving LLMs' inherent distribution modeling capabilities. Experiments on diverse time series forecasting tasks demonstrate the superior accuracy and generalization of CAPTime, particularly in multimodal scenarios. Additional analysis highlights its robustness in data-scarce scenarios through hybrid probabilistic decoding.
2025-05-15 Informed Forecasting: Leveraging Auxiliary Knowledge to Boost LLM Performance on Time Series Forecasting Mohammadmahdi Ghasemloo, Alireza Moradi et.al. 2505.10213
Abstract (click to expand)With the widespread adoption of Large Language Models (LLMs), there is a growing need to establish best practices for leveraging their capabilities beyond traditional natural language tasks. In this paper, a novel cross-domain knowledge transfer framework is proposed to enhance the performance of LLMs in time series forecasting -- a task of increasing relevance in fields such as energy systems, finance, and healthcare. The approach systematically infuses LLMs with structured temporal information to improve their forecasting accuracy. This study evaluates the proposed method on a real-world time series dataset and compares it to a naive baseline where the LLM receives no auxiliary information. Results show that knowledge-informed forecasting significantly outperforms the uninformed baseline in terms of predictive accuracy and generalization. These findings highlight the potential of knowledge transfer strategies to bridge the gap between LLMs and domain-specific forecasting tasks.
2025-05-15 Does Scaling Law Apply in Time Series Forecasting? Zeyan Li, Libing Chen, Yin Tang et.al. 2505.10172
Abstract (click to expand)Rapid expansion of model size has emerged as a key challenge in time series forecasting. From early Transformer with tens of megabytes to recent architectures like TimesNet with thousands of megabytes, performance gains have often come at the cost of exponentially increasing parameter counts. But is this scaling truly necessary? To question the applicability of the scaling law in time series forecasting, we propose Alinear, an ultra-lightweight forecasting model that achieves competitive performance using only k-level parameters. We introduce a horizon-aware adaptive decomposition mechanism that dynamically rebalances component emphasis across different forecast lengths, alongside a progressive frequency attenuation strategy that achieves stable prediction in various forecasting horizons without incurring the computational overhead of attention mechanisms. Extensive experiments on seven benchmark datasets demonstrate that Alinear consistently outperforms large-scale models while using less than 1% of their parameters, maintaining strong accuracy across both short and ultra-long forecasting horizons. Moreover, to more fairly evaluate model efficiency, we propose a new parameter-aware evaluation metric that highlights the superiority of ALinear under constrained model budgets. Our analysis reveals that the relative importance of trend and seasonal components varies depending on data characteristics rather than following a fixed pattern, validating the necessity of our adaptive design. This work challenges the prevailing belief that larger models are inherently better and suggests a paradigm shift toward more efficient time series modeling.
2025-05-15 ChronoSteer: Bridging Large Language Model and Time Series Foundation Model via Synthetic Data Chengsen Wang, Qi Qi, Zhongwen Rao et.al. 2505.10083
Abstract (click to expand)Conventional forecasting methods rely on unimodal time series data, limiting their ability to exploit rich textual information. Recently, large language models (LLMs) and time series foundation models (TSFMs) have demonstrated powerful capability in textual reasoning and temporal modeling, respectively. Integrating the strengths of both to construct a multimodal model that concurrently leverages both temporal and textual information for future inference has emerged as a critical research challenge. To address the scarcity of event-series paired data, we propose a decoupled framework: an LLM is employed to transform textual events into revision instructions, which are then used to steer the output of TSFM. To implement this framework, we introduce ChronoSteer, a multimodal TSFM that can be steered through textual revision instructions, effectively bridging LLM and TSFM. Moreover, to mitigate the shortage of cross-modal instruction-series paired data, we devise a two-stage training strategy based on synthetic data. In addition, we also construct a high-quality multimodal time series forecasting benchmark to address the information leakage concerns during evaluation. After integrating with an LLM, ChronoSteer, which is trained exclusively on synthetic data, achieves a 25.7% improvement in prediction accuracy compared to the unimodal backbone and a 22.5% gain over the previous state-of-the-art multimodal method.
2025-05-15 Avocado Price Prediction Using a Hybrid Deep Learning Model: TCN-MLP-Attention Architecture Linwei Zhang, LuFeng, Ruijia Liang et.al. 2505.09907
Abstract (click to expand)With the growing demand for healthy foods, agricultural product price forecasting has become increasingly important. Hass avocados, as a high-value crop, exhibit complex price fluctuations influenced by factors such as seasonality, region, and weather. Traditional prediction models often struggle with highly nonlinear and dynamic data. To address this, we propose a hybrid deep learning model, TCN-MLP-Attention Architecture, combining Temporal Convolutional Networks (TCN) for sequential feature extraction, Multi-Layer Perceptrons (MLP) for nonlinear interactions, and an Attention mechanism for dynamic feature weighting. The dataset used covers over 50,000 records of Hass avocado sales across the U.S. from 2015 to 2018, including variables such as sales volume, average price, time, region, weather, and variety type, collected from point-of-sale systems and the Hass Avocado Board. After systematic preprocessing, including missing value imputation and feature normalization, the proposed model was trained and evaluated. Experimental results demonstrate that the TCN-MLP-Attention model achieves excellent predictive performance, with an RMSE of 1.23 and an MSE of 1.51, outperforming traditional methods. This research provides a scalable and effective approach for time series forecasting in agricultural markets and offers valuable insights for intelligent supply chain management and price strategy optimization.
2025-05-14 FAS-LLM: Large Language Model-Based Channel Prediction for OTFS-Enabled Satellite-FAS Links Halvin Yang, Sangarapillai Lambotharan, Mahsa Derakhshani et.al. 2505.09751 12 pages, 8 figures, submitted to JSAC
Abstract (click to expand)This paper proposes FAS-LLM, a novel large language model (LLM)-based architecture for predicting future channel states in Orthogonal Time Frequency Space (OTFS)-enabled satellite downlinks equipped with fluid antenna systems (FAS). The proposed method introduces a two-stage channel compression strategy combining reference-port selection and separable principal component analysis (PCA) to extract compact, delay-Doppler-aware representations from high-dimensional OTFS channels. These representations are then embedded into a LoRA-adapted LLM, enabling efficient time-series forecasting of channel coefficients. Performance evaluations demonstrate that FAS-LLM outperforms classical baselines including GRU, LSTM, and Transformer models, achieving up to 10 dB normalized mean squared error (NMSE) improvement and threefold root mean squared error (RMSE) reduction across prediction horizons. Furthermore, the predicted channels preserve key physical-layer characteristics, enabling near-optimal performance in ergodic capacity, spectral efficiency, and outage probability across a wide range of signal-to-noise ratios (SNRs). These results highlight the potential of LLM-based forecasting for delay-sensitive and energy-efficient link adaptation in future satellite IoT networks.
2025-05-13 SPAT: Sensitivity-based Multihead-attention Pruning on Time Series Forecasting Models Suhan Guo, Jiahong Deng, Mengjun Yi et.al. 2505.08768
Abstract (click to expand)Attention-based architectures have achieved superior performance in multivariate time series forecasting but are computationally expensive. Techniques such as patching and adaptive masking have been developed to reduce their sizes and latencies. In this work, we propose a structured pruning method, SPAT ( \(\textbf{S}\)ensitivity \(\textbf{P}\)runer for \(\textbf{At}\)tention), which selectively removes redundant attention mechanisms and yields highly effective models. Different from previous approaches, SPAT aims to remove the entire attention module, which reduces the risk of overfitting and enables speed-up without demanding specialized hardware. We propose a dynamic sensitivity metric, \(\textbf{S}\)ensitivity \(\textbf{E}\)nhanced \(\textbf{N}\)ormalized \(\textbf{D}\) ispersion (SEND) that measures the importance of each attention module during the pre-training phase. Experiments on multivariate datasets demonstrate that SPAT-pruned models achieve reductions of 2.842% in MSE, 1.996% in MAE, and 35.274% in FLOPs. Furthermore, SPAT-pruned models outperform existing lightweight, Mamba-based and LLM-based SOTA methods in both standard and zero-shot inference, highlighting the importance of retaining only the most effective attention mechanisms. We have made our code publicly available https://anonymous.4open.science/r/SPAT-6042.
2025-05-14 OLinear: A Linear Model for Time Series Forecasting in Orthogonally Transformed Domain Wenzhen Yue, Yong Liu, Haoxuan Li et.al. 2505.08550 link
Abstract (click to expand)This paper presents \(\mathbf{OLinear}\), a \(\mathbf{linear}\)-based multivariate time series forecasting model that operates in an \(\mathbf{o}\)rthogonally transformed domain. Recent forecasting models typically adopt the temporal forecast (TF) paradigm, which directly encode and decode time series in the time domain. However, the entangled step-wise dependencies in series data can hinder the performance of TF. To address this, some forecasters conduct encoding and decoding in the transformed domain using fixed, dataset-independent bases (e.g., sine and cosine signals in the Fourier transform). In contrast, we utilize \(\mathbf{OrthoTrans}\), a data-adaptive transformation based on an orthogonal matrix that diagonalizes the series' temporal Pearson correlation matrix. This approach enables more effective encoding and decoding in the decorrelated feature domain and can serve as a plug-in module to enhance existing forecasters. To enhance the representation learning for multivariate time series, we introduce a customized linear layer, \(\mathbf{NormLin}\) , which employs a normalized weight matrix to capture multivariate dependencies. Empirically, the NormLin module shows a surprising performance advantage over multi-head self-attention, while requiring nearly half the FLOPs. Extensive experiments on 24 benchmarks and 140 forecasting tasks demonstrate that OLinear consistently achieves state-of-the-art performance with high efficiency. Notably, as a plug-in replacement for self-attention, the NormLin module consistently enhances Transformer-based forecasters. The code and datasets are available at https://anonymous.4open.science/r/OLinear
2025-05-16 A Multi-scale Representation Learning Framework for Long-Term Time Series Forecasting Boshi Gao, Qingjian Ni, Fanbo Ju et.al. 2505.08199
Abstract (click to expand)Long-term time series forecasting (LTSF) offers broad utility in practical settings like energy consumption and weather prediction. Accurately predicting long-term changes, however, is demanding due to the intricate temporal patterns and inherent multi-scale variations within time series. This work confronts key issues in LTSF, including the suboptimal use of multi-granularity information, the neglect of channel-specific attributes, and the unique nature of trend and seasonal components, by introducing a proficient MLP-based forecasting framework. Our method adeptly disentangles complex temporal dynamics using clear, concurrent predictions across various scales. These multi-scale forecasts are then skillfully integrated through a system that dynamically assigns importance to information from different granularities, sensitive to individual channel characteristics. To manage the specific features of temporal patterns, a two-pronged structure is utilized to model trend and seasonal elements independently. Experimental results on eight LTSF benchmarks demonstrate that MDMixer improves average MAE performance by 4.64% compared to the recent state-of-the-art MLP-based method (TimeMixer), while achieving an effective balance between training efficiency and model interpretability.
2025-05-13 Feature Fitted Online Conformal Prediction for Deep Time Series Forecasting Model Xiannan Huang, Shuhan Qiu et.al. 2505.08158 link
Abstract (click to expand)Time series forecasting is critical for many applications, where deep learning-based point prediction models have demonstrated strong performance. However, in practical scenarios, there is also a need to quantify predictive uncertainty through online confidence intervals. Existing confidence interval modeling approaches building upon these deep point prediction models suffer from key limitations: they either require costly retraining, fail to fully leverage the representational strengths of deep models, or lack theoretical guarantees. To address these gaps, we propose a lightweight conformal prediction method that provides valid coverage and shorter interval lengths without retraining. Our approach leverages features extracted from pre-trained point prediction models to fit a residual predictor and construct confidence intervals, further enhanced by an adaptive coverage control mechanism. Theoretically, we prove that our method achieves asymptotic coverage convergence, with error bounds dependent on the feature quality of the underlying point prediction model. Experiments on 12 datasets demonstrate that our method delivers tighter confidence intervals while maintaining desired coverage rates. Code, model and dataset in \href{https://github.com/xiannanhuang/FFDCI}{Github}
2025-05-11 Non-Stationary Time Series Forecasting Based on Fourier Analysis and Cross Attention Mechanism Yuqi Xiong, Yang Wen et.al. 2505.06917 link IJCNN 2025
Abstract (click to expand)Time series forecasting has important applications in financial analysis, weather forecasting, and traffic management. However, existing deep learning models are limited in processing non-stationary time series data because they cannot effectively capture the statistical characteristics that change over time. To address this problem, this paper proposes a new framework, AEFIN, which enhances the information sharing ability between stable and unstable components by introducing a cross-attention mechanism, and combines Fourier analysis networks with MLP to deeply explore the seasonal patterns and trend characteristics in unstable components. In addition, we design a new loss function that combines time-domain stability constraints, time-domain instability constraints, and frequency-domain stability constraints to improve the accuracy and robustness of forecasting. Experimental results show that AEFIN outperforms the most common models in terms of mean square error and mean absolute error, especially under non-stationary data conditions, and shows excellent forecasting capabilities. This paper provides an innovative solution for the modeling and forecasting of non-stationary time series data, and contributes to the research of deep learning for complex time series.
2025-05-11 Enhancing Time Series Forecasting via a Parallel Hybridization of ARIMA and Polynomial Classifiers Thanh Son Nguyen, Van Thanh Nguyen, Dang Minh Duc Nguyen et.al. 2505.06874
Abstract (click to expand)Time series forecasting has attracted significant attention, leading to the de-velopment of a wide range of approaches, from traditional statistical meth-ods to advanced deep learning models. Among them, the Auto-Regressive Integrated Moving Average (ARIMA) model remains a widely adopted linear technique due to its effectiveness in modeling temporal dependencies in economic, industrial, and social data. On the other hand, polynomial classifi-ers offer a robust framework for capturing non-linear relationships and have demonstrated competitive performance in domains such as stock price pre-diction. In this study, we propose a hybrid forecasting approach that inte-grates the ARIMA model with a polynomial classifier to leverage the com-plementary strengths of both models. The hybrid method is evaluated on multiple real-world time series datasets spanning diverse domains. Perfor-mance is assessed based on forecasting accuracy and computational effi-ciency. Experimental results reveal that the proposed hybrid model consist-ently outperforms the individual models in terms of prediction accuracy, al-beit with a modest increase in execution time.
2025-05-09 Accurate and Efficient Multivariate Time Series Forecasting via Offline Clustering Yiming Niu, Jinliang Deng, Lulu Zhang et.al. 2505.05738
Abstract (click to expand)Accurate and efficient multivariate time series (MTS) forecasting is essential for applications such as traffic management and weather prediction, which depend on capturing long-range temporal dependencies and interactions between entities. Existing methods, particularly those based on Transformer architectures, compute pairwise dependencies across all time steps, leading to a computational complexity that scales quadratically with the length of the input. To overcome these challenges, we introduce the Forecaster with Offline Clustering Using Segments (FOCUS), a novel approach to MTS forecasting that simplifies long-range dependency modeling through the use of prototypes extracted via offline clustering. These prototypes encapsulate high-level events in the real-world system underlying the data, summarizing the key characteristics of similar time segments. In the online phase, FOCUS dynamically adapts these patterns to the current input and captures dependencies between the input segment and high-level events, enabling both accurate and efficient forecasting. By identifying prototypes during the offline clustering phase, FOCUS reduces the computational complexity of modeling long-range dependencies in the online phase to linear scaling. Extensive experiments across diverse benchmarks demonstrate that FOCUS achieves state-of-the-art accuracy while significantly reducing computational costs.
2025-05-08 Advanced Stock Market Prediction Using Long Short-Term Memory Networks: A Comprehensive Deep Learning Framework Rajneesh Chaudhary et.al. 2505.05325 11 pages, 17 figures, submitted as a pre-final year undergraduate project at Indian Institute of Information Technology, Gwalior. The paper integrates LSTM-based time series forecasting with sentiment analysis using VADER and includes a working web interface for real-time prediction
Abstract (click to expand)Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long Short-Term Memory (LSTM) networks to forecast the closing stock prices of major technology firms: Apple, Google, Microsoft, and Amazon, listed on NASDAQ. Historical data was sourced from Yahoo Finance and processed using normalization and feature engineering techniques. The proposed model achieves a Mean Absolute Percentage Error (MAPE) of 2.72 on unseen test data, significantly outperforming traditional models like ARIMA. To further enhance predictive accuracy, sentiment scores were integrated using real-time news articles and social media data, analyzed through the VADER sentiment analysis tool. A web application was also developed to provide real-time visualizations of stock price forecasts, offering practical utility for both individual and institutional investors. This research demonstrates the strength of LSTM networks in modeling complex financial sequences and presents a novel hybrid approach combining time series modeling with sentiment analysis.
2025-05-19 Non-stationary Diffusion For Probabilistic Time Series Forecasting Weiwei Ye, Zhuopeng Xu, Ning Gui et.al. 2505.04278 link Accepted as spotlight poster at ICML
Abstract (click to expand)Due to the dynamics of underlying physics and external influences, the uncertainty of time series often varies over time. However, existing Denoising Diffusion Probabilistic Models (DDPMs) often fail to capture this non-stationary nature, constrained by their constant variance assumption from the additive noise model (ANM). In this paper, we innovatively utilize the Location-Scale Noise Model (LSNM) to relax the fixed uncertainty assumption of ANM. A diffusion-based probabilistic forecasting framework, termed Non-stationary Diffusion (NsDiff), is designed based on LSNM that is capable of modeling the changing pattern of uncertainty. Specifically, NsDiff combines a denoising diffusion-based conditional generative model with a pre-trained conditional mean and variance estimator, enabling adaptive endpoint distribution modeling. Furthermore, we propose an uncertainty-aware noise schedule, which dynamically adjusts the noise levels to accurately reflect the data uncertainty at each step and integrates the time-varying variances into the diffusion process. Extensive experiments conducted on nine real-world and synthetic datasets demonstrate the superior performance of NsDiff compared to existing approaches. Code is available at https://github.com/wwy155/NsDiff.
2025-05-07 STRGCN: Capturing Asynchronous Spatio-Temporal Dependencies for Irregular Multivariate Time Series Forecasting Yulong Wang, Xiaofeng Hu, Xiaojian Cui et.al. 2505.04167
Abstract (click to expand)Irregular multivariate time series (IMTS) are prevalent in real-world applications across many fields, where varying sensor frequencies and asynchronous measurements pose significant modeling challenges. Existing solutions often rely on a pre-alignment strategy to normalize data, which can distort intrinsic patterns and escalate computational and memory demands. Addressing these limitations, we introduce STRGCN, a Spatio-Temporal Relational Graph Convolutional Network that avoids pre-alignment and directly captures the complex interdependencies in IMTS by representing them as a fully connected graph. Each observation is represented as a node, allowing the model to effectively handle misaligned timestamps by mapping all inter-node relationships, thus faithfully preserving the asynchronous nature of the data. Moreover, we enhance this model with a hierarchical ``Sandwich'' structure that strategically aggregates nodes to optimize graph embeddings, reducing computational overhead while maintaining detailed local and global context. Extensive experiments on four public datasets demonstrate that STRGCN achieves state-of-the-art accuracy, competitive memory usage and training speed.
2025-05-07 Retrieval Augmented Time Series Forecasting Sungwon Han, Seungeon Lee, Meeyoung Cha et.al. 2505.04163 link
Abstract (click to expand)Time series forecasting uses historical data to predict future trends, leveraging the relationships between past observations and available features. In this paper, we propose RAFT, a retrieval-augmented time series forecasting method to provide sufficient inductive biases and complement the model's learning capacity. When forecasting the subsequent time frames, we directly retrieve historical data candidates from the training dataset with patterns most similar to the input, and utilize the future values of these candidates alongside the inputs to obtain predictions. This simple approach augments the model's capacity by externally providing information about past patterns via retrieval modules. Our empirical evaluations on ten benchmark datasets show that RAFT consistently outperforms contemporary baselines with an average win ratio of 86%.
2025-05-07 FilterTS: Comprehensive Frequency Filtering for Multivariate Time Series Forecasting Yulong Wang, Yushuo Liu, Xiaoyi Duan et.al. 2505.04158 link Accepted to AAAI 2025
Abstract (click to expand)Multivariate time series forecasting is crucial across various industries, where accurate extraction of complex periodic and trend components can significantly enhance prediction performance. However, existing models often struggle to capture these intricate patterns. To address these challenges, we propose FilterTS, a novel forecasting model that utilizes specialized filtering techniques based on the frequency domain. FilterTS introduces a Dynamic Cross-Variable Filtering Module, a key innovation that dynamically leverages other variables as filters to extract and reinforce shared variable frequency components across variables in multivariate time series. Additionally, a Static Global Filtering Module captures stable frequency components, identified throughout the entire training set. Moreover, the model is built in the frequency domain, converting time-domain convolutions into frequency-domain multiplicative operations to enhance computational efficiency. Extensive experimental results on eight real-world datasets have demonstrated that FilterTS significantly outperforms existing methods in terms of prediction accuracy and computational efficiency.
2025-05-02 Feature Optimization for Time Series Forecasting via Novel Randomized Uphill Climbing Nguyen Van Thanh et.al. 2505.03805
Abstract (click to expand)Randomized Uphill Climbing is a lightweight, stochastic search heuristic that has delivered state of the art equity alpha factors for quantitative hedge funds. I propose to generalize RUC into a model agnostic feature optimization framework for multivariate time series forecasting. The core idea is to synthesize candidate feature programs by randomly composing operators from a domain specific grammar, score candidates rapidly with inexpensive surrogate models on rolling windows, and filter instability via nested cross validation and information theoretic shrinkage. By decoupling feature discovery from GPU heavy deep learning, the method promises faster iteration cycles, lower energy consumption, and greater interpretability. Societal relevance: accurate, transparent forecasting tools empower resource constrained institutions, energy regulators, climate risk NGOs to make data driven decisions without proprietary black box models.
2025-05-05 Less is More: Efficient Weight Farcasting with 1-Layer Neural Network Xiao Shou, Debarun Bhattacharjya, Yanna Ding et.al. 2505.02714 Accepted to DASFAA '25
Abstract (click to expand)Addressing the computational challenges inherent in training large-scale deep neural networks remains a critical endeavor in contemporary machine learning research. While previous efforts have focused on enhancing training efficiency through techniques such as gradient descent with momentum, learning rate scheduling, and weight regularization, the demand for further innovation continues to burgeon as model sizes keep expanding. In this study, we introduce a novel framework which diverges from conventional approaches by leveraging long-term time series forecasting techniques. Our method capitalizes solely on initial and final weight values, offering a streamlined alternative for complex model architectures. We also introduce a novel regularizer that is tailored to enhance the forecasting performance of our approach. Empirical evaluations conducted on synthetic weight sequences and real-world deep learning architectures, including the prominent large language model DistilBERT, demonstrate the superiority of our method in terms of forecasting accuracy and computational efficiency. Notably, our framework showcases improved performance while requiring minimal additional computational overhead, thus presenting a promising avenue for accelerating the training process across diverse tasks and architectures.
2025-05-05 SCFormer: Structured Channel-wise Transformer with Cumulative Historical State for Multivariate Time Series Forecasting Shiwei Guo, Ziang Chen, Yupeng Ma et.al. 2505.02655 link
Abstract (click to expand)The Transformer model has shown strong performance in multivariate time series forecasting by leveraging channel-wise self-attention. However, this approach lacks temporal constraints when computing temporal features and does not utilize cumulative historical series effectively.To address these limitations, we propose the Structured Channel-wise Transformer with Cumulative Historical state (SCFormer). SCFormer introduces temporal constraints to all linear transformations, including the query, key, and value matrices, as well as the fully connected layers within the Transformer. Additionally, SCFormer employs High-order Polynomial Projection Operators (HiPPO) to deal with cumulative historical time series, allowing the model to incorporate information beyond the look-back window during prediction. Extensive experiments on multiple real-world datasets demonstrate that SCFormer significantly outperforms mainstream baselines, highlighting its effectiveness in enhancing time series forecasting. The code is publicly available at https://github.com/ShiweiGuo1995/SCFormer
2025-05-05 Data Compression for Time Series Modelling: A Case Study of Smart Grid Demand Forecasting Mikkel Bue Lykkegaard, Svend Vendelbo Nielsen, Akanksha Upadhyay et.al. 2505.02606
Abstract (click to expand)Efficient time series forecasting is essential for smart energy systems, enabling accurate predictions of energy demand, renewable resource availability, and grid stability. However, the growing volume of high-frequency data from sensors and IoT devices poses challenges for storage and transmission. This study explores Discrete Wavelet Transform (DWT)-based data compression as a solution to these challenges while ensuring forecasting accuracy. A case study of a seawater supply system in Hirtshals, Denmark, operating under dynamic weather, operational schedules, and seasonal trends, is used for evaluation. Biorthogonal wavelets of varying orders were applied to compress data at different rates. Three forecasting models - Ordinary Least Squares (OLS), XGBoost, and the Time Series Dense Encoder (TiDE) - were tested to assess the impact of compression on forecasting performance. Lossy compression rates up to \(r_{\mathrm{lossy}} = 0.999\) were analyzed, with the Normalized Mutual Information (NMI) metric quantifying the relationship between compression and information retention. Results indicate that wavelet-based compression can retain essential features for accurate forecasting when applied carefully. XGBoost proved highly robust to compression artifacts, maintaining stable performance across diverse compression rates. In contrast, OLS demonstrated sensitivity to smooth wavelets and high compression rates, while TiDE showed some variability but remained competitive. This study highlights the potential of wavelet-based compression for scalable, efficient data management in smart energy systems without sacrificing forecasting accuracy. The findings are relevant to other fields requiring high-frequency time series forecasting, including climate modeling, water supply systems, and industrial operations.
2025-05-06 Efficient Multivariate Time Series Forecasting via Calibrated Language Models with Privileged Knowledge Distillation Chenxi Liu, Hao Miao, Qianxiong Xu et.al. 2505.02138 link Accepted by ICDE 2025
Abstract (click to expand)Multivariate time series forecasting (MTSF) endeavors to predict future observations given historical data, playing a crucial role in time series data management systems. With advancements in large language models (LLMs), recent studies employ textual prompt tuning to infuse the knowledge of LLMs into MTSF. However, the deployment of LLMs often suffers from low efficiency during the inference phase. To address this problem, we introduce TimeKD, an efficient MTSF framework that leverages the calibrated language models and privileged knowledge distillation. TimeKD aims to generate high-quality future representations from the proposed cross-modality teacher model and cultivate an effective student model. The cross-modality teacher model adopts calibrated language models (CLMs) with ground truth prompts, motivated by the paradigm of Learning Under Privileged Information (LUPI). In addition, we design a subtractive cross attention (SCA) mechanism to refine these representations. To cultivate an effective student model, we propose an innovative privileged knowledge distillation (PKD) mechanism including correlation and feature distillation. PKD enables the student to replicate the teacher's behavior while minimizing their output discrepancy. Extensive experiments on real data offer insight into the effectiveness, efficiency, and scalability of the proposed TimeKD.
2025-05-04 Learning the Simplest Neural ODE Yuji Okamoto, Tomoya Takeuchi, Yusuke Sakemi et.al. 2505.02019 Under review
Abstract (click to expand)Since the advent of the ``Neural Ordinary Differential Equation (Neural ODE)'' paper, learning ODEs with deep learning has been applied to system identification, time-series forecasting, and related areas. Exploiting the diffeomorphic nature of ODE solution maps, neural ODEs has also enabled their use in generative modeling. Despite the rich potential to incorporate various kinds of physical information, training Neural ODEs remains challenging in practice. This study demonstrates, through the simplest one-dimensional linear model, why training Neural ODEs is difficult. We then propose a new stabilization method and provide an analytical convergence analysis. The insights and techniques presented here serve as a concise tutorial for researchers beginning work on Neural ODEs.
2025-05-04 CASA: CNN Autoencoder-based Score Attention for Efficient Multivariate Long-term Time-series Forecasting Minhyuk Lee, HyeKyung Yoon, MyungJoo Kang et.al. 2505.02011 link
Abstract (click to expand)Multivariate long-term time series forecasting is critical for applications such as weather prediction, and traffic analysis. In addition, the implementation of Transformer variants has improved prediction accuracy. Following these variants, different input data process approaches also enhanced the field, such as tokenization techniques including point-wise, channel-wise, and patch-wise tokenization. However, previous studies still have limitations in time complexity, computational resources, and cross-dimensional interactions. To address these limitations, we introduce a novel CNN Autoencoder-based Score Attention mechanism (CASA), which can be introduced in diverse Transformers model-agnosticically by reducing memory and leading to improvement in model performance. Experiments on eight real-world datasets validate that CASA decreases computational resources by up to 77.7%, accelerates inference by 44.0%, and achieves state-of-the-art performance, ranking first in 87.5% of evaluated metrics.
2025-05-03 Harnessing the Power of LLMs, Informers and Decision Transformers for Intent-driven RAN Management in 6G Md Arafat Habib, Pedro Enrique Iturria Rivera, Yigit Ozcan et.al. 2505.01841 Currently under review
Abstract (click to expand)Intent-driven network management is critical for managing the complexity of 5G and 6G networks. It enables adaptive, on-demand management of the network based on the objectives of the network operators. In this paper, we propose an innovative three-step framework for intent-driven network management based on Generative AI (GenAI) algorithms. First, we fine-tune a Large Language Model (LLM) on a custom dataset using a Quantized Low-Rank Adapter (QLoRA) to enable memory-efficient intent processing within limited computational resources. A Retrieval Augmented Generation (RAG) module is included to support dynamic decision-making. Second, we utilize a transformer architecture for time series forecasting to predict key parameters, such as power consumption, traffic load, and packet drop rate, to facilitate intent validation proactively. Lastly, we introduce a Hierarchical Decision Transformer with Goal Awareness (HDTGA) to optimize the selection and orchestration of network applications and hence, optimize the network. Our intent guidance and processing approach improves BERTScore by 6% and the semantic similarity score by 9% compared to the base LLM model. Again, the proposed predictive intent validation approach can successfully rule out the performance-degrading intents with an average of 88% accuracy. Finally, compared to the baselines, the proposed HDTGA algorithm increases throughput at least by 19.3%, reduces delay by 48.5%, and boosts energy efficiency by 54.9%.
2025-05-03 Enhanced Prediction Model for Time Series Characterized by GARCH via Interval Type-2 Fuzzy Inference System Shaohong Pei, Da-Qing Zhang, Feilong Lu et.al. 2505.01675 40 pages, 13 figures, references added
Abstract (click to expand)GARCH-type time series (characterized by Generalized Autoregressive Conditional Heteroskedasticity) exhibit pronounced volatility, autocorrelation, and heteroskedasticity. To address these challenges and enhance predictive accuracy, this study introduces a hybrid forecasting framework that integrates the Interval Type-2 Fuzzy Inference System (IT2FIS) with the GARCH model. Leveraging the interval-based uncertainty representation of IT2FIS and the volatility-capturing capability of GARCH, the proposed model effectively mitigates the adverse impact of heteroskedasticity on prediction reliability. Specifically, the GARCH component estimates conditional variance, which is subsequently incorporated into the Gaussian membership functions of IT2FIS. This integration transforms IT2FIS into an adaptive variable-parameter system, dynamically aligning with the time-varying volatility of the target series. Through systematic parameter optimization, the framework not only captures intricate volatility patterns but also accounts for heteroskedasticity and epistemic uncertainties during modeling, thereby improving both prediction precision and model robustness. Experimental validation employs diverse datasets, including air quality concentration, urban traffic flow, and energy consumption. Comparative analyses are conducted against models: the GARCH-Takagi-Sugeno-Kang (GARCH-TSK) model, fixed-variance time series models, the GARCH-Gated Recurrent Unit (GARCH-GRU), and Long Short-Term Memory (LSTM) networks. The results indicate that the proposed model achieves superior predictive performance across the majority of test scenarios in error metrics. These findings underscore the effectiveness of hybrid approaches in forecasting uncertainty for GARCH-type time series, highlighting their practical utility in real-world time series forecasting applications.
2025-05-02 How Effective are Large Time Series Models in Hydrology? A Study on Water Level Forecasting in Everglades Rahuul Rangaraj, Jimeng Shi, Azam Shirali et.al. 2505.01415
Abstract (click to expand)The Everglades play a crucial role in flood and drought regulation, water resource planning, and ecosystem management in the surrounding regions. However, traditional physics-based and statistical methods for predicting water levels often face significant challenges, including high computational costs and limited adaptability to diverse or unforeseen conditions. Recent advancements in large time series models have demonstrated the potential to address these limitations, with state-of-the-art deep learning and foundation models achieving remarkable success in time series forecasting across various domains. Despite this progress, their application to critical environmental systems, such as the Everglades, remains underexplored. In this study, we fill the gap by investigating twelve task-specific models and five time series foundation models across six categories for a real-world application focused on water level prediction in the Everglades. Our primary results show that the foundation model, Chronos, significantly outperforms all other models while the remaining foundation models exhibit relatively poor performance. Moreover, the performance of task-specific models varies with the model architectures. Lastly, we discuss the possible reasons for the varying performance of models.
2025-05-02 Empirical Comparison of Lightweight Forecasting Models for Seasonal and Non-Seasonal Time Series Thanh Son Nguyen, Dang Minh Duc Nguyen, Van Thanh Nguyen et.al. 2505.01163
Abstract (click to expand)Accurate time series forecasting is essential in many real-time applications that demand both high predictive accuracy and computational efficiency. This study provides an empirical comparison between a Polynomial Classifier and a Radial Basis Function Neural Network (RBFNN) across four real-world time series datasets (weather conditions, gold prices, crude oil prices, and beer production volumes) that cover both seasonal and nonseasonal patterns. Model performance is evaluated by forecasting accuracy (using Mean Absolute Error, Root Mean Squared Error, and Coefficient of Variation of Root Mean Squared Error) and computational time to assess each model's viability for real time forecasting. The results show that the PC yields more accurate and faster forecasts for non seasonal series, whereas the RBFNN performs better on series with pronounced seasonal patterns. From an interpretability standpoint, the polynomial model offers a simpler, more transparent structure (in contrast to the black box nature of neural network), which is advantageous for understanding and trust in real time decision making. The performance differences between PC and RBFNN are statistically significant, as confirmed by paired t tests and Wilcoxon signed rank tests. These findings provide practical guidance for model selection in time series forecasting, indicating that PC may be preferable for quick, interpretable forecasts in non-seasonal contexts, whereas RBFNN is superior for capturing complex seasonal behaviors
2025-05-02 Dual-Forecaster: A Multimodal Time Series Model Integrating Descriptive and Predictive Texts Wenfa Wu, Guanyu Zhang, Zheng Tan et.al. 2505.01135
Abstract (click to expand)Most existing single-modal time series models rely solely on numerical series, which suffer from the limitations imposed by insufficient information. Recent studies have revealed that multimodal models can address the core issue by integrating textual information. However, these models focus on either historical or future textual information, overlooking the unique contributions each plays in time series forecasting. Besides, these models fail to grasp the intricate relationships between textual and time series data, constrained by their moderate capacity for multimodal comprehension. To tackle these challenges, we propose Dual-Forecaster, a pioneering multimodal time series model that combines both descriptively historical textual information and predictive textual insights, leveraging advanced multimodal comprehension capability empowered by three well-designed cross-modality alignment techniques. Our comprehensive evaluations on fifteen multimodal time series datasets demonstrate that Dual-Forecaster is a distinctly effective multimodal time series model that outperforms or is comparable to other state-of-the-art models, highlighting the superiority of integrating textual information for time series forecasting. This work opens new avenues in the integration of textual information with numerical time series data for multimodal time series analysis.
2025-05-01 Unlocking the Potential of Linear Networks for Irregular Multivariate Time Series Forecasting Chengsen Wang, Qi Qi, Jingyu Wang et.al. 2505.00590
Abstract (click to expand)Time series forecasting holds significant importance across various industries, including finance, transportation, energy, healthcare, and climate. Despite the widespread use of linear networks due to their low computational cost and effectiveness in modeling temporal dependencies, most existing research has concentrated on regularly sampled and fully observed multivariate time series. However, in practice, we frequently encounter irregular multivariate time series characterized by variable sampling intervals and missing values. The inherent intra-series inconsistency and inter-series asynchrony in such data hinder effective modeling and forecasting with traditional linear networks relying on static weights. To tackle these challenges, this paper introduces a novel model named AiT. AiT utilizes an adaptive linear network capable of dynamically adjusting weights according to observation time points to address intra-series inconsistency, thereby enhancing the accuracy of temporal dependencies modeling. Furthermore, by incorporating the Transformer module on variable semantics embeddings, AiT efficiently captures variable correlations, avoiding the challenge of inter-series asynchrony. Comprehensive experiments across four benchmark datasets demonstrate the superiority of AiT, improving prediction accuracy by 11% and decreasing runtime by 52% compared to existing state-of-the-art methods.
2025-05-09 Gateformer: Advancing Multivariate Time Series Forecasting through Temporal and Variate-Wise Attention with Gated Representations Yu-Hsiang Lan, Eric K. Oermann et.al. 2505.00307 link
Abstract (click to expand)There has been a recent surge of interest in time series modeling using the Transformer architecture. However, forecasting multivariate time series with Transformer presents a unique challenge as it requires modeling both temporal (cross-time) and variate (cross-variate) dependencies. While Transformer-based models have gained popularity for their flexibility in capturing both sequential and cross-variate relationships, it is unclear how to best integrate these two sources of information in the context of the Transformer architecture while optimizing for both performance and efficiency. We re-purpose the Transformer architecture to effectively model both cross-time and cross-variate dependencies. Our approach begins by embedding each variate independently into a variate-wise representation that captures its cross-time dynamics, and then models cross-variate dependencies through attention mechanisms on these learned embeddings. Gating operations in both cross-time and cross-variate modeling phases regulate information flow, allowing the model to focus on the most relevant features for accurate predictions. Our method achieves state-of-the-art performance across 13 real-world datasets and can be seamlessly integrated into other Transformer-based and LLM-based forecasters, delivering performance improvements up to 20.7\% over original models. Code is available at this repository: https://github.com/nyuolab/Gateformer.
2025-05-01 Temporal Attention Evolutional Graph Convolutional Network for Multivariate Time Series Forecasting Xinlong Zhao, Liying Zhang, Tianbo Zou et.al. 2505.00302 13 pages, 7 figures
Abstract (click to expand)Multivariate time series forecasting enables the prediction of future states by leveraging historical data, thereby facilitating decision-making processes. Each data node in a multivariate time series encompasses a sequence of multiple dimensions. These nodes exhibit interdependent relationships, forming a graph structure. While existing prediction methods often assume a fixed graph structure, many real-world scenarios involve dynamic graph structures. Moreover, interactions among time series observed at different time scales vary significantly. To enhance prediction accuracy by capturing precise temporal and spatial features, this paper introduces the Temporal Attention Evolutional Graph Convolutional Network (TAEGCN). This novel method not only integrates causal temporal convolution and a multi-head self-attention mechanism to learn temporal features of nodes, but also construct the dynamic graph structure based on these temporal features to keep the consistency of the changing in spatial feature with temporal series. TAEGCN adeptly captures temporal causal relationships and hidden spatial dependencies within the data. Furthermore, TAEGCN incorporates a unified neural network that seamlessly integrates these components to generate final predictions. Experimental results conducted on two public transportation network datasets, METR-LA and PEMS-BAY, demonstrate the superior performance of the proposed model.
2025-04-30 Probabilistic Time Series Forecasting of Residential Loads -- A Copula Approach Marco Jeschke, Timm Faulwasser, Roland Fried et.al. 2504.21661 Accepted for IEEE PowerTech
Abstract (click to expand)Predicting the time series of future evolutions of renewable injections and demands is of utmost importance for the operation of power systems. However, the current state of the art is mostly focused on mean-value time series predictions and only very few methods provide probabilistic forecasts. In this paper, we rely on kernel density estimation and vine copulas to construct probabilistic models for individual load profiles of private households. Our approach allows the quantification of variability of individual energy consumption in general and of daily peak loads in particular. We draw upon an Australian distribution grid dataset to illustrate our findings. We generate synthetic loads that follow the distribution of the real data.
2025-04-29 Hybrid Quantum Recurrent Neural Network For Remaining Useful Life Prediction Olga Tsurkan, Aleksandra Konstantinova, Aleksandr Sedykh et.al. 2504.20823 11 pages
Abstract (click to expand)Predictive maintenance in aerospace heavily relies on accurate estimation of the remaining useful life of jet engines. In this paper, we introduce a Hybrid Quantum Recurrent Neural Network framework, combining Quantum Long Short-Term Memory layers with classical dense layers for Remaining Useful Life forecasting on NASA's Commercial Modular Aero-Propulsion System Simulation dataset. Each Quantum Long Short-Term Memory gate replaces conventional linear transformations with Quantum Depth-Infused circuits, allowing the network to learn high-frequency components more effectively. Experimental results demonstrate that, despite having fewer trainable parameters, the Hybrid Quantum Recurrent Neural Network achieves up to a 5% improvement over a Recurrent Neural Network based on stacked Long Short-Term Memory layers in terms of mean root mean squared error and mean absolute error. Moreover, a thorough comparison of our method with established techniques, including Random Forest, Convolutional Neural Network, and Multilayer Perceptron, demonstrates that our approach, which achieves a Root Mean Squared Error of 15.46, surpasses these baselines by approximately 13.68%, 16.21%, and 7.87%, respectively. Nevertheless, it remains outperformed by certain advanced joint architectures. Our findings highlight the potential of hybrid quantum-classical approaches for robust time-series forecasting under limited data conditions, offering new avenues for enhancing reliability in predictive maintenance tasks.
2025-04-28 Multimodal Conditioned Diffusive Time Series Forecasting Chen Su, Yuanhe Tian, Yan Song et.al. 2504.19669
Abstract (click to expand)Diffusion models achieve remarkable success in processing images and text, and have been extended to special domains such as time series forecasting (TSF). Existing diffusion-based approaches for TSF primarily focus on modeling single-modality numerical sequences, overlooking the rich multimodal information in time series data. To effectively leverage such information for prediction, we propose a multimodal conditioned diffusion model for TSF, namely, MCD-TSF, to jointly utilize timestamps and texts as extra guidance for time series modeling, especially for forecasting. Specifically, Timestamps are combined with time series to establish temporal and semantic correlations among different data points when aggregating information along the temporal dimension. Texts serve as supplementary descriptions of time series' history, and adaptively aligned with data points as well as dynamically controlled in a classifier-free manner. Extensive experiments on real-world benchmark datasets across eight domains demonstrate that the proposed MCD-TSF model achieves state-of-the-art performance.
2025-04-27 Bridging Short- and Long-Term Dependencies: A CNN-Transformer Hybrid for Financial Time Series Forecasting Tiantian Tu et.al. 2504.19309 10 pages
Abstract (click to expand)Time series forecasting is crucial for decision-making across various domains, particularly in financial markets where stock prices exhibit complex and non-linear behaviors. Accurately predicting future price movements is challenging due to the difficulty of capturing both short-term fluctuations and long-term dependencies in the data. Convolutional Neural Networks (CNNs) are well-suited for modeling localized, short-term patterns but struggle with long-range dependencies due to their limited receptive field. In contrast, Transformers are highly effective at capturing global temporal relationships and modeling long-term trends. In this paper, we propose a hybrid architecture that combines CNNs and Transformers to effectively model both short- and long-term dependencies in financial time series data. We apply this approach to forecast stock price movements for S\&P 500 constituents and demonstrate that our model outperforms traditional statistical models and popular deep learning methods in intraday stock price forecasting, providing a robust framework for financial prediction.
2025-04-26 TSRM: A Lightweight Temporal Feature Encoding Architecture for Time Series Forecasting and Imputation Robert Leppich, Michael Stenger, Daniel Grillmeyer et.al. 2504.18878 link
Abstract (click to expand)We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each dedicated to an independent representation learning task and designed to capture diverse temporal patterns, followed by an attention-based feature extraction layer and a merge layer, designed to aggregate extracted features. The architecture is fundamentally based on a configuration that is inspired by a Transformer encoder, with self-attention mechanisms at its core. The TSRM architecture outperforms state-of-the-art approaches on most of the seven established benchmark datasets considered in our empirical evaluation for both forecasting and imputation tasks. At the same time, it significantly reduces complexity in the form of learnable parameters. The source code is available at https://github.com/RobertLeppich/TSRM.
2025-04-25 An Open-Source and Reproducible Implementation of LSTM and GRU Networks for Time Series Forecasting Gissel Velarde, Pedro Branez, Alejandro Bueno et.al. 2504.18185 12 pages
Abstract (click to expand)This paper introduces an open-source and reproducible implementation of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Networks for time series forecasting. We evaluated LSTM and GRU networks because of their performance reported in related work. We describe our method and its results on two datasets. The first dataset is the S&P BSE BANKEX, composed of stock time series (closing prices) of ten financial institutions. The second dataset, called Activities, comprises ten synthetic time series resembling weekly activities with five days of high activity and two days of low activity. We report Root Mean Squared Error (RMSE) between actual and predicted values, as well as Directional Accuracy (DA). We show that a single time series from a dataset can be used to adequately train the networks if the sequences in the dataset contain patterns that repeat, even with certain variation, and are properly processed. For 1-step ahead and 20-step ahead forecasts, LSTM and GRU networks significantly outperform a baseline on the Activities dataset. The baseline simply repeats the last available value. On the stock market dataset, the networks perform just like the baseline, possibly due to the nature of these series. We release the datasets used as well as the implementation with all experiments performed to enable future comparisons and to make our research reproducible.
2025-04-24 CANet: ChronoAdaptive Network for Enhanced Long-Term Time Series Forecasting under Non-Stationarity Mert Sonmezer, Seyda Ertekin et.al. 2504.17913
Abstract (click to expand)Long-term time series forecasting plays a pivotal role in various real-world applications. Despite recent advancements and the success of different architectures, forecasting is often challenging due to non-stationary nature of the real-world data, which frequently exhibit distribution shifts and temporal changes in statistical properties like mean and variance over time. Previous studies suggest that this inherent variability complicates forecasting, limiting the performance of many models by leading to loss of non-stationarity and resulting in over-stationarization (Liu, Wu, Wang and Long, 2022). To address this challenge, we introduce a novel architecture, ChoronoAdaptive Network (CANet), inspired by style-transfer techniques. The core of CANet is the Non-stationary Adaptive Normalization module, seamlessly integrating the Style Blending Gate and Adaptive Instance Normalization (AdaIN) (Huang and Belongie, 2017). The Style Blending Gate preserves and reintegrates non-stationary characteristics, such as mean and standard deviation, by blending internal and external statistics, preventing over-stationarization while maintaining essential temporal dependencies. Coupled with AdaIN, which dynamically adapts the model to statistical changes, this approach enhances predictive accuracy under non-stationary conditions. CANet also employs multi-resolution patching to handle short-term fluctuations and long-term trends, along with Fourier analysis-based adaptive thresholding to reduce noise. A Stacked Kronecker Product Layer further optimizes the model's efficiency while maintaining high performance. Extensive experiments on real-world datasets validate CANet's superiority over state-of-the-art methods, achieving a 42% reduction in MSE and a 22% reduction in MAE. The source code is publicly available at https://github.com/mertsonmezer/CANet.
2025-04-24 Goal-Oriented Time-Series Forecasting: Foundation Framework Design Luca-Andrei Fechete, Mohamed Sana, Fadhel Ayed et.al. 2504.17493
Abstract (click to expand)Traditional time-series forecasting often focuses only on minimizing prediction errors, ignoring the specific requirements of real-world applications that employ them. This paper presents a new training methodology, which allows a forecasting model to dynamically adjust its focus based on the importance of forecast ranges specified by the end application. Unlike previous methods that fix these ranges beforehand, our training approach breaks down predictions over the entire signal range into smaller segments, which are then dynamically weighted and combined to produce accurate forecasts. We tested our method on standard datasets, including a new dataset from wireless communication, and found that not only it improves prediction accuracy but also improves the performance of end application employing the forecasting model. This research provides a basis for creating forecasting systems that better connect prediction and decision-making in various practical applications.
2025-04-24 Evaluating Time Series Models for Urban Wastewater Management: Predictive Performance, Model Complexity and Resilience Vipin Singh, Tianheng Ling, Teodor Chiaburu et.al. 2504.17461 6 pages, 6 figures, accepted at 10th International Conference on Smart and Sustainable Technologies (SpliTech) 2025, GitHub: https://github.com/calgo-lab/resilient-timeseries-evaluation
Abstract (click to expand)Climate change increases the frequency of extreme rainfall, placing a significant strain on urban infrastructures, especially Combined Sewer Systems (CSS). Overflows from overburdened CSS release untreated wastewater into surface waters, posing environmental and public health risks. Although traditional physics-based models are effective, they are costly to maintain and difficult to adapt to evolving system dynamics. Machine Learning (ML) approaches offer cost-efficient alternatives with greater adaptability. To systematically assess the potential of ML for modeling urban infrastructure systems, we propose a protocol for evaluating Neural Network architectures for CSS time series forecasting with respect to predictive performance, model complexity, and robustness to perturbations. In addition, we assess model performance on peak events and critical fluctuations, as these are the key regimes for urban wastewater management. To investigate the feasibility of lightweight models suitable for IoT deployment, we compare global models, which have access to all information, with local models, which rely solely on nearby sensor readings. Additionally, to explore the security risks posed by network outages or adversarial attacks on urban infrastructure, we introduce error models that assess the resilience of models. Our results demonstrate that while global models achieve higher predictive performance, local models provide sufficient resilience in decentralized scenarios, ensuring robust modeling of urban infrastructure. Furthermore, models with longer native forecast horizons exhibit greater robustness to data perturbations. These findings contribute to the development of interpretable and reliable ML solutions for sustainable urban wastewater management. The implementation is available in our GitHub repository.
2025-04-24 Multi-Modal Traffic Analysis: Integrating Time-Series Forecasting, Accident Prediction, and Image Classification Nivedita M, Yasmeen Shajitha S et.al. 2504.17232 5 pages,10 figures
Abstract (click to expand)This study proposes an integrated machine learning framework for advanced traffic analysis, combining time-series forecasting, classification, and computer vision techniques. The system utilizes an ARIMA(2,0,1) model for traffic prediction (MAE: 2.1), an XGBoost classifier for accident severity classification (100% accuracy on balanced data), and a Convolutional Neural Network (CNN) for traffic image classification (92% accuracy). Tested on diverse datasets, the framework outperforms baseline models and identifies key factors influencing accident severity, including weather and road infrastructure. Its modular design supports deployment in smart city systems for real-time monitoring, accident prevention, and resource optimization, contributing to the evolution of intelligent transportation systems.
2025-04-29 A Novel Hybrid Approach Using an Attention-Based Transformer + GRU Model for Predicting Cryptocurrency Prices Esam Mahdi, C. Martin-Barreiro, X. Cabezas et.al. 2504.17079
Abstract (click to expand)In this article, we introduce a novel deep learning hybrid model that integrates attention Transformer and Gated Recurrent Unit (GRU) architectures to improve the accuracy of cryptocurrency price predictions. By combining the Transformer's strength in capturing long-range patterns with the GRU's ability to model short-term and sequential trends, the hybrid model provides a well-rounded approach to time series forecasting. We apply the model to predict the daily closing prices of Bitcoin and Ethereum based on historical data that include past prices, trading volumes, and the Fear and Greed index. We evaluate the performance of our proposed model by comparing it with four other machine learning models: two are non-sequential feedforward models: Radial Basis Function Network (RBFN) and General Regression Neural Network (GRNN), and two are bidirectional sequential memory-based models: Bidirectional Long-Short-Term Memory (BiLSTM) and Bidirectional Gated Recurrent Unit (BiGRU). The performance of the model is assessed using several metrics, including Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and Mean Absolute Percentage Error (MAPE), along with statistical validation through the nonparametric Friedman test followed by a post hoc Wilcoxon signed rank test. The results demonstrate that our hybrid model consistently achieves superior accuracy, highlighting its effectiveness for financial prediction tasks. These findings provide valuable insights for improving real-time decision making in cryptocurrency markets and support the growing use of hybrid deep learning models in financial analytics.
2025-04-23 Online model learning with data-assimilated reservoir computers Andrea Nóvoa, Luca Magri et.al. 2504.16767 8 pages, 5 figures
Abstract (click to expand)We propose an online learning framework for forecasting nonlinear spatio-temporal signals (fields). The method integrates (i) dimensionality reduction, here, a simple proper orthogonal decomposition (POD) projection; (ii) a generalized autoregressive model to forecast reduced dynamics, here, a reservoir computer; (iii) online adaptation to update the reservoir computer (the model), here, ensemble sequential data assimilation.We demonstrate the framework on a wake past a cylinder governed by the Navier-Stokes equations, exploring the assimilation of full flow fields (projected onto POD modes) and sparse sensors. Three scenarios are examined: a na\"ive physical state estimation; a two-fold estimation of physical and reservoir states; and a three-fold estimation that also adjusts the model parameters. The two-fold strategy significantly improves ensemble convergence and reduces reconstruction error compared to the na\"ive approach. The three-fold approach enables robust online training of partially-trained reservoir computers, overcoming limitations of a priori training. By unifying data-driven reduced order modelling with Bayesian data assimilation, this work opens new opportunities for scalable online model learning for nonlinear time series forecasting.
2025-04-23 iTFKAN: Interpretable Time Series Forecasting with Kolmogorov-Arnold Network Ziran Liang, Rui An, Wenqi Fan et.al. 2504.16432
Abstract (click to expand)As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but generally lack interpretability, hindering trustworthiness and practical deployment in safety-critical applications such as auto-driving and healthcare. In this paper, we propose a novel interpretable model, iTFKAN, for credible time series forecasting. iTFKAN enables further exploration of model decision rationales and underlying data patterns due to its interpretability achieved through model symbolization. Besides, iTFKAN develops two strategies, prior knowledge injection, and time-frequency synergy learning, to effectively guide model learning under complex intertwined time series data. Extensive experimental results demonstrated that iTFKAN can achieve promising forecasting performance while simultaneously possessing high interpretive capabilities.
2025-04-20 Evaluating Temporal Plasticity in Foundation Time Series Models for Incremental Fine-tuning Jia Liu, Cheng Jinguo, Xia Fang et.al. 2504.14677 Accepted at IJCNN 2025
Abstract (click to expand)Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these models' temporal plasticity - their ability to progressively enhance performance through continual learning while maintaining existing capabilities. Through experiments on real-world datasets exhibiting distribution shifts, we evaluate both conventional deep learning models and foundation models using a novel continual learning framework. Our findings reveal that while traditional models struggle with performance deterioration during incremental fine-tuning, foundation models like Time-MoE and Chronos demonstrate sustained improvement in predictive accuracy. This suggests that optimizing foundation model fine-tuning strategies may be more valuable than developing domain-specific small models. Our research introduces new evaluation methodologies and insights for developing foundation time series models with robust continuous learning capabilities.
2025-04-18 MMformer with Adaptive Transferable Attention: Advancing Multivariate Time Series Forecasting for Environmental Applications Ning Xin, Jionglong Su, Md Maruf Hasan et.al. 2504.14050
Abstract (click to expand)Environmental crisis remains a global challenge that affects public health and environmental quality. Despite extensive research, accurately forecasting environmental change trends to inform targeted policies and assess prediction efficiency remains elusive. Conventional methods for multivariate time series (MTS) analysis often fail to capture the complex dynamics of environmental change. To address this, we introduce an innovative meta-learning MTS model, MMformer with Adaptive Transferable Multi-head Attention (ATMA), which combines self-attention and meta-learning for enhanced MTS forecasting. Specifically, MMformer is used to model and predict the time series of seven air quality indicators across 331 cities in China from January 2018 to June 2021 and the time series of precipitation and temperature at 2415 monitoring sites during the summer (276 days) from 2012 to 2014, validating the network's ability to perform and forecast MTS data successfully. Experimental results demonstrate that in these datasets, the MMformer model reaching SOTA outperforms iTransformer, Transformer, and the widely used traditional time series prediction algorithm SARIMAX in the prediction of MTS, reducing by 50\% in MSE, 20\% in MAE as compared to others in air quality datasets, reducing by 20\% in MAPE except SARIMAX. Compared with Transformer and SARIMAX in the climate datasets, MSE, MAE, and MAPE are decreased by 30\%, and there is an improvement compared to iTransformer. This approach represents a significant advance in our ability to forecast and respond to dynamic environmental quality challenges in diverse urban and rural environments. Its predictive capabilities provide valuable public health and environmental quality information, informing targeted interventions.
2025-04-18 Can Local Representation Alignment RNNs Solve Temporal Tasks? Nikolay Manchev, Luis C. Garcia-Peraza-Herrera et.al. 2504.13531
Abstract (click to expand)Recurrent Neural Networks (RNNs) are commonly used for real-time processing, streaming data, and cases where the amount of training samples is limited. Backpropagation Through Time (BPTT) is the predominant algorithm for training RNNs; however, it is frequently criticized for being prone to exploding and vanishing gradients and being biologically implausible. In this paper, we present and evaluate a target propagation-based method for RNNs, which uses local updates and seeks to reduce the said instabilities. Having stable RNN models increases their practical use in a wide range of fields such as natural language processing, time-series forecasting, anomaly detection, control systems, and robotics. The proposed solution uses local representation alignment (LRA). We thoroughly analyze the performance of this method, experiment with normalization and different local error functions, and invalidate certain assumptions about the behavior of this type of learning. Namely, we demonstrate that despite the decomposition of the network into sub-graphs, the model still suffers from vanishing gradients. We also show that gradient clipping as proposed in LRA has little to no effect on network performance. This results in an LRA RNN model that is very difficult to train due to vanishing gradients. We address this by introducing gradient regularization in the direction of the update and demonstrate that this modification promotes gradient flow and meaningfully impacts convergence. We compare and discuss the performance of the algorithm, and we show that the regularized LRA RNN considerably outperforms the unregularized version on three landmark tasks: temporal order, 3-bit temporal order, and random permutation.
2025-04-17 TimeCapsule: Solving the Jigsaw Puzzle of Long-Term Time Series Forecasting with Compressed Predictive Representations Yihang Lu, Yangyang Xu, Qitao Qing et.al. 2504.12721
Abstract (click to expand)Recent deep learning models for Long-term Time Series Forecasting (LTSF) often emphasize complex, handcrafted designs, while simpler architectures like linear models or MLPs have often outperformed these intricate solutions. In this paper, we revisit and organize the core ideas behind several key techniques, such as redundancy reduction and multi-scale modeling, which are frequently employed in advanced LTSF models. Our goal is to streamline these ideas for more efficient deep learning utilization. To this end, we introduce TimeCapsule, a model built around the principle of high-dimensional information compression that unifies these techniques in a generalized yet simplified framework. Specifically, we model time series as a 3D tensor, incorporating temporal, variate, and level dimensions, and leverage mode production to capture multi-mode dependencies while achieving dimensionality compression. We propose an internal forecast within the compressed representation domain, supported by the Joint-Embedding Predictive Architecture (JEPA), to monitor the learning of predictive representations. Extensive experiments on challenging benchmarks demonstrate the versatility of our method, showing that TimeCapsule can achieve state-of-the-art performance.
2025-04-16 Quantum vs. classical: A comprehensive benchmark study for predicting time series with variational quantum machine learning Tobias Fellner, David Kreplin, Samuel Tovey et.al. 2504.12416 link 20 pages, 14 figures
Abstract (click to expand)Variational quantum machine learning algorithms have been proposed as promising tools for time series prediction, with the potential to handle complex sequential data more effectively than classical approaches. However, their practical advantage over established classical methods remains uncertain. In this work, we present a comprehensive benchmark study comparing a range of variational quantum algorithms and classical machine learning models for time series forecasting. We evaluate their predictive performance on three chaotic systems across 27 time series prediction tasks of varying complexity, and ensure a fair comparison through extensive hyperparameter optimization. Our results indicate that, in many cases, quantum models struggle to match the accuracy of simple classical counterparts of comparable complexity. Furthermore, we analyze the predictive performance relative to the model complexity and discuss the practical limitations of variational quantum algorithms for time series forecasting.
2025-04-15 Possibility for Proactive Anomaly Detection Jinsung Jeon, Jaehyeon Park, Sewon Park et.al. 2504.11623 Accepted at ICLR 2025 I Can't Believe It's Not Better: Challenges in Applied Deep Learning Workshop (ICBINB)
Abstract (click to expand)Time-series anomaly detection, which detects errors and failures in a workflow, is one of the most important topics in real-world applications. The purpose of time-series anomaly detection is to reduce potential damages or losses. However, existing anomaly detection models detect anomalies through the error between the model output and the ground truth (observed) value, which makes them impractical. In this work, we present a \textit{proactive} approach for time-series anomaly detection based on a time-series forecasting model specialized for anomaly detection and a data-driven anomaly detection model. Our proactive approach establishes an anomaly threshold from training data with a data-driven anomaly detection model, and anomalies are subsequently detected by identifying predicted values that exceed the anomaly threshold. In addition, we extensively evaluated the model using four anomaly detection benchmarks and analyzed both predictable and unpredictable anomalies. We attached the source code as supplementary material.
2025-04-14 Can Competition Enhance the Proficiency of Agents Powered by Large Language Models in the Realm of News-driven Time Series Forecasting? Yuxuan Zhang, Yangyang Feng, Daifeng Li et.al. 2504.10210
Abstract (click to expand)Multi-agents-based news-driven time series forecasting is considered as a potential paradigm shift in the era of large language models (LLMs). The challenge of this task lies in measuring the influences of different news events towards the fluctuations of time series. This requires agents to possess stronger abilities of innovative thinking and the identifying misleading logic. However, the existing multi-agent discussion framework has limited enhancement on time series prediction in terms of optimizing these two capabilities. Inspired by the role of competition in fostering innovation, this study embeds a competition mechanism within the multi-agent discussion to enhance agents' capability of generating innovative thoughts. Furthermore, to bolster the model's proficiency in identifying misleading information, we incorporate a fine-tuned small-scale LLM model within the reflective stage, offering auxiliary decision-making support. Experimental results confirm that the competition can boost agents' capacity for innovative thinking, which can significantly improve the performances of time series prediction. Similar to the findings of social science, the intensity of competition within this framework can influence the performances of agents, providing a new perspective for studying LLMs-based multi-agent systems.
2025-04-13 Adapting to the Unknown: Robust Meta-Learning for Zero-Shot Financial Time Series Forecasting Anxian Liu, Junying Ma, Guang Zhang et.al. 2504.09664
Abstract (click to expand)Financial time series forecasting in the zero-shot setting is essential for risk management and investment decision-making, particularly during abrupt market regime shifts or in emerging markets with limited historical data. While Model-Agnostic Meta-Learning (MAML)-based approaches have shown promise in this domain, existing meta task construction strategies often lead to suboptimal performance, especially when dealing with highly turbulent financial time series. To address this challenge, we propose a novel task construction method that leverages learned embeddings for more effective meta-learning in the zero-shot setting. Specifically, we construct two complementary types of meta-tasks based on the learned embeddings: intra-cluster tasks and inter-cluster tasks. To capture diverse fine-grained patterns, we apply stochastic projection matrices to the learned embeddings and use clustering algorithm to form the tasks. Additionally, to improve generalization capabilities, we employ hard task mining strategies and leverage inter-cluster tasks to identify invariant patterns across different time series. Extensive experiments on the real world financial dataset demonstrate that our method significantly outperforms existing approaches, showing better generalization ability in the zero-shot scenario.
2025-04-12 Repetitive Contrastive Learning Enhances Mamba's Selectivity in Time Series Prediction Wenbo Yan, Hanzhong Cao, Ying Tan et.al. 2504.09185
Abstract (click to expand)Long sequence prediction is a key challenge in time series forecasting. While Mamba-based models have shown strong performance due to their sequence selection capabilities, they still struggle with insufficient focus on critical time steps and incomplete noise suppression, caused by limited selective abilities. To address this, we introduce Repetitive Contrastive Learning (RCL), a token-level contrastive pretraining framework aimed at enhancing Mamba's selective capabilities. RCL pretrains a single Mamba block to strengthen its selective abilities and then transfers these pretrained parameters to initialize Mamba blocks in various backbone models, improving their temporal prediction performance. RCL uses sequence augmentation with Gaussian noise and applies inter-sequence and intra-sequence contrastive learning to help the Mamba module prioritize information-rich time steps while ignoring noisy ones. Extensive experiments show that RCL consistently boosts the performance of backbone models, surpassing existing methods and achieving state-of-the-art results. Additionally, we propose two metrics to quantify Mamba's selective capabilities, providing theoretical, qualitative, and quantitative evidence for the improvements brought by RCL.
2025-04-11 Bidirectional Linear Recurrent Models for Sequence-Level Multisource Fusion Qisai Liu, Zhanhong Jiang, Joshua R. Waite et.al. 2504.08964
Abstract (click to expand)Sequence modeling is a critical yet challenging task with wide-ranging applications, especially in time series forecasting for domains like weather prediction, temperature monitoring, and energy load forecasting. Transformers, with their attention mechanism, have emerged as state-of-the-art due to their efficient parallel training, but they suffer from quadratic time complexity, limiting their scalability for long sequences. In contrast, recurrent neural networks (RNNs) offer linear time complexity, spurring renewed interest in linear RNNs for more computationally efficient sequence modeling. In this work, we introduce BLUR (Bidirectional Linear Unit for Recurrent network), which uses forward and backward linear recurrent units (LRUs) to capture both past and future dependencies with high computational efficiency. BLUR maintains the linear time complexity of traditional RNNs, while enabling fast parallel training through LRUs. Furthermore, it offers provably stable training and strong approximation capabilities, making it highly effective for modeling long-term dependencies. Extensive experiments on sequential image and time series datasets reveal that BLUR not only surpasses transformers and traditional RNNs in accuracy but also significantly reduces computational costs, making it particularly suitable for real-world forecasting tasks. Our code is available here.
2025-04-09 Probabilistic QoS Metric Forecasting in Delay-Tolerant Networks Using Conditional Diffusion Models on Latent Dynamics Enming Zhang, Zheng Liu, Yu Xiang et.al. 2504.08821
Abstract (click to expand)Active QoS metric prediction, commonly employed in the maintenance and operation of DTN, could enhance network performance regarding latency, throughput, energy consumption, and dependability. Naturally formulated as a multivariate time series forecasting problem, it attracts substantial research efforts. Traditional mean regression methods for time series forecasting cannot capture the data complexity adequately, resulting in deteriorated performance in operational tasks in DTNs such as routing. This paper formulates the prediction of QoS metrics in DTN as a probabilistic forecasting problem on multivariate time series, where one could quantify the uncertainty of forecasts by characterizing the distribution of these samples. The proposed approach hires diffusion models and incorporates the latent temporal dynamics of non-stationary and multi-mode data into them. Extensive experiments demonstrate the efficacy of the proposed approach by showing that it outperforms the popular probabilistic time series forecasting methods.
2025-04-09 From Text to Time? Rethinking the Effectiveness of the Large Language Model for Time Series Forecasting Xinyu Zhang, Shanshan Feng, Xutao Li et.al. 2504.08818
Abstract (click to expand)Using pre-trained large language models (LLMs) as the backbone for time series prediction has recently gained significant research interest. However, the effectiveness of LLM backbones in this domain remains a topic of debate. Based on thorough empirical analyses, we observe that training and testing LLM-based models on small datasets often leads to the Encoder and Decoder becoming overly adapted to the dataset, thereby obscuring the true predictive capabilities of the LLM backbone. To investigate the genuine potential of LLMs in time series prediction, we introduce three pre-training models with identical architectures but different pre-training strategies. Thereby, large-scale pre-training allows us to create unbiased Encoder and Decoder components tailored to the LLM backbone. Through controlled experiments, we evaluate the zero-shot and few-shot prediction performance of the LLM, offering insights into its capabilities. Extensive experiments reveal that although the LLM backbone demonstrates some promise, its forecasting performance is limited. Our source code is publicly available in the anonymous repository: https://anonymous.4open.science/r/LLM4TS-0B5C.
2025-04-09 Exploring the Effectiveness and Interpretability of Texts in LLM-based Time Series Models Zhengke Sun, Hangwei Qian, Ivor Tsang et.al. 2504.08808
Abstract (click to expand)Large Language Models (LLMs) have been applied to time series forecasting tasks, leveraging pre-trained language models as the backbone and incorporating textual data to purportedly enhance the comprehensive capabilities of LLMs for time series. However, are these texts really helpful for interpretation? This study seeks to investigate the actual efficacy and interpretability of such textual incorporations. Through a series of empirical experiments on textual prompts and textual prototypes, our findings reveal that the misalignment between two modalities exists, and the textual information does not significantly improve time series forecasting performance in many cases. Furthermore, visualization analysis indicates that the textual representations learned by existing frameworks lack sufficient interpretability when applied to time series data. We further propose a novel metric named Semantic Matching Index (SMI) to better evaluate the matching degree between time series and texts during our post hoc interpretability investigation. Our analysis reveals the misalignment and limited interpretability of texts in current time-series LLMs, and we hope this study can raise awareness of the interpretability of texts for time series. The code is available at https://github.com/zachysun/TS-Lang-Exp.
2025-04-10 ms-Mamba: Multi-scale Mamba for Time-Series Forecasting Yusuf Meric Karadag, Sinan Kalkan, Ipek Gursel Dino et.al. 2504.07654
Abstract (click to expand)The problem of Time-series Forecasting is generally addressed by recurrent, Transformer-based and the recently proposed Mamba-based architectures. However, existing architectures generally process their input at a single temporal scale, which may be sub-optimal for many tasks where information changes over multiple time scales. In this paper, we introduce a novel architecture called Multi-scale Mamba (ms-Mamba) to address this gap. ms-Mamba incorporates multiple temporal scales by using multiple Mamba blocks with different sampling rates ( \(\Delta\) s). Our experiments on many benchmarks demonstrate that ms-Mamba outperforms state-of-the-art approaches, including the recently proposed Transformer-based and Mamba-based models.
2025-04-10 Enhancing Time Series Forecasting via Multi-Level Text Alignment with LLMs Taibiao Zhao, Xiaobing Chen, Mingxuan Sun et.al. 2504.07360 link
Abstract (click to expand)The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language processing (NLP) and other structured domains, aligning time series data with language-based representations while maintaining both predictive accuracy and interpretability remains a significant hurdle. Existing methods have attempted to reprogram time series data into text-based forms, but these often fall short in delivering meaningful, interpretable results. In this paper, we propose a multi-level text alignment framework for time series forecasting using LLMs that not only improves prediction accuracy but also enhances the interpretability of time series representations. Our method decomposes time series into trend, seasonal, and residual components, which are then reprogrammed into component-specific text representations. We introduce a multi-level alignment mechanism, where component-specific embeddings are aligned with pre-trained word tokens, enabling more interpretable forecasts. Experiments on multiple datasets demonstrate that our method outperforms state-of-the-art models in accuracy while providing good interpretability.
2025-04-05 Loss Functions in Deep Learning: A Comprehensive Review Omar Elharrouss, Yasir Mahmood, Yassine Bechqito et.al. 2504.04242
Abstract (click to expand)Loss functions are at the heart of deep learning, shaping how models learn and perform across diverse tasks. They are used to quantify the difference between predicted outputs and ground truth labels, guiding the optimization process to minimize errors. Selecting the right loss function is critical, as it directly impacts model convergence, generalization, and overall performance across various applications, from computer vision to time series forecasting. This paper presents a comprehensive review of loss functions, covering fundamental metrics like Mean Squared Error and Cross-Entropy to advanced functions such as Adversarial and Diffusion losses. We explore their mathematical foundations, impact on model training, and strategic selection for various applications, including computer vision (Discriminative and generative), tabular data prediction, and time series forecasting. For each of these categories, we discuss the most used loss functions in the recent advancements of deep learning techniques. Also, this review explore the historical evolution, computational efficiency, and ongoing challenges in loss function design, underlining the need for more adaptive and robust solutions. Emphasis is placed on complex scenarios involving multi-modal data, class imbalances, and real-world constraints. Finally, we identify key future directions, advocating for loss functions that enhance interpretability, scalability, and generalization, leading to more effective and resilient deep learning models.
2025-03-31 Timeseries Foundation Models for Mobility: A Benchmark Comparison with Traditional and Deep Learning Models Anita Graser et.al. 2504.03725
Abstract (click to expand)Crowd and flow predictions have been extensively studied in mobility data science. Traditional forecasting methods have relied on statistical models such as ARIMA, later supplemented by deep learning approaches like ST-ResNet. More recently, foundation models for time series forecasting, such as TimeGPT, Chronos, and LagLlama, have emerged. A key advantage of these models is their ability to generate zero-shot predictions, allowing them to be applied directly to new tasks without retraining. This study evaluates the performance of TimeGPT compared to traditional approaches for predicting city-wide mobility timeseries using two bike-sharing datasets from New York City and Vienna, Austria. Model performance is assessed across short (1-hour), medium (12-hour), and long-term (24-hour) forecasting horizons. The results highlight the potential of foundation models for mobility forecasting while also identifying limitations of our experiments.
2025-04-04 Block Toeplitz Sparse Precision Matrix Estimation for Large-Scale Interval-Valued Time Series Forecasting Wan Tian, Zhongfeng Qin et.al. 2504.03322
Abstract (click to expand)Modeling and forecasting interval-valued time series (ITS) have attracted considerable attention due to their growing presence in various contexts. To the best of our knowledge, there have been no efforts to model large-scale ITS. In this paper, we propose a feature extraction procedure for large-scale ITS, which involves key steps such as auto-segmentation and clustering, and feature transfer learning. This procedure can be seamlessly integrated with any suitable prediction models for forecasting purposes. Specifically, we transform the automatic segmentation and clustering of ITS into the estimation of Toeplitz sparse precision matrices and assignment set. The majorization-minimization algorithm is employed to convert this highly non-convex optimization problem into two subproblems. We derive efficient dynamic programming and alternating direction method to solve these two subproblems alternately and establish their convergence properties. By employing the Joint Recurrence Plot (JRP) to image subsequence and assigning a class label to each cluster, an image dataset is constructed. Then, an appropriate neural network is chosen to train on this image dataset and used to extract features for the next step of forecasting. Real data applications demonstrate that the proposed method can effectively obtain invariant representations of the raw data and enhance forecasting performance.
2025-04-02 Efficient Model Selection for Time Series Forecasting via LLMs Wang Wei, Tiankai Yang, Hongjie Chen et.al. 2504.02119 16 pages, 3 Figures
Abstract (click to expand)Model selection is a critical step in time series forecasting, traditionally requiring extensive performance evaluations across various datasets. Meta-learning approaches aim to automate this process, but they typically depend on pre-constructed performance matrices, which are costly to build. In this work, we propose to leverage Large Language Models (LLMs) as a lightweight alternative for model selection. Our method eliminates the need for explicit performance matrices by utilizing the inherent knowledge and reasoning capabilities of LLMs. Through extensive experiments with LLaMA, GPT and Gemini, we demonstrate that our approach outperforms traditional meta-learning techniques and heuristic baselines, while significantly reducing computational overhead. These findings underscore the potential of LLMs in efficient model selection for time series forecasting.
2025-04-02 shapr: Explaining Machine Learning Models with Conditional Shapley Values in R and Python Martin Jullum, Lars Henry Berge Olsen, Jon Lachmann et.al. 2504.01842 link
Abstract (click to expand)This paper introduces the shapr package, a versatile tool for generating Shapley value explanations for machine learning and statistical regression models in both R and Python. The package emphasizes conditional Shapley value estimates, providing a comprehensive range of approaches for accurately capturing feature dependencies, which is crucial for correct model interpretation and lacking in similar software. In addition to regular tabular data, the shapr R-package includes specialized functionality for explaining time series forecasts. The package offers a minimal set of user functions with sensible defaults for most use cases while providing extensive flexibility for advanced users to fine-tune computations. Additional features include parallelized computations, iterative estimation with convergence detection, and rich visualization tools. shapr also extends its functionality to compute causal and asymmetric Shapley values when causal information is available. In addition, we introduce the shaprpy Python library, which brings core capabilities of shapr to the Python ecosystem. Overall, the package aims to enhance the interpretability of predictive models within a powerful and user-friendly framework.
2025-03-31 EMForecaster: A Deep Learning Framework for Time Series Forecasting in Wireless Networks with Distribution-Free Uncertainty Quantification Xavier Mootoo, Hina Tabassum, Luca Chiaraviglio et.al. 2504.00120
Abstract (click to expand)With the recent advancements in wireless technologies, forecasting electromagnetic field (EMF) exposure has become critical to enable proactive network spectrum and power allocation, as well as network deployment planning. In this paper, we develop a deep learning (DL) time series forecasting framework referred to as \textit{EMForecaster}. The proposed DL architecture employs patching to process temporal patterns at multiple scales, complemented by reversible instance normalization and mixing operations along both temporal and patch dimensions for efficient feature extraction. We augment {EMForecaster} with a conformal prediction mechanism, which is independent of the data distribution, to enhance the trustworthiness of model predictions via uncertainty quantification of forecasts. This conformal prediction mechanism ensures that the ground truth lies within a prediction interval with target error rate \(\alpha\), where \(1-\alpha\) is referred to as coverage. However, a trade-off exists, as increasing coverage often results in wider prediction intervals. To address this challenge, we propose a new metric called the \textit{Trade-off Score}, that balances trustworthiness of the forecast (i.e., coverage) and the width of prediction interval. Our experiments demonstrate that EMForecaster achieves superior performance across diverse EMF datasets, spanning both short-term and long-term prediction horizons. In point forecasting tasks, EMForecaster substantially outperforms current state-of-the-art DL approaches, showing improvements of 53.97\% over the Transformer architecture and 38.44\% over the average of all baseline models. EMForecaster also exhibits an excellent balance between prediction interval width and coverage in conformal forecasting, measured by the tradeoff score, showing marked improvements of 24.73\% over the average baseline and 49.17\% over the Transformer architecture.
2025-03-31 Times2D: Multi-Period Decomposition and Derivative Mapping for General Time Series Forecasting Reza Nematirad, Anil Pahwa, Balasubramaniam Natarajan et.al. 2504.00118 link Accepted at the AAAI 2025 Conference on Artificial Intelligence
Abstract (click to expand)Time series forecasting is an important application in various domains such as energy management, traffic planning, financial markets, meteorology, and medicine. However, real-time series data often present intricate temporal variability and sharp fluctuations, which pose significant challenges for time series forecasting. Previous models that rely on 1D time series representations usually struggle with complex temporal variations. To address the limitations of 1D time series, this study introduces the Times2D method that transforms the 1D time series into 2D space. Times2D consists of three main parts: first, a Periodic Decomposition Block (PDB) that captures temporal variations within a period and between the same periods by converting the time series into a 2D tensor in the frequency domain. Second, the First and Second Derivative Heatmaps (FSDH) capture sharp changes and turning points, respectively. Finally, an Aggregation Forecasting Block (AFB) integrates the output tensors from PDB and FSDH for accurate forecasting. This 2D transformation enables the utilization of 2D convolutional operations to effectively capture long and short characteristics of the time series. Comprehensive experimental results across large-scale data in the literature demonstrate that the proposed Times2D model achieves state-of-the-art performance in both short-term and long-term forecasting. The code is available in this repository: https://github.com/Tims2D/Times2D.
2025-03-31 Enhancing Time Series Forecasting with Fuzzy Attention-Integrated Transformers Sanjay Chakraborty, Fredrik Heintz et.al. 2504.00070 link
Abstract (click to expand)This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks. FANTF leverages a proposed fuzzy attention mechanism incorporating fuzzy membership functions to handle uncertainty and imprecision in noisy and ambiguous time series data. The FANTF approach enhances its ability to capture complex temporal dependencies and multivariate relationships by embedding fuzzy logic principles into the self-attention module of the existing transformer's architecture. The framework combines fuzzy-enhanced attention with a set of benchmark existing transformer-based architectures to provide efficient predictions, classification and anomaly detection. Specifically, FANTF generates learnable fuzziness attention scores that highlight the relative importance of temporal features and data points, offering insights into its decision-making process. Experimental evaluatios on some real-world datasets reveal that FANTF significantly enhances the performance of forecasting, classification, and anomaly detection tasks over traditional transformer-based models.
2025-03-31 Integrating Quantum-Classical Attention in Patch Transformers for Enhanced Time Series Forecasting Sanjay Chakraborty, Fredrik Heintz et.al. 2504.00068 link
Abstract (click to expand)QCAAPatchTF is a quantum attention network integrated with an advanced patch-based transformer, designed for multivariate time series forecasting, classification, and anomaly detection. Leveraging quantum superpositions, entanglement, and variational quantum eigensolver principles, the model introduces a quantum-classical hybrid self-attention mechanism to capture multivariate correlations across time points. For multivariate long-term time series, the quantum self-attention mechanism can reduce computational complexity while maintaining temporal relationships. It then applies the quantum-classical hybrid self-attention mechanism alongside a feed-forward network in the encoder stage of the advanced patch-based transformer. While the feed-forward network learns nonlinear representations for each variable frame, the quantum self-attention mechanism processes individual series to enhance multivariate relationships. The advanced patch-based transformer computes the optimized patch length by dividing the sequence length into a fixed number of patches instead of using an arbitrary set of values. The stride is then set to half of the patch length to ensure efficient overlapping representations while maintaining temporal continuity. QCAAPatchTF achieves state-of-the-art performance in both long-term and short-term forecasting, classification, and anomaly detection tasks, demonstrating state-of-the-art accuracy and efficiency on complex real-world datasets.
2025-03-31 ModelRadar: Aspect-based Forecast Evaluation Vitor Cerqueira, Luis Roque, Carlos Soares et.al. 2504.00059
Abstract (click to expand)Accurate evaluation of forecasting models is essential for ensuring reliable predictions. Current practices for evaluating and comparing forecasting models focus on summarising performance into a single score, using metrics such as SMAPE. While convenient, averaging performance over all samples dilutes relevant information about model behavior under varying conditions. This limitation is especially problematic for time series forecasting, where multiple layers of averaging--across time steps, horizons, and multiple time series in a dataset--can mask relevant performance variations. We address this limitation by proposing ModelRadar, a framework for evaluating univariate time series forecasting models across multiple aspects, such as stationarity, presence of anomalies, or forecasting horizons. We demonstrate the advantages of this framework by comparing 24 forecasting methods, including classical approaches and different machine learning algorithms. NHITS, a state-of-the-art neural network architecture, performs best overall but its superiority varies with forecasting conditions. For instance, concerning the forecasting horizon, we found that NHITS (and also other neural networks) only outperforms classical approaches for multi-step ahead forecasting. Another relevant insight is that classical approaches such as ETS or Theta are notably more robust in the presence of anomalies. These and other findings highlight the importance of aspect-based model evaluation for both practitioners and researchers. ModelRadar is available as a Python package.
2025-04-15 Frequency-Aware Attention-LSTM for PM\(_{2.5}\) Time Series Forecasting Jiahui Lu, Shuang Wu, Zhenkai Qin et.al. 2503.24043
Abstract (click to expand)To enhance the accuracy and robustness of PM \(_{2.5}\) concentration forecasting, this paper introduces FALNet, a Frequency-Aware LSTM Network that integrates frequency-domain decomposition, temporal modeling, and attention-based refinement. The model first applies STL and FFT to extract trend, seasonal, and denoised residual components, effectively filtering out high-frequency noise. The filtered residuals are then fed into a stacked LSTM to capture long-term dependencies, followed by a multi-head attention mechanism that dynamically focuses on key time steps. Experiments conducted on real-world urban air quality datasets demonstrate that FALNet consistently outperforms conventional models across standard metrics such as MAE, RMSE, and \(R^2\) . The model shows strong adaptability in capturing sharp fluctuations during pollution peaks and non-stationary conditions. These results validate the effectiveness and generalizability of FALNet for real-time air pollution prediction, environmental risk assessment, and decision-making support.
2025-03-31 CITRAS: Covariate-Informed Transformer for Time Series Forecasting Yosuke Yamaguchi, Issei Suemitsu, Wenpeng Wei et.al. 2503.24007
Abstract (click to expand)Covariates play an indispensable role in practical time series forecasting, offering rich context from the past and sometimes extending into the future. However, their availability varies depending on the scenario, and situations often involve multiple target variables simultaneously. Moreover, the cross-variate dependencies between them are multi-granular, with some covariates having a short-term impact on target variables and others showing long-term correlations. This heterogeneity and the intricate dependencies arising in covariate-informed forecasting present significant challenges to existing deep models. To address these issues, we propose CITRAS, a patch-based Transformer that flexibly leverages multiple targets and covariates covering both the past and the future forecasting horizon. While preserving the strong autoregressive capabilities of the canonical Transformer, CITRAS introduces two novel mechanisms in patch-wise cross-variate attention: Key-Value (KV) Shift and Attention Score Smoothing. KV Shift seamlessly incorporates future known covariates into the forecasting of target variables based on their concurrent dependencies. Additionally, Attention Score Smoothing transforms locally accurate patch-wise cross-variate dependencies into global variate-level dependencies by smoothing the past series of attention scores. Experimentally, CITRAS achieves state-of-the-art performance in both covariate-informed and multivariate forecasting, demonstrating its versatile ability to leverage cross-variate dependency for improved forecasting accuracy.
2025-04-01 Time-Series Forecasting via Topological Information Supervised Framework with Efficient Topological Feature Learning ZiXin Lin, Nur Fariha Syaqina Zulkepli et.al. 2503.23757 The experiments are incomplete
Abstract (click to expand)Topological Data Analysis (TDA) has emerged as a powerful tool for extracting meaningful features from complex data structures, driving significant advancements in fields such as neuroscience, biology, machine learning, and financial modeling. Despite its success, the integration of TDA with time-series prediction remains underexplored due to three primary challenges: the limited utilization of temporal dependencies within topological features, computational bottlenecks associated with persistent homology, and the deterministic nature of TDA pipelines restricting generalized feature learning. This study addresses these challenges by proposing the Topological Information Supervised (TIS) Prediction framework, which leverages neural networks and Conditional Generative Adversarial Networks (CGANs) to generate synthetic topological features, preserving their distribution while significantly reducing computational time. We propose a novel training strategy that integrates topological consistency loss to improve the predictive accuracy of deep learning models. Specifically, we introduce two state-of-the-art models, TIS-BiGRU and TIS-Informer, designed to capture short-term and long-term temporal dependencies, respectively. Comparative experimental results demonstrate the superior performance of TIS models over conventional predictors, validating the effectiveness of integrating topological information. This work not only advances TDA-based time-series prediction but also opens new avenues for utilizing topological features in deep learning architectures.
2025-03-30 Simple Feedfoward Neural Networks are Almost All You Need for Time Series Forecasting Fan-Keng Sun, Yu-Cheng Wu, Duane S. Boning et.al. 2503.23621
Abstract (click to expand)Time series data are everywhere -- from finance to healthcare -- and each domain brings its own unique complexities and structures. While advanced models like Transformers and graph neural networks (GNNs) have gained popularity in time series forecasting, largely due to their success in tasks like language modeling, their added complexity is not always necessary. In our work, we show that simple feedforward neural networks (SFNNs) can achieve performance on par with, or even exceeding, these state-of-the-art models, while being simpler, smaller, faster, and more robust. Our analysis indicates that, in many cases, univariate SFNNs are sufficient, implying that modeling interactions between multiple series may offer only marginal benefits. Even when inter-series relationships are strong, a basic multivariate SFNN still delivers competitive results. We also examine some key design choices and offer guidelines on making informed decisions. Additionally, we critique existing benchmarking practices and propose an improved evaluation protocol. Although SFNNs may not be optimal for every situation (hence the ``almost'' in our title) they serve as a strong baseline that future time series forecasting methods should always be compared against.
2025-03-28 Density-valued time series: Nonparametric density-on-density regression Frédéric Ferraty, Han Lin Shang et.al. 2503.22904 35 pages, 10 figures, 2 tables
Abstract (click to expand)This paper is concerned with forecasting probability density functions. Density functions are nonnegative and have a constrained integral; they thus do not constitute a vector space. Implementing unconstrained functional time-series forecasting methods is problematic for such nonlinear and constrained data. A novel forecasting method is developed based on a nonparametric function-on-function regression, where both the response and the predictor are probability density functions. Through a series of Monte-Carlo simulation studies, we evaluate the finite-sample performance of our nonparametric regression estimator. Using French departmental COVID19 data and age-specific period life tables in the United States, we assess and compare finite-sample forecast accuracy between the proposed and several existing methods.
2025-03-27 LeForecast: Enterprise Hybrid Forecast by Time Series Intelligence Zheng Tan, Yiwen Nie, Wenfa Wu et.al. 2503.22747
Abstract (click to expand)Demand is spiking in industrial fields for multidisciplinary forecasting, where a broad spectrum of sectors needs planning and forecasts to streamline intelligent business management, such as demand forecasting, product planning, inventory optimization, etc. Specifically, these tasks expecting intelligent approaches to learn from sequentially collected historical data and then foresee most possible trend, i.e. time series forecasting. Challenge of it lies in interpreting complex business contexts and the efficiency and generalisation of modelling. With aspirations of pre-trained foundational models for such purpose, given their remarkable success of large foundation model across legions of tasks, we disseminate \leforecast{}, an enterprise intelligence platform tailored for time series tasks. It integrates advanced interpretations of time series data and multi-source information, and a three-pillar modelling engine combining a large foundation model (Le-TSFM), multimodal model and hybrid model to derive insights, predict or infer futures, and then drive optimisation across multiple sectors in enterprise operations. The framework is composed by a model pool, model profiling module, and two different fusion approaches regarding original model architectures. Experimental results verify the efficiency of our trail fusion concepts: router-based fusion network and coordination of large and small models, resulting in high costs for redundant development and maintenance of models. This work reviews deployment of LeForecast and its performance in three industrial use cases. Our comprehensive experiments indicate that LeForecast is a profound and practical platform for efficient and competitive performance. And we do hope that this work can enlighten the research and grounding of time series techniques in accelerating enterprise.
2025-03-26 Adaptive State-Space Mamba for Real-Time Sensor Data Anomaly Detection Alice Zhang, Chao Li et.al. 2503.22743
Abstract (click to expand)State-space modeling has emerged as a powerful paradigm for sequence analysis in various tasks such as natural language processing, time-series forecasting, and signal processing. In this work, we propose an \emph{Adaptive State-Space Mamba} (\textbf{ASSM}) framework for real-time sensor data anomaly detection. While state-space models have been previously employed for image processing applications (e.g., style transfer \cite{wang2024stylemamba}), our approach leverages the core idea of sequential hidden states to tackle a significantly different domain: detecting anomalies on streaming sensor data. In particular, we introduce an adaptive gating mechanism that dynamically modulates the hidden state update based on contextual and learned statistical cues. This design ensures that our model remains computationally efficient and scalable, even under rapid data arrival rates. Extensive experiments on real-world and synthetic sensor datasets demonstrate that our method achieves superior detection performance compared to existing baselines. Our approach is easily extensible to other time-series tasks that demand rapid and reliable detection capabilities.
2025-03-28 Long-Term Electricity Demand Prediction Using Non-negative Tensor Factorization and Genetic Algorithm-Driven Temporal Modeling Toma Masaki, Kanta Tachibana et.al. 2503.22132 17 pages, 9 figures, 10 tables
Abstract (click to expand)This study proposes a novel framework for long-term electricity demand prediction based solely on historical consumption data, without relying on external variables such as temperature or economic indicators. The method combines Non-negative Tensor Factorization (NTF) to extract low-dimensional temporal features from multi-way electricity usage data, with a Genetic Algorithm that optimizes the hyperparameters of time series models applied to the latent annual factors. We model the dataset as a third-order tensor spanning electric utilities, industrial sectors, and years, and apply canonical polyadic decomposition under non-negativity constraints. The annual component is forecasted using autoregressive models, with hyperparameter tuning guided by the prediction error or reconstruction accuracy on a validation set. Comparative experiments using real-world electricity data from Japan demonstrate that the proposed method achieves lower mean squared error than baseline approaches without tensor decomposition or evolutionary optimization. Moreover, we find that reducing the model's degrees of freedom via tensor decomposition improves generalization performance, and that initialization sensitivity in NTF can be mitigated through multiple runs or ensemble strategies. These findings suggest that the proposed framework offers an interpretable, flexible, and scalable approach to long-term electricity demand prediction and can be extended to other structured time series forecasting tasks.
2025-03-27 Dual-Splitting Conformal Prediction for Multi-Step Time Series Forecasting Qingdi Yu, Zhiwei Cao, Ruihang Wang et.al. 2503.21251 28 pages, 13 figures, 3 tables. Submitted to Applied Soft Computing. With Editor This is the first public release of the work
Abstract (click to expand)Time series forecasting is crucial for applications like resource scheduling and risk management, where multi-step predictions provide a comprehensive view of future trends. Uncertainty Quantification (UQ) is a mainstream approach for addressing forecasting uncertainties, with Conformal Prediction (CP) gaining attention due to its model-agnostic nature and statistical guarantees. However, most variants of CP are designed for single-step predictions and face challenges in multi-step scenarios, such as reliance on real-time data and limited scalability. This highlights the need for CP methods specifically tailored to multi-step forecasting. We propose the Dual-Splitting Conformal Prediction (DSCP) method, a novel CP approach designed to capture inherent dependencies within time-series data for multi-step forecasting. Experimental results on real-world datasets from four different domains demonstrate that the proposed DSCP significantly outperforms existing CP variants in terms of the Winkler Score, achieving a performance improvement of up to 23.59% compared to state-of-the-art methods. Furthermore, we deployed the DSCP approach for renewable energy generation and IT load forecasting in power management of a real-world trajectory-based application, achieving an 11.25% reduction in carbon emissions through predictive optimization of data center operations and controls.
2025-03-26 TS-Inverse: A Gradient Inversion Attack Tailored for Federated Time Series Forecasting Models Caspar Meijer, Jiyue Huang, Shreshtha Sharma et.al. 2503.20952 link
Abstract (click to expand)Federated learning (FL) for time series forecasting (TSF) enables clients with privacy-sensitive time series (TS) data to collaboratively learn accurate forecasting models, for example, in energy load prediction. Unfortunately, privacy risks in FL persist, as servers can potentially reconstruct clients' training data through gradient inversion attacks (GIA). Although GIA is demonstrated for image classification tasks, little is known about time series regression tasks. In this paper, we first conduct an extensive empirical study on inverting TS data across 4 TSF models and 4 datasets, identifying the unique challenges of reconstructing both observations and targets of TS data. We then propose TS-Inverse, a novel GIA that improves the inversion of TS data by (i) learning a gradient inversion model that outputs quantile predictions, (ii) a unique loss function that incorporates periodicity and trend regularization, and (iii) regularization according to the quantile predictions. Our evaluations demonstrate a remarkable performance of TS-Inverse, achieving at least a 2x-10x improvement in terms of the sMAPE metric over existing GIA methods on TS data. Code repository: https://github.com/Capsar/ts-inverse
2025-03-26 Addressing Challenges in Time Series Forecasting: A Comprehensive Comparison of Machine Learning Techniques Seyedeh Azadeh Fallah Mortezanejad, Ruochen Wang et.al. 2503.20148
Abstract (click to expand)The explosion of Time Series (TS) data, driven by advancements in technology, necessitates sophisticated analytical methods. Modern management systems increasingly rely on analyzing this data, highlighting the importance of effcient processing techniques. State-of-the-art Machine Learning (ML) approaches for TS analysis and forecasting are becoming prevalent. This paper briefly describes and compiles suitable algorithms for TS regression task. We compare these algorithms against each other and the classic ARIMA method using diverse datasets: complete data, data with outliers, and data with missing values. The focus is on forecasting accuracy, particularly for long-term predictions. This research aids in selecting the most appropriate algorithm based on forecasting needs and data characteristics.
2025-03-25 Towards Reliable Time Series Forecasting under Future Uncertainty: Ambiguity and Novelty Rejection Mechanisms Ninghui Feng, Songning Lai, Xin Zhou et.al. 2503.19656
Abstract (click to expand)In real-world time series forecasting, uncertainty and lack of reliable evaluation pose significant challenges. Notably, forecasting errors often arise from underfitting in-distribution data and failing to handle out-of-distribution inputs. To enhance model reliability, we introduce a dual rejection mechanism combining ambiguity and novelty rejection. Ambiguity rejection, using prediction error variance, allows the model to abstain under low confidence, assessed through historical error variance analysis without future ground truth. Novelty rejection, employing Variational Autoencoders and Mahalanobis distance, detects deviations from training data. This dual approach improves forecasting reliability in dynamic environments by reducing errors and adapting to data changes, advancing reliability in complex scenarios.
2025-03-22 A Survey on Structured State Space Sequence (S4) Models Shriyank Somvanshi, Md Monzurul Islam, Mahmuda Sultana Mimi et.al. 2503.18970 30 pages, 8 figures, 3 tables
Abstract (click to expand)Recent advancements in sequence modeling have led to the emergence of Structured State Space Models (SSMs) as an efficient alternative to Recurrent Neural Networks (RNNs) and Transformers, addressing challenges in long-range dependency modeling and computational efficiency. While RNNs suffer from vanishing gradients and sequential inefficiencies, and Transformers face quadratic complexity, SSMs leverage structured recurrence and state-space representations to achieve superior long-sequence processing with linear or near-linear complexity. This survey provides a comprehensive review of SSMs, tracing their evolution from the foundational S4 model to its successors like Mamba, Simplified Structured State Space Sequence Model (S5), and Jamba, highlighting their improvements in computational efficiency, memory optimization, and inference speed. By comparing SSMs with traditional sequence models across domains such as natural language processing (NLP), speech recognition, vision, and time-series forecasting, we demonstrate their advantages in handling long-range dependencies while reducing computational overhead. Despite their potential, challenges remain in areas such as training optimization, hybrid modeling, and interpretability. This survey serves as a structured guide for researchers and practitioners, detailing the advancements, trade-offs, and future directions of SSM-based architectures in AI and deep learning.
2025-03-24 Efficient Transformed Gaussian Process State-Space Models for Non-Stationary High-Dimensional Dynamical Systems Zhidi Lin, Ying Li, Feng Yin et.al. 2503.18309 13 pages, 6 figures
Abstract (click to expand)Gaussian process state-space models (GPSSMs) have emerged as a powerful framework for modeling dynamical systems, offering interpretable uncertainty quantification and inherent regularization. However, existing GPSSMs face significant challenges in handling high-dimensional, non-stationary systems due to computational inefficiencies, limited scalability, and restrictive stationarity assumptions. In this paper, we propose an efficient transformed Gaussian process state-space model (ETGPSSM) to address these limitations. Our approach leverages a single shared Gaussian process (GP) combined with normalizing flows and Bayesian neural networks, enabling efficient modeling of complex, high-dimensional state transitions while preserving scalability. To address the lack of closed-form expressions for the implicit process in the transformed GP, we follow its generative process and introduce an efficient variational inference algorithm, aided by the ensemble Kalman filter (EnKF), to enable computationally tractable learning and inference. Extensive empirical evaluations on synthetic and real-world datasets demonstrate the superior performance of our ETGPSSM in system dynamics learning, high-dimensional state estimation, and time-series forecasting, outperforming existing GPSSMs and neural network-based methods in both accuracy and computational efficiency.
2025-03-22 Renewable Energy Transition in South America: Predictive Analysis of Generation Capacity by 2050 Triveni Magadum, Sanjana Murgod, Kartik Garg et.al. 2503.17771 13 pages, 5 figures
Abstract (click to expand)In this research, renewable energy expansion in South America up to 2050 is predicted based on machine learning models that are trained on past energy data. The research employs gradient boosting regression and Prophet time series forecasting to make predictions of future generation capacities for solar, wind, hydroelectric, geothermal, biomass, and other renewable sources in South American nations. Model output analysis indicates staggering future expansion in the generation of renewable energy, with solar and wind energy registering the highest expansion rates. Geospatial visualization methods were applied to illustrate regional disparities in the utilization of renewable energy. The results forecast South America to record nearly 3-fold growth in the generation of renewable energy by the year 2050, with Brazil and Chile spearheading regional development. Such projections help design energy policy, investment strategy, and climate change mitigation throughout the region, in helping the developing economies to transition to sustainable energy.
2025-03-22 Sentinel: Multi-Patch Transformer with Temporal and Channel Attention for Time Series Forecasting Davide Villaboni, Alberto Castellini, Ivan Luciano Danesi et.al. 2503.17658
Abstract (click to expand)Transformer-based time series forecasting has recently gained strong interest due to the ability of transformers to model sequential data. Most of the state-of-the-art architectures exploit either temporal or inter-channel dependencies, limiting their effectiveness in multivariate time-series forecasting where both types of dependencies are crucial. We propose Sentinel, a full transformer-based architecture composed of an encoder able to extract contextual information from the channel dimension, and a decoder designed to capture causal relations and dependencies across the temporal dimension. Additionally, we introduce a multi-patch attention mechanism, which leverages the patching process to structure the input sequence in a way that can be naturally integrated into the transformer architecture, replacing the multi-head splitting process. Extensive experiments on standard benchmarks demonstrate that Sentinel, because of its ability to "monitor" both the temporal and the inter-channel dimension, achieves better or comparable performance with respect to state-of-the-art approaches.
2025-03-21 CausalRivers -- Scaling up benchmarking of causal discovery for real-world time-series Gideon Stein, Maha Shadaydeh, Jan Blunk et.al. 2503.17452 10 pages, 8 figures, ICLR2025 main track
Abstract (click to expand)Causal discovery, or identifying causal relationships from observational data, is a notoriously challenging task, with numerous methods proposed to tackle it. Despite this, in-the-wild evaluation of these methods is still lacking, as works frequently rely on synthetic data evaluation and sparse real-world examples under critical theoretical assumptions. Real-world causal structures, however, are often complex, making it hard to decide on a proper causal discovery strategy. To bridge this gap, we introduce CausalRivers, the largest in-the-wild causal discovery benchmarking kit for time-series data to date. CausalRivers features an extensive dataset on river discharge that covers the eastern German territory (666 measurement stations) and the state of Bavaria (494 measurement stations). It spans the years 2019 to 2023 with a 15-minute temporal resolution. Further, we provide additional data from a flood around the Elbe River, as an event with a pronounced distributional shift. Leveraging multiple sources of information and time-series meta-data, we constructed two distinct causal ground truth graphs (Bavaria and eastern Germany). These graphs can be sampled to generate thousands of subgraphs to benchmark causal discovery across diverse and challenging settings. To demonstrate the utility of CausalRivers, we evaluate several causal discovery approaches through a set of experiments to identify areas for improvement. CausalRivers has the potential to facilitate robust evaluations and comparisons of causal discovery methods. Besides this primary purpose, we also expect that this dataset will be relevant for connected areas of research, such as time-series forecasting and anomaly detection. Based on this, we hope to push benchmark-driven method development that fosters advanced techniques for causal discovery, as is the case for many other areas of machine learning.
2025-03-24 DiTEC-WDN: A Large-Scale Dataset of Hydraulic Scenarios across Multiple Water Distribution Networks Huy Truong, Andrés Tello, Alexander Lazovik et.al. 2503.17167 link Submitted to Nature Scientific Data. Huy Truong and Andr\'es Tello contributed equally to this work. For the dataset, see https://huggingface.co/datasets/rugds/ditec-wdn
Abstract (click to expand)Privacy restrictions hinder the sharing of real-world Water Distribution Network (WDN) models, limiting the application of emerging data-driven machine learning, which typically requires extensive observations. To address this challenge, we propose the dataset DiTEC-WDN that comprises 36,000 unique scenarios simulated over either short-term (24 hours) or long-term (1 year) periods. We constructed this dataset using an automated pipeline that optimizes crucial parameters (e.g., pressure, flow rate, and demand patterns), facilitates large-scale simulations, and records discrete, synthetic but hydraulically realistic states under standard conditions via rule validation and post-hoc analysis. With a total of 228 million generated graph-based states, DiTEC-WDN can support a variety of machine-learning tasks, including graph-level, node-level, and link-level regression, as well as time-series forecasting. This contribution, released under a public license, encourages open scientific research in the critical water sector, eliminates the risk of exposing sensitive data, and fulfills the need for a large-scale water distribution network benchmark for study comparisons and scenario analysis.
2025-03-21 MTBench: A Multimodal Time Series Benchmark for Temporal Reasoning and Question Answering Jialin Chen, Aosong Feng, Ziyu Zhao et.al. 2503.16858 link 14 pages
Abstract (click to expand)Understanding the relationship between textual news and time-series evolution is a critical yet under-explored challenge in applied data science. While multimodal learning has gained traction, existing multimodal time-series datasets fall short in evaluating cross-modal reasoning and complex question answering, which are essential for capturing complex interactions between narrative information and temporal patterns. To bridge this gap, we introduce Multimodal Time Series Benchmark (MTBench), a large-scale benchmark designed to evaluate large language models (LLMs) on time series and text understanding across financial and weather domains. MTbench comprises paired time series and textual data, including financial news with corresponding stock price movements and weather reports aligned with historical temperature records. Unlike existing benchmarks that focus on isolated modalities, MTbench provides a comprehensive testbed for models to jointly reason over structured numerical trends and unstructured textual narratives. The richness of MTbench enables formulation of diverse tasks that require a deep understanding of both text and time-series data, including time-series forecasting, semantic and technical trend analysis, and news-driven question answering (QA). These tasks target the model's ability to capture temporal dependencies, extract key insights from textual context, and integrate cross-modal information. We evaluate state-of-the-art LLMs on MTbench, analyzing their effectiveness in modeling the complex relationships between news narratives and temporal patterns. Our findings reveal significant challenges in current models, including difficulties in capturing long-term dependencies, interpreting causality in financial and weather trends, and effectively fusing multimodal information.
2025-03-19 HQNN-FSP: A Hybrid Classical-Quantum Neural Network for Regression-Based Financial Stock Market Prediction Prashant Kumar Choudhary, Nouhaila Innan, Muhammad Shafique et.al. 2503.15403 11 pages and 11 figures
Abstract (click to expand)Financial time-series forecasting remains a challenging task due to complex temporal dependencies and market fluctuations. This study explores the potential of hybrid quantum-classical approaches to assist in financial trend prediction by leveraging quantum resources for improved feature representation and learning. A custom Quantum Neural Network (QNN) regressor is introduced, designed with a novel ansatz tailored for financial applications. Two hybrid optimization strategies are proposed: (1) a sequential approach where classical recurrent models (RNN/LSTM) extract temporal dependencies before quantum processing, and (2) a joint learning framework that optimizes classical and quantum parameters simultaneously. Systematic evaluation using TimeSeriesSplit, k-fold cross-validation, and predictive error analysis highlights the ability of these hybrid models to integrate quantum computing into financial forecasting workflows. The findings demonstrate how quantum-assisted learning can contribute to financial modeling, offering insights into the practical role of quantum resources in time-series analysis.
2025-03-19 Diffusion-Based Forecasting for Uncertainty-Aware Model Predictive Control Stelios Zarifis, Ioannis Kordonis, Petros Maragos et.al. 2503.15095 5 pages, 3 figures, 3 tables. This version is submitted to the 33rd European Signal Processing Conference (EUSIPCO 2025), to be held in Isola delle Femmine - Palermo - Italy, on September 8-12, 2025
Abstract (click to expand)We propose Diffusion-Informed Model Predictive Control (D-I MPC), a generic framework for uncertainty-aware prediction and decision-making in partially observable stochastic systems by integrating diffusion-based time series forecasting models in Model Predictive Control algorithms. In our approach, a diffusion-based time series forecasting model is used to probabilistically estimate the evolution of the system's stochastic components. These forecasts are then incorporated into MPC algorithms to estimate future trajectories and optimize action selection under the uncertainty of the future. We evaluate the framework on the task of energy arbitrage, where a Battery Energy Storage System participates in the day-ahead electricity market of the New York state. Experimental results indicate that our model-based approach with a diffusion-based forecaster significantly outperforms both implementations with classical forecasting methods and model-free reinforcement learning baselines.
2025-03-18 Theoretical Foundation of Flow-Based Time Series Generation: Provable Approximation, Generalization, and Efficiency Jiangxuan Long, Zhao Song, Chiwun Yang et.al. 2503.14076 33 pages
Abstract (click to expand)Recent studies suggest utilizing generative models instead of traditional auto-regressive algorithms for time series forecasting (TSF) tasks. These non-auto-regressive approaches involving different generative methods, including GAN, Diffusion, and Flow Matching for time series, have empirically demonstrated high-quality generation capability and accuracy. However, we still lack an appropriate understanding of how it processes approximation and generalization. This paper presents the first theoretical framework from the perspective of flow-based generative models to relieve the knowledge of limitations. In particular, we provide our insights with strict guarantees from three perspectives: \(\textbf{Approximation}\), \(\textbf{Generalization}\) and \(\textbf{Efficiency}\). In detail, our analysis achieves the contributions as follows: \(\bullet\) By assuming a general data model, the fitting of the flow-based generative models is confirmed to converge to arbitrary error under the universal approximation of Diffusion Transformer (DiT). \(\bullet\) Introducing a polynomial-based regularization for flow matching, the generalization error thus be bounded since the generalization of polynomial approximation. \(\bullet\) The sampling for generation is considered as an optimization process, we demonstrate its fast convergence with updating standard first-order gradient descent of some objective.
2025-03-17 Augmented Invertible Koopman Autoencoder for long-term time series forecasting Anthony Frion, Lucas Drumetz, Mauro Dalla Mura et.al. 2503.12930 link
Abstract (click to expand)Following the introduction of Dynamic Mode Decomposition and its numerous extensions, many neural autoencoder-based implementations of the Koopman operator have recently been proposed. This class of methods appears to be of interest for modeling dynamical systems, either through direct long-term prediction of the evolution of the state or as a powerful embedding for downstream methods. In particular, a recent line of work has developed invertible Koopman autoencoders (IKAEs), which provide an exact reconstruction of the input state thanks to their analytically invertible encoder, based on coupling layer normalizing flow models. We identify that the conservation of the dimension imposed by the normalizing flows is a limitation for the IKAE models, and thus we propose to augment the latent state with a second, non-invertible encoder network. This results in our new model: the Augmented Invertible Koopman AutoEncoder (AIKAE). We demonstrate the relevance of the AIKAE through a series of long-term time series forecasting experiments, on satellite image time series as well as on a benchmark involving predictions based on a large lookback window of observations.
2025-03-18 Epidemic Forecasting with a Hybrid Deep Learning Method Using CNN-LSTM With WOA-GWO Parameter Optimization: Global COVID-19 Case Study Mousa Alizadeh, Mohammad Hossein Samaei, Azam Seilsepour et.al. 2503.12813
Abstract (click to expand)Effective epidemic modeling is essential for managing public health crises, requiring robust methods to predict disease spread and optimize resource allocation. This study introduces a novel deep learning framework that advances time series forecasting for infectious diseases, with its application to COVID 19 data as a critical case study. Our hybrid approach integrates Convolutional Neural Networks (CNNs) and Long Short Term Memory (LSTM) models to capture spatial and temporal dynamics of disease transmission across diverse regions. The CNN extracts spatial features from raw epidemiological data, while the LSTM models temporal patterns, yielding precise and adaptable predictions. To maximize performance, we employ a hybrid optimization strategy combining the Whale Optimization Algorithm (WOA) and Gray Wolf Optimization (GWO) to fine tune hyperparameters, such as learning rates, batch sizes, and training epochs enhancing model efficiency and accuracy. Applied to COVID 19 case data from 24 countries across six continents, our method outperforms established benchmarks, including ARIMA and standalone LSTM models, with statistically significant gains in predictive accuracy (e.g., reduced RMSE). This framework demonstrates its potential as a versatile method for forecasting epidemic trends, offering insights for resource planning and decision making in both historical contexts, like the COVID 19 pandemic, and future outbreaks.
2025-03-15 ChronosX: Adapting Pretrained Time Series Models with Exogenous Variables Sebastian Pineda Arango, Pedro Mercado, Shubham Kapoor et.al. 2503.12107 Accepted at the 28th International Conference on Artificial Intelligence and Statistics (AISTATS), 2025
Abstract (click to expand)Covariates provide valuable information on external factors that influence time series and are critical in many real-world time series forecasting tasks. For example, in retail, covariates may indicate promotions or peak dates such as holiday seasons that heavily influence demand forecasts. Recent advances in pretraining large language model architectures for time series forecasting have led to highly accurate forecasters. However, the majority of these models do not readily use covariates as they are often specific to a certain task or domain. This paper introduces a new method to incorporate covariates into pretrained time series forecasting models. Our proposed approach incorporates covariate information into pretrained forecasting models through modular blocks that inject past and future covariate information, without necessarily modifying the pretrained model in consideration. In order to evaluate our approach, we introduce a benchmark composed of 32 different synthetic datasets with varying dynamics to evaluate the effectivity of forecasting models with covariates. Extensive evaluations on both synthetic and real datasets show that our approach effectively incorporates covariate information into pretrained models, outperforming existing baselines.
2025-03-14 Hierarchical Information-Guided Spatio-Temporal Mamba for Stock Time Series Forecasting Wenbo Yan, Shurui Wang, Ying Tan et.al. 2503.11387
Abstract (click to expand)Mamba has demonstrated excellent performance in various time series forecasting tasks due to its superior selection mechanism. Nevertheless, conventional Mamba-based models encounter significant challenges in accurately predicting stock time series, as they fail to adequately capture both the overarching market dynamics and the intricate interdependencies among individual stocks. To overcome these constraints, we introduce the Hierarchical Information-Guided Spatio-Temporal Mamba (HIGSTM) framework. HIGSTM introduces Index-Guided Frequency Filtering Decomposition to extract commonality and specificity from time series. The model architecture features a meticulously designed hierarchical framework that systematically captures both temporal dynamic patterns and global static relationships within the stock market. Furthermore, we propose an Information-Guided Mamba that integrates macro informations into the sequence selection process, thereby facilitating more market-conscious decision-making. Comprehensive experimental evaluations conducted on the CSI500, CSI800 and CSI1000 datasets demonstrate that HIGSTM achieves state-of-the-art performance.
2025-03-13 Mamba time series forecasting with uncertainty propagation Pedro Pessoa, Paul Campitelli, Douglas P. Shepherd et.al. 2503.10873 link
Abstract (click to expand)State space models, such as Mamba, have recently garnered attention in time series forecasting due to their ability to capture sequence patterns. However, in electricity consumption benchmarks, Mamba forecasts exhibit a mean error of approximately 8\%. Similarly, in traffic occupancy benchmarks, the mean error reaches 18\%. This discrepancy leaves us to wonder whether the prediction is simply inaccurate or falls within error given spread in historical data. To address this limitation, we propose a method to quantify the predictive uncertainty of Mamba forecasts. Here, we propose a dual-network framework based on the Mamba architecture for probabilistic forecasting, where one network generates point forecasts while the other estimates predictive uncertainty by modeling variance. We abbreviate our tool, Mamba with probabilistic time series forecasting, as Mamba-ProbTSF and the code for its implementation is available on GitHub (https://github.com/PessoaP/Mamba-ProbTSF). Evaluating this approach on synthetic and real-world benchmark datasets, we find Kullback-Leibler divergence between the learned distributions and the data--which, in the limit of infinite data, should converge to zero if the model correctly captures the underlying probability distribution--reduced to the order of \(10^{-3}\) for synthetic data and \(10^{-1}\) for real-world benchmark, demonstrating its effectiveness. We find that in both the electricity consumption and traffic occupancy benchmark, the true trajectory stays within the predicted uncertainty interval at the two-sigma level about 95\% of the time. We end with a consideration of potential limitations, adjustments to improve performance, and considerations for applying this framework to processes for purely or largely stochastic dynamics where the stochastic changes accumulate, as observed for example in pure Brownian motion or molecular dynamics trajectories.
2025-03-13 Towards Efficient Large Scale Spatial-Temporal Time Series Forecasting via Improved Inverted Transformers Jiarui Sun, Chin-Chia Michael Yeh, Yujie Fan et.al. 2503.10858 10 pages
Abstract (click to expand)Time series forecasting at scale presents significant challenges for modern prediction systems, particularly when dealing with large sets of synchronized series, such as in a global payment network. In such systems, three key challenges must be overcome for accurate and scalable predictions: 1) emergence of new entities, 2) disappearance of existing entities, and 3) the large number of entities present in the data. The recently proposed Inverted Transformer (iTransformer) architecture has shown promising results by effectively handling variable entities. However, its practical application in large-scale settings is limited by quadratic time and space complexity ( \(O(N^2)\)) with respect to the number of entities \(N\). In this paper, we introduce EiFormer, an improved inverted transformer architecture that maintains the adaptive capabilities of iTransformer while reducing computational complexity to linear scale (\(O(N)\) ). Our key innovation lies in restructuring the attention mechanism to eliminate redundant computations without sacrificing model expressiveness. Additionally, we incorporate a random projection mechanism that not only enhances efficiency but also improves prediction accuracy through better feature representation. Extensive experiments on the public LargeST benchmark dataset and a proprietary large-scale time series dataset demonstrate that EiFormer significantly outperforms existing methods in both computational efficiency and forecasting accuracy. Our approach enables practical deployment of transformer-based forecasting in industrial applications where handling time series at scale is essential.
2025-03-13 Deep Learning for Time Series Forecasting: A Survey Xiangjie Kong, Zhenghao Chen, Weiyao Liu et.al. 2503.10198
Abstract (click to expand)Time series forecasting (TSF) has long been a crucial task in both industry and daily life. Most classical statistical models may have certain limitations when applied to practical scenarios in fields such as energy, healthcare, traffic, meteorology, and economics, especially when high accuracy is required. With the continuous development of deep learning, numerous new models have emerged in the field of time series forecasting in recent years. However, existing surveys have not provided a unified summary of the wide range of model architectures in this field, nor have they given detailed summaries of works in feature extraction and datasets. To address this gap, in this review, we comprehensively study the previous works and summarize the general paradigms of Deep Time Series Forecasting (DTSF) in terms of model architectures. Besides, we take an innovative approach by focusing on the composition of time series and systematically explain important feature extraction methods. Additionally, we provide an overall compilation of datasets from various domains in existing works. Finally, we systematically emphasize the significant challenges faced and future research directions in this field.
2025-03-12 Minimal Time Series Transformer Joni-Kristian Kämäräinen et.al. 2503.09791 link 8 pages, 8 figures
Abstract (click to expand)Transformer is the state-of-the-art model for many natural language processing, computer vision, and audio analysis problems. Transformer effectively combines information from the past input and output samples in auto-regressive manner so that each sample becomes aware of all inputs and outputs. In sequence-to-sequence (Seq2Seq) modeling, the transformer processed samples become effective in predicting the next output. Time series forecasting is a Seq2Seq problem. The original architecture is defined for discrete input and output sequence tokens, but to adopt it for time series, the model must be adapted for continuous data. This work introduces minimal adaptations to make the original transformer architecture suitable for continuous value time series data.
2025-03-12 LLM-PS: Empowering Large Language Models for Time Series Forecasting with Temporal Patterns and Semantics Jialiang Tang, Shuo Chen, Chen Gong et.al. 2503.09656
Abstract (click to expand)Time Series Forecasting (TSF) is critical in many real-world domains like financial planning and health monitoring. Recent studies have revealed that Large Language Models (LLMs), with their powerful in-contextual modeling capabilities, hold significant potential for TSF. However, existing LLM-based methods usually perform suboptimally because they neglect the inherent characteristics of time series data. Unlike the textual data used in LLM pre-training, the time series data is semantically sparse and comprises distinctive temporal patterns. To address this problem, we propose LLM-PS to empower the LLM for TSF by learning the fundamental \textit{Patterns} and meaningful \textit{Semantics} from time series data. Our LLM-PS incorporates a new multi-scale convolutional neural network adept at capturing both short-term fluctuations and long-term trends within the time series. Meanwhile, we introduce a time-to-text module for extracting valuable semantics across continuous time intervals rather than isolated time points. By integrating these patterns and semantics, LLM-PS effectively models temporal dependencies, enabling a deep comprehension of time series and delivering accurate forecasts. Intensive experimental results demonstrate that LLM-PS achieves state-of-the-art performance in both short- and long-term forecasting tasks, as well as in few- and zero-shot settings.
2025-03-15 Data Driven Decision Making with Time Series and Spatio-temporal Data Bin Yang, Yuxuan Liang, Chenjuan Guo et.al. 2503.08473 This paper is accepted by ICDE 2025
Abstract (click to expand)Time series data captures properties that change over time. Such data occurs widely, ranging from the scientific and medical domains to the industrial and environmental domains. When the properties in time series exhibit spatial variations, we often call the data spatio-temporal. As part of the continued digitalization of processes throughout society, increasingly large volumes of time series and spatio-temporal data are available. In this tutorial, we focus on data-driven decision making with such data, e.g., enabling greener and more efficient transportation based on traffic time series forecasting. The tutorial adopts the holistic paradigm of "data-governance-analytics-decision." We first introduce the data foundation of time series and spatio-temporal data, which is often heterogeneous. Next, we discuss data governance methods that aim to improve data quality. We then cover data analytics, focusing on five desired characteristics: automation, robustness, generality, explainability, and resource efficiency. We finally cover data-driven decision making strategies and briefly discuss promising research directions. We hope that the tutorial will serve as a primary resource for researchers and practitioners who are interested in value creation from time series and spatio-temporal data.
2025-03-11 MFRS: A Multi-Frequency Reference Series Approach to Scalable and Accurate Time-Series Forecasting Liang Yu, Lai Tu, Xiang Bai et.al. 2503.08328 link
Abstract (click to expand)Multivariate time-series forecasting holds immense value across diverse applications, requiring methods to effectively capture complex temporal and inter-variable dynamics. A key challenge lies in uncovering the intrinsic patterns that govern predictability, beyond conventional designs, focusing on network architectures to explore latent relationships or temporal dependencies. Inspired by signal decomposition, this paper posits that time series predictability is derived from periodic characteristics at different frequencies. Consequently, we propose a novel time series forecasting method based on multi-frequency reference series correlation analysis. Through spectral analysis on long-term training data, we identify dominant spectral components and their harmonics to design base-pattern reference series. Unlike signal decomposition, which represents the original series as a linear combination of basis signals, our method uses a transformer model to compute cross-attention between the original series and reference series, capturing essential features for forecasting. Experiments on major open and synthetic datasets show state-of-the-art performance. Furthermore, by focusing on attention with a small number of reference series rather than pairwise variable attention, our method ensures scalability and broad applicability. The source code is available at: https://github.com/yuliang555/MFRS
2025-03-11 LangTime: A Language-Guided Unified Model for Time Series Forecasting with Proximal Policy Optimization Wenzhe Niu, Zongxia Xie, Yanru Sun et.al. 2503.08271
Abstract (click to expand)Recent research has shown an increasing interest in utilizing pre-trained large language models (LLMs) for a variety of time series applications. However, there are three main challenges when using LLMs as foundational models for time series forecasting: (1) Cross-domain generalization. (2) Cross-modality alignment. (3) Error accumulation in autoregressive frameworks. To address these challenges, we proposed LangTime, a language-guided unified model for time series forecasting that incorporates cross-domain pre-training with reinforcement learning-based fine-tuning. Specifically, LangTime constructs Temporal Comprehension Prompts (TCPs), which include dataset-wise and channel-wise instructions, to facilitate domain adaptation and condense time series into a single token, enabling LLMs to understand better and align temporal data. To improve autoregressive forecasting, we introduce TimePPO, a reinforcement learning-based fine-tuning algorithm. TimePPO mitigates error accumulation by leveraging a multidimensional rewards function tailored for time series and a repeat-based value estimation strategy. Extensive experiments demonstrate that LangTime achieves state-of-the-art cross-domain forecasting performance, while TimePPO fine-tuning effectively enhances the stability and accuracy of autoregressive forecasting.
2025-03-06 TS-RAG: Retrieval-Augmented Generation based Time Series Foundation Models are Stronger Zero-Shot Forecaster Kanghui Ning, Zijie Pan, Yu Liu et.al. 2503.07649
Abstract (click to expand)Recently, Large Language Models (LLMs) and Foundation Models (FMs) have become prevalent for time series forecasting tasks. However, fine-tuning large language models (LLMs) for forecasting enables the adaptation to specific domains but may not generalize well across diverse, unseen datasets. Meanwhile, existing time series foundation models (TSFMs) lack inherent mechanisms for domain adaptation and suffer from limited interpretability, making them suboptimal for zero-shot forecasting. To this end, we present TS-RAG, a retrieval-augmented generation based time series forecasting framework that enhances the generalization capability and interpretability of TSFMs. Specifically, TS-RAG leverages pre-trained time series encoders to retrieve semantically relevant time series segments from a dedicated knowledge database, incorporating contextual patterns for the given time series query. Next, we develop a learnable Mixture-of-Experts (MoE)-based augmentation module, which dynamically fuses retrieved time series patterns with the TSFM's representation of the input query, improving forecasting accuracy without requiring task-specific fine-tuning. Thorough empirical studies on seven public benchmark datasets demonstrate that TS-RAG achieves state-of-the-art zero-shot forecasting performance, outperforming TSFMs by up to 6.51% across diverse domains and showcasing desired interpretability.
2025-03-10 FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models Yanlong Wang, Jian Xu, Tiantian Gao et.al. 2503.06928 ICLR 2025 Workshop Advances in Financial AI
Abstract (click to expand)Despite the growing attention to time series forecasting in recent years, many studies have proposed various solutions to address the challenges encountered in time series prediction, aiming to improve forecasting performance. However, effectively applying these time series forecasting models to the field of financial asset pricing remains a challenging issue. There is still a need for a bridge to connect cutting-edge time series forecasting models with financial asset pricing. To bridge this gap, we have undertaken the following efforts: 1) We constructed three datasets from the financial domain; 2) We selected over ten time series forecasting models from recent studies and validated their performance in financial time series; 3) We developed new metrics, msIC and msIR, in addition to MSE and MAE, to showcase the time series correlation captured by the models; 4) We designed financial-specific tasks for these three datasets and assessed the practical performance and application potential of these forecasting models in important financial problems. We hope the developed new evaluation suite, FinTSBridge, can provide valuable insights into the effectiveness and robustness of advanced forecasting models in finanical domains.
2025-03-10 Enhancing Time Series Forecasting via Logic-Inspired Regularization Jianqi Zhang, Jingyao Wang, Xingchen Shen et.al. 2503.06867
Abstract (click to expand)Time series forecasting (TSF) plays a crucial role in many applications. Transformer-based methods are one of the mainstream techniques for TSF. Existing methods treat all token dependencies equally. However, we find that the effectiveness of token dependencies varies across different forecasting scenarios, and existing methods ignore these differences, which affects their performance. This raises two issues: (1) What are effective token dependencies? (2) How can we learn effective dependencies? From a logical perspective, we align Transformer-based TSF methods with the logical framework and define effective token dependencies as those that ensure the tokens as atomic formulas (Issue 1). We then align the learning process of Transformer methods with the process of obtaining atomic formulas in logic, which inspires us to design a method for learning these effective dependencies (Issue 2). Specifically, we propose Attention Logic Regularization (Attn-L-Reg), a plug-and-play method that guides the model to use fewer but more effective dependencies by making the attention map sparse, thereby ensuring the tokens as atomic formulas and improving prediction performance. Extensive experiments and theoretical analysis confirm the effectiveness of Attn-L-Reg.
2025-03-08 A Novel Distributed PV Power Forecasting Approach Based on Time-LLM Huapeng Lin, Miao Yu et.al. 2503.06216 23 pages, 8 figures
Abstract (click to expand)Distributed photovoltaic (DPV) systems are essential for advancing renewable energy applications and achieving energy independence. Accurate DPV power forecasting can optimize power system planning and scheduling while significantly reducing energy loss, thus enhancing overall system efficiency and reliability. However, solar energy's intermittent nature and DPV systems' spatial distribution create significant forecasting challenges. Traditional methods often rely on costly external data, such as numerical weather prediction (NWP) and satellite images, which are difficult to scale for smaller DPV systems. To tackle this issue, this study has introduced an advanced large language model (LLM)-based time series forecasting framework Time-LLM to improve the DPV power forecasting accuracy and generalization ability. By reprogramming, the framework aligns historical power data with natural language modalities, facilitating efficient modeling of time-series data. Then Qwen2.5-3B model is integrated as the backbone LLM to process input data by leveraging its pattern recognition and inference abilities, achieving a balance between efficiency and performance. Finally, by using a flatten and linear projection layer, the LLM's high-dimensional output is transformed into the final forecasts. Experimental results indicate that Time-LLM outperforms leading recent advanced time series forecasting models, such as Transformer-based methods and MLP-based models, achieving superior accuracy in both short-term and long-term forecasting. Time-LLM also demonstrates exceptional adaptability in few-shot and zero-shot learning scenarios. To the best of the authors' knowledge, this study is the first attempt to explore the application of LLMs to DPV power forecasting, which can offer a scalable solution that eliminates reliance on costly external data sources and improve real-world forecasting accuracy.
2025-03-08 Fixing the Pitfalls of Probabilistic Time-Series Forecasting Evaluation by Kernel Quadrature Masaki Adachi, Masahiro Fujisawa, Michael A Osborne et.al. 2503.06079 11 pages, 6 figures
Abstract (click to expand)Despite the significance of probabilistic time-series forecasting models, their evaluation metrics often involve intractable integrations. The most widely used metric, the continuous ranked probability score (CRPS), is a strictly proper scoring function; however, its computation requires approximation. We found that popular CRPS estimators--specifically, the quantile-based estimator implemented in the widely used GluonTS library and the probability-weighted moment approximation--both exhibit inherent estimation biases. These biases lead to crude approximations, resulting in improper rankings of forecasting model performance when CRPS values are close. To address this issue, we introduced a kernel quadrature approach that leverages an unbiased CRPS estimator and employs cubature construction for scalable computation. Empirically, our approach consistently outperforms the two widely used CRPS estimators.
2025-03-07 TS-LIF: A Temporal Segment Spiking Neuron Network for Time Series Forecasting Shibo Feng, Wanjin Feng, Xingyu Gao et.al. 2503.05108
Abstract (click to expand)Spiking Neural Networks (SNNs) offer a promising, biologically inspired approach for processing spatiotemporal data, particularly for time series forecasting. However, conventional neuron models like the Leaky Integrate-and-Fire (LIF) struggle to capture long-term dependencies and effectively process multi-scale temporal dynamics. To overcome these limitations, we introduce the Temporal Segment Leaky Integrate-and-Fire (TS-LIF) model, featuring a novel dual-compartment architecture. The dendritic and somatic compartments specialize in capturing distinct frequency components, providing functional heterogeneity that enhances the neuron's ability to process both low- and high-frequency information. Furthermore, the newly introduced direct somatic current injection reduces information loss during intra-neuronal transmission, while dendritic spike generation improves multi-scale information extraction. We provide a theoretical stability analysis of the TS-LIF model and explain how each compartment contributes to distinct frequency response characteristics. Experimental results show that TS-LIF outperforms traditional SNNs in time series forecasting, demonstrating better accuracy and robustness, even with missing data. TS-LIF advances the application of SNNs in time-series forecasting, providing a biologically inspired approach that captures complex temporal dynamics and offers potential for practical implementation in diverse forecasting scenarios. The source code is available at https://github.com/kkking-kk/TS-LIF.
2025-03-06 Boltzmann convolutions and Welford mean-variance layers with an application to time series forecasting and classification Daniel Andrew Coulson, Martin T. Wells et.al. 2503.04956 40 pages, 7 figures, 11 tables
Abstract (click to expand)In this paper we propose a novel problem called the ForeClassing problem where the loss of a classification decision is only observed at a future time point after the classification decision has to be made. To solve this problem, we propose an approximately Bayesian deep neural network architecture called ForeClassNet for time series forecasting and classification. This network architecture forces the network to consider possible future realizations of the time series, by forecasting future time points and their likelihood of occurring, before making its final classification decision. To facilitate this, we introduce two novel neural network layers, Welford mean-variance layers and Boltzmann convolutional layers. Welford mean-variance layers allow networks to iteratively update their estimates of the mean and variance for the forecasted time points for each inputted time series to the network through successive forward passes, which the model can then consider in combination with a learned representation of the observed realizations of the time series for its classification decision. Boltzmann convolutional layers are linear combinations of approximately Bayesian convolutional layers with different filter lengths, allowing the model to learn multitemporal resolution representations of the input time series, and which resolutions to focus on within a given Boltzmann convolutional layer through a Boltzmann distribution. Through several simulation scenarios and two real world applications we demonstrate ForeClassNet achieves superior performance compared with current state of the art methods including a near 30% improvement in test set accuracy in our financial example compared to the second best performing model.
2025-03-06 Hedging with Sparse Reward Reinforcement Learning Yiheng Ding, Gangnan Yuan, Dewei Zuo et.al. 2503.04218
Abstract (click to expand)Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging models, constrained by assumptions such as continuous trading and zero transaction costs, fail to satisfy risk control requirements in complex and uncertain real-world markets. With advances in computing technology and deep learning, data-driven trading strategies are becoming increasingly prevalent. This thesis proposes a derivatives hedging framework integrating deep learning and reinforcement learning. The framework comprises a probabilistic forecasting model and a hedging agent, enabling market probability prediction, derivative pricing, and hedging. Specifically, we design a spatiotemporal attention-based probabilistic financial time series forecasting Transformer to address the scarcity of derivatives hedging data. A low-rank attention mechanism compresses high-dimensional assets into a low-dimensional latent space, capturing nonlinear asset relationships. The Transformer models sequential dependencies within this latent space, improving market probability forecasts and constructing an online training environment for downstream hedging tasks. Additionally, we incorporate generalized geometric Brownian motion to develop a risk-neutral pricing approach for derivatives. We model derivatives hedging as a reinforcement learning problem with sparse rewards and propose a behavior cloning-based recurrent proximal policy optimization (BC-RPPO) algorithm. This pretraining-finetuning framework significantly enhances the hedging agent's performance. Numerical experiments in the U.S. and Chinese financial markets demonstrate our method's superiority over traditional approaches.
2025-03-06 TimeFound: A Foundation Model for Time Series Forecasting Congxi Xiao, Jingbo Zhou, Yixiong Xiao et.al. 2503.04118
Abstract (click to expand)We present TimeFound, an encoder-decoder transformer-based time series foundation model for out-of-the-box zero-shot forecasting. To handle time series data from various domains, TimeFound employs a multi-resolution patching strategy to capture complex temporal patterns at multiple scales. We pre-train our model with two sizes (200M and 710M parameters) on a large time-series corpus comprising both real-world and synthetic datasets. Over a collection of unseen datasets across diverse domains and forecasting horizons, our empirical evaluations suggest that TimeFound can achieve superior or competitive zero-shot forecasting performance, compared to state-of-the-art time series foundation models.
2025-03-05 Graph-Augmented LSTM for Forecasting Sparse Anomalies in Graph-Structured Time Series Sneh Pillai et.al. 2503.03729 12 pages
Abstract (click to expand)Detecting anomalies in time series data is a critical task across many domains. The challenge intensifies when anomalies are sparse and the data are multivariate with relational dependencies across sensors or nodes. Traditional univariate anomaly detectors struggle to capture such cross-node dependencies, particularly in sparse anomaly settings. To address this, we propose a graph-augmented time series forecasting approach that explicitly integrates the graph of relationships among time series into an LSTM forecasting model. This enables the model to detect rare anomalies that might otherwise go unnoticed in purely univariate approaches. We evaluate the approach on two benchmark datasets - the Yahoo Webscope S5 anomaly dataset and the METR-LA traffic sensor network - and compare the performance of the Graph-Augmented LSTM against LSTM-only, ARIMA, and Prophet baselines. Results demonstrate that the graph-augmented model achieves significantly higher precision and recall, improving F1-score by up to 10% over the best baseline
2025-03-09 Small but Mighty: Enhancing Time Series Forecasting with Lightweight LLMs Haoran Fan, Bin Li, Yixuan Weng et.al. 2503.03594 link 20 pages, 10 figures
Abstract (click to expand)While LLMs have demonstrated remarkable potential in time series forecasting, their practical deployment remains constrained by excessive computational demands and memory footprints. Existing LLM-based approaches typically suffer from three critical limitations: Inefficient parameter utilization in handling numerical time series patterns; Modality misalignment between continuous temporal signals and discrete text embeddings; and Inflexibility for real-time expert knowledge integration. We present SMETimes, the first systematic investigation of sub-3B parameter SLMs for efficient and accurate time series forecasting. Our approach centers on three key innovations: A statistically-enhanced prompting mechanism that bridges numerical time series with textual semantics through descriptive statistical features; A adaptive fusion embedding architecture that aligns temporal patterns with language model token spaces through learnable parameters; And a dynamic mixture-of-experts framework enabled by SLMs' computational efficiency, adaptively combining base predictions with domain-specific models. Extensive evaluations across seven benchmark datasets demonstrate that our 3B-parameter SLM achieves state-of-the-art performance on five primary datasets while maintaining 3.8x faster training and 5.2x lower memory consumption compared to 7B-parameter LLM baselines. Notably, the proposed model exhibits better learning capabilities, achieving 12.3% lower MSE than conventional LLM. Ablation studies validate that our statistical prompting and cross-modal fusion modules respectively contribute 15.7% and 18.2% error reduction in long-horizon forecasting tasks. By redefining the efficiency-accuracy trade-off landscape, this work establishes SLMs as viable alternatives to resource-intensive LLMs for practical time series forecasting. Code and models are available at https://github.com/xiyan1234567/SMETimes.
2025-03-04 SeqFusion: Sequential Fusion of Pre-Trained Models for Zero-Shot Time-Series Forecasting Ting-Ji Huang, Xu-Yang Chen, Han-Jia Ye et.al. 2503.02836 link
Abstract (click to expand)Unlike traditional time-series forecasting methods that require extensive in-task data for training, zero-shot forecasting can directly predict future values given a target time series without additional training data. Current zero-shot approaches primarily rely on pre-trained generalized models, with their performance often depending on the variety and relevance of the pre-training data, which can raise privacy concerns. Instead of collecting diverse pre-training data, we introduce SeqFusion in this work, a novel framework that collects and fuses diverse pre-trained models (PTMs) sequentially for zero-shot forecasting. Based on the specific temporal characteristics of the target time series, SeqFusion selects the most suitable PTMs from a batch of pre-collected PTMs, performs sequential predictions, and fuses all the predictions while using minimal data to protect privacy. Each of these PTMs specializes in different temporal patterns and forecasting tasks, allowing SeqFusion to select by measuring distances in a shared representation space of the target time series with each PTM. Experiments demonstrate that SeqFusion achieves competitive accuracy in zero-shot forecasting compared to state-of-the-art methods.
2025-03-04 Lightweight Channel-wise Dynamic Fusion Model: Non-stationary Time Series Forecasting via Entropy Analysis Tianyu Jia, Zongxia Xie, Yanru Sun et.al. 2503.02609
Abstract (click to expand)Non-stationarity is an intrinsic property of real-world time series and plays a crucial role in time series forecasting. Previous studies primarily adopt instance normalization to attenuate the non-stationarity of original series for better predictability. However, instance normalization that directly removes the inherent non-stationarity can lead to three issues: (1) disrupting global temporal dependencies, (2) ignoring channel-specific differences, and (3) producing over-smoothed predictions. To address these issues, we theoretically demonstrate that variance can be a valid and interpretable proxy for quantifying non-stationarity of time series. Based on the analysis, we propose a novel lightweight \textit{C}hannel-wise \textit{D}ynamic \textit{F}usion \textit{M}odel (\textit{CDFM}), which selectively and dynamically recovers intrinsic non-stationarity of the original series, while keeping the predictability of normalized series. First, we design a Dual-Predictor Module, which involves two branches: a Time Stationary Predictor for capturing stable patterns and a Time Non-stationary Predictor for modeling global dynamics patterns. Second, we propose a Fusion Weight Learner to dynamically characterize the intrinsic non-stationary information across different samples based on variance. Finally, we introduce a Channel Selector to selectively recover non-stationary information from specific channels by evaluating their non-stationarity, similarity, and distribution consistency, enabling the model to capture relevant dynamic features and avoid overfitting. Comprehensive experiments on seven time series datasets demonstrate the superiority and generalization capabilities of CDFM.
2025-03-03 Unify and Anchor: A Context-Aware Transformer for Cross-Domain Time Series Forecasting Xiaobin Hong, Jiawen Zhang, Wenzhong Li et.al. 2503.01157 20 pages, 12 figures, 8 tables, conference under review
Abstract (click to expand)The rise of foundation models has revolutionized natural language processing and computer vision, yet their best practices to time series forecasting remains underexplored. Existing time series foundation models often adopt methodologies from these fields without addressing the unique characteristics of time series data. In this paper, we identify two key challenges in cross-domain time series forecasting: the complexity of temporal patterns and semantic misalignment. To tackle these issues, we propose the ``Unify and Anchor" transfer paradigm, which disentangles frequency components for a unified perspective and incorporates external context as domain anchors for guided adaptation. Based on this framework, we introduce ContexTST, a Transformer-based model that employs a time series coordinator for structured representation and the Transformer blocks with a context-informed mixture-of-experts mechanism for effective cross-domain generalization. Extensive experiments demonstrate that ContexTST advances state-of-the-art forecasting performance while achieving strong zero-shot transferability across diverse domains.

(back to top)