:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Author:	Asadulaev, Arip
Format:	Preprint
Published:	2026
Subjects:	Computational Engineering, Finance, and Science Machine Learning
Online Access:	https://arxiv.org/abs/2605.21707
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

History-aware adaptive reduced-order models via incremental singular value decomposition
by: Hedayat, Amirpasha, et al.
Published: (2026)

Physically Informed Synchronic-adaptive Learning for Industrial Systems Modeling in Heterogeneous Media with Unavailable Time-varying Interface
by: Wang, Aina, et al.
Published: (2024)

An adaptive network-based approach for advanced forecasting of cryptocurrency values
by: Mehrban, Ali, et al.
Published: (2024)

A clustering adaptive Gaussian process regression method: response patterns based real-time prediction for nonlinear solid mechanics problems
by: Li, Ming-Jian, et al.
Published: (2024)

Ultra-short-term multi-step wind speed prediction for wind farms based on adaptive noise reduction technology and temporal convolutional network
by: Huang, Haojian
Published: (2023)

Data-Driven, Parameterized Reduced-order Models for Predicting Distortion in Metal 3D Printing
by: Deo, Indu Kant, et al.
Published: (2024)

COMMET: orders-of-magnitude speed-up in finite element method via batch-vectorized neural constitutive updates
by: Alheit, Benjamin, et al.
Published: (2025)

Physics-Enhanced Machine Learning: a position paper for dynamical systems investigations
by: Cicirello, Alice
Published: (2024)

A parametric framework for kernel-based dynamic mode decomposition using deep learning
by: Kevopoulos, Konstantinos, et al.
Published: (2024)

Operator-based machine learning framework for generalizable prediction of unsteady treatment dynamics in stormwater infrastructure
by: Shatarah, Mohamed, et al.
Published: (2025)

A spatiotemporal deep learning framework for prediction of crack dynamics in heterogeneous solids: efficient mapping of concrete microstructures to its fracture properties
by: Koopas, Rasoul Najafi, et al.
Published: (2024)

MATEY: multiscale adaptive foundation models for spatiotemporal physical systems
by: Zhang, Pei, et al.
Published: (2024)

CiRL: Open-Source Environments for Reinforcement Learning in Circular Economy and Net Zero
by: Zocco, Federico, et al.
Published: (2025)

Use ADAS Data to Predict Near-Miss Events: A Group-Based Zero-Inflated Poisson Approach
by: Zhang, Xinbo, et al.
Published: (2025)

Financial Wind Tunnel: A Retrieval-Augmented Market Simulator
by: Cao, Bokai, et al.
Published: (2025)

Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
by: Cheng, Qishuo, et al.
Published: (2024)

Decoding RWA Tokenized U.S. Treasuries: Functional Dissection and Address Role Inference
by: Luo, Junliang, et al.
Published: (2025)

UAMM: Price-oracle based Automated Market Maker
by: Im, Daniel Jiwoong, et al.
Published: (2023)

Diffusion-Augmented Reinforcement Learning for Robust Portfolio Optimization under Stress Scenarios
by: Choudhary, Himanshu, et al.
Published: (2025)

MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
by: Ter-Avanesov, Boris, et al.
Published: (2024)

Investigation on domain adaptation of additive manufacturing monitoring systems to enhance digital twin reusability
by: Xie, Jiarui, et al.
Published: (2024)

Reduced-order structure-property linkages for stochastic metamaterials
by: Danesh, Hooman, et al.
Published: (2025)

An adjoint method for training data-driven reduced-order models
by: Liu, Donglin, et al.
Published: (2026)

Demystifying Domain-adaptive Post-training for Financial LLMs
by: Ke, Zixuan, et al.
Published: (2025)

Gaussian process learning of nonlinear dynamics
by: Ye, Dongwei, et al.
Published: (2023)

Autoencoder-based non-intrusive model order reduction in continuum mechanics
by: Kehls, Jannick, et al.
Published: (2025)

Data-driven particle dynamics: Structure-preserving coarse-graining for emergent behavior in non-equilibrium systems
by: Hernandez, Quercus, et al.
Published: (2025)

Vector-Quantized Discrete Latent Factors Meet Financial Priors: Dynamic Cross-Sectional Stock Ranking Prediction for Portfolio Construction
by: Kim, Namhyoung, et al.
Published: (2026)

Bi-Level Chaotic Fusion Based Graph Convolutional Network for Stock Market Prediction Interval
by: Kandimalla, Eshwar Sai, et al.
Published: (2026)

Beyond the Black Box: Interpretability of LLMs in Finance
by: Tatsat, Hariom, et al.
Published: (2025)

Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
by: Peik, Arash, et al.
Published: (2024)

LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
by: Zhu, Peng, et al.
Published: (2024)

Adaptive Temporal Fusion Transformers for Cryptocurrency Price Prediction
by: Peik, Arash, et al.
Published: (2025)

The Role of Deep Learning in Financial Asset Management: A Systematic Review
by: Reis, Pedro, et al.
Published: (2025)

International Trade Flow Prediction with Bilateral Trade Provisions
by: Pan, Zijie, et al.
Published: (2024)

A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
by: Din, Riaz Ud, et al.
Published: (2024)

Large and Deep Factor Models
by: Kelly, Bryan, et al.
Published: (2024)

Nested Operator Inference for Adaptive Data-Driven Learning of Reduced-order Models
by: Aretz, Nicole, et al.
Published: (2025)

VENI, VINDy, VICI: a generative reduced-order modeling framework with uncertainty quantification
by: Conti, Paolo, et al.
Published: (2024)

Bayesian grey-box identification of nonlinear convection effects in heat transfer dynamics
by: Kouw, Wouter M., et al.
Published: (2024)