cs.CE

arXiv:2501.07121v1 Announce Type: new Abstract: Grid-scale battery energy storage systems (BESSs) can provide flexibility to the power system and capture shortterm price volatility by shifting energy in time through controlled charging and discharging. The highly volatile European continuous intraday (CID) market allows trading until just a few minutes before physical delivery, offering significant earning potential. However, its high trading frequency poses substantial modeling challenges. Accurate modeling of BESSs trading in the CID market is essential to estimate revenue potential and optimize trading strategies. Additionally, comparing CID profits with other spot markets helps determine whether participating in the CID is worthwhile despite its complexity. We propose a forecast-driven model to optimize BESS trading in the CID market. Our strategy employs a rolling window modeling framework to capture market dynamics. Price forecasts for impending CID products are generated at the beginning of each window and used to optimize trading schedules for subsequent execution. We also benchmark our approach across various spot markets, offering a broad cross-market profit comparison. We evaluate our forecast-driven model across different BESS power-to-capacity ratios, comparing it to a perfect-foresight scenario and key CID market indices, such as ID1 and ID3. Using real 2023 German CID data, a 1 MW/1 MWh system adopting our method earns EUR 146 237, only 11% below perfect foresight, surpassing all other markets and indices. Our approach surpasses ID1 and ID3 by over 4% and 32%, respectively, confirming ID1 as a reliable lower-bound estimate for earnings potential in the CID market.

arXiv:2501.06211v1 Announce Type: new Abstract: LLMs have revolutionized NLP and demonstrated potential across diverse domains. More and more financial LLMs have been introduced for finance-specific tasks, yet comprehensively assessing their value is still challenging. In this paper, we introduce FLAME, a comprehensive financial LLMs evaluation system in Chinese, which includes two core evaluation benchmarks: FLAME-Cer and FLAME-Sce. FLAME-Cer covers 14 types of authoritative financial certifications, including CPA, CFA, and FRM, with a total of approximately 16,000 carefully selected questions. All questions have been manually reviewed to ensure accuracy and representativeness. FLAME-Sce consists of 10 primary core financial business scenarios, 21 secondary financial business scenarios, and a comprehensive evaluation set of nearly 100 tertiary financial application tasks. We evaluate 6 representative LLMs, including GPT-4o, GLM-4, ERNIE-4.0, Qwen2.5, XuanYuan3, and the latest Baichuan4-Finance, revealing Baichuan4-Finance excels other LLMs in most tasks. By establishing a comprehensive and professional evaluation system, FLAME facilitates the advancement of financial LLMs in Chinese contexts. Instructions for participating in the evaluation are available on GitHub: https://github.com/FLAME-ruc/FLAME.

arXiv:2501.06988v1 Announce Type: new Abstract: Accurately predicting wave-structure interactions is critical for the effective design and analysis of marine structures. This is typically achieved using solvers that employ the boundary element method (BEM), which relies on linear potential flow theory. Precise estimation of the sensitivity of these interactions is equally important for system-level applications such as design optimization. Current BEM solvers are unable to provide these sensitivities as they are not differentiable. To address these challenges, we have developed a fully-differentiable BEM solver for marine hydrodynamics, capable of calculating diffraction and radiation coefficients, and their derivatives with high accuracy. This new solver implements both direct and indirect BEM formulations and incorporates two Green's function expressions, offering a trade-off between accuracy and computational speed. Gradients are computed using reverse-mode automatic differentiation (AD) within the Julia programming language. As a first case study, we analyze two identical floating spheres, evaluating gradients with respect to physical dimensions, inter-sphere distance, and wave frequency. Validation studies demonstrate excellent agreement between AD-computed gradients and finite-difference results. In a second case study, we leverage AD-computed gradients to optimize the mechanical power production of a pair of wave energy converters (WECs). This represents the first application of gradients in WEC power optimization, offering valuable insights into hydrodynamic interactions and advancing the understanding of layout optimization for maximum efficiency. Beyond power optimization, the differentiable BEM solver highlights the potential of AD for offshore design studies.

arXiv:2501.06572v1 Announce Type: new Abstract: Deep learning models trained on finite data lack a complete understanding of the physical world. On the other hand, physics-informed neural networks (PINNs) are infused with such knowledge through the incorporation of mathematically expressible laws of nature into their training loss function. By complying with physical laws, PINNs provide advantages over purely data-driven models in limited-data regimes. This feature has propelled them to the forefront of scientific machine learning, a domain characterized by scarce and costly data. However, the vision of accurate physics-informed learning comes with significant challenges. This review examines PINNs for the first time in terms of model optimization and generalization, shedding light on the need for new algorithmic advances to overcome issues pertaining to the training speed, precision, and generalizability of today's PINN models. Of particular interest are the gradient-free methods of neuroevolution for optimizing the uniquely complex loss landscapes arising in PINN training. Methods synergizing gradient descent and neuroevolution for discovering bespoke neural architectures and balancing multiple conflicting terms in physics-informed learning objectives are positioned as important avenues for future research. Yet another exciting track is to cast neuroevolution as a meta-learner of generalizable PINN models.

arXiv:2501.06583v1 Announce Type: new Abstract: Wheel loaders in mines and construction sites repeatedly load soil from a pile to load receivers. This task presents a challenging optimization problem since each loading's performance depends on the pile state, which depends on previous loadings. We investigate an end-to-end optimization approach considering future loading outcomes and V-cycle transportation costs. To predict the evolution of the pile state and the loading performance, we use world models that leverage deep neural networks trained on numerous simulated loading cycles. A look-ahead tree search optimizes the sequence of loading actions by evaluating the performance of thousands of action candidates, which expand into subsequent action candidates under the predicted pile states recursively. Test results demonstrate that, over a horizon of 15 sequential loadings, the look-ahead tree search is 6% more efficient than a greedy strategy, which always selects the action that maximizes the current single loading performance, and 14% more efficient than using a fixed loading controller optimized for the nominal case.

arXiv:2309.04755v2 Announce Type: replace Abstract: Ultrafast ultrasound blood flow imaging is a state-of-the-art technique for depiction of complex blood flow dynamics in vivo through thousands of full-view image data (or, timestamps) acquired per second. Physics-informed Neural Network (PINN) is one of the most preeminent solvers of the Navier-Stokes equations, widely used as the governing equation of blood flow. However, that current approaches rely on full Navier-Stokes equations is impractical for ultrafast ultrasound. We hereby propose a novel PINN training framework for solving the Navier-Stokes equations. It involves discretizing Navier-Stokes equations into steady state and sequentially solving them with test-time adaptation. The novel training framework is coined as SeqPINN. Upon its success, we propose a parallel training scheme for all timestamps based on averaged constant stochastic gradient descent as initialization. Uncertainty estimation through Stochastic Weight Averaging Gaussian is then used as an indicator of generalizability of the initialization. This algorithm, named SP-PINN, further expedites training of PINN while achieving comparable accuracy with SeqPINN. The performance of SeqPINN and SP-PINN was evaluated through finite-element simulations and in vitro phantoms of single-branch and trifurcate blood vessels. Results show that both algorithms were manyfold faster than the original design of PINN, while respectively achieving Root Mean Square Errors of 0.63 cm/s and 0.81 cm/s on the straight vessel and 1.35 cm/s and 1.63 cm/s on the trifurcate vessel when recovering blood flow velocities. The successful implementation of SeqPINN and SP-PINN open the gate for real-time training of PINN for Navier-Stokes equations and subsequently reliable imaging-based blood flow assessment in clinical practice.

arXiv:2412.11159v2 Announce Type: replace Abstract: Financial large language models (FinLLMs) have been applied to various tasks in business, finance, accounting, and auditing. Complex financial regulations and standards are critical to financial services, which LLMs must comply with. However, FinLLMs' performance in understanding and interpreting financial regulations has rarely been studied. Therefore, we organize the Regulations Challenge, a shared task at COLING 2025. It encourages the academic community to explore the strengths and limitations of popular LLMs. We create 9 novel tasks and corresponding question sets. In this paper, we provide an overview of these tasks and summarize participants' approaches and results. We aim to raise awareness of FinLLMs' professional capability in financial regulations.

arXiv:2405.01319v2 Announce Type: replace Abstract: Time-dependent partial differential equations (PDEs) for classic physical systems are established based on the conservation of mass, momentum, and energy, which are ubiquitous in scientific and engineering applications. These PDEs are strictly local-dependent according to the principle of locality in physics, which means that the evolution at a point is only influenced by the neighborhood around it whose size is determined by the length of timestep multiplied with the speed of characteristic information traveling in the system. However, deep learning architecture cannot strictly enforce the local-dependency as it inevitably increases the scope of information to make local predictions as the number of layers increases. Under limited training data, the extra irrelevant information results in sluggish convergence and compromised generalizability. This paper aims to solve this problem by proposing a data decomposition method to strictly limit the scope of information for neural operators making local predictions, which is called data decomposition enforcing local-dependency (DDELD). The numerical experiments over multiple physical phenomena show that DDELD significantly accelerates training convergence and reduces test errors of benchmark models on large-scale engineering simulations.

arXiv:2412.20138v3 Announce Type: replace-cross Abstract: Significant progress has been made in automated problem-solving using societies of agents powered by large language models (LLMs). In finance, efforts have largely focused on single-agent systems handling specific tasks or multi-agent frameworks independently gathering data. However, multi-agent systems' potential to replicate real-world trading firms' collaborative dynamics remains underexplored. TradingAgents proposes a novel stock trading framework inspired by trading firms, featuring LLM-powered agents in specialized roles such as fundamental analysts, sentiment analysts, technical analysts, and traders with varied risk profiles. The framework includes Bull and Bear researcher agents assessing market conditions, a risk management team monitoring exposure, and traders synthesizing insights from debates and historical data to make informed decisions. By simulating a dynamic, collaborative trading environment, this framework aims to improve trading performance. Detailed architecture and extensive experiments reveal its superiority over baseline models, with notable improvements in cumulative returns, Sharpe ratio, and maximum drawdown, highlighting the potential of multi-agent LLM frameworks in financial trading. More details on TradingAgents are available at https://TradingAgents-AI.github.io.

arXiv:2501.06879v1 Announce Type: new Abstract: This study proposes an advanced method for surface defect detection in printed circuit boards (PCBs) using an improved YOLOv11 model enhanced with a generative adversarial network (GAN). The approach focuses on identifying six common defect types: missing hole, rat bite, open circuit, short circuit, burr, and virtual welding. By employing GAN to generate synthetic defect images, the dataset is augmented with diverse and realistic patterns, improving the model's ability to generalize, particularly for complex and infrequent defects like burrs. The enhanced YOLOv11 model is evaluated on a PCB defect dataset, demonstrating significant improvements in accuracy, recall, and robustness, especially when dealing with defects in complex environments or small targets. This research contributes to the broader field of electronic design automation (EDA), where efficient defect detection is a crucial step in ensuring high-quality PCB manufacturing. By integrating advanced deep learning techniques, this approach enhances the automation and precision of defect detection, reducing reliance on manual inspection and accelerating design-to-production workflows. The findings underscore the importance of incorporating GAN-based data augmentation and optimized detection architectures in EDA processes, providing valuable insights for improving reliability and efficiency in PCB defect detection within industrial applications.

arXiv:2501.07274v1 Announce Type: new Abstract: Traditional manually designed risk factors, such as beta, size/value, and momentum, often lag behind market dynamics when measuring and predicting volatility in stock returns. Furthermore, statistical models, such as principal component analysis (PCA) and factor analysis frequently fail to capture hidden nonlinear relationships. While genetic programming (GP) has advanced in identifying nonlinear factors automatically, it often lacks an internal mechanism for evaluating factor quality, and the resulting formulas are typically too complex. To address these challenges, we propose a Hierarchical Proximal Policy Optimization (HPPO) framework for automated factor generation and evaluation. The framework leverages two PPO models: a high-level policy and a low-level policy. The high-level policy learns and assigns weights to stock features, while the low-level policy identifies latent nonlinear relationships by combining operators such as $\mathit{sin}()$, $\mathit{+}$, $\mathit{**}$, and $\mathit{/}$. The Pearson correlation coefficient between the generated risk factors and realized return volatility serves as the reward signal, quantifying factor efficacy. Additionally, we incorporate transfer learning into HPPO by pre-training the high-level policy on large-scale historical data from the same High-Frequency Trading (HFT) market. The policy is then fine-tuned with the latest data to account for newly emerging features and distribution shifts. This Transferred Option (TO) enables the high-level policy to leverage previously learned feature correlations across different market environments, resulting in faster convergence and higher-quality factor generation. Experimental results demonstrate that, compared to baselines, the HPPO-TO algorithm achieves a 25\% excess return in HFT markets across China (CSI 300 Index/CSI 800 Index), India (Nifty 100 Index), and the United States (S\&P 500 Index).

arXiv:2401.10895v4 Announce Type: replace Abstract: Supply chain risk assessment (SCRA) has witnessed a profound evolution through the integration of artificial intelligence (AI) and machine learning (ML) techniques, revolutionizing predictive capabilities and risk mitigation strategies. The significance of this evolution stems from the critical role of robust risk management strategies in ensuring operational resilience and continuity within modern supply chains. Previous reviews have outlined established methodologies but have overlooked emerging AI/ML techniques, leaving a notable research gap in understanding their practical implications within SCRA. This paper conducts a systematic literature review combined with a comprehensive bibliometric analysis. We meticulously examined 1,439 papers and derived key insights from a select group of 51 articles published between 2015 and 2024. The review fills this research gap by addressing pivotal research questions and exploring existing AI/ML techniques, methodologies, findings, and future trajectories, thereby providing a more encompassing view of the evolving landscape of SCRA. Our study unveils the transformative impact of AI/ML models, such as Random Forest, XGBoost, and hybrids, in substantially enhancing precision within SCRA. It underscores adaptable post-COVID strategies, advocating for resilient contingency plans and aligning with evolving risk landscapes. Significantly, this review surpasses previous examinations by accentuating emerging AI/ML techniques and their practical implications within SCRA. Furthermore, it highlights the contributions through a comprehensive bibliometric analysis, revealing publication trends, influential authors, and highly cited articles.

arXiv:2501.07373v1 Announce Type: new Abstract: Accurate, interpretable, and real-time modeling of multi-body dynamical systems is essential for predicting behaviors and inferring physical properties in natural and engineered environments. Traditional physics-based models face scalability challenges and are computationally demanding, while data-driven approaches like Graph Neural Networks (GNNs) often lack physical consistency, interpretability, and generalization. In this paper, we propose Dynami-CAL GraphNet, a Physics-Informed Graph Neural Network that integrates the learning capabilities of GNNs with physics-based inductive biases to address these limitations. Dynami-CAL GraphNet enforces pairwise conservation of linear and angular momentum for interacting nodes using edge-local reference frames that are equivariant to rotational symmetries, invariant to translations, and equivariant to node permutations. This design ensures physically consistent predictions of node dynamics while offering interpretable, edge-wise linear and angular impulses resulting from pairwise interactions. Evaluated on a 3D granular system with inelastic collisions, Dynami-CAL GraphNet demonstrates stable error accumulation over extended rollouts, effective extrapolations to unseen configurations, and robust handling of heterogeneous interactions and external forces. Dynami-CAL GraphNet offers significant advantages in fields requiring accurate, interpretable, and real-time modeling of complex multi-body dynamical systems, such as robotics, aerospace engineering, and materials science. By providing physically consistent and scalable predictions that adhere to fundamental conservation laws, it enables the inference of forces and moments while efficiently handling heterogeneous interactions and external forces.

arXiv:2501.06271v1 Announce Type: cross Abstract: With the rapid advancements in large language model (LLM) technology and the emergence of bioinformatics-specific language models (BioLMs), there is a growing need for a comprehensive analysis of the current landscape, computational characteristics, and diverse applications. This survey aims to address this need by providing a thorough review of BioLMs, focusing on their evolution, classification, and distinguishing features, alongside a detailed examination of training methodologies, datasets, and evaluation frameworks. We explore the wide-ranging applications of BioLMs in critical areas such as disease diagnosis, drug discovery, and vaccine development, highlighting their impact and transformative potential in bioinformatics. We identify key challenges and limitations inherent in BioLMs, including data privacy and security concerns, interpretability issues, biases in training data and model outputs, and domain adaptation complexities. Finally, we highlight emerging trends and future directions, offering valuable insights to guide researchers and clinicians toward advancing BioLMs for increasingly sophisticated biological and clinical applications.

arXiv:2111.10228v2 Announce Type: replace Abstract: The Parareal parallel-in-time integration method often performs poorly when applied to hyperbolic partial differential equations. This effect is even more pronounced when the coarse propagator uses a reduced spatial resolution. However, some combinations of spatial discretization and numerical time stepping nevertheless allow for Parareal to converge with monotonically decreasing errors. This raises the question how these configurations can be distinguished theoretically from those where the error initially increases, sometimes over many orders of magnitude. For linear problems, we prove a theorem that implies that the 2-norm of the Parareal iteration matrix is not a suitable tool to predict convergence for hyperbolic problems when spatial coarsening is used. We then show numerical results that suggest that the pseudo-spectral radius can reliably indicate if a given configuration of Parareal will show transient growth or monotonic convergence. For the studied examples, it also provides a good quantitative estimate of the convergence rate in the first few Parareal iterations.

arXiv:2501.03854v1 Announce Type: new Abstract: Using an interface inserted in a background mesh is an alternative way of constructing a complex geometrical shape with a relative low meshing efforts. However, this process may require special treatment of elements cut by the interface. Our study focuses on comparing the integration of cut elements defined by implicit and parametric curves. We investigate the efficiency and robustness of open-source tools such as Algoim [5](a library for quadrature on implicitly defined geometries) and Ginkgo [2](a library for isogeometric analysis on Boolean operations with a parametric description) with numerical examples computing the area defined by the interface and benchmarks for 2D elasticity problem using the open-source code GeoPDEs [7]. It is concluded that none of the two interface descriptions is preferable with respect to the quality of the integration. Thus, the choice of the interface type depends only on the studied problem and the available curve description, but not on the numerical aspects of the integration.

arXiv:2501.03254v1 Announce Type: new Abstract: This paper proposes an innovative method for predicting deformation in architected lattice structures that combines Physics-Informed Neural Networks (PINNs) with finite element analysis. A thorough study was carried out on FCC-based lattice beams utilizing five different materials (Structural Steel, AA6061, AA7075, Ti6Al4V, and Inconel 718) under varied edge loads (1000-10000 N). The PINN model blends data-driven learning with physics-based limitations via a proprietary loss function, resulting in much higher prediction accuracy than linear regression. PINN outperforms linear regression, achieving greater R-square (0.7923 vs 0.5686) and lower error metrics (MSE: 0.00017417 vs 0.00036187). Among the materials examined, AA6061 had the highest displacement sensitivity (0.1014 mm at maximum load), while Inconel718 had better structural stability.

arXiv:2410.11573v2 Announce Type: replace Abstract: We introduce a novel approach to text classification by combining doc2vec embeddings with advanced clustering techniques to improve the analysis of specialized, high-dimensional textual data. We integrate unsupervised methods such as Louvain, K-means, and Spectral clustering with doc2vec to enhance the detection of semantic patterns across a large corpus. As a case study, we apply this methodology to cybersecurity risk analysis using the MITRE ATT\&CK framework to structure and reduce the dimensionality of cyberattack tactics. Louvain clustering proved the most effective among the tested methods, achieving the best balance between cluster coherence and computational efficiency. Our approach identifies four "super tactics," demonstrating how clustering improves thematic coherence and risk attribution. The results validate the utility of combining doc2vec with clustering, particularly Louvain, for enhancing topic modeling and text classification.

arXiv:2501.03964v1 Announce Type: new Abstract: Wind gusts, being inherently stochastic, can significantly influence the safety and performance of aircraft. This study investigates a three-dimensional uncertainty quantification (UQ) problem to explore how uncertainties in gust and flight conditions affect the structural response of a Lift-Plus-Cruise eVTOL aircraft wing. The analysis employs an unsteady aeroelastic model with a one-way coupling between a panel method aerodynamic solver and a shell analysis structural solver to predict the wing's response under varying conditions. Additionally, this paper presents a comparative evaluation of commonly used non-intrusive UQ methods, including non-intrusive polynomial chaos, kriging, Monte Carlo, univariate dimension reduction, and gradient-enhanced univariate dimension reduction. These methods are assessed based on their effectiveness in estimating various risk measures-mean, standard deviation, and 95th percentile-of critical structural response outputs such as maximum tip displacement and average strain energy. The numerical results reveal significant variability in the structural response outputs, even under relatively small ranges of uncertain inputs. This highlights the sensitivity of the system to uncertainties in gust and flight conditions. Furthermore, the performance of the implemented UQ methods varies significantly depending on the specific risk measures and the quantity of interest being analyzed.

arXiv:2407.21707v3 Announce Type: replace Abstract: The simulation of electromagnetic devices with complex geometries and large-scale discrete systems benefits from advanced computational methods like IsoGeometric Analysis and Domain Decomposition. In this paper, we employ both concepts in an Isogeometric Tearing and Interconnecting method to enable the use of parallel computations for magnetostatic problems. We address the underlying non-uniqueness by using a graph-theoretic approach, the tree-cotree decomposition. The classical tree-cotree gauging is adapted to be feasible for parallelization, which requires that all local subsystems are uniquely solvable. Our contribution consists of an explicit algorithm for constructing compatible trees and combining it with a dual-primal approach to enable parallelization. The correctness of the proposed approach is proved and verified by numerical experiments, showing its accuracy, scalability and optimal convergence.