cs.CE

arXiv:2503.09647v1 Announce Type: new Abstract: 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.

arXiv:2403.14404v4 Announce Type: replace Abstract: Generative models such as denoising diffusion models are quickly advancing their ability to approximate highly complex data distributions. They are also increasingly leveraged in scientific machine learning, where samples from the implied data distribution are expected to adhere to specific governing equations. We present a framework that unifies generative modeling and partial differential equation fulfillment by introducing a first-principle-based loss term that enforces generated samples to fulfill the underlying physical constraints. Our approach reduces the residual error by up to two orders of magnitude compared to previous work in a fluid flow case study and outperforms task-specific frameworks in relevant metrics for structural topology optimization. We also present numerical evidence that our extended training objective acts as a natural regularization mechanism against overfitting. Our framework is simple to implement and versatile in its applicability for imposing equality and inequality constraints as well as auxiliary optimization objectives.

arXiv:2412.11112v4 Announce Type: replace Abstract: The trade-offs between different mechanical properties of materials pose fundamental challenges in engineering material design, such as balancing stiffness versus toughness, weight versus energy-absorbing capacity, and among the various elastic coefficients. Although gradient-based topology optimization approaches have been effective in finding specific designs and properties, they are not efficient tools for surveying the vast design space of metamaterials, and thus unable to reveal the attainable bound of interdependent material properties. Other common methods, such as parametric design or data-driven approaches, are limited by either the lack of diversity in geometry or the difficulty to extrapolate from known data, respectively. In this work, we formulate the simultaneous exploration of multiple competing material properties as a multi-objective optimization (MOO) problem and employ a neuroevolution algorithm to efficiently solve it. The Compositional Pattern-Producing Networks (CPPNs) is used as the generative model for unit cell designs, which provide very compact yet lossless encoding of geometry. A modified Neuroevolution of Augmenting Topologies (NEAT) algorithm is employed to evolve the CPPNs such that they create metamaterial designs on the Pareto front of the MOO problem, revealing empirical bounds of different combinations of elastic properties. Looking ahead, our method serves as a universal framework for the computational discovery of diverse metamaterials across a range of fields, including robotics, biomedicine, thermal engineering, and photonics.

arXiv:2503.10032v1 Announce Type: new Abstract: 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.

arXiv:2409.13191v2 Announce Type: replace Abstract: Diabetes is a chronic disease with a significant global health burden, requiring multi-stakeholder collaboration for optimal management. Large language models (LLMs) have shown promise in various healthcare scenarios, but their effectiveness across diverse diabetes tasks remains unproven. Our study introduced a framework to train and validate diabetes-specific LLMs. We first developed a comprehensive data processing pipeline that includes data collection, filtering, augmentation and refinement. This created a high-quality, diabetes-specific dataset and evaluation benchmarks from scratch. Fine-tuned on the collected training dataset, our diabetes-specific LLM family demonstrated state-of-the-art proficiency in processing various diabetes tasks compared to other LLMs. Furthermore, clinical studies revealed the potential applications of our models in diabetes care, including providing personalized healthcare, assisting medical education, and streamlining clinical tasks. Generally, our introduced framework helps develop diabetes-specific LLMs and highlights their potential to enhance clinical practice and provide personalized, data-driven support for diabetes management across different end users. Our codes, benchmarks and models are available at https://github.com/waltonfuture/Diabetica.

arXiv:2503.09655v1 Announce Type: new Abstract: 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.

arXiv:2503.10285v1 Announce Type: new Abstract: 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.

arXiv:2409.07486v2 Announce Type: replace-cross Abstract: Generative models aim to simulate realistic effects of various actions across different contexts, from text generation to visual effects. Despite significant efforts to build real-world simulators, the application of generative models to virtual worlds, like financial markets, remains under-explored. In financial markets, generative models can simulate complex market effects of participants with various behaviors, enabling interaction under different market conditions, and training strategies without financial risk. This simulation relies on the finest structured data in financial market like orders thus building the finest realistic simulation. We propose Large Market Model (LMM), an order-level generative foundation model, for financial market simulation, akin to language modeling in the digital world. Our financial Market Simulation engine (MarS), powered by LMM, addresses the domain-specific need for realistic, interactive and controllable order generation. Key observations include LMM's strong scalability across data size and model complexity, and MarS's robust and practicable realism in controlled generation with market impact. We showcase MarS as a forecast tool, detection system, analysis platform, and agent training environment, thus demonstrating MarS's "paradigm shift" potential for a variety of financial applications. We release the code of MarS at https://github.com/microsoft/MarS/.

arXiv:2503.05201v1 Announce Type: new Abstract: Electromyography (EMG)--based computational musculoskeletal modeling is a non-invasive method for studying musculotendon function, human movement, and neuromuscular control, providing estimates of internal variables like muscle forces and joint torques. However, EMG signals from deeper muscles are often challenging to measure by placing the surface EMG electrodes and unfeasible to measure directly using invasive methods. The restriction to the access of EMG data from deeper muscles poses a considerable obstacle to the broad adoption of EMG-driven modeling techniques. A strategic alternative is to use an estimation algorithm to approximate the missing EMG signals from deeper muscle. A similar strategy is used in physics-informed deep learning, where the features of physical systems are learned without labeled data. In this work, we propose a hybrid deep learning algorithm, namely the neural musculoskeletal model (NMM), that integrates physics-informed and data-driven deep learning to approximate the EMG signals from the deeper muscles. While data-driven modeling is used to predict the missing EMG signals, physics-based modeling engraves the subject-specific information into the predictions. Experimental verifications on five test subjects are carried out to investigate the performance of the proposed hybrid framework. The proposed NMM is validated against the joint torque computed from 'OpenSim' software. The predicted deep EMG signals are also compared against the state-of-the-art muscle synergy extrapolation (MSE) approach, where the proposed NMM completely outperforms the existing MSE framework by a significant margin.

arXiv:2503.01855v1 Announce Type: cross Abstract: The desirable gambles framework provides a foundational approach to imprecise probability theory but relies heavily on linear utility assumptions. This paper introduces {\em function-coherent gambles}, a generalization that accommodates non-linear utility while preserving essential rationality properties. We establish core axioms for function-coherence and prove a representation theorem that characterizes acceptable gambles through continuous linear functionals. The framework is then applied to analyze various forms of discounting in intertemporal choice, including hyperbolic, quasi-hyperbolic, scale-dependent, and state-dependent discounting. We demonstrate how these alternatives to constant-rate exponential discounting can be integrated within the function-coherent framework. This unified treatment provides theoretical foundations for modeling sophisticated patterns of time preference within the desirability paradigm, bridging a gap between normative theory and observed behavior in intertemporal decision-making under genuine uncertainty.

arXiv:2210.16010v2 Announce Type: replace Abstract: The present article proposes a novel computational method for coupling arbitrarily curved 1D fibers with a 2D surface as defined, e.g., by the 2D surfaces of a 3D solid body or by 2D shell formulations. The fibers are modeled as 1D Cosserat continua (beams) with six local degrees of freedom, three positional and three rotational ones. A kinematically consistent 1D-2D coupling scheme for this problem type is proposed considering the positional and rotational degrees of freedom along the beams. The positional degrees of freedom are coupled by enforcing a constant normal distance between a point on the beam centerline and a corresponding point on the surface. This strategy requires a consistent description of the surface normal vector field to guarantee fundamental mechanical properties such as conservation of angular momentum. Coupling of the rotational degrees of freedom of the beams and a suitable rotation tensor representing the local orientation within a solid volume has been considered in a previous contribution. In the present work, this coupling approach will be extended by constructing rotation tensors that are representative of local surface orientations. Several numerical examples demonstrate the consistency, robustness and accuracy of the proposed method. To showcase its applicability to multi-physics systems of practical relevance, the fluid-structure interaction example of a vascular stent is presented.

arXiv:2503.05387v1 Announce Type: new Abstract: The accurate modeling of the mechanical behavior of rubber-like materials under multi-axial loading constitutes a long-standing challenge in hyperelastic material modeling. This work employs deep symbolic regression as an interpretable machine learning approach to discover novel strain energy functions directly from experimental results, with a specific focus on the classical Treloar and Kawabata data sets for vulcanized rubber. The proposed approach circumvents traditional human model selection biases by exploring possible functional forms of strain energy functions, expressed in terms of both the first and second principal invariants of the right Cauchy-Green tensor. The resulting models exhibit high predictive accuracy for various deformation modes, including uniaxial tension, pure shear, equal biaxial tension, and biaxial loading. This work underscores the potential of deep symbolic regression in advancing hyperelastic material modeling and highlights the importance of considering both invariants in capturing the complex behaviors of rubber-like materials.

arXiv:2503.05113v1 Announce Type: new Abstract: The process of setting up and successfully running Molecular Dynamics Simulations (MDS) is outlined to be incredibly labour and computationally expensive with a very high barrier to entry for newcomers wishing to utilise the benefits and insights of MDS. Here, presented, is a unique Free and Open-Source Software (FOSS) solution that aims to not only reduce the barrier of entry for new Molecular Dynamics (MD) users, but also significantly reduce the setup time and hardware utilisation overhead for even highly experienced MD researchers. This is accomplished through the creation of the Molecular Dynamics Simulation Generator and Analysis Tool (MDSGAT) which currently serves as a viable alternative to other restrictive or privatised MDS Graphical solutions with a unique design that allows for seamless collaboration and distribution of exact MD simulation setups and initialisation parameters through a single setup file. This solution is designed from the start with a modular mindset allowing for additional software expansion to incorporate numerous extra MDS packages and analysis methods over time

arXiv:2503.05598v1 Announce Type: new Abstract: This focused review explores a range of neural operator architectures for approximating solutions to parametric partial differential equations (PDEs), emphasizing high-level concepts and practical implementation strategies. The study covers foundational models such as Deep Operator Networks (DeepONet), Principal Component Analysis-based Neural Networks (PCANet), and Fourier Neural Operators (FNO), providing comparative insights into their core methodologies and performance. These architectures are demonstrated on two classical linear parametric PDEs: the Poisson equation and linear elastic deformation. Beyond forward problem-solving, the review delves into applying neural operators as surrogates in Bayesian inference problems, showcasing their effectiveness in accelerating posterior inference while maintaining accuracy. The paper concludes by discussing current challenges, particularly in controlling prediction accuracy and generalization. It outlines emerging strategies to address these issues, such as residual-based error correction and multi-level training. This review can be seen as a comprehensive guide to implementing neural operators and integrating them into scientific computing workflows.

arXiv:2410.13105v3 Announce Type: replace Abstract: Decentralized Finance (DeFi) has revolutionized lending by replacing intermediaries with algorithm-driven liquidity pools. However, existing platforms like Aave and Compound rely on static interest rate curves and collateral requirements that struggle to adapt to rapid market changes, leading to inefficiencies in utilization and increased risks of liquidations. In this work, we propose a dynamic model of the lending market based on evolving demand and supply curves, alongside an adaptive interest rate controller that responds in real-time to shifting market conditions. Using a Recursive Least Squares algorithm, our controller tracks the external market and achieves stable utilization, while also controlling default and liquidation risk. We provide theoretical guarantees on the interest rate convergence and utilization stability of our algorithm. We establish bounds on the system's vulnerability to adversarial manipulation compared to static curves, while quantifying the trade-off between adaptivity and adversarial robustness. We propose two complementary approaches to mitigating adversarial manipulation: an algorithmic method that detects extreme demand and supply fluctuations and a market-based strategy that enhances elasticity, potentially via interest rate derivative markets. Our dynamic curve demand/supply model demonstrates a low best-fit error on Aave data, while our interest rate controller significantly outperforms static curve protocols in maintaining optimal utilization and minimizing liquidations.

arXiv:2503.04921v1 Announce Type: new Abstract: The increasing importance of Computational Science and Engineering has highlighted the need for high-quality scientific software. However, research software development is often hindered by limited funding, time, staffing, and technical resources. To address these challenges, we introduce PyPackIT, a cloud-based automation tool designed to streamline research software engineering in accordance with FAIR (Findable, Accessible, Interoperable, and Reusable) and Open Science principles. PyPackIT is a user-friendly, ready-to-use software that enables scientists to focus on the scientific aspects of their projects while automating repetitive tasks and enforcing best practices throughout the software development life cycle. Using modern Continuous software engineering and DevOps methodologies, PyPackIT offers a robust project infrastructure including a build-ready Python package skeleton, a fully operational documentation and test suite, and a control center for dynamic project management and customization. PyPackIT integrates seamlessly with GitHub's version control system, issue tracker, and pull-based model to establish a fully-automated software development workflow. Exploiting GitHub Actions, PyPackIT provides a cloud-native Agile development environment using containerization, Configuration-as-Code, and Continuous Integration, Deployment, Testing, Refactoring, and Maintenance pipelines. PyPackIT is an open-source software suite that seamlessly integrates with both new and existing projects via a public GitHub repository template at https://github.com/repodynamics/pypackit.

arXiv:2503.05161v1 Announce Type: new Abstract: The automatic reconstruction of 3D computer-aided design (CAD) models from CAD sketches has recently gained significant attention in the computer vision community. Most existing methods, however, rely on vector CAD sketches and 3D ground truth for supervision, which are often difficult to be obtained in industrial applications and are sensitive to noise inputs. We propose viewing CAD reconstruction as a specific instance of sparse-view 3D reconstruction to overcome these limitations. While this reformulation offers a promising perspective, existing 3D reconstruction methods typically require natural images and corresponding camera poses as inputs, which introduces two major significant challenges: (1) modality discrepancy between CAD sketches and natural images, and (2) difficulty of accurate camera pose estimation for CAD sketches. To solve these issues, we first transform the CAD sketches into representations resembling natural images and extract corresponding masks. Next, we manually calculate the camera poses for the orthographic views to ensure accurate alignment within the 3D coordinate system. Finally, we employ a customized sparse-view 3D reconstruction method to achieve high-quality reconstructions from aligned orthographic views. By leveraging raster CAD sketches for self-supervision, our approach eliminates the reliance on vector CAD sketches and 3D ground truth. Experiments on the Sub-Fusion360 dataset demonstrate that our proposed method significantly outperforms previous approaches in CAD reconstruction performance and exhibits strong robustness to noisy inputs.

arXiv:2501.11130v1 Announce Type: new Abstract: This study proposes a new full-field approach for modeling grain boundary pinning by second phase particles in two-dimensional polycrystals. These particles are of great importance during thermomechanical treatments, as they produce deviations from the microstructural evolution that the alloy produces in the absence of particles. This phenomenon, well-known as Smith-Zener pinning, is widely used by metallurgists to control the grain size during the metal forming process of many alloys. Predictive tools are then needed to accurately model this phenomenon. This article introduces a new methodology for the simulation of microstructural evolutions subjected to the presence of second phase particles. The methodology employs a Lagrangian 2D front-tracking methodology, while the particles are modeled using discretized circular shapes or pinning nodes. The evolution of the particles can be considered and modeled using a constant velocity of particle shrinking. This approach has the advantages of improving the limited description made of the phenomenon in vertex approaches, to be usable for a wide range of second-phase particle sizes and to improve calculation times compared to front-capturing type approaches.

arXiv:2501.11057v1 Announce Type: new Abstract: Rapid urbanization and growing urban populations worldwide present significant challenges for cities, including increased traffic congestion and air pollution. Effective strategies are needed to manage traffic volumes and reduce emissions. In practice, traditional traffic flow simulations are used to test those strategies. However, high computational intensity usually limits their applicability in investigating a magnitude of different scenarios to evaluate best policies. This paper presents a first approach of using Graph Neural Networks (GNN) as surrogates for large-scale agent-based simulation models. In a case study using the MATSim model of Paris, the GNN effectively learned the impacts of capacity reduction policies on citywide traffic flow. Performance analysis across various road types and scenarios revealed that the GNN could accurately capture policy-induced effects on edge-based traffic volumes, particularly on roads directly affected by the policies and those with higher traffic volumes.

arXiv:2501.11141v1 Announce Type: new Abstract: The development of a kilometer-scale E3SM Land Model (km-scale ELM) is an integral part of the E3SM project, which seeks to advance energy-related Earth system science research with state-of-the-art modeling and simulation capabilities on exascale computing systems. Through the utilization of high-fidelity data products, such as atmospheric forcing and soil properties, the km-scale ELM plays a critical role in accurately modeling geographical characteristics and extreme weather occurrences. The model is vital for enhancing our comprehension and prediction of climate patterns, as well as their effects on ecosystems and human activities. This study showcases the first set of full-capability, km-scale ELM simulations over various computational domains, including simulations encompassing 21.6 million land gridcells, reflecting approximately 21.5 million square kilometers of North America at a 1 km x 1 km resolution. We present the largest km-scale ELM simulation using up to 100,800 CPU cores across 2,400 nodes. This continental-scale simulation is 300 times larger than any previous studies, and the computational resources used are about 400 times larger than those used in prior efforts. Both strong and weak scaling tests have been conducted, revealing exceptional performance efficiency and resource utilization. The km-scale ELM uses the common E3SM modeling infrastructure and a general data toolkit known as KiloCraft. Consequently, it can be readily adapted for both fully-coupled E3SM simulations and data-driven simulations over specific areas, ranging from a single gridcell to the entire North America.