3 papers
cs.LG2026
DSPR: Dual-Stream Physics-Residual Networks for Trustworthy Industrial Time Series Forecasting
Yeran Zhang, Pengwei Yang, Guoqing Wang +1
Accurate forecasting of industrial time series requires balancing predictive accuracy with physical plausibility under non-stationary operating conditions. Existing data-driven mod…
q-fin.CP2025
Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
Chenkai Wang, Junji Ren, Peng Yang
The non-identifiability issue has been frequently reported in social simulation works, where different parameters of an agent-based simulation model yield indistinguishable simulat…
cs.CE2025
Towards Calibrating Financial Market Simulators with High-frequency Data
Peng Yang, Junji Ren, Feng Wang +1
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 inhe…