Research
Research
Research
Research
263+ open-access research outputs.
Power system expansion depends on the equipment required to connect, convert, regulate, and condition electricity, yet grid-supporting equipment (GSE) is rarely modeled as an explicit constraint. We d…
In 1956 John Kelly wrote a paper at Bell Labs describing the relationship between gambling and Information Theory. What came to be known as the Kelly Criterion is both an objective and a closed-form s…
Stable and reliable supplies of rare-Earth minerals and critical raw materials (CRMs) are essential for the development of the European Union. Since a large share of these materials enters the Union f…
Stock trend prediction has attracted considerable attention for its potential to generate tangible investment returns. With the advent of deep learning in quantitative finance, researchers have increa…
Composing coherent long-form music remains a significant challenge due to the complexity of modeling long-range dependencies and the prohibitive memory and computational requirements associated with l…
Real-world financial decision-making is a challenging problem that requires reasoning over heterogeneous signals, including company fundamentals derived from regulatory filings and trading signals com…
We present a Temporal Rule-Anchored Chain-of-Evidence (TRACE) on knowledge graphs for interpretable stock movement prediction that unifies symbolic relational priors, dynamic graph exploration, and LL…
In this paper, we define probabilistic measures for venture portfolio performance based on individual outlier probability for each investment and the dependence across investments. This work is inspir…
Congressional stock trading has raised concerns about potential information asymmetries and conflicts of interest in financial markets. We introduce a temporal graph network (TGN) framework to identif…
Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier rec…
Traditional ETF stock selection methods and reinforcement learning models such as the Asynchronous Advantage Actor-Critic (A3C) often suffer from high-dimensional feature spaces and overfitting when a…
Rising AI electricity demand and persistent landfill methane emissions constitute coupled constraints on U.S. digital infrastructure and decarbonization. While China has achieved a rapid 'de-landfilli…
The patterns of different financial data sources vary substantially, and accordingly, investors exhibit heterogeneous cognition behavior in information processing. To capture different patterns, we pr…
Spaceborne Light Detection and Ranging (LiDAR) systems, such as NASA's Global Ecosystem Dynamics Investigation (GEDI), provide forest structure for global carbon assessments. However, geolocation unce…
Understanding current energy consumption behavior in communities is critical for informing future energy use decisions and enabling efficient energy management. Urban energy models, which are used to …
The stock market is a complex and dynamic system, where it is non-trivial for researchers and practitioners to uncover underlying patterns and forecast stock movements. The existing studies for stock …
The lead-lag effect, where the price movement of one asset systematically precedes that of another, has been widely observed in financial markets and conveys valuable predictive signals for trading. H…
Most existing semantic communication systems employ analog modulation, which is incompatible with modern digital communication systems. Although several digital transmission approaches have been propo…
The proposed system aims to use various machine learning algorithms to enhance financial prediction and generate highly accurate analyses. It introduces an AI-driven platform which offers inflation-an…
Recent advances in finance-specific language models such as FinBERT have enabled the quantification of public sentiment into index-based measures, yet compressing diverse linguistic signals into singl…
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