arXiv:2606. 17383v1 Announce Type: cross Abstract: Agentic artificial intelligence systems introduce a new class of model risk.
arXiv:2511. 02748v2 Announce Type: replace-cross Abstract: We argue that sixth-generation (6G) intelligence is not fluent token prediction but the capacity to imagine and choose -- to simulate future scenarios, weigh trade-offs, and act with calibrated uncertainty.
arXiv:2607. 09298v1 Announce Type: cross Abstract: We study general-utility Markov decision processes (GUMDPs) with risk-aware objectives.
arXiv:2607. 14407v1 Announce Type: cross Abstract: Many signal processing systems ultimately exist to {act}.
arXiv:2510. 15780v2 Announce Type: replace-cross Abstract: Artificial intelligence (AI) is increasingly used to support renewable energy forecasting and grid operations.
arXiv:2609.23703v1 Announce Type: cross Abstract: Financial language models can transform unstructured firm-specific news into structured decision signals, but financial AI research lacks an integrat...
arXiv:2609.24862v1 Announce Type: new Abstract: Agentic time series forecasting concerns systems whose underlying mechanisms evolve, making the relative effectiveness of numerical models, reasoning s...
arXiv:2606. 02497v1 Announce Type: new Abstract: Time series forecasting has advanced rapidly, especially with the emergence of foundation models that show strong zero-shot performance on numerical extrapolation.
arXiv:2608.23058v1 Announce Type: new Abstract: Large language models (LLMs) now support forecasting systems that combine language-based reasoning with temporal data, evidence retrieval, external too...
The tutorial titled "Deep Learning for Sequential Decision Making under Uncertainty: Foundations, Frameworks, and Frontiers" explores how modern deep learning techniques—such as neural networks, transformers, large language models, and deep reinforcement learning—can be integrated with operations research and management science to address complex, uncertain, and dynamic decision problems. It argues that deep learning should complement, not replace, optimization, offering adaptability and scalable approximation while OR/MS provides rigorous constraint and uncertainty modeling. The tutorial organizes the field around predict‑then‑optimize, decision‑aware learning, constraint‑aware decision generation, and deep reinforcement learning, and highlights applications across supply chains, healthcare, energy, and autonomous systems.
arXiv:2607. 25877v1 Announce Type: new Abstract: This paper investigates how multi-agent systems (MAS)-based on large language models (LLMs) can support actuarial risk modelling, with a particular focus on uncertainty quantification.
arXiv:2608. 13621v1 Announce Type: new Abstract: A hidden Markov model (HMM) combines three roles: inference of a hidden-state belief from observations, propagation through a Markov transition, and emission back to observation space.
arXiv:2608. 12424v1 Announce Type: cross Abstract: This study focuses on developing an AI-supported prototype for multiperspective interest rate forecasting that combines classical econometric models with modern artificial intel-ligence methods.