arXiv AI
Jun 10

Divide-and-Conquer Modeling for the CTF-4-Science Lorenz Benchmark

arXiv:2606. 10084v1 Announce Type: cross Abstract: This work presents a divide-and-conquer modeling strategy for the CTF-4-Science Lorenz benchmark, which evaluates chaotic-system prediction across twelve hidden scores and five scenario families: clean forecasting, noisy reconstruction, noisy-input forecasting, few-shot learning, and parametric generalization.

By Shundong Li
arXiv Machine Learning
5d ago

Mechanism-Aware Ensemble Conditioning for Data-Limited Emulation of Extreme Events

The paper introduces a mechanism‑aware conditioning framework that uses a nudged coarse ensemble to capture local instability geometry in chaotic systems. By injecting ensemble covariance statistics via a small FiLM module, the authors enhance rare‑event emulation in both a low‑dimensional chaotic benchmark and a quasi‑geostrophic flow model, achieving significant improvements in exceedance‑frequency and tail‑density errors with limited data. The approach demonstrates that local instability information can be leveraged as a practical conditioning signal for data‑efficient emulation of extreme events.

By Isabella S. Thiel, Juan Bello-Rivas, Yannis G. Kevrekidis, Themistoklis P. Sapsis
arXiv AI
6d ago

UQ-LOB: Uncertainty-Aware Limit Order Book Mid-Price Forecasting

UQ-LOB is a lightweight, encoder‑agnostic module that adds uncertainty quantification to any pretrained limit order book (LOB) encoder. It offers two variants: UQ‑regression, which outputs a calibrated Gaussian over future tick displacement, and UQ‑classification, which outputs a categorical distribution over down/up/stationary. On 5.2 billion LOB events across seven cryptocurrency assets, UQ‑regression achieves near‑nominal 68 % interval coverage, and selecting the top 10 % most confident predictions boosts directional macro F1 by 0.11–0.15 for regression and 0.05–0.11 for classification, reaching F1 scores of 0.88 (down) and 0.83 (up) at a 5‑second horizon.

By Derrick Gilchrist Edward Manoharan, Eljas Linna, Kestutis Baltakys, Hao Dong, Juho Kanniainen