Search Results for author: Ben Moews

Found 7 papers, 2 papers with code

On random number generators and practical market efficiency

no code implementations27 May 2023 Ben Moews

Limited prior studies in the operational research literature have investigated tests designed for random number generators to check for these informational efficiencies.

Time Series

Physics-informed neural networks in the recreation of hydrodynamic simulations from dark matter

no code implementations24 Mar 2023 zhenyu Dai, Ben Moews, Ricardo Vilalta, Romeel Dave

Physics-informed neural networks have emerged as a coherent framework for building predictive models that combine statistical patterns with domain knowledge.

Hybrid analytic and machine-learned baryonic property insertion into galactic dark matter haloes

no code implementations10 Dec 2020 Ben Moews, Romeel Davé, Sourav Mitra, Sultan Hassan, Weiguang Cui

In doing so, we are able to recover more properties than the analytic formalism alone can provide, creating a high-speed hydrodynamic simulation emulator that populates galactic dark matter haloes in N-body simulations with baryonic properties.

BIG-bench Machine Learning

Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning

no code implementations24 Feb 2020 Ben Moews, Gbenga Ibikunle

Standard methods and theories in finance can be ill-equipped to capture highly non-linear interactions in financial prediction problems based on large-scale datasets, with deep learning offering a way to gain insights into correlations in markets as complex systems.

Gaussbock: Fast parallel-iterative cosmological parameter estimation with Bayesian nonparametrics

1 code implementation23 May 2019 Ben Moews, Joe Zuntz

We present and apply Gaussbock, a new embarrassingly parallel iterative algorithm for cosmological parameter estimation designed for an era of cheap parallel computing resources.

Cosmology and Nongalactic Astrophysics Instrumentation and Methods for Astrophysics Computation Methodology 85A40, 68W10, 62G07, 62P35

Lagged correlation-based deep learning for directional trend change prediction in financial time series

no code implementations27 Nov 2018 Ben Moews, J. Michael Herrmann, Gbenga Ibikunle

Trend change prediction in complex systems with a large number of noisy time series is a problem with many applications for real-world phenomena, with stock markets as a notoriously difficult to predict example of such systems.

Feature Engineering Time Series +1

Forging new worlds: high-resolution synthetic galaxies with chained generative adversarial networks

1 code implementation7 Nov 2018 Levi Fussell, Ben Moews

Astronomy of the 21st century increasingly finds itself with extreme quantities of data.

Astronomy

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