Physical Sciences and Mathematics Commons^™

Historical Perspectives In Volatility Forecasting Methods With Machine Learning, Zhiang Qiu, Clemens Kownatzki, Fabien Scalzo, Eun Sang Cha

All Faculty Open Access Publications

Volatility forecasting for financial institutions plays a pivotal role across a wide range of domains, such as risk management, option pricing, and market making. For instance, banks can incorporate volatility forecasts into stress testing frameworks to ensure they are holding sufficient capital during extreme market conditions. However, volatility forecasting is challenging because volatility can only be estimated, and different factors influence volatility, ranging from macroeconomic indicators to investor sentiments. While recent works show promising advances in machine learning and artificial intelligence for volatility forecasting, a comprehensive assessment of current statistical and learning-based methods is lacking. Thus, this paper aims to …

Book Review Of, Participatory Engineering Of Algorithmic Socialtechnologies: An Extended Book Review Of David G. Robinson's Voices Inthe Code, Rajesh Venkatachalapathy

Complex Systems Faculty Publications and Presentations

David G. Robinson’s Voices in the Code, reviewed here, approaches the issue of governance and regulation of algorithmic social technologies with a case study orientation that offers a grounding in the details, illuminating the fundamentally sociological and processual nature of modern governance issues that are mostly missed or left implicit in academic, regulatory, and legislative discussions. This important book urges us to design adaptive, malleable, and evolvable participatory organizational structures instead. Accepting the author’s invitation to carry the torch forward, this review builds on and extends the book’s arguments by presenting broad and transferable insights on regulation and governance …

Modeling And Simulation Of Intelligent Underwater Acoustic Countermeasure Based On The Matrix Game, Huijin Zhao, Yu Chen

Journal of System Simulation

Abstract: Due to the great threat of torpedo against surface warships, an efficient hydroacoustic countermeasure system must output real-time strategies to accommodate varied antagonizing scenarios. Aiming at the decision-making problem in the anti-torpedo hydroacoustic countermeasure cases, an intelligent adversarial strategy is proposed based on the game theory. By discretizing the strategy space of both sides, a matrix game model is established where the payoff is characterised by the capture probability of attacking torpedo. An improved simplex algorithm is then developed to get the mixedstrategy Nash equilibrium of the game model, which can be used to obtain preferred avoidance strategies to …

Optimal Scheduling Of Virtual Power Plant With Coupled Operation Of Ccs-P2g Considering Wind And Photovoltaic Uncertainty, Xurong Jin, Jiang Yin, Guohua Yang, Wei Li, Guobin Wang, Lele Wang, Na Yang, Xuenian Zhou

Journal of System Simulation

Abstract: In order to solve the problem that the uncertainty of wind power and photovoltaic power generation output easily affects the scheduling of virtual power plant, a new optimal scheduling model of virtual power plant is proposed based on information gap decision theory (IGDT) . In order to reduce the carbon emission of the system, carbon capture and storage (CCS) is installed on the combined heat and power units; in order to improve the utilization rate of renewable energy, the power to gas (P2G) device is introduced into the system, and the operation mode of CCS-P2G coupling is proposed; based …

A Quadrotor Trajectory Tracking Control Method Based On Deep Reinforcement Learning, Guohua Wu, Jiaheng Zeng, Dezhi Wang, Long Zheng, Wei Zou

Journal of System Simulation

Abstract: Traditional quadrotor controllers, constrained by fixed model equation structures, encounter challenges in addressing control errors stemming from variations in parameters and environmental disturbances. This paper proposes a deep reinforcement learning solution for the quadrotor trajectory following control problem. We present the PPO-SAG algorithm incorporated into the PPO framework, utilizing adaptive mechanisms and PID expert knowledge to enhance training convergence and stability. Target functions incorporating distance constraint penalties and entropy policies are designed in alignment with the characteristics of the given problem. We also devise innovative disturbance-adaptive structures and trajectory feature selection mechanisms to augment control error information and extract …

Optimization Of Cargo Location Allocation In Four-Way Shuttle Warehousing System Based On Two-Stage Hybrid Algorithm, Zisong Wu, Daofang Chang, Yuchun Gai

Journal of System Simulation

Abstract: To address issues such as the dense distribution of storage locations and the potential congestion of shuttle vehicles in the four-way shuttle dense storage system, a grid-based approach to the storage location distribution is developed. A location allocation model is then constructed with the goals of ensuring shelf stability, improving warehousing efficiency, and balancing equipment utilization. A twostage hybrid algorithm is designed for the model. In the first stage, the local search strategy of nondominant sequencing genetic algorithm(NSGA-II) is enhanced by incorporating the hill climbing algorithm to address a set of Pareto front sets. In the second stage, the …

Research On A Credibility Information Management Method Of Simulation Modeling, Qiming Gu, Jiazhi Chen, Guoyan Cao, Chenchu Zhou, Dengxiu Yu, Haifeng Hu

Journal of System Simulation

Abstract: A proposed method for managing credibility information in simulation modeling draws insights from the NASA-STD-7009 standard for modeling and simulation. From the perspective of credibility information recording, definition, and assessment, this method aims to address the core issue of whether the credibility requirements are met in simulation modeling research. A simulation system credibility information extraction tool is designed to extract three types of information including modeling credibility information, data credibility information, and development process credibility information, enabling recording, definition, and traceability of credibility information in simulation models. Taking a servo system credibility evaluation as an example, a simulation system …

Hierarchical Optimal Scheduling Of Integrated Energy System With Electric Vehicles Based On Empc, Miaomiao Ma, Zijuan Long, Zhiwei Ren, Yongqiang Cheng

Journal of System Simulation

Abstract: A hierarchical real-time optimization (HRTO) based on economic model predictive control is designed to address the issues of randomness and uncertainty of renewable energy and demand-side in integrated energy systems (IES) with electric vehicles. The optimization problem of the entire system is divided into three sub-problems: day-ahead rolling optimization, real-time rolling optimization, and tracking control. The day-ahead optimization strategy based on economic model predictive control is constructed to ensure that the operational units can meet users' demands. The optimal steady-state operating points of the entire IES are obtained through the real-time optimization layer. The tracking model predictive controller is …

Method For Dynamic Coalition Formation Of Wargame Agent For Force Cooperation, Changhua Yao, Shanning Bi, Rufei Ma, Xiaohan Yu, Jiaqiang Li, Jinli Chen

Journal of System Simulation

Abstract: Regarding the issue of cooperative task alliance formation and adjustment in multi-agent dynamic confrontation scenarios at the tactical level, this method comprehensively considers factors such as target value, task allocation, and operator characteristics, as well as the benefits and costs of executing different types of tasks. we propose a targeted force coordination adjustment for dynamic task alliance formation based on behavioral constraints. The “MiaoSuan-Wise Winning Instant Strategy Human-Computer Confrontation Platform” of Chinese Academy of Sciences (CAS) is used as an experimental platform to conduct confrontation experiments. The experiment demonstrates that the proposed method improves the dynamic coordination ability of …

Research On Decision-Making Of Autonomous Driving In Highway Environment Based On Knowledge And Large Language Model, Xiang Wang, Guozhen Tan

Journal of System Simulation

Abstract: Aiming at the lack of continuous learning and interpretability of current autonomous driving system, a decision model with cognition, generalization and learning ability is proposed. The model utilizes large language model (LLM) and attention mechanisms to understand and explain driving scenes. the system can accumulate and learn from driving experiences, continuously improving its decisionmaking ability. In a simulation environment, the closed-loop test decision model is applied in high-speed scenarios.The simulation results show that the success rate of the knowledge-driven model is 7% and 4% higher than those of the rule-based and data-driven methods. Additionally, the model exhibits generalization and …

Investigating Potential Sugar-Related Uncertainties In A Proxy For Ancient Co2, Liam Cooper

Student Theses and Dissertations

The ε_p proxy for ancient pCO₂ can potentially estimate ancient pCO₂ as from the evolution of rubisco-based photosynthesis, using the difference in stable carbon isotope ratios (δ¹³C) between fixed and inorganic carbon, assuming this difference is proportional to pCO₂. This study aims to address uncertainty with the use of photosynthetic microbes in proxies for ancient pCO₂. While previous studies address uncertainties related to the δ¹³C of initial fixed photosynthate (e.g., growth rate), we aim to address the effects of downstream carbon allocation. Specifically, if a significant fraction of fixed …

Design And Realization Of Integrated Energy System Dynamic Stability Simulation And Steady-State Simulation System, Guixiong He, Xiaoqiang Jia, Shufeng Dong, Yonglu Han, Yonghua Chen, Yiming Zheng

Journal of System Simulation

Abstract: Aiming for“carbon peak”and“carbon neutrality”, the energy sector is undergoing significant reform. To address energy flow and planning optimization in integrated energy systems, a comprehensive simulation platform is developed. This platform combines physical and digital simulations with real-world validation and is modular in design, It includes an integrated energy model library, energy flow optimization, modeling management, real-time simulation, and energy monitoring. The platform enhances system safety, stability, and economic efficiency, While also improving planning and energy management. The paper analyzes the platform′s functional and physical architecture, introduces key modules, establishes dynamic and steady-state model libraries, and optimizes energy flow using …

Survey On Large Language Agent Technologies For Intelligent Game Theoretic Decision-Making, Xueqiang Gu, Junren Luo, Yanzhong Zhou, Wanpeng Zhang

Journal of System Simulation

Abstract: The development of artificial intelligence technology has greatly promoted the transformation of the solving paradigm of intelligent game decision problems. From optimal solution, equilibrium solution to adaptive variable solution, how to build an intelligent game adaptive decision agent based on generative large model is full of challenges. The force distribution and multi-entity coordination in the game strong confrontation environment are the core issues in the study of troop deployment and operational coordination. Based on the methods of strategy reinforcement learning, strategy game tree search and strategy preference voting based on skill, ranking and preference meta-game model construction, a large …

Improved Hybrid Optimization Algorithm For Multi-Objective Ipps Problem, Wenbin Gu, Jiexia Qing, Jie Fang, Siqi Liu

Journal of System Simulation

Abstract: For the problem of multi-objective integrated process planning and scheduling (MOIPPS), an improved hybrid optimization algorithm considering global and local optimum is proposed to optimize two objectives about minimum makespan and energy consumption. A multi-objective problem model and solution framework are established by analyzing the difference and connection between process planning and scheduling in integrated system. A hybrid optimization algorithm is proposed for the two-stage integration problem. In the process planning stage, global search algorithm is employed to provide a variety of process schemes for the integrated system and to ensure the global search performance of the integrated algorithm. …

Research On Modeling, Optimization And Application Of Aeroengine Oil System, Shijie Huang, Zhensheng Zhang, Jing Cai, Rui Zhang

Journal of System Simulation

Abstract: In response to the high cost and long cycle of using experimental methods for monitoring, diagnosing, and predicting lubricating oil system, a simulation model for oil system is constructed and optimized, and the application of the model in health management of oil system is proposed. Based on the physical characteristics of the components in the oil system, subsystem models for ventilation, oil supply, thermodynamics, and oil return are constructed using a certain engine oil system as an example, and the whole oil system model is constructed and solved iteratively. The model is optimized by combining particle swarm optimization and …

Robot Path Planning Based On Ant Colony Algorithm With Dual Heuristic Information, Xiaohui Zhou, Yanqiang Li, Yong Wang, Decai Zhao, Xiaoyao Yang

Journal of System Simulation

Abstract: The traditional ant colony algorithm is characterized by a slow convergence speed, numerous turning points, and a tendency to fall into local minima. These characteristics make the algorithm less effective for path planning research in mobile robotics. Therefore, this paper proposes an improved ant colony algorithm and applies it to global path planning for robots. The A* algorithm is used to quickly plan a path and increase the initial pheromone of that path, so that the improved algorithm is guided by the global path during the local search, preventing excessive ants from entering dead ends, and reducing the randomness …

Research On Modeling Methods For Industrial Core Capability Architecture Based On The Dodaf Framework, Xiaoqiang Dou, Yan Liu, Zhilong Zhao, Chao Fu, Fulin Zhang, Shanshan Zou

Journal of System Simulation

Abstract: Against the backdrop of the industrial sector actively pursuing digital capability building, this paper describes the necessity and current status of architecture theory methods guiding industrial core capability construction. It proposes the conceptual connotation of industrial core capability architecture and four key modeling elements. Based on DoDAF, it conducts the overall design of industrial core capability architecture. By integrating systems engineering principles, it establishes a five-stage process model for capability-building activities, embedding critical elements such as capability/business/ application/data/technology architecture viewpoint, and explains data model design, and logical compositions of various viewpoints. By selecting a capability building project in a …

A Simulating Framework Construction Method About New Distributed Confrontation, Zhipeng Liu, Yanyang Gu, Baojie Hu, Fangjun He, Zhipeng Fan

Journal of System Simulation

Abstract: The new distributed confrontation in future emphasizes systematic combat and flexible use of power in the resistance environment. To study and analyze the potential threats of such new forms of distributed confrontation, this paper proposes a system confrontation strategy focused on decisionmaking confrontation from the perspective of network and electromagnetic space. In addition, a highly flexible and saleable behavior model adversarial framework is proposed. By parameterizing the network and electrical countermeasure strategy, an adversarial model based on typical airspace scenarios is designed, and the confrontation effectiveness of traditional multifunctional platforms and distributed units is quantitatively compared and analyzed. The …

Why Commencement Will Be The One Ritual Ai Will Never Replace, Essraa Nawar

Library Articles and Research

"We are entering an era of unimaginable change.

Artificial Intelligence is transforming how we work, learn, create, and think. It’s reshaping higher education—and pushing many to ask: Is college still worth it? Are degrees still necessary?

Those questions are real. And I welcome them.

But I also know this: no machine can replace the moment a family claps through tears when their loved one walks the stage."

Similarity Metrics, Metrics, And Conditionally Negative Definite Functions, Daniel Alpay, Liora Mayats-Alpay

Mathematics, Physics, and Computer Science Faculty Articles and Research

We give an example of a similarity metric which is not positive definite, and present a general theorem which provides a large family of similarity metrics which are positive definite.

A Catalytic Pathway For The Formation Of Cyanobenzene In Nitrogen-Rich Environments And The Spectroscopy Of The Reactive Intermediates, Vincent J. Esposito, Silvia Alessandrini, David Dubois, Ryan Fortenberry

Biology, Chemistry, and Environmental Sciences Faculty Articles and Research

The catalytic reaction of isocyanobenzene (C₆H₅NC) with NCN⁻ produces cyanobenzene (C₆H₅NC) through various highly stable reactive intermediate species. Nitrogen-rich environments such as Titan’s atmosphere serve as favorable locations to study reaction pathways involving nitrogenated species contributing to organic growth. Formation pathways of cyanobenzene have been characterized, but none with the contribution of anions or phenyl groups. In regions with a high abundance of nitrogen anions, such as Titan’s atmosphere, reactions with species such as NCN⁻ may play a role in the formation of cyanobenzene. Highly accurate computational methods are used …

Sustainability In The Cruising Industry: Innovations In Air Quality, Energy Efficiency, And Waste Management, Fikret Durmus, Mi Ran Kim

ICHRIE Research Reports

The cruise industry, a cornerstone of the global hospitality and tourism sector, faces increasing scrutiny over its environmental impact. As passenger numbers grow, so does the industry's responsibility to adopt sustainable practices. This report examines key innovations in air quality management, energy efficiency, and waste management, highlighting the industry's transition from historically high emissions and waste production to advanced sustainability initiatives. Key focus areas include evolving maritime regulations, adopting cleaner propulsion technologies, integrating energy-efficient solutions, and improving waste treatment practices. Findings indicate that industry leaders are investing in liquefied natural gas engines, exhaust gas cleaning systems, and onshore power supply …

Dynamical Evolution Of Kinematic Properties: The Steady Forcing Case, A.D. Kirwan, Jr, Helga Huntley, James Turbett

College of Science & Mathematics Departmental Research

Observations from recent large submesoscale drifter deployments in the ocean exhibit complicated time series of the kinematic properties (KP) — divergence, vorticity, shear and normal strain rates. These are challenging to interpret in the complex ocean-atmosphere system. The evolution equations for the four KP are derived from the two-dimensional momentum conservation equations on the f -plane. The resulting equations capture the submesoscale motion of drifters along fixed ocean surfaces, with time and space scales on the order of days and kilometers. They are linearly coupled through the Coriolis term and nonlinearly coupled through the horizontal divergence. The solution space, even …

Towards Multi-Modal Multi-Document Understanding Capabilities In Foundation Models, Chuhan Li

Computer Science Theses

Contemporary foundation models are predominantly evaluated on isolated documentor image-understanding tasks, thereby overlooking the inherent multimodal multi-document reasoning that characterizes scientific inquiry. To bridge this gap, M3SCIQA is introduced, aMulti-Modal,Multi-document Scientific Question Answering benchmark crafted to test foundation models in practical scientific research settings. A comprehensive evaluation of 18 leading foundation models shows a substantial performance gap between models and human experts. Detailed error analysis reveals persistent deficiencies in both scientific visual reasoning tasks and long-range retrieval. Addressing the former, SPACECUE offers a concise yet effective visual prompting that overlays grid coordinates and Semantic-SAM masks …

Towards Practical And Real-Time Decoding Of Quantum Hypergraph Codes, Binghong (Leo) Li

Computer Science Theses

Quantum error correction (QEC) enables scalable quantum computation by detecting and correcting physical errors. However, decoding remains a key bottleneck—particularly for quantum low-density parity-check (qLDPC) codes, whose hypergraph structures demand complex reasoning. Most existing decoders are either too slow for real-time use or lack formal guarantees, and often struggle to generalize across diverse quantum hardware.

This thesis introduces the Minimum-Weight Parity Factor (MWPF) algorithm, a unified and certifiable decoding formulation that extends minimum-weight perfect matching to general hypergraph-based stabilizer codes. We focus on making MWPF practical and performant through a two-phase decoding architecture, consisting of a fast search phase and …

B-Spline Representations For Hyperspectral Inverse Rendering, Rachel Liang

Computer Science Theses

This work explores the use of a B-spline-based approach for hyperspectral inverse rendering from RGB images, experimenting on both spectral and geometric reconstruction. While the B-spline method is less accurate than brute-force optimization, it offers significant improvements in computational efficiency- reducing both runtime and memory usage.

Our experiments show that the B-spline representation can approximate smooth spectral data effectively but struggles with sharper spectral features unless more knots are introduced. Notably, wavelengths near the edges of the visible spectrum (around 400 nm and 700 nm) were less stable during optimization, reflecting lower convergence reliability. Despite these challenges, the final RGB …

Sequence Conservation Of Suppressor Of Ikk Epsilon Phosphorylation Sites, Kaydence M. Isaacs

Undergraduate Honors Theses

Suppressor of IKK epsilon (SIKE) is a protein that is implicated in immune response signaling pathways. SIKE interaction networks suggest roles in cell motility and macromolecular complexes mediating kinase/phosphatase activity. In this project, we aim to better understand the function of SIKE by analyzing amino acid sequences across different species. In human SIKE, viral infection leads to phosphorylation of SIKE at defined serine residues. Comparing SIKE sequences, and specifically these phosphorylation sites, allows us to discover its ancestral connections to innate immune function. This has particular applications in bridging the evolutionary gap between fungi and metazoa SIKE sequences. Multiple sequence …

Decarbonized Shipping: Is It The Best Sustainable Shipping Solution?, Olivia Akers

Sustainable Supply Chain Management

In the era of globalization and the fourth industrial revolution, the maritime shipping industry has grown exponentially in the twenty-first century. In fact, 90% of today’s goods travel across the ocean before reaching the end consumer, meaning that ocean transportation of goods contributes significantly to overall environmental impacts on the ocean. Awareness of this impact has increased as humans strive to eliminate unsustainable practices in an effort to protect the long term health of our planet. Decarbonized shipping has been proposed as a possible solution for unsustainable shipping practices, and the goal of this chapter is to evaluate this solution …

Human Endogenous Retroviruses (Hervs) Associated With Glioblastoma Risk And Prognosis, Harun Mazumder, Hui Yi Lin, Melody Baddoo, Wojciech Gałan, Diana Polania-Villanueva, Chindo Hicks, David Otohinoyi, Francesca Peruzzi, Zbigniew Madeja, Victoria P. Belancio, Erik K. Flemington, Krzysztof Reiss, Monika Rak

School of Medicine Faculty Publications

Emerging evidence suggests expression from human endogenous retrovirus (HERV) loci likely contributes to, or is a biomarker of, glioblastoma multiforme (GBM) disease progression. However, the relationship between HERV expression and GBM malignant phenotype is unclear. Applying several in silico analyses based on data from The Cancer Genome Atlas (TCGA), we derived a locus-specific HERV transcriptome for glioma that revealed 211 HERVs significantly dysregulated in the comparisons of GBM vs. normal brain (NB), GBM vs. low-grade glioma (LGG), and LGG vs. NB. Our analysis supported development of a unique HERV scoring algorithm that segregated GBM, LGG, and NB. Interestingly, lower HERV …

Programming A More Efficient Onboarding Process For New Employees, Long H. Pham

Undergraduate Honors Theses

The current onboarding process for new hires in the University of San Diego’s Shiley-Marcos School of Engineering is inefficient. There is no central location where new hires and administrators can track onboarding progress. Both parties have to manage multiple email chains and write their own reminders to keep track of everything. This leads to delays, missing deadlines, and confusion for both parties. A web-based onboarding application has been developed recently to address these issues and streamline the onboarding process for new hires. However, this application contains several accessibility issues and does not follow all of the standards for effective employee …