pwc-archive/papers-with-abstracts huggingface dataset:
Coevolutionary dynamics of feedback-evolving games in structured populations
Authors: Qiushuang Wang, Xiaojie Chen, Attila Szolnoki
Date: 2025-02-09 00:00:00

The interdependence between an individual strategy decision and the resulting change of environmental state is often a subtle process. Feedback-evolving games have been a prevalent framework for studying such feedback in well-mixed populations, yielding important insights into the coevolutionary dynamics. However, since real populations are usually structured, it is essential to explore how population structure affects such coevolutionary dynamics. Our work proposes a coevolution model of strategies and environmental state in a structured population depicted by a regular graph. We investigate the system dynamics, and theoretically demonstrate that there exist different evolutionary outcomes including oscillation, bistability, the coexistence of oscillation and dominance, as well as the coexistence of cooperation and defection. Our theoretical predictions are validated through numerical calculations. By using Monte Carlo simulations we examine how the number of neighbors influences the coevolutionary dynamics, particularly the size of the attractive domain of the replete environmental state in the cases of bistability or cooperation-defection coexistence. Specifically, in the case of bistability, a larger neighborhood size may be beneficial to save the environment when the environmental enhancement rate by cooperation / degradation rate by defection is high. Conversely, if this ratio is low, a smaller neighborhood size is more beneficial. In the case of cooperator-defector coexistence, environmental maintenance is basically influenced by individual payoffs. When the ratio of temptation minus reward versus punishment minus sucker's payoff is high, a larger neighborhood size is more favorable. In contrast, when the mentioned ratio is low, a smaller neighborhood size is more advantageous.
Measuring Fitness and Importance of Species in Food Webs
Authors: Emanuele Calò, Giordano De Marzo, Vito D. P. Servedio
Date: 2025-02-11 00:00:00

Ecosystems face intensifying threats from climate change, overexploitation, and other human pressures, emphasizing the urgent need to identify keystone species and vulnerable ones. While established network-based measures often rely on a single metric to quantify a species' relevance, they overlook how organisms can be both carbon providers and consumers, thus playing a dual role in food webs. Here, we introduce a novel approach that assigns each species two complementary scores -- an importance measure quantifying their centrality as carbon source and a fitness measure capturing their vulnerability. We show that species with high importance are more likely to trigger co-extinctions upon removal, while high-fitness species typically endure until later stages of collapse, in line with their broader prey ranges. On the other hand, low fitness species are the most vulnerable and susceptible to extinctions. Tested on multiple food webs, our method outperforms traditional degree-based analyses and competes effectively with eigenvector-based approaches, while also providing additional insights. Relying solely on interaction data, the approach is scalable and avoids reliance on expert-driven classifications, offering a cost-effective tool for prioritizing conservation efforts.
Supervised contrastive learning for cell stage classification of animal embryos
Authors: Yasmine Hachani, Patrick Bouthemy, Elisa Fromont, Sylvie Ruffini, Ludivine Laffont, Alline de Paula Reis
Date: 2025-02-11 00:00:00
Tasks: Contrastive Learning

Video microscopy, when combined with machine learning, offers a promising approach for studying the early development of in vitro produced (IVP) embryos. However, manually annotating developmental events, and more specifically cell divisions, is time-consuming for a biologist and cannot scale up for practical applications. We aim to automatically classify the cell stages of embryos from 2D time-lapse microscopy videos with a deep learning approach. We focus on the analysis of bovine embryonic development using video microscopy, as we are primarily interested in the application of cattle breeding, and we have created a Bovine Embryos Cell Stages (ECS) dataset. The challenges are three-fold: (1) low-quality images and bovine dark cells that make the identification of cell stages difficult, (2) class ambiguity at the boundaries of developmental stages, and (3) imbalanced data distribution. To address these challenges, we introduce CLEmbryo, a novel method that leverages supervised contrastive learning combined with focal loss for training, and the lightweight 3D neural network CSN-50 as an encoder. We also show that our method generalizes well. CLEmbryo outperforms state-of-the-art methods on both our Bovine ECS dataset and the publicly available NYU Mouse Embryos dataset.
Generation of Drug-Induced Cardiac Reactions towards Virtual Clinical Trials
Authors: Qian Shao, Bang Du, Zepeng Li, Qiyuan Chen, Hongxia Xu, Jimeng Sun, Jian Wu, Jintai Chen
Date: 2025-02-11 00:00:00

Clinical trials remain critical in cardiac drug development but face high failure rates due to efficacy limitations and safety risks, incurring substantial costs. In-silico trial methodologies, particularly generative models simulating drug-induced electrocardiogram (ECG) alterations, offer a potential solution to mitigate these challenges. While existing models show progress in ECG synthesis, their constrained fidelity and inability to characterize individual-specific pharmacological response patterns fundamentally limit clinical translatability. To address these issues, we propose a novel Drug-Aware Diffusion Model (DADM). Specifically, we construct a set of ordinary differential equations to provide external physical knowledge (EPK) of the realistic ECG morphology. The EPK is used to adaptively constrain the morphology of the generated ECGs through a dynamic cross-attention (DCA) mechanism. Furthermore, we propose an extension of ControlNet to incorporate demographic and drug data, simulating individual drug reactions. Compared to the other eight state-of-the-art (SOTA) ECG generative models: 1) Quantitative and expert evaluation demonstrate that DADM generates ECGs with superior fidelity; 2) Comparative results on two real-world databases covering 8 types of drug regimens verify that DADM can more accurately simulate drug-induced changes in ECGs, improving the accuracy by at least 5.79% and recall by 8%. In addition, the ECGs generated by DADM can also enhance model performance in downstream drug-effect classification tasks.
Fourier-enhanced Neural Networks For Systems Biology Applications
Authors: Enze Xu, Minghan Chen
Date: 2025-02-10 00:00:00

In the field of systems biology, differential equations are commonly used to model biological systems, but solving them for large-scale and complex systems can be computationally expensive. Recently, the integration of machine learning and mathematical modeling has offered new opportunities for scientific discoveries in biology and health. The emerging physics-informed neural network (PINN) has been proposed as a solution to this problem. However, PINN can be computationally expensive and unreliable for complex biological systems. To address these issues, we propose the Fourier-enhanced Neural Networks for systems biology (SB-FNN). SB-FNN uses an embedded Fourier neural network with an adaptive activation function and a cyclic penalty function to optimize the prediction of biological dynamics, particularly for biological systems that exhibit oscillatory patterns. Experimental results demonstrate that SB-FNN achieves better performance and is more efficient than PINN for handling complex biological models. Experimental results on cellular and population models demonstrate that SB-FNN outperforms PINN in both accuracy and efficiency, making it a promising alternative approach for handling complex biological models. The proposed method achieved better performance on six biological models and is expected to replace PINN as the most advanced method in systems biology.
Efficient Spatial Estimation of Perceptual Thresholds for Retinal Implants via Gaussian Process Regression
Authors: Roksana Sadeghi, Michael Beyeler
Date: 2025-02-10 00:00:00
Tasks: GPR

Retinal prostheses restore vision by electrically stimulating surviving neurons, but calibrating perceptual thresholds (i.e., the minimum stimulus intensity required for perception) remains a time-intensive challenge, especially for high-electrode-count devices. Since neighboring electrodes exhibit spatial correlations, we propose a Gaussian Process Regression (GPR) framework to predict thresholds at unsampled locations while leveraging uncertainty estimates to guide adaptive sampling. Using perceptual threshold data from four Argus II users, we show that GPR with a Matern kernel provides more accurate threshold predictions than a Radial Basis Function (RBF) kernel (p < .001, Wilcoxon signed-rank test). In addition, spatially optimized sampling yielded lower prediction error than uniform random sampling for Participants 1 and 3 (p < .05). While adaptive sampling dynamically selects electrodes based on model uncertainty, its accuracy gains over spatial sampling were not statistically significant (p > .05), though it approached significance for Participant 1 (p = .074). These findings establish GPR with spatial sampling as a scalable, efficient approach to retinal prosthesis calibration, minimizing patient burden while maintaining predictive accuracy. More broadly, this framework offers a generalizable solution for adaptive calibration in neuroprosthetic devices with spatially structured stimulation thresholds, paving the way for faster, more personalized system fitting in future high-channel-count implants. Clinical relevance: Gaussian Progress Regression offers a scalable path toward faster, more personalized calibration procedures for future high-channel-count neuroprosthetic devices.
SparseFocus: Learning-based One-shot Autofocus for Microscopy with Sparse Content
Authors: Yongping Zhai, Xiaoxi Fu, Qiang Su, Jia Hu, Yake Zhang, Yunfeng Zhou, Chaofan Zhang, Xiao Li, Wenxin Wang, Dongdong Wu, Shen Yan
Date: 2025-02-10 00:00:00

Autofocus is necessary for high-throughput and real-time scanning in microscopic imaging. Traditional methods rely on complex hardware or iterative hill-climbing algorithms. Recent learning-based approaches have demonstrated remarkable efficacy in a one-shot setting, avoiding hardware modifications or iterative mechanical lens adjustments. However, in this paper, we highlight a significant challenge that the richness of image content can significantly affect autofocus performance. When the image content is sparse, previous autofocus methods, whether traditional climbing-hill or learning-based, tend to fail. To tackle this, we propose a content-importance-based solution, named SparseFocus, featuring a novel two-stage pipeline. The first stage measures the importance of regions within the image, while the second stage calculates the defocus distance from selected important regions. To validate our approach and benefit the research community, we collect a large-scale dataset comprising millions of labelled defocused images, encompassing both dense, sparse and extremely sparse scenarios. Experimental results show that SparseFocus surpasses existing methods, effectively handling all levels of content sparsity. Moreover, we integrate SparseFocus into our Whole Slide Imaging (WSI) system that performs well in real-world applications. The code and dataset will be made available upon the publication of this paper.
A Simple yet Effective DDG Predictor is An Unsupervised Antibody Optimizer and Explainer
Authors: Lirong Wu, Yunfan Liu, Haitao Lin, Yufei Huang, Guojiang Zhao, Zhifeng Gao, Stan Z. Li
Date: 2025-02-10 00:00:00

The proteins that exist today have been optimized over billions of years of natural evolution, during which nature creates random mutations and selects them. The discovery of functionally promising mutations is challenged by the limited evolutionary accessible regions, i.e., only a small region on the fitness landscape is beneficial. There have been numerous priors used to constrain protein evolution to regions of landscapes with high-fitness variants, among which the change in binding free energy (DDG) of protein complexes upon mutations is one of the most commonly used priors. However, the huge mutation space poses two challenges: (1) how to improve the efficiency of DDG prediction for fast mutation screening; and (2) how to explain mutation preferences and efficiently explore accessible evolutionary regions. To address these challenges, we propose a lightweight DDG predictor (Light-DDG), which adopts a structure-aware Transformer as the backbone and enhances it by knowledge distilled from existing powerful but computationally heavy DDG predictors. Additionally, we augmented, annotated, and released a large-scale dataset containing millions of mutation data for pre-training Light-DDG. We find that such a simple yet effective Light-DDG can serve as a good unsupervised antibody optimizer and explainer. For the target antibody, we propose a novel Mutation Explainer to learn mutation preferences, which accounts for the marginal benefit of each mutation per residue. To further explore accessible evolutionary regions, we conduct preference-guided antibody optimization and evaluate antibody candidates quickly using Light-DDG to identify desirable mutations.
LLMs for Drug-Drug Interaction Prediction: A Comprehensive Comparison
Authors: Gabriele De Vito, Filomena Ferrucci, Athanasios Angelakis
Date: 2025-02-09 00:00:00
Tasks: Prediction

The increasing volume of drug combinations in modern therapeutic regimens needs reliable methods for predicting drug-drug interactions (DDIs). While Large Language Models (LLMs) have revolutionized various domains, their potential in pharmaceutical research, particularly in DDI prediction, remains largely unexplored. This study thoroughly investigates LLMs' capabilities in predicting DDIs by uniquely processing molecular structures (SMILES), target organisms, and gene interaction data as raw text input from the latest DrugBank dataset. We evaluated 18 different LLMs, including proprietary models (GPT-4, Claude, Gemini) and open-source variants (from 1.5B to 72B parameters), first assessing their zero-shot capabilities in DDI prediction. We then fine-tuned selected models (GPT-4, Phi-3.5 2.7B, Qwen-2.5 3B, Gemma-2 9B, and Deepseek R1 distilled Qwen 1.5B) to optimize their performance. Our comprehensive evaluation framework included validation across 13 external DDI datasets, comparing against traditional approaches such as l2-regularized logistic regression. Fine-tuned LLMs demonstrated superior performance, with Phi-3.5 2.7B achieving a sensitivity of 0.978 in DDI prediction, with an accuracy of 0.919 on balanced datasets (50% positive, 50% negative cases). This result represents an improvement over both zero-shot predictions and state-of-the-art machine-learning methods used for DDI prediction. Our analysis reveals that LLMs can effectively capture complex molecular interaction patterns and cases where drug pairs target common genes, making them valuable tools for practical applications in pharmaceutical research and clinical settings.
DiffNMR2: NMR Guided Sampling Acquisition Through Diffusion Model Uncertainty
Authors: Etienne Goffinet, Sen Yan, Fabrizio Gabellieri, Laurence Jennings, Lydia Gkoura, Filippo Castiglione, Ryan Young, Idir Malki, Ankita Singh, Thomas Launey
Date: 2025-02-06 00:00:00
Tasks: Drug Discovery

Nuclear Magnetic Resonance (NMR) spectrometry uses electro-frequency pulses to probe the resonance of a compound's nucleus, which is then analyzed to determine its structure. The acquisition time of high-resolution NMR spectra remains a significant bottleneck, especially for complex biological samples such as proteins. In this study, we propose a novel and efficient sub-sampling strategy based on a diffusion model trained on protein NMR data. Our method iteratively reconstructs under-sampled spectra while using model uncertainty to guide subsequent sampling, significantly reducing acquisition time. Compared to state-of-the-art strategies, our approach improves reconstruction accuracy by 52.9\%, reduces hallucinated peaks by 55.6%, and requires 60% less time in complex NMR experiments. This advancement holds promise for many applications, from drug discovery to materials science, where rapid and high-resolution spectral analysis is critical.
Integrating the implied regularity into implied volatility models: A study on free arbitrage model
Authors: Daniele Angelini, Fabrizio Di Sciorio
Date: 2025-02-11 00:00:00
Tasks: Financial Analysis

Implied volatility IV is a key metric in financial markets, reflecting market expectations of future price fluctuations. Research has explored IV's relationship with moneyness, focusing on its connection to the implied Hurst exponent H. Our study reveals that H approaches 1/2 when moneyness equals 1, marking a critical point in market efficiency expectations. We developed an IV model that integrates H to capture these dynamics more effectively. This model considers the interaction between H and the underlying-to-strike price ratio S/K, crucial for capturing IV variations based on moneyness. Using Optuna optimization across multiple indexes, the model outperformed SABR and fSABR in accuracy. This approach provides a more detailed representation of market expectations and IV-H dynamics, improving options pricing and volatility forecasting while enhancing theoretical and pratcical financial analysis.
TWICE: What Advantages Can Low-Resource Domain-Specific Embedding Model Bring? -- A Case Study on Korea Financial Texts
Authors: Yewon Hwang, Sungbum Jung, Hanwool Lee, Sara Yu
Date: 2025-02-10 00:00:00
Tasks: Specificity

Domain specificity of embedding models is critical for effective performance. However, existing benchmarks, such as FinMTEB, are primarily designed for high-resource languages, leaving low-resource settings, such as Korean, under-explored. Directly translating established English benchmarks often fails to capture the linguistic and cultural nuances present in low-resource domains. In this paper, titled TWICE: What Advantages Can Low-Resource Domain-Specific Embedding Models Bring? A Case Study on Korea Financial Texts, we introduce KorFinMTEB, a novel benchmark for the Korean financial domain, specifically tailored to reflect its unique cultural characteristics in low-resource languages. Our experimental results reveal that while the models perform robustly on a translated version of FinMTEB, their performance on KorFinMTEB uncovers subtle yet critical discrepancies, especially in tasks requiring deeper semantic understanding, that underscore the limitations of direct translation. This discrepancy highlights the necessity of benchmarks that incorporate language-specific idiosyncrasies and cultural nuances. The insights from our study advocate for the development of domain-specific evaluation frameworks that can more accurately assess and drive the progress of embedding models in low-resource settings.
OrderFusion: Encoding Orderbook for End-to-End Probabilistic Intraday Electricity Price Prediction
Authors: Runyao Yu, Yuchen Tao, Fabian Leimgruber, Tara Esterl, Jochen L. Cremer
Date: 2025-02-05 00:00:00
Tasks: Prediction, Representation Learning

Accurate and reliable probabilistic prediction of intraday electricity prices is essential to manage market uncertainties and support robust trading strategies. However, current methods rely heavily on domain feature extraction and fail to capture the dynamics between buy and sell orders, limiting the ability to form rich representations of the orderbook. Furthermore, these methods often require training separate models for different quantiles and introduce additional procedures-such as post-hoc quantile sorting or loss-based penalties-to address the quantile crossing issue, where predicted upper quantiles fall below lower ones. These steps are either decoupled from model training or introduce extra tuning complexity. To address these challenges, we propose an encoding method called OrderFusion and design a hierarchical multi-quantile head. OrderFusion encodes the orderbook into a 2.5D representation and employs a tailored jump cross-attention to model buy-sell dynamics without the need for domain feature extraction. The multi-quantile head anchors on the median quantile and hierarchically estimates other quantiles through constrained residuals, ensuring monotonicity without post-processing or additional tuning. We conduct extensive experiments and ablation studies on three key price indices (ID1, ID2, and ID3) using three years of orderbook data from the German and Austrian markets. The results demonstrate that our approach provides an accurate, reliable, and unified end-to-end framework for probabilistic intraday price prediction.
TRADES: Generating Realistic Market Simulations with Diffusion Models
Authors: Leonardo Berti, Bardh Prenkaj, Paola Velardi
Date: 2025-01-31 00:00:00
Tasks: Denoising

Financial markets are complex systems characterized by high statistical noise, nonlinearity, and constant evolution. Thus, modeling them is extremely hard. We address the task of generating realistic and responsive Limit Order Book (LOB) market simulations, which are fundamental for calibrating and testing trading strategies, performing market impact experiments, and generating synthetic market data. Previous works lack realism, usefulness, and responsiveness of the generated simulations. To bridge this gap, we propose a novel TRAnsformer-based Denoising Diffusion Probabilistic Engine for LOB Simulations (TRADES). TRADES generates realistic order flows conditioned on the state of the market, leveraging a transformer-based architecture that captures the temporal and spatial characteristics of high-frequency market data. There is a notable absence of quantitative metrics for evaluating generative market simulation models in the literature. To tackle this problem, we adapt the predictive score, a metric measured as an MAE, by training a stock price predictive model on synthetic data and testing it on real data. We compare TRADES with previous works on two stocks, reporting an x3.27 and x3.47 improvement over SoTA according to the predictive score, demonstrating that we generate useful synthetic market data for financial downstream tasks. We assess TRADES's market simulation realism and responsiveness, showing that it effectively learns the conditional data distribution and successfully reacts to an experimental agent, giving sprout to possible calibrations and evaluations of trading strategies and market impact experiments. We developed DeepMarket, the first open-source Python framework for market simulation with deep learning. Our repository includes a synthetic LOB dataset composed of TRADES's generates simulations. We release the code at github.com/LeonardoBerti00/DeepMarket.
De Finetti's problem with fixed transaction costs and regime switching
Authors: Wenyuan Wang, Zuo Quan Xu, Kazutoshi Yamazaki, Kaixin Yan, Xiaowen Zhou
Date: 2025-02-09 00:00:00

In this paper, we examine a modified version of de Finetti's optimal dividend problem, incorporating fixed transaction costs and altering the surplus process by introducing two-valued drift and two-valued volatility coefficients. This modification aims to capture the transitions or adjustments in the company's financial status. We identify the optimal dividend strategy, which maximizes the expected total net dividend payments (after accounting for transaction costs) until ruin, as a two-barrier impulsive dividend strategy. Notably, the optimal strategy can be explicitly determined for almost all scenarios involving different drifts and volatility coefficients. Our primary focus is on exploring how changes in drift and volatility coefficients influence the optimal dividend strategy.