PINT: Physics-Informed Neural Time Series Models with Applications to Long-term Inference on WeatherBench 2m-Temperature Data

This paper introduces PINT (Physics-Informed Neural Time Series Models), a framework that integrates physical constraints into neural time series models to improve their ability to capture complex dynamics. We apply PINT to the ERA5 WeatherBench dataset, focusing on long-term forecasting of 2m-temperature data. PINT incorporates the Simple Harmonic Oscillator Equation as a physics-informed prior, embedding its periodic dynamics into RNN, LSTM, and GRU architectures. This equation's analytical solutions (sine and cosine functions) facilitate rigorous evaluation of the benefits of incorporating physics-informed constraints. By benchmarking against a linear regression baseline derived from its exact solutions, we quantify the impact of embedding physical principles in data-driven models. Unlike traditional time series models that rely on future observations, PINT is designed for practical forecasting. Using only the first 90 days of observed data, it iteratively predicts the next two years, addressing challenges posed by limited real-time updates. Experiments on the WeatherBench dataset demonstrate PINT's ability to generalize, capture periodic trends, and align with physical principles. This study highlights the potential of physics-informed neural models in bridging machine learning and interpretable climate applications. Our models and datasets are publicly available on GitHub: https://github.com/KV-Park.

AL-PINN: Active Learning-Driven Physics-Informed Neural Networks for Efficient Sample Selection in Solving Partial Differential Equations

Physics-Informed Neural Networks (PINNs) have emerged as a promising approach for solving Partial Differential Equations (PDEs) by incorporating physical constraints into deep learning models. However, standard PINNs often require a large number of training samples to achieve high accuracy, leading to increased computational costs. To address this issue, we propose Active Learning-Driven PINNs (AL-PINN), which integrates Uncertainty Quantification (UQ) and Active Learning (AL) strategies to optimize sample selection dynamically. AL-PINN utilizes Monte Carlo Dropout to estimate epistemic uncertainty in the model predictions, enabling the adaptive selection of high-uncertainty regions for additional training. This approach significantly enhances learning efficiency by focusing computational resources on the most informative data points. We evaluate AL-PINN on benchmark PDE problems with known analytical solutions and real-world WeatherBench climate data. Our results demonstrate that AL-PINN achieves comparable or superior accuracy compared to traditional PINNs while reducing the number of required training samples. The proposed framework is particularly beneficial for scientific and engineering applications where data collection is expensive or limited, such as climate modeling, medical simulations, and material science. Our findings highlight the potential of active learning in accelerating PINN-based PDE solvers while maintaining high accuracy and computational efficiency.

Optimizing Portfolio Performance through Clustering and Sharpe Ratio-Based Optimization: A Comparative Backtesting Approach

Optimizing portfolio performance is a fundamental challenge in financial modeling, requiring the integration of advanced clustering techniques and data-driven optimization strategies. This paper introduces a comparative backtesting approach that combines clustering-based portfolio segmentation and Sharpe ratio-based optimization to enhance investment decision-making. First, we segment a diverse set of financial assets into clusters based on their historical log-returns using K-Means clustering. This segmentation enables the grouping of assets with similar return characteristics, facilitating targeted portfolio construction. Next, for each cluster, we apply a Sharpe ratio-based optimization model to derive optimal weights that maximize risk-adjusted returns. Unlike traditional mean-variance optimization, this approach directly incorporates the trade-off between returns and volatility, resulting in a more balanced allocation of resources within each cluster. The proposed framework is evaluated through a backtesting study using historical data spanning multiple asset classes. Optimized portfolios for each cluster are constructed and their cumulative returns are compared over time against a traditional equal-weighted benchmark portfolio.