In-Context Learning for Zero-Shot Speed Estimation of BLDC motors

Accurate speed estimation in sensorless brushless DC motors is essential for high-performance control and monitoring, yet conventional model-based approaches struggle with system nonlinearities and parameter uncertainties. In this work, we propose an in-context learning framework leveraging transformer-based models to perform zero-shot speed estimation using only electrical measurements. By training the filter offline on simulated motor trajectories, we enable real-time inference on unseen real motors without retraining, eliminating the need for explicit system identification while retaining adaptability to varying operating conditions. Experimental results demonstrate that our method outperforms traditional Kalman filter-based estimators, especially in low-speed regimes that are crucial during motor startup.

Hawkes-based cryptocurrency forecasting via Limit Order Book data

Accurately forecasting the direction of financial returns poses a formidable challenge, given the inherent unpredictability of financial time series. The task becomes even more arduous when applied to cryptocurrency returns, given the chaotic and intricately complex nature of crypto markets. In this study, we present a novel prediction algorithm using limit order book (LOB) data rooted in the Hawkes model, a category of point processes. Coupled with a continuous output error (COE) model, our approach offers a precise forecast of return signs by leveraging predictions of future financial interactions. Capitalizing on the non-uniformly sampled structure of the original time series, our strategy surpasses benchmark models in both prediction accuracy and cumulative profit when implemented in a trading environment. The efficacy of our approach is validated through Monte Carlo simulations across 50 scenarios. The research draws on LOB measurements from a centralized cryptocurrency exchange where the stablecoin Tether is exchanged against the U.S. dollar.

META-SMGO-$Δ$: similarity as a prior in black-box optimization

When solving global optimization problems in practice, one often ends up repeatedly solving problems that are similar to each others. By providing a rigorous definition of similarity, in this work we propose to incorporate the META-learning rationale into SMGO-$\Delta$, a global optimization approach recently proposed in the literature, to exploit priors obtained from similar past experience to efficiently solve new (similar) problems. Through a benchmark numerical example we show the practical benefits of our META-extension of the baseline algorithm, while providing theoretical bounds on its performance.